2022SP_COMP_SCI_396-0_SEC7 Special Topics in Computer Science: Online Markets
Synopsis: Online markets are causing significant changes to society. Examples include eBay, airBnB, tinder, Uber, stackexchange, and Amazon. This class gives an introduction to the science of online markets combining topics from game theory and economics with topics from machine learning and algorithms. The two main topics of interest are how individuals in these marketplaces optimize their strategies and how the market designer optimizes the rules of the market place so that, when individuals optimize their strategies, desired market outcomes are achieved. Lectures will develop intuition for these topics through mathematical analysis. Student work will be a mix of exercises, quizzes, short projects, and peer reviews.
Prerequisites: CS 212 (Discrete Math) and CS 214 (Data Structures) or CS 336 (Algorithms) or ECON 380-1 (Game Theory).
Instructor: Jason Hartline
Office hours: Wednesday 1-2pm in Mudd 3015
Lectures: TuTh 2:00-3:20pm in Tech LR4.
Discussion: Piazza.
Teaching Assistants: Sheng Long
Links to an external site.
Office hours:
- Monday 2-3pm in Annenberg G31
- Tuesday 12-1pm in Mudd 3534
Grading: 40% projects, 20% peer review, 10% exercises, 10% quizzes, 20% final.
Project Policy: Projects are to be done in pairs. Both students must contribute to the solution of all problems. One copy of the assignment should be turned in. Both students will receive the same grade. Project report guidelines.
Peer Review: Projects will be peer reviewed. Peer review is part of the dialogue we have about course content, and serves to provide students with quick feedback about their projects. Peer review logistics. Peer review rubric and scoring guidelines.
Quiz Policy: Quizzes will be short and intended to assess understanding of facts and concepts in the course. Questions will primarily be true/false, multiple choice, or numeric answers. Quizzes are open notes, but to be done individually and without other Internet resources. See full details on logistics and policies of quizzes.
Lecture Livestreams: Students are expected to attend the in-person classes. However, to promote a healthy learning atmosphere, all lectures will be livestreamed to Panopto. Students feeling like their attendance might compromise the health of other students should attend from the livestream.
Lecture Recordings: Lectures will be recorded and available to students in the class on Panopto. Per the university policy: Unauthorized student recording of classroom or other academic activities (including advising sessions or office hours) is prohibited. Unauthorized recording is unethical and may also be a violation of University policy and state law. Students requesting the use of assistive technology as an accommodation should contact AccessibleNU. Unauthorized use of classroom recordings — including distributing or posting them — is also prohibited. Under the University’s Copyright Policy, faculty own the copyright to instructional materials — including those resources created specifically for the purposes of instruction, such as syllabi, lectures and lecture notes, and presentations. Students cannot copy, reproduce, display or distribute these materials. Students who engage in unauthorized recording, unauthorized use of a recording or unauthorized distribution of instructional materials will be referred to the appropriate University office for follow-up.
Accessibility and Accommodations: Northwestern University is committed to providing the most accessible learning environment as possible for students with disabilities. Should you anticipate or experience disability-related barriers in the academic setting, please contact AccessibleNU to move forward with the university’s established accommodation process (e: accessiblenu@northwestern.edu; p: 847-467-5530). If you already have established accommodations with AccessibleNU, please let me know as soon as possible, preferably within the first two weeks of the term, so we can work together to implement your disability accommodations. Disability information, including academic accommodations as part of a student’s educational record, is confidential under FERPA regulations.
Tentative Schedule:
- Week 0: Allocating a Resource
- Lecture 1: ride sharing, first-price auction, ascending-price auction, second-price auction. [notes] Download [notes] [slides] Download [slides]
- Week 1: Game Theory
- Lecture 2: Bimatrix Games, Nash Equilibrium, Dominant Strategy Equilibrium [notes Download notes] [slides Download slides]
- Lecture 3: Dominant-strategy, Nash, Bayes-Nash equilibria; first-price, second-price auctions, revisited [notes Download notes] [slides Download slides]
- Weeks 2: Online Learning
- Lecture 4: online learning, exponential weights. [notes] Download [notes] [slides Download slides]
- Lecture 5: Multi-armed Bandit Learning [notes Download notes] [slides Download slides]
- Weeks 3: Learning and Game Theory
- Lecture 6: learning in games, coarse correlated equilibria [notes] Download [notes] [slides] Download [slides]
- Lecture 7: Learning to bid, discretization, full feedback, partial feedback [notes] Download [notes] [slides] Download [slides]
