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, 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). 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. Bachoc, N. Cesa-Bianchi, T. Cesari, R. Colomboni
  Fair online bilateral trade
  (https://arxiv.org/abs/2405.13919)

• T. Cesari, R. Colomboni
  Trading volume maximization with online learning
  (https://arxiv.org/abs/2405.13102)

• F. Bachoc, T. Cesari, R. Colomboni
  A contextual online learning theory of brokerage
  (https://arxiv.org/abs/2407.01566)

• R. Colomboni, E. Esposito, and A. Paudice
  An improved uniform convergence bound with fat-shattering dimension (https://arxiv.org/abs/2307.06644)

• F. Bachoc, T. Cesari, R. Colomboni, and A. Paudice
  A near-optimal algorithm for univariate zeroth-order budget convex optimization (https://arxiv.org/abs/2208.06720)

• N. Cesa-Bianchi, R. Colomboni, and M. Kasy
  Adaptive maximization of social welfare
  (https://arxiv.org/abs/2310.09597)

• N. Cesa-Bianchi, T. Cesari, R. Colomboni, F. Fusco, and S. Leonardi
  Regret Analysis of Bilateral Trade with a Smoothed Adversary
  (https://hal.science/hal-04383576)