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In order for an e-commerce platform to maximize its revenue, it must recommend customers items they are most likely to purchase. However, the company often has business constraints on these items, such as the number of each item in stock.…

Optimization and Control · Mathematics 2019-11-19 Andrea Boskovic , Qinyi Chen , Dominik Kufel , Zijie Zhou

We consider an online resource allocation problem where multiple resources, each with an individual initial capacity, are available to serve random requests arriving sequentially over multiple discrete time periods. At each time period, one…

Optimization and Control · Mathematics 2020-12-21 Jiashuo Jiang , Jiawei Zhang

We study the problem of allocating $T$ sequentially arriving items among $n$ homogeneous agents under the constraint that each agent must receive a pre-specified fraction of all items, with the objective of maximizing the agents' total…

Computer Science and Game Theory · Computer Science 2022-09-27 Steven Yin , Shipra Agrawal , Assaf Zeevi

In this paper we propose a novel framework for decentralized, online learning by many learners. At each moment of time, an instance characterized by a certain context may arrive to each learner; based on the context, the learner can select…

Machine Learning · Computer Science 2015-03-24 Cem Tekin , Mihaela van der Schaar

We tackle in this paper an online network resource allocation problem with job transfers. The network is composed of many servers connected by communication links. The system operates in discrete time; at each time slot, the administrator…

Machine Learning · Statistics 2023-11-17 Ahmed Sid-Ali , Ioannis Lambadaris , Yiqiang Q. Zhao , Gennady Shaikhet , Amirhossein Asgharnia

A striking limitation of human cognition is our inability to execute some tasks simultaneously. Recent work suggests that such limitations can arise from a fundamental tradeoff in network architectures that is driven by the sharing of…

Neurons and Cognition · Quantitative Biology 2020-07-08 Yotam Sagiv , Sebastian Musslick , Yael Niv , Jonathan D. Cohen

We address the problem of learning in an online setting where the learner repeatedly observes features, selects among a set of actions, and receives reward for the action taken. We provide the first efficient algorithm with an optimal…

Machine Learning · Computer Science 2011-06-17 Miroslav Dudik , Daniel Hsu , Satyen Kale , Nikos Karampatziakis , John Langford , Lev Reyzin , Tong Zhang

Maximizing long-term rewards is the primary goal in sequential decision-making problems. The majority of existing methods assume that side information is freely available, enabling the learning agent to observe all features' states before…

Machine Learning · Computer Science 2023-07-19 Saeed Ghoorchian , Evgenii Kortukov , Setareh Maghsudi

We study online decision making problems under resource constraints, where both reward and cost functions are drawn from distributions that may change adversarially over time. We focus on two canonical settings: $(i)$ online resource…

Machine Learning · Computer Science 2025-06-19 Francesco Emanuele Stradi , Matteo Castiglioni , Alberto Marchesi , Nicola Gatti , Christian Kroer

We study a multi-objective model on the allocation of reusable resources under model uncertainty. Heterogeneous customers arrive sequentially according to a latent stochastic process, request for certain amounts of resources, and occupy…

Optimization and Control · Mathematics 2023-08-02 Xilin Zhang , Wang Chi Cheung

We explore an active learning approach for dynamic fair resource allocation problems. Unlike previous work that assumes full feedback from all agents on their allocations, we consider feedback from a select subset of agents at each epoch of…

Machine Learning · Computer Science 2024-06-24 Riddhiman Bhattacharya , Thanh Nguyen , Will Wei Sun , Mohit Tawarmalani

We introduce a class of learning problems where the agent is presented with a series of tasks. Intuitively, if there is relation among those tasks, then the information gained during execution of one task has value for the execution of…

Machine Learning · Computer Science 2012-09-06 Christos Dimitrakakis

We study the problems of offline and online contextual optimization with feedback information, where instead of observing the loss, we observe, after-the-fact, the optimal action an oracle with full knowledge of the objective function would…

Machine Learning · Computer Science 2023-07-04 Omar Besbes , Yuri Fonseca , Ilan Lobel

In some agent designs like inverse reinforcement learning an agent needs to learn its own reward function. Learning the reward function and optimising for it are typically two different processes, usually performed at different stages. We…

Artificial Intelligence · Computer Science 2020-04-29 Stuart Armstrong , Jan Leike , Laurent Orseau , Shane Legg

This paper proposes a formal approach to online learning and planning for agents operating in a priori unknown, time-varying environments. The proposed method computes the maximally likely model of the environment, given the observations…

Machine Learning · Computer Science 2021-02-09 Melkior Ornik , Ufuk Topcu

We investigate the mechanism design problem faced by a principal who hires \emph{multiple} agents to gather and report costly information. Then, the principal exploits the information to make an informed decision. We model this problem as a…

Computer Science and Game Theory · Computer Science 2023-07-13 Federico Cacciamani , Matteo Castiglioni , Nicola Gatti

Reinforcement learning can greatly benefit from the use of options as a way of encoding recurring behaviours and to foster exploration. An important open problem is how can an agent autonomously learn useful options when solving particular…

Machine Learning · Computer Science 2020-01-07 Manuel Del Verme , Bruno Castro da Silva , Gianluca Baldassarre

We describe mechanisms for the allocation of a scarce resource among multiple users in a way that is efficient, fair, and strategy-proof, but when users do not know their resource requirements. The mechanism is repeated for multiple rounds…

Machine Learning · Statistics 2020-12-17 Kirthevasan Kandasamy , Gur-Eyal Sela , Joseph E Gonzalez , Michael I Jordan , Ion Stoica

To quickly solve new tasks in complex environments, intelligent agents need to build up reusable knowledge. For example, a learned world model captures knowledge about the environment that applies to new tasks. Similarly, skills capture…

Machine Learning · Computer Science 2021-05-04 Kevin Xie , Homanga Bharadhwaj , Danijar Hafner , Animesh Garg , Florian Shkurti

In online learning, the data is provided in a sequential order, and the goal of the learner is to make online decisions to minimize overall regrets. This note is concerned with continuous-time models and algorithms for several online…

Machine Learning · Statistics 2024-05-20 Lexing Ying
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