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Inverse optimization is a powerful paradigm for learning preferences and restrictions that explain the behavior of a decision maker, based on a set of external signal and the corresponding decision pairs. However, most inverse optimization…

Machine Learning · Computer Science 2018-11-05 Chaosheng Dong , Yiran Chen , Bo Zeng

Online resource allocation (ORA) is a fundamental framework for sequential decision-making problems under budget constraints, with applications ranging from online advertising to revenue management. In this work, we study a broader setting…

Computer Science and Game Theory · Computer Science 2026-05-12 Eleonora Fidelia Chiefari , Francesco Emanuele Stradi , Matteo Castiglioni , Alberto Marchesi

This paper leverages machine-learned predictions to design competitive algorithms for online conversion problems with the goal of improving the competitive ratio when predictions are accurate (i.e., consistency), while also guaranteeing a…

Machine Learning · Computer Science 2021-09-06 Bo Sun , Russell Lee , Mohammad Hajiesmaili , Adam Wierman , Danny H. K. Tsang

The design of online algorithms has tended to focus on algorithms with worst-case guarantees, e.g., bounds on the competitive ratio. However, it is well-known that such algorithms are often overly pessimistic, performing sub-optimally on…

Data Structures and Algorithms · Computer Science 2020-12-11 Ali Zeynali , Bo Sun , Mohammad Hajiesmaili , Adam Wierman

In this paper, we study the peak-aware energy scheduling problem using the competitive framework with machine learning prediction. With the uncertainty of energy demand as the fundamental challenge, the goal is to schedule the energy output…

Data Structures and Algorithms · Computer Science 2019-11-20 Russell Lee , Mohammad H. Hajiesmaili , Jian Li

The bin covering problem asks for covering a maximum number of bins with an online sequence of $n$ items of different sizes in the range $(0,1]$; a bin is said to be covered if it receives items of total size at least 1. We study this…

Data Structures and Algorithms · Computer Science 2020-06-03 Joan Boyar , Lene M. Favrholdt , Shahin Kamali , Kim S. Larsen

We consider the online resource minimization problem in which jobs with hard deadlines arrive online over time at their release dates. The task is to determine a feasible schedule on a minimum number of machines. We rigorously study this…

Data Structures and Algorithms · Computer Science 2015-12-09 Lin Chen , Nicole Megow , Kevin Schewior

With the developments in machine learning, there has been a surge in interest and results focused on algorithms utilizing predictions, not least in online algorithms where most new results incorporate the prediction aspect for concrete…

Data Structures and Algorithms · Computer Science 2026-02-02 Magnus Berg , Joan Boyar , Lene M. Favrholdt , Kim S. Larsen

In this work we study the problem of using machine-learned predictions to improve the performance of online algorithms. We consider two classical problems, ski rental and non-clairvoyant job scheduling, and obtain new online algorithms that…

Data Structures and Algorithms · Computer Science 2024-07-26 Ravi Kumar , Manish Purohit , Zoya Svitkina

Assessing uncertainty is an important step towards ensuring the safety and reliability of machine learning systems. Existing uncertainty estimation techniques may fail when their modeling assumptions are not met, e.g. when the data…

Machine Learning · Computer Science 2017-01-24 Volodymyr Kuleshov , Stefano Ermon

Financial markets are complex environments that produce enormous amounts of noisy and non-stationary data. One fundamental problem is online portfolio selection, the goal of which is to exploit this data to sequentially select portfolios of…

Machine Learning · Statistics 2019-08-23 Favour M. Nyikosa , Michael A. Osborne , Stephen J. Roberts

We study the problem of online unweighted bipartite matching with $n$ offline vertices and $n$ online vertices where one wishes to be competitive against the optimal offline algorithm. While the classic RANKING algorithm of Karp et al.…

Machine Learning · Computer Science 2024-05-24 Davin Choo , Themis Gouleakis , Chun Kai Ling , Arnab Bhattacharyya

We consider the design of computationally efficient online learning algorithms in an adversarial setting in which the learner has access to an offline optimization oracle. We present an algorithm called Generalized…

We study the relationship between the competitive ratio and the tail distribution of randomized online minimization problems. To this end, we define a broad class of online problems that includes some of the well-studied problems like…

Data Structures and Algorithms · Computer Science 2013-02-15 Dennis Komm , Rastislav Královič , Richard Královič , Tobias Mömke

In high-stakes engineering applications, optimization algorithms must come with provable worst-case guarantees over a mathematically defined class of problems. Designing for the worst case, however, inevitably sacrifices performance on the…

Systems and Control · Electrical Eng. & Systems 2025-08-04 Andrea Martin , Ian R. Manchester , Luca Furieri

We consider sequential maximization of performance metrics that are general functions of a confusion matrix of a classifier (such as precision, F-measure, or G-mean). Such metrics are, in general, non-decomposable over individual instances,…

Machine Learning · Computer Science 2024-06-24 Wojciech Kotłowski , Marek Wydmuch , Erik Schultheis , Rohit Babbar , Krzysztof Dembczyński

The problem of online matching with stochastic rewards is a generalization of the online bipartite matching problem where each edge has a probability of success. When a match is made it succeeds with the probability of the corresponding…

Data Structures and Algorithms · Computer Science 2022-05-12 Vineet Goyal , Rajan Udwani

A standard way to obtain convergence guarantees in stochastic convex optimization is to run an online learning algorithm and then output the average of its iterates: the actual iterates of the online learning algorithm do not come with…

Machine Learning · Statistics 2019-03-05 Ashok Cutkosky

We study a generalization of the advice complexity model of online computation in which the advice is provided by an untrusted source. Our objective is to quantify the impact of untrusted advice so as to design and analyze online algorithms…

Data Structures and Algorithms · Computer Science 2024-04-17 Spyros Angelopoulos , Christoph Dürr , Shendan Jin , Shahin Kamali , Marc Renault

Caching at the base stations brings the contents closer to the users, reduces the traffic through the backhaul links, and reduces the delay experienced by the cellular users. The cellular network operator may charge the content providers…

Networking and Internet Architecture · Computer Science 2015-09-11 Ammar Gharaibeh , Abdallah Khreishah , Bo Ji , Moussa Ayyash
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