- Week 4: Welfare and Revenue
- Lecture 8: Welfare analysis in equilibrium, conversion ratio, individual efficiency. [notes] Download [notes] [slides] Download [slides]
- Quiz Weeks 0-3 (take home)
- Lecture 9: Randomized welfare analysis, second-price with reserve [notes] Download [notes] [slides] Download [slides]
- Week 5: Optimal Auctions
- Lecture 10: pricing revenue, virtual values, optimal reserves [notes] Download [notes] [slides] Download [slides]
- Lecture 11: revelation principle, optimal auctions, virtual welfare maximization [notes] Download [notes] [slides] Download [slides]
- Week 6: Learning Auctions and Econometrics
- Lecture 12: optimal auctions (review), learning to price, learning to auction [notes] Download [notes] [slides] Download [slides]
- Lecture 13: inferring values, inference for learning bidders. [notes] Download [notes] [slides] Download [slides]
- Week 7: Online Allocation
- Lecture 14: online allocation, backwards induction, "the eBay problem" (prophet inequalities) [notes] Download [notes] [slides] Download [slides]
- Quiz Weeks 4-6 (take home)
- Lecture 15: secretary problem, ski renter. [notes] Download [notes] [slides] Download [slides]
- Weeks 8: Differential Privacy
- Lecture DP1: Differential Privacy 1 (guest lecture) [slides1] Download [slides1] [slides2, 1-14] Download [slides2, 1-14]
- Lecture DP2: Differential Privacy 2 (guest lecture) [slides2, 15-18] Download [slides2, 15-18]
- Week 9: Matching Markets
- Lecture 16: Offline matching, matching algorithms, externality pricing mechanism [notes] Download [notes] [slides] Download [slides]
- Lecture 17: Duality, online matching, greedy online matching. [notes] Download [notes] [slides] Download [slides]
- Week 10: Final Exam, Monday, June 6, 9am-11am. (Review materials [notes] Download [notes] [slides] Download [slides])
Course Summary:
Date | Details | Due |
---|---|---|
Thu Mar 31, 2022 | Quiz Exercise 1.1: Elevator Plan | due by 3:30pm |
Quiz Exercise 1.2: Place Your Bids | due by 3:30pm | |
Tue Apr 5, 2022 | Quiz Exercise 2.1: Best Response | due by 3:30pm |
Quiz Exercise 2.2: "Battle of the Sexes" | due by 3:30pm | |
Thu Apr 7, 2022 | Quiz Exercise 3.1: Expected Value | due by 3:30pm |
Quiz Exercise 3.2: Winning Probability | due by 3:30pm | |
Tue Apr 12, 2022 | Quiz Exercise 4.1: Online Learning | due by 3:30pm |
Quiz Exercise 4.2: Follow the Leader | due by 3:30pm | |
Thu Apr 14, 2022 | Quiz Exercise 5.1: Expected Payoff | due by 3:30pm |
Quiz Exercise 5.2: MAB-EW | due by 3:30pm | |
Assignment Project 1: Bid Analysis | due by 11:59pm | |
Mon Apr 18, 2022 | Assignment Peer Review 1: Bid Analysis | due by 10pm |
Tue Apr 19, 2022 | Quiz Exercise 6.1: "Battle of the Sexes" Times Two | due by 3:30pm |
Quiz Exercise 6.2: Optimal Bid | due by 3:30pm | |
Thu Apr 21, 2022 | Quiz Exercise 7.1: Discretization | due by 3:30pm |
Quiz Exercise 7.2: Learning Rate | due by 3:30pm | |
Tue Apr 26, 2022 | Quiz Exercise 8.1: Optimal Welfare | due by 3:30pm |
Quiz Exercise 8.2: Bid Optimization | due by 3:30pm | |
Thu Apr 28, 2022 | Quiz Exercise 9.1: Expected Value | due by 3:30pm |
Quiz Exercise 9.2: Pricing Revenue | due by 3:30pm | |
Assignment Project 2: Online Learning | due by 10pm | |
Sat Apr 30, 2022 | Quiz Quiz 1: Weeks 1-3 | due by 12:01am |
Mon May 2, 2022 | Assignment Peer Review 2: Online Learning | due by 10pm |
Tue May 3, 2022 | Quiz Exercise 10.1: Random Pricing | due by 3:30pm |
Quiz Exercise 10.2: Pricing Lotteries | due by 3:30pm | |
Thu May 5, 2022 | Quiz Exercise 11.1: Optimal Pricing | due by 3:30pm |
Quiz Exercise 11.2: Allocation Rules | due by 3:30pm | |
Tue May 10, 2022 | Quiz Exercise 12.1: Expected Payment | due by 3:30pm |
Quiz Exercise 12.2: Selling Introductions | due by 3:30pm | |
Thu May 12, 2022 | Quiz Exercise 13.1: Auction Forensics | due by 3:30pm |
Quiz Exercise 13.2: Proportional Bids | due by 3:30pm | |
Assignment Project 3: Learning in Games | due by 10pm | |
Quiz
Exercise 13.1: Auction Forensics
(1 student)
|
due by 11:59pm | |
Quiz
Exercise 13.2: Proportional Bids
(1 student)
|
due by 11:59pm | |
Mon May 16, 2022 | Assignment Peer Review 3: Learning in Games | due by 10pm |
Tue May 17, 2022 | Quiz Exercise 14.1: Posted Pricing | due by 3:30pm |
Quiz Exercise 14.2: Two-day Gamble | due by 3:30pm | |
Thu May 19, 2022 | Quiz Exercise 15.1: Random Permutation | due by 3:30pm |
Quiz Exercise 15.2: Ski Holiday | due by 3:30pm | |
Fri May 20, 2022 | Quiz Quiz 2: Weeks 4-6 | due by 11:59pm |
Thu May 26, 2022 | Quiz Exercise DP2.1. Private Grades | due by 4:30pm |
Quiz Exercise DP2.2: Privacy of Learning | due by 4:30pm | |
Sat May 28, 2022 | Assignment Project 4: Online Revenue Maximization | due by 10pm |
Tue May 31, 2022 | Quiz Exercise 16.1: House Allocation | due by 3:30pm |
Quiz Exercise 16.2: House Pricing | due by 3:30pm | |
Assignment Peer Review 4: Online Revenue Maximization | due by 10pm | |
Thu Jun 2, 2022 | Quiz Exercise 17.1: Matching Dual | due by 3:30pm |
Quiz Exercise 17.2: Externality Pricing | due by 3:30pm | |
Mon Jun 6, 2022 | Assignment Final | due by 11am |
Quiz Final | due by 11am | |
Tue Jun 7, 2022 | Assignment Project 5: Inference for Learning Agents (Optional) | due by 10pm |
Assignment Open PeerPal |