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We consider a perimeter defense problem in a rooted full tree graph environment in which a single defending vehicle seeks to defend a set of specified vertices, termed as the perimeter from mobile intruders that enter the environment…
Quantum Approximate Optimization Algorithm (QAOA) provides a way to solve combinatorial optimization problems using quantum computers. QAOA circuits consist of time evolution operators by the cost Hamiltonian and of state mixing operators,…
Tree-form sequential decision making (TFSDM) extends classical one-shot decision making by modeling tree-form interactions between an agent and a potentially adversarial environment. It captures the online decision-making problems that each…
We consider the problem of learning decision rules for prediction with feature budget constraint. In particular, we are interested in pruning an ensemble of decision trees to reduce expected feature cost while maintaining high prediction…
Permutation pattern-avoidance is a central concept of both enumerative and extremal combinatorics. In this paper we study the effect of permutation pattern-avoidance on the complexity of optimization problems. In the context of the dynamic…
We present an algorithm, called the Offset Tree, for learning to make decisions in situations where the payoff of only one choice is observed, rather than all choices. The algorithm reduces this setting to binary classification, allowing…
Online conformal prediction (OCP) seeks prediction intervals that achieve long-run $1-\alpha$ coverage for arbitrary (possibly adversarial) data streams, while remaining as informative as possible. Existing OCP methods often require manual…
Online bipartite matching is a fundamental problem in online algorithms. The goal is to match two sets of vertices to maximize the sum of the edge weights, where for one set of vertices, each vertex and its corresponding edge weights appear…
Real-world networks often come with side information that can help to improve the performance of network analysis tasks such as clustering. Despite a large number of empirical and theoretical studies conducted on network clustering methods…
Employing probabilistic techniques we compute best possible upper and lower bounds on the price of an option on one or two assets with continuous piecewise linear payoff function based on prices of simple call options of possibly distinct…
We propose a technique for reformulation of state and parameter estimation problems as that of matching explicitly computable definite integrals with known kernels to data. The technique applies for a class of systems of nonlinear ordinary…
Online algorithm is an important branch in algorithm design. Designing online algorithms with a bounded competitive ratio (in terms of worst-case performance) can be hard and usually relies on problem-specific assumptions. Inspired by…
The statistical analysis of tree structured data is a new topic in statistics with wide application areas. Some Principal Component Analysis (PCA) ideas were previously developed for binary tree spaces. In this study, we extend these ideas…
We study the on-line minimum weighted bipartite matching problem in arbitrary metric spaces. Here, $n$ not necessary disjoint points of a metric space $M$ are given, and are to be matched on-line with $n$ points of $M$ revealed one by one.…
We consider the framework of methods for unconstrained minimization that are, in each iteration, restricted to a model that is only a valid approximation to the objective function on some affine subspace containing an incumbent point. These…
Nonlinear metrics, such as the F1-score, Matthews correlation coefficient, and Fowlkes-Mallows index, are often used to evaluate the performance of machine learning models, in particular, when facing imbalanced datasets that contain more…
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…
We develop an online gradient algorithm for optimizing the performance of product-form networks through online adjustment of control parameters. The use of standard algorithms for finding optimal parameter settings is hampered by the…
In wireless networks, the rate achieved depends on factors like level of interference, hardware impairments, and channel gain. Often, instantaneous values of some of these factors can be measured, and they provide useful information about…
In the setting of online algorithms, the input is initially not present but rather arrive one-by-one over time and after each input, the algorithm has to make a decision. Depending on the formulation of the problem, the algorithm might be…