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We propose an approach to construction of robust non-Euclidean iterative algorithms for convex composite stochastic optimization based on truncation of stochastic gradients. For such algorithms, we establish sub-Gaussian confidence bounds…

Statistics Theory · Mathematics 2019-07-08 Anatoli Juditsky , Alexander Nazin , Arkadi Nemirovsky , Alexandre Tsybakov

Does there exist O(1)-competitive (self-adjusting) binary search tree (BST) algorithms? This is a well-studied problem. A simple offline BST algorithm GreedyFuture was proposed independently by Lucas and Munro, and they conjectured it to be…

Data Structures and Algorithms · Computer Science 2011-02-23 Navin Goyal , Manoj Gupta

This paper is concerned with distributed stochastic multi-agent constrained optimization problem over time-varying network with a class of communication noise. This paper considers the problem in composite optimization setting which is more…

Optimization and Control · Mathematics 2022-12-20 Zhan Yu , Daniel W. C. Ho , Deming Yuan , Jie Liu

Constrained $k$-submodular maximization is a general framework that captures many discrete optimization problems such as ad allocation, influence maximization, personalized recommendation, and many others. In many of these applications,…

Data Structures and Algorithms · Computer Science 2023-05-26 Fabian Spaeh , Alina Ene , Huy L. Nguyen

Constrained competitive optimization involves multiple agents trying to minimize conflicting objectives, subject to constraints. This is a highly expressive modeling language that subsumes most of modern machine learning. In this work we…

Optimization and Control · Mathematics 2020-06-19 Florian Schäfer , Anima Anandkumar , Houman Owhadi

We consider the online stochastic matching problem proposed by Feldman et al. [FMMM09] as a model of display ad allocation. We are given a bipartite graph; one side of the graph corresponds to a fixed set of bins and the other side…

Data Structures and Algorithms · Computer Science 2011-08-03 Vahideh H. Manshadi , Shayan Oveis Gharan , Amin Saberi

We study web and mobile applications that are used to schedule advance service, from medical appointments to restaurant reservations. We model them as online weighted bipartite matching problems with non-stationary arrivals. We propose new…

Optimization and Control · Mathematics 2018-05-29 Xinshang Wang , Van-Anh Truong , David Bank

In this paper, we present a fully-dynamic distributed algorithm for maintaining a minimum spanning tree on general graphs with positive real edge weights. The goal of a dynamic MST algorithm is to update efficiently the minimum spanning…

Distributed, Parallel, and Cluster Computing · Computer Science 2007-05-23 Pradosh Kumar Mohapatra

This work studies the deep learning-based numerical algorithms for optimal hedging problems in markets with general convex transaction costs on the trading rates, focusing on their scalability of trading time horizon. Based on the…

Mathematical Finance · Quantitative Finance 2022-12-29 Xiaofei Shi , Daran Xu , Zhanhao Zhang

Although largely unnoticed by the online algorithms community, T-theory, a field of discrete mathematics, has contributed to the development of several online algorithms for the k-server problem. A brief summary of the k-server problem, and…

Data Structures and Algorithms · Computer Science 2007-05-23 Lawrence L. Larmore , James A. Oravec

Embeddings of graphs into distributions of trees that preserve distances in expectation are a cornerstone of many optimization algorithms. Unfortunately, online or dynamic algorithms which use these embeddings seem inherently randomized and…

Data Structures and Algorithms · Computer Science 2021-02-11 Bernhard Haeupler , D Ellis Hershkowitz , Goran Zuzic

This paper considers the recently popular beyond-worst-case algorithm analysis model which integrates machine-learned predictions with online algorithm design. We consider the online Steiner tree problem in this model for both directed and…

Machine Learning · Computer Science 2023-03-21 Chenyang Xu , Benjamin Moseley

We propose an online parametric estimation method of stochastic differential equations with discrete observations and misspecified modelling based on online gradient descent. Our study provides uniform upper bounds for the risks of the…

Statistics Theory · Mathematics 2022-10-18 Shogo Nakakita

The weighted $k$-server problem is a generalization of the $k$-server problem in which the cost of moving a server of weight $\beta_i$ through a distance $d$ is $\beta_i\cdot d$. The weighted server problem on uniform spaces models caching…

Data Structures and Algorithms · Computer Science 2016-11-15 Ashish Chiplunkar , Sundar Vishwanathan

Peer to peer (P2P) systems are moving from application specific architectures to a generic service oriented design philosophy. This raises interesting problems in connection with providing useful P2P middleware services that are capable of…

Distributed, Parallel, and Cluster Computing · Computer Science 2007-05-23 Antonio Fernandez , Vincent Gramoli , Ernesto Jimenez , Anne-Marie Kermarrec , Michel Raynal

We consider the problem of learning and using predictions for warm start algorithms with predictions. In this setting, an algorithm is given an instance of a problem, and a prediction of the solution. The runtime of the algorithm is bounded…

Data Structures and Algorithms · Computer Science 2024-05-07 Vaidehi Srinivas , Avrim Blum

In a classical covering problem, we are given a set of requests that we need to satisfy (fully or partially), by buying a subset of items at minimum cost. For example, in the k-MST problem we want to find the cheapest tree spanning at least…

Data Structures and Algorithms · Computer Science 2011-02-28 Marek Cygan , Fabrizio Grandoni , Stefano Leonardi , Marcin Mucha , Marcin Pilipczuk , Piotr Sankowski

In this paper, we present an exact algorithm for the Steiner tree problem. The algorithm is based on certain pre-computed index structures. Our algorithm offers a practical solution for the Steiner tree problems on graphs of large size and…

Data Structures and Algorithms · Computer Science 2013-05-27 Fang Wei-Kleiner

Center-based clustering techniques are fundamental in some areas of machine learning such as data summarization. Generic $k$-center algorithms can produce biased cluster representatives so there has been a recent interest in fair $k$-center…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-02-21 Jinxiang Gan , Mordecai Golin , Zonghan Yang , Yuhao Zhang

We consider online algorithms for the $k$-server problem on trees. Chrobak and Larmore proposed a $k$-competitive algorithm for this problem that has the optimal competitive ratio. However, a naive implementation of their algorithm has…

Data Structures and Algorithms · Computer Science 2021-07-29 Ruslan Kapralov , Kamil Khadiev , Joshua Mokut , Yixin Shen , Maxim Yagafarov
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