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Financial market forecasting remains a formidable challenge despite the surge in computational capabilities and machine learning advancements. While numerous studies have underscored the precision of computer-generated market predictions,…

Computational Finance · Quantitative Finance 2023-11-16 Reza Yarbakhsh , Mahdieh Soleymani Baghshah , Hamidreza Karimaghaie

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

Successful human-robot teaming will require robots to adapt autonomously to a human teammate's internal state, where a critical element of such adaptation is the ability to estimate the human's workload in unknown situations. Existing…

Robotics · Computer Science 2025-07-11 Josh Bhagat Smith , Julie A. Adams

The extension of classical online algorithms when provided with predictions is a new and active research area. In this paper, we extend the primal-dual method for online algorithms in order to incorporate predictions that advise the online…

Machine Learning · Computer Science 2020-10-23 Étienne Bamas , Andreas Maggiori , Ola Svensson

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

We study the multiclass online learning problem where a forecaster makes a sequence of predictions using the advice of $n$ experts. Our main contribution is to analyze the regime where the best expert makes at most $b$ mistakes and to show…

Machine Learning · Computer Science 2022-10-12 Simina Brânzei , Yuval Peres

This paper develops learning-augmented algorithms for energy trading in volatile electricity markets. The basic problem is to sell (or buy) $k$ units of energy for the highest revenue (lowest cost) over uncertain time-varying prices, which…

Machine Learning · Computer Science 2024-02-29 Russell Lee , Bo Sun , Mohammad Hajiesmaili , John C. S. Lui

In this paper, we present improved learning-augmented algorithms for the multi-option ski rental problem. Learning-augmented algorithms take ML predictions as an added part of the input and incorporates these predictions in solving the…

Data Structures and Algorithms · Computer Science 2023-02-15 Yongho Shin , Changyeol Lee , Gukryeol Lee , Hyung-Chan An

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

In the online hypergraph matching problem, hyperedges of size $k$ over a common ground set arrive online in adversarial order. The goal is to obtain a maximum matching (disjoint set of hyperedges). A na\"ive greedy algorithm for this…

Data Structures and Algorithms · Computer Science 2024-02-15 Thorben Tröbst , Rajan Udwani

We consider the following online optimization problem. We are given a graph $G$ and each vertex of the graph is assigned to one of $\ell$ servers, where servers have capacity $k$ and we assume that the graph has $\ell \cdot k$ vertices.…

Data Structures and Algorithms · Computer Science 2020-11-03 Monika Henzinger , Stefan Neumann , Harald Räcke , Stefan Schmid

In Multi-Task Learning (MTL), it is a common practice to train multi-task networks by optimizing an objective function, which is a weighted average of the task-specific objective functions. Although the computational advantages of this…

Machine Learning · Computer Science 2022-07-19 Lucas Pascal , Pietro Michiardi , Xavier Bost , Benoit Huet , Maria A. Zuluaga

In this paper, we design an analytically and experimentally better online energy and job scheduling algorithm with the objective of maximizing net profit for a service provider in green data centers. We first study the previously known…

Performance · Computer Science 2014-04-22 Huangxin Wang , Jean X. Zhang , Fei Li

Ports, warehouses and courier services have to decide online how an arriving task is to be served in order that cost is minimized (or profit maximized). These operators have a wealth of historical data on task assignments; can these data be…

Data Structures and Algorithms · Computer Science 2007-05-23 Jason W. H. Lee , Y. C. Tay , Anthony K. H. Tung

Learning-augmented algorithms have emerged as a powerful paradigm to surpass traditional worst-case lower bounds by integrating potentially noisy predictions. While this framework has seen success in online scheduling, existing work…

Machine Learning · Computer Science 2026-05-25 Mugen Blue , Sungjin Im , Alexander Lindermayr

This paper proposes online algorithms for dynamic matching markets in power distribution systems, which at any real-time operation instance decides about matching -- or delaying the supply of -- flexible loads with available renewable…

Systems and Control · Electrical Eng. & Systems 2020-07-17 Deepan Muthirayan , Masood Parvania , Pramod P. Khargonekar

Choosing a suitable algorithm from the myriads of different search heuristics is difficult when faced with a novel optimization problem. In this work, we argue that the purely academic question of what could be the best possible algorithm…

Neural and Evolutionary Computing · Computer Science 2023-12-07 Shouda Wang , Weijie Zheng , Benjamin Doerr

We study online scheduling to minimize total completion time with explorable uncertainty on single and multiple machines. Each job comes with an upper limit of its processing time, which could be potentially reduced by testing the job,…

Discrete Mathematics · Computer Science 2026-05-11 Bob Krekelberg , Alison Hsiang-Hsuan Liu , Fu-Hong Liu , Prudence W. H. Wong , Xiao-Ou Zhang

Online strategic classification studies settings in which agents strategically modify their features to obtain favorable predictions. For example, given a classifier that determines loan approval based on credit scores, applicants may open…

Machine Learning · Computer Science 2026-02-09 Chase Hutton , Adam Melrod , Han Shao

We consider a natural semi-online model for weighted paging, where at any time the algorithm is given predictions, possibly with errors, about the next arrival of each page. The model is inspired by Belady's classic optimal offline…

Data Structures and Algorithms · Computer Science 2021-11-10 Nikhil Bansal , Christian Coester , Ravi Kumar , Manish Purohit , Erik Vee
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