Related papers: Ordinal Optimisation and the Offline Multiple Nois…
We extend the standard online worst-case model to accommodate past experience which is available to the online player in many practical scenarios. We do this by revealing a random sample of the adversarial input to the online player ahead…
In this paper we consider the so-called Multi-returning secretary problem, a version of the Secretary problem in which each candidate has $m$ identical copies. The case $m=2$ has already been completely solved by several authors using…
In the classical secretary problem, one attempts to find the maximum of an unknown and unlearnable distribution through sequential search. In many real-world searches, however, distributions are not entirely unknown and can be learned…
For $2\le k\in\mathbb{N}$, consider the following adaptation of the classical secretary problem. There are $k$ items at each of $n$ linearly ordered ranks. The $kn$ items are revealed, one item at a time, in a uniformly random order, to an…
The decision-maker (DM) sequentially evaluates up to N of different, rankable options. DM must select exactly the best one at the moment of its appearance. In the process of searching, DM finds out with each applicant whether she is the…
The random-order or secretary model is one of the most popular beyond-worst case model for online algorithms. While it avoids the pessimism of the traditional adversarial model, in practice we cannot expect the input to be presented in…
Cowan and Zabczyk (1978) introduced a continuous-time generalisation of the secretary problem, where offers arrive at epochs of a homogeneous Poisson process. We expand their work to encompass the last-success problem under the…
Chance constraints are frequently used to limit the probability of constraint violations in real-world optimization problems where the constraints involve stochastic components. We study chance-constrained submodular optimization problems,…
The problem of monotone submodular maximization has been studied extensively due to its wide range of applications. However, there are cases where one can only access the objective function in a distorted or noisy form because of the…
We study the submodular secretary problem with a cardinality constraint. In this problem, $n$ candidates for secretaries appear sequentially in random order. At the arrival of each candidate, a decision maker must irrevocably decide whether…
We revisit random search for stochastic optimization, where only noisy function evaluations are available. We show that the method works under weaker smoothness assumptions than previously considered, and that stronger assumptions enable…
In this paper we revisit the basic variant of the classical secretary problem. We propose a new approach in which we separate between an agent that evaluates the secretary performance and one that has to make the hiring decision. The…
High-probability guarantees in stochastic optimization are often obtained only under strong noise assumptions such as sub-Gaussian tails. We show that such guarantees can also be achieved under the weaker assumption of bounded variance by…
Randomized experiments are the gold standard for evaluating the effects of changes to real-world systems. Data in these tests may be difficult to collect and outcomes may have high variance, resulting in potentially large measurement error.…
We study the statistical complexity of offline decision-making with function approximation, establishing (near) minimax-optimal rates for stochastic contextual bandits and Markov decision processes. The performance limits are captured by…
The goal of ordinal embedding is to represent items as points in a low-dimensional Euclidean space given a set of constraints in the form of distance comparisons like "item $i$ is closer to item $j$ than item $k$". Ordinal constraints like…
The classical analysis of online algorithms, due to its worst-case nature, can be quite pessimistic when the input instance at hand is far from worst-case. Often this is not an issue with machine learning approaches, which shine in…
The challenge of noisy multi-objective optimization lies in the constant trade-off between exploring new decision points and improving the precision of known points through resampling. This decision should take into account both the…
We revisit the problem of computing with noisy information considered in Feige et al. 1994, which includes computing the OR function from noisy queries, and computing the MAX, SEARCH and SORT functions from noisy pairwise comparisons. For…
We solve the secretary problem in the case that the ranked items arrive in a statistically biased order rather than in uniformly random order. The bias is given by a Mallows distribution with parameter $q\in(0,1)$, so that higher ranked…