Roberto Colomboni
Machine Learning Researcher
I am currently affiliated with POLIMI and UNIMI
email: roberto [dot] <you-know-what-goes-here> [at] polimi [dot] it
Research interests
Statistical Learning, Online Learning, Multi-Armed Bandits, Digital Markets
Publications
See also Google Scholar.
N. Cesa-Bianchi, T. Cesari, R. Colomboni, L. Foscari, V. Pathak
Market making without regret
Proceedings of Thirty Eighth Conference on Learning Theory (COLT 2025), Volume 291, Pages 799--837, PMLR, 2025.
(Cite: BibTeX here)F. Bachoc, T. Cesari, R. Colomboni
A parametric contextual online learning theory of brokerage
Forty-second International Conference on Machine Learning (ICML 2025), 2025.
(Cite: BibTex here)N. Cesa-Bianchi, R. Colomboni, and M. Kasy
Adaptive maximization of social welfare
Econometrica. Volume 93, Number 3, Pages 1073-1104. 2025
(Cite: BibTex here)T. Cesari and R. Colomboni
An online learning theory of trading-volume maximization
The Thirteenth International Conference on Learning Representations (ICLR 2025), 2025
(Cite: BibTex here)F. Bachoc, T. Cesari, and R. Colomboni
A tight regret analysis of non-parametric repeated contextual brokerage
The 28th International Conference on Artificial Intelligence and Statisticas (AISTATS 2025), 2025.
(Cite: BibTex here)F. Bachoc, N. Cesa-Bianchi, T. Cesari, and R. Colomboni
Fair online bilateral trade
The Thirty-eighth Annual Conference on Neural Information Processing Systems (NeurIPS 2024), 2024.
(Cite: BibTeX here)R. Colomboni, E. Esposito, and A. Paudice
An improved uniform convergence bound with fat-shattering dimension
Information Processing Letters.106539, ISSN 0020-0190, Elsevier, 2024.
(Cite: BibTeX here)F. Bachoc, T. Cesari, R. Colomboni, and A. Paudice
A theoretical framework for zeroth-order budget convex optimization
Transactions on Machine Learning Research (TMLR). 2024.
(Cite: BibTeX)N. Cesa-Bianchi, T. Cesari, R. Colomboni, F. Fusco, and S. Leonardi
Regret analysis of bilateral trade with a smoothed adversary
Journal of Machine Learning Research (JMLR). Volume 25, Number 234, Pages 1–36. 2024.
(Cite: BibTeX)N. Cesa-Bianchi, T. Cesari, R. Colomboni, F. Fusco, and S. Leonardi
The role of transparency in repeated first-price auctions with unknown valuations
Proceedings of the 56th Annual ACM Symposium on Theory of Computing (STOC 2024), Pages 225-236, Association for Computing Machinery, 2024
(Cite: BibTeX here)N. Bolić, T. Cesari, and R. Colomboni
An online learning theory of brokerage
Proceedings of the 23rd International Conference on Autonomous Agents and Multiagent Systems (AAMAS 2024), Pages 216–224, 2024.
(Cite: BibTeX here)N. Cesa-Bianchi, T. Cesari, R. Colomboni, F. Fusco, and S. Leonardi
Repeated bilateral trade against a smoothed adversary
Proceedings of Thirty Sixth Conference on Learning Theory (COLT 2023), Volume 195, Pages 1095-1130, PMLR, 2023.
(Cite: BibTeX here)N. Cesa-Bianchi, T. Cesari, R. Colomboni, F. Fusco, and S. Leonardi
Bilateral trade: a regret minimization perspective
Mathematical of Operations Research, 2023.
(Cite: BibTeX here)N. Cesa-Bianchi, T. Cesari, R. Colomboni, C. Gentile, and Y. Mansour
Nonstochastic bandits with composite anonymous feedback
Journal of Machine Learning Research (JMLR). Volume 23, Number 277, Pages 1–24. 2022.
(Cite: BibTeX)N. Cesa-Bianchi, T. Cesari, R. Colomboni, F. Fusco, and S. Leonardi
A regret analysis of bilateral trade
The 22nd ACM Conference on Economics and Computation (EC 2021). Pages 289–309. ACM Press, 2021.
(Cite: BibTeX)T. Cesari and R. Colomboni
A nearest neighbor characterization of Lebesgue points in metric measure spaces
Mathematical Statistics and Learning, Volume 3, Issue 1, Pages 71–112. EMS Press, 2021.
(Cite: BibTeX)
Preprints
F. Bacchiocchi, M. Castiglioni, R. Colomboni, and A. Marchesi
Online bilateral trade with minimal feedback: don't waste seller's time
To appear at The Thirty-ninth Annual Conference on Neural Information Processing Systems (NeurIPS 2025), 2025.N. Bolić, T. Cesari, R. Colomboni, and C. Paravalos
Online learning in the repeated mediated newsvendor problem
To appear at The Thirty-ninth Annual Conference on Neural Information Processing Systems (NeurIPS 2025), 2025.F. Bachoc, N. Cesa-Bianchi, T. Cesari, and R. Colomboni
Stochastic bandits for crowdsourcing and multi-platform autobidding
Arxiv