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The task of learning to pick a single preferred example out a finite set of examples, an "optimal choice problem", is a supervised machine learning problem with complex, structured input. Problems of optimal choice emerge often in various…

Artificial Intelligence · Computer Science 2017-07-07 Marina Sapir

Candidates arrive sequentially for an interview process which results in them being ranked relative to their predecessors. Based on the ranks available at each time, one must develop a decision mechanism that selects or dismisses the…

Data Structures and Algorithms · Computer Science 2024-05-08 George V. Moustakides , Xujun Liu , Olgica Milenkovic

We model the joint distribution of choice probabilities and decision times in binary choice tasks as the solution to a problem of optimal sequential sampling, where the agent is uncertain of the utility of each action and pays a constant…

Neurons and Cognition · Quantitative Biology 2015-05-14 Drew Fudenberg , Philipp Strack , Tomasz Strzalecki

We consider a variant of the classical Secretary Problem. In this setting, the candidates are ranked according to some exchangeable random variable and the quest is to maximize the expected quality of the chosen aspirant. We find an upper…

Probability · Mathematics 2017-09-15 Pablo Blanc , Juan Pablo Borthagaray , Daniel Kohen , Martín Mereb

In many settings people must give numerical scores to entities from a small discrete set. For instance, rating physical attractiveness from 1--5 on dating sites, or papers from 1--10 for conference reviewing. We study the problem of…

Artificial Intelligence · Computer Science 2019-08-28 Sam Ganzfried , Farzana Yusuf

In the best choice problem with random arrivals, an unknown number $n$ of rankable items arrive at times sampled from the uniform distribution. As is well known, a real-time player can ensure stopping at the overall best item with…

Probability · Mathematics 2021-03-09 Alexander Gnedin

The problem of pattern selection arises when the evolution equations have many solutions, whereas observed patterns constitute a much more restricted set. An approach is advanced for treating the problem of pattern selection by defining the…

Condensed Matter · Physics 2009-11-07 V. I. Yukalov

The game of best choice (or "secretary problem") is a model for making an irrevocable decision among a fixed number of candidate choices that are presented sequentially in random order, one at a time. Because the classically optimal…

Combinatorics · Mathematics 2021-07-14 Brant Jones , Katelynn D. Kochalski , Sarah Loeb , Julia C. Walk

In this paper we consider two variants of the Secretary problem: The Best-or-Worst and the Postdoc problems. We extend previous work by considering that the number of objects is not known and follows either a discrete Uniform distribution…

Probability · Mathematics 2018-11-13 L. Bayon , P. Fortuny , J. M. Grau , M. M Ruiz , M. A. Oller-Marcen

There is a growing body of work on sorting and selection in models other than the unit-cost comparison model. This work is the first treatment of a natural stochastic variant of the problem where the cost of comparing two elements is a…

Data Structures and Algorithms · Computer Science 2007-10-02 Stanislav Angelov , Keshav Kunal , Andrew McGregor

We consider a simple optimal probabilistic problem solving strategy that searches through potential solution candidates in a specific order. We are interested in what impact has interchanging the order of two solution candidates with…

Optimization and Control · Mathematics 2016-12-01 Frantisek Duris

Ranking problems, also known as preference learning problems, define a widely spread class of statistical learning problems with many applications, including fraud detection, document ranking, medicine, credit risk screening, image ranking…

Machine Learning · Computer Science 2020-12-17 Tino Werner

This paper revisits the well known single machine scheduling problem to minimize total weighted completion times. The twist is that job sizes are stochastic from unknown distributions, and the scheduler has access to only a single sample…

Data Structures and Algorithms · Computer Science 2023-08-23 Puck te Rietmole , Marc Uetz

We study a generalization of the secretary problem, where decisions do not have to be made immediately upon candidates' arrivals. After arriving, each candidate stays in the system for some (random) amount of time and then leaves, whereupon…

Computer Science and Game Theory · Computer Science 2019-09-20 Thomas Kesselheim , Alexandros Psomas , Shai Vardi

This survey is focused on certain sequential decision-making problems that involve optimizing over probability functions. We discuss the relevance of these problems for learning and control. The survey is organized around a framework that…

Optimization and Control · Mathematics 2023-01-13 Emiland Garrabe , Giovanni Russo

Consider the following multi-phase project management problem. Each project is divided into several phases. All projects enter the next phase at the same point chosen by the decision maker based on observations up to that point. Within each…

Statistics Theory · Mathematics 2007-06-13 Hock Peng Chan , Cheng-Der Fuh , Inchi Hu

We revisit the problem of selecting an item from $n$ choices that appear before us in random sequential order so as to minimize the expected rank of the item selected. In particular, we examine the stopping rule where we reject the first…

Probability · Mathematics 2015-12-10 Béla Bajnok , Svetoslav Semov

Sequential allocation is a simple and widely studied mechanism to allocate indivisible items in turns to agents according to a pre-specified picking sequence of agents. At each turn, the current agent in the picking sequence picks its most…

Data Structures and Algorithms · Computer Science 2019-09-17 Mingyu Xiao , Jiaxing Ling

Stochastic matching is the stochastic version of the well-known matching problem, which consists in maximizing the rewards of a matching under a set of probability distributions associated with the nodes and edges. In most stochastic…

Optimization and Control · Mathematics 2024-05-01 Yuya Hikima , Yasunori Akagi , Hideaki Kim

An approach to analyse the properties of a particle system is to compare it with different processes to understand when one of them is larger than other ones. The main technique for that is coupling, which may not be easy to construct. We…

Probability · Mathematics 2011-02-22 Davide Borrello
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