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The use of optimal transport (OT) distances, and in particular entropic-regularised OT distances, is an increasingly popular evaluation metric in many areas of machine learning and data science. Their use has largely been driven by the…

Machine Learning · Computer Science 2023-10-10 Fengpei Wang , Clarice Poon , Tony Shardlow

A variant of the online knapsack problem is considered in the settings of trusted and untrusted predictions. In Unit Profit Knapsack, the items have unit profit, and it is easy to find an optimal solution offline: Pack as many of the…

Data Structures and Algorithms · Computer Science 2022-03-02 Joan Boyar , Lene M. Favrholdt , Kim S. Larsen

We consider checkpointing strategies that minimize the number of recomputations needed when performing discrete adjoint computations using multistage time-stepping schemes, which requires computing several substeps within one complete time…

Mathematical Software · Computer Science 2022-04-29 Hong Zhang , Emil Constantinescu

This paper presents fast first-order methods for solving linear programs (LPs) approximately. We adapt online linear programming algorithms to offline LPs and obtain algorithms that avoid any matrix multiplication. We also introduce a…

Optimization and Control · Mathematics 2024-11-07 Wenzhi Gao , Dongdong Ge , Chunlin Sun , Yinyu Ye

We revisit the problem of \textit{online linear optimization} in case the set of feasible actions is accessible through an approximated linear optimization oracle with a factor $\alpha$ multiplicative approximation guarantee. This setting…

Machine Learning · Computer Science 2017-09-12 Dan Garber

In this paper, we demonstrate how to learn the objective function of a decision-maker while only observing the problem input data and the decision-maker's corresponding decisions over multiple rounds. We present exact algorithms for this…

Optimization and Control · Mathematics 2020-03-31 Andreas Bärmann , Alexander Martin , Sebastian Pokutta , Oskar Schneider

Top-k threshold estimation is the problem of estimating the score of the k-th highest ranking result of a search query. A good estimate can be used to speed up many common top-k query processing algorithms, and thus a number of researchers…

Information Retrieval · Computer Science 2024-12-17 Jinrui Gou , Yifan Liu , Minghao Shao , Torsten Suel

We consider two settings of online learning to rank where feedback is restricted to top ranked items. The problem is cast as an online game between a learner and sequence of users, over $T$ rounds. In both settings, the learners objective…

Machine Learning · Computer Science 2016-08-24 Sougata Chaudhuri , Ambuj Tewari

We study the online discrepancy minimization problem for vectors in $\mathbb{R}^d$ in the oblivious setting where an adversary is allowed fix the vectors $x_1, x_2, \ldots, x_n$ in arbitrary order ahead of time. We give an algorithm that…

Data Structures and Algorithms · Computer Science 2021-02-09 David Arbour , Drew Dimmery , Tung Mai , Anup Rao

We present a reduction from reinforcement learning (RL) to no-regret online learning based on the saddle-point formulation of RL, by which "any" online algorithm with sublinear regret can generate policies with provable performance…

Machine Learning · Computer Science 2020-01-03 Ching-An Cheng , Remi Tachet des Combes , Byron Boots , Geoff Gordon

We consider an online two-stage stochastic optimization with long-term constraints over a finite horizon of $T$ periods. At each period, we take the first-stage action, observe a model parameter realization and then take the second-stage…

Machine Learning · Computer Science 2024-05-21 Jiashuo Jiang

The (Non-Preemptive) Throughput Maximization problem is a natural and fundamental scheduling problem. We are given $n$ jobs, where each job $j$ is characterized by a processing time and a time window, contained in a global interval $[0,T)$,…

Data Structures and Algorithms · Computer Science 2026-04-01 Alexander Armbruster , Fabrizio Grandoni , Antoine Tinguely , Andreas Wiese

We propose an anytime online algorithm for the problem of learning a sequence of adversarial convex cost functions while approximately satisfying another sequence of adversarial online convex constraints. A sequential algorithm is called…

Machine Learning · Computer Science 2025-10-28 Dhruv Sarkar , Abhishek Sinha

In this paper we introduce and study the online consistent $k$-clustering with outliers problem, generalizing the non-outlier version of the problem studied in [Lattanzi-Vassilvitskii, ICML17]. We show that a simple local-search based…

Data Structures and Algorithms · Computer Science 2020-08-17 Xiangyu Guo , Janardhan Kulkarni , Shi Li , Jiayi Xian

We study the online variant of the Min-Sum Set Cover (MSSC) problem, a generalization of the well-known list update problem. In the MSSC problem, an algorithm has to maintain the time-varying permutation of the list of $n$ elements, and…

Data Structures and Algorithms · Computer Science 2023-07-03 Mateusz Basiak , Marcin Bienkowski , Agnieszka Tatarczuk

An on-line chain partitioning algorithm receives a poset, one element at a time, and irrevocably assigns the element to one of the chains in the partition. The on-line chain partitioning problem involves finding the minimal number of chains…

Combinatorics · Mathematics 2022-05-31 Csaba Biró , Israel R. Curbelo

Many industrial and security applications employ a suite of sensors for detecting abrupt changes in temporal behavior patterns. These abrupt changes typically manifest locally, rendering only a small subset of sensors informative.…

Machine Learning · Computer Science 2023-06-14 Aditya Gopalan , Venkatesh Saligrama , Braghadeesh Lakshminarayanan

We show how to take any two parameter-free online learning algorithms with different regret guarantees and obtain a single algorithm whose regret is the minimum of the two base algorithms. Our method is embarrassingly simple: just add the…

Machine Learning · Statistics 2019-02-26 Ashok Cutkosky

We study online changepoint detection in the context of a linear regression model. We propose a class of heavily weighted statistics based on the CUSUM process of the regression residuals, which are specifically designed to ensure timely…

Methodology · Statistics 2024-02-08 Fabrizio Ghezzi , Eduardo Rossi , Lorenzo Trapani

We consider the setting of online computation with advice, and study the bin packing problem and a number of scheduling problems. We show that it is possible, for any of these problems, to arbitrarily approach a competitive ratio of $1$…

Data Structures and Algorithms · Computer Science 2015-08-06 Marc P. Renault , Adi Rosén , Rob van Stee
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