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In this paper, we consider an online resource allocation problem where a decision maker accepts or rejects incoming customer requests irrevocably in order to maximize expected reward given limited resources. At each time, a new…

Data Structures and Algorithms · Computer Science 2022-05-03 Guanting Chen , Xiaocheng Li , Yinyu Ye

Algorithm selection, aiming to identify the best algorithm for a given problem, plays a pivotal role in continuous black-box optimization. A common approach involves representing optimization functions using a set of features, which are…

Machine Learning · Computer Science 2025-05-13 Gašper Petelin , Gjorgjina Cenikj

It is well known that the classical single linkage algorithm usually fails to identify clusters in the presence of outliers. In this paper, we propose a new version of this algorithm, and we study its mathematical performances. In…

Statistics Theory · Mathematics 2022-03-21 Nicolas Klutchnikoff , Audrey Poterie , Laurent Rouviere

This paper studies online resource allocation with replenishable budgets, where budgets can be replenished on top of the initial budget and an agent sequentially chooses online allocation decisions without violating the available budget…

Computer Science and Game Theory · Computer Science 2024-01-10 Jianyi Yang , Pengfei Li , Mohammad Jaminur Islam , Shaolei Ren

Though competitive analysis has been a very useful performance measure for the quality of online algorithms, it is recognized that it sometimes fails to distinguish between algorithms of different quality in practice. A number of…

Data Structures and Algorithms · Computer Science 2015-03-19 Joan Boyar , Kim S. Larsen , Abyayananda Maiti

In this paper we study a single machine scheduling problem with the objective of minimizing the sum of completion times. Each of the given jobs is either short or long. However the processing times are initially hidden to the algorithm, but…

Data Structures and Algorithms · Computer Science 2021-05-06 Fanny Dufossé , Christoph Dürr , Noël Nadal , Denis Trystram , Óscar C. Vásquez

We analyze general model selection procedures using penalized empirical loss minimization under computational constraints. While classical model selection approaches do not consider computational aspects of performing model selection, we…

Machine Learning · Statistics 2012-08-02 Alekh Agarwal , Peter L. Bartlett , John C. Duchi

Offline model-based optimization (MBO) aims to identify a design that maximizes a black-box function using only a fixed, pre-collected dataset of designs and their corresponding scores. A common approach in offline MBO is to train a…

Machine Learning · Computer Science 2025-05-05 Rong-Xi Tan , Ke Xue , Shen-Huan Lyu , Haopu Shang , Yao Wang , Yaoyuan Wang , Sheng Fu , Chao Qian

Accurate uncertainty estimates are important in sequential model-based decision-making tasks such as Bayesian optimization. However, these estimates can be imperfect if the data violates assumptions made by the model (e.g., Gaussianity).…

Machine Learning · Computer Science 2024-06-27 Shachi Deshpande , Charles Marx , Volodymyr Kuleshov

Online recommender systems often deal with continuous, potentially fast and unbounded flows of data. Ensemble methods for recommender systems have been used in the past in batch algorithms, however they have never been studied with…

Information Retrieval · Computer Science 2018-03-28 João Vinagre , Alípio Mário Jorge , João Gama

We incorporate future information in the form of the estimated value of future gradients in online convex optimization. This is motivated by demand response in power systems, where forecasts about the current round, e.g., the weather or the…

Optimization and Control · Mathematics 2020-12-14 Antoine Lesage-Landry , Iman Shames , Joshua A. Taylor

Offline model-based optimization (MBO) seeks to discover high-performing designs using only a fixed dataset of past evaluations. Most existing methods rely on learning a surrogate model via regression and implicitly assume that good…

Machine Learning · Computer Science 2026-03-05 Shen-Huan Lyu , Rong-Xi Tan , Ke Xue , Yi-Xiao He , Yu Huang , Qingfu Zhang , Chao Qian

We revisit the question of reducing online learning to approximate optimization of the offline problem. In this setting, we give two algorithms with near-optimal performance in the full information setting: they guarantee optimal regret and…

Machine Learning · Computer Science 2018-04-24 Elad Hazan , Wei Hu , Yuanzhi Li , Zhiyuan Li

The knapsack problem is one of the classical problems in combinatorial optimization: Given a set of items, each specified by its size and profit, the goal is to find a maximum profit packing into a knapsack of bounded capacity. In the…

Data Structures and Algorithms · Computer Science 2020-12-02 Susanne Albers , Arindam Khan , Leon Ladewig

We consider Online Facility Location in the framework of learning-augmented online algorithms. In Online Facility Location (OFL), demands arrive one-by-one in a metric space and must be (irrevocably) assigned to an open facility upon…

Data Structures and Algorithms · Computer Science 2024-08-20 Dimitris Fotakis , Evangelia Gergatsouli , Themis Gouleakis , Nikolas Patris , Thanos Tolias

The problem of online scheduling of multi-server jobs is considered, where there are a total of $K$ servers, and each job requires concurrent service from multiple servers for it to be processed. Each job on its arrival reveals its…

Data Structures and Algorithms · Computer Science 2024-07-02 Rahul Vaze

Prediction is a well-studied machine learning task, and prediction algorithms are core ingredients in online products and services. Despite their centrality in the competition between online companies who offer prediction-based products,…

Computer Science and Game Theory · Computer Science 2019-05-08 Omer Ben-Porat , Moshe Tennenholtz

Online decision-makers often obtain predictions on future variables, such as arrivals, demands, inventories, and so on. These predictions can be generated from simple forecasting algorithms for univariate time-series, all the way to…

Optimization and Control · Mathematics 2024-06-25 Lin An , Andrew A. Li , Benjamin Moseley , Gabriel Visotsky

We study a theoretical and algorithmic framework for structured prediction in the online learning setting. The problem of structured prediction, i.e. estimating function where the output space lacks a vectorial structure, is well studied in…

Machine Learning · Computer Science 2024-06-19 Pierre Boudart , Alessandro Rudi , Pierre Gaillard

This paper studies a problem of jointly optimizing two important operations in mobile edge computing without knowing future requests, namely service caching, which determines which services to be hosted at the edge, and service routing,…

Networking and Internet Architecture · Computer Science 2022-02-01 Siqi Fan , I-Hong Hou , Van Sy Mai , Lotfi Benmohamed