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We study regret minimization in online episodic linear Markov Decision Processes, and obtain rate-optimal $\widetilde O (\sqrt K)$ regret where $K$ denotes the number of episodes. Our work is the first to establish the optimal (w.r.t.~$K$)…

Machine Learning · Computer Science 2024-05-17 Uri Sherman , Alon Cohen , Tomer Koren , Yishay Mansour

In submodular $k$-secretary problem, the goal is to select $k$ items in a randomly ordered input so as to maximize the expected value of a given monotone submodular function on the set of selected items. In this paper, we introduce a…

Data Structures and Algorithms · Computer Science 2018-09-18 Shipra Agrawal , Mohammad Shadravan , Cliff Stein

We study reinforcement learning (RL) with linear function approximation. For episodic time-inhomogeneous linear Markov decision processes (linear MDPs) whose transition probability can be parameterized as a linear function of a given…

Machine Learning · Computer Science 2023-11-07 Jiafan He , Heyang Zhao , Dongruo Zhou , Quanquan Gu

We overcome two major bottlenecks in the study of low rank approximation by assuming the low rank factors themselves are sparse. Specifically, (1) for low rank approximation with spectral norm error, we show how to improve the best known…

Data Structures and Algorithms · Computer Science 2021-11-02 David P. Woodruff , Taisuke Yasuda

In this paper, we consider the problem of choosing a minimum cost set of resources for executing a specified set of jobs. Each input job is an interval, determined by its start-time and end-time. Each resource is also an interval determined…

Data Structures and Algorithms · Computer Science 2012-10-11 Venkatesan Chakaravarthy , Arindam Pal , Sambuddha Roy , Yogish Sabharwal

In this paper we consider the problem of finding a maximum weight set subject to a $k$-extendible constraint in the data stream model. The only non-trivial algorithm known for this problem to date---to the best of our knowledge---is a…

Data Structures and Algorithms · Computer Science 2019-06-12 Moran Feldman , Ran Haba

We consider the Low Rank Approximation problem, where the input consists of a matrix $A \in \mathbb{R}^{n_R \times n_C}$ and an integer $k$, and the goal is to find a matrix $B$ of rank at most $k$ that minimizes $\| A - B \|_0$, which is…

Data Structures and Algorithms · Computer Science 2023-11-03 Vincent Cohen-Addad , Chenglin Fan , Suprovat Ghoshal , Euiwoong Lee , Arnaud de Mesmay , Alantha Newman , Tony Chang Wang

Column-sparse packing problems arise in several contexts in both deterministic and stochastic discrete optimization. We present two unifying ideas, (non-uniform) attenuation and multiple-chance algorithms, to obtain improved approximation…

Data Structures and Algorithms · Computer Science 2019-08-07 Brian Brubach , Karthik Abinav Sankararaman , Aravind Srinivasan , Pan Xu

The $k$-means++ algorithm by Arthur and Vassilvitskii [SODA 2007] is a classical and time-tested algorithm for the $k$-means problem. While being very practical, the algorithm also has good theoretical guarantees: its solution is $O(\log…

Data Structures and Algorithms · Computer Science 2023-07-26 Christoph Grunau , Ahmet Alper Özüdoğru , Václav Rozhoň

Submodular maximization has been a central topic in theoretical computer science and combinatorial optimization over the last decades. Plenty of well-performed approximation algorithms have been designed for the problem over a variety of…

Data Structures and Algorithms · Computer Science 2023-07-20 Xiaoming Sun , Jialin Zhang , Zhijie Zhang

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

Optimization and Control · Mathematics 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

Asadpour, Feige, and Saberi proved that the integrality gap of the configuration LP for the restricted max-min allocation problem is at most $4$. However, their proof does not give a polynomial-time approximation algorithm. A lot of efforts…

Data Structures and Algorithms · Computer Science 2019-05-16 Siu-Wing Cheng , Yuchen Mao

In the online multiple knapsack problem, an algorithm faces a stream of items, and each item has to be either rejected or stored irrevocably in one of $n$ bins (knapsacks) of equal size. The gain of an~algorithm is equal to the sum of sizes…

Data Structures and Algorithms · Computer Science 2020-04-29 Marcin Bienkowski , Maciej Pacut , Krzysztof Piecuch

Explorable heap selection is the problem of selecting the $n$th smallest value in a binary heap. The key values can only be accessed by traversing through the underlying infinite binary tree, and the complexity of the algorithm is measured…

Data Structures and Algorithms · Computer Science 2024-09-12 Sander Borst , Daniel Dadush , Sophie Huiberts , Danish Kashaev

In this paper we present a deterministic parallel algorithm solving the multiple selection problem in congested clique model. In this problem for given set of elements S and a set of ranks $K = \{k_1 , k_2 , ..., k_r \}$ we are asking for…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-11-21 Krzysztof Nowicki

We propose a new finding $k$-minima algorithm and prove that its query complexity is $\mathcal{O}(\sqrt{kN})$, where $N$ is the number of data indices. Though the complexity is equivalent to that of an existing method, the proposed is…

Quantum Physics · Physics 2019-07-09 Kohei Miyamoto , Masakazu Iwamura , Koichi Kise

We give nearly-tight upper and lower bounds for the improving multi-armed bandits problem. An instance of this problem has $k$ arms, each of whose reward function is a concave and increasing function of the number of times that arm has been…

Machine Learning · Computer Science 2024-04-02 Avrim Blum , Kavya Ravichandran

As most robust combinatorial min-max and min-max regret problems with discrete uncertainty sets are NP-hard, research into approximation algorithm and approximability bounds has been a fruitful area of recent work. A simple and well-known…

Data Structures and Algorithms · Computer Science 2016-11-30 Marc Goerigk , André Chassein

We study the multinomial logit (MNL) bandit problem, where at each time step, the seller offers an assortment of size at most $K$ from a pool of $N$ items, and the buyer purchases an item from the assortment according to a MNL choice model.…

Machine Learning · Computer Science 2020-11-20 Jiaqi Yang

We study the Maximum Budgeted Allocation problem, which is the problem of assigning indivisible items to players with budget constraints. In its most general form, an instance of the MBA problem might include many different prices for the…

Data Structures and Algorithms · Computer Science 2015-12-01 Christos Kalaitzis