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In the random-order model for online learning, the sequence of losses is chosen upfront by an adversary and presented to the learner after a random permutation. Any random-order input is \emph{asymptotically} equivalent to a stochastic…

Machine Learning · Computer Science 2025-10-06 Martino Bernasconi , Andrea Celli , Riccardo Colini-Baldeschi , Federico Fusco , Stefano Leonardi , Matteo Russo

We give an algorithmic framework for minimizing general convex objectives (that are differentiable and monotone non-decreasing) over a set of covering constraints that arrive online. This substantially extends previous work on online…

Data Structures and Algorithms · Computer Science 2014-12-12 Yossi Azar , Ilan Reuven Cohen , Debmalya Panigrahi

We study online contention resolution schemes (OCRSs) and prophet inequalities for non-product distributions. Specifically, when the active set is sampled according to a pairwise-independent (PI) distribution, we show a…

Data Structures and Algorithms · Computer Science 2024-06-25 Anupam Gupta , Jinqiao Hu , Gregory Kehne , Roie Levin

We study online learning problems in which a decision maker has to take a sequence of decisions subject to $m$ long-term constraints. The goal of the decision maker is to maximize their total reward, while at the same time achieving small…

Machine Learning · Computer Science 2022-09-16 Matteo Castiglioni , Andrea Celli , Alberto Marchesi , Giulia Romano , Nicola Gatti

For numerous online bipartite matching problems, such as edge-weighted matching and matching under two-sided vertex arrivals, the state-of-the-art fractional algorithms outperform their randomized integral counterparts. This gap is…

Data Structures and Algorithms · Computer Science 2022-11-08 Niv Buchbinder , Joseph , Naor , David Wajc

In this paper, we formalise order-robust optimisation as an instance of online learning minimising simple regret, and propose Vroom, a zero'th order optimisation algorithm capable of achieving vanishing regret in non-stationary…

Machine Learning · Computer Science 2019-10-23 Victor Gabillon , Rasul Tutunov , Michal Valko , Haitham Bou Ammar

Relaxation and rounding approaches became a standard and extremely versatile tool for constrained submodular function maximization. One of the most common rounding techniques in this context are contention resolution schemes. Such schemes…

Data Structures and Algorithms · Computer Science 2019-05-22 Simon Bruggmann , Rico Zenklusen

In the ordinal Matroid Secretary Problem (MSP), elements from a weighted matroid are presented in random order to an algorithm that must incrementally select a large weight independent set. However, the algorithm can only compare pairs of…

Data Structures and Algorithms · Computer Science 2018-02-07 José A. Soto , Abner Turkieltaub , Victor Verdugo

In the online sorting problem, $n$ items are revealed one by one and have to be placed (immediately and irrevocably) into empty cells of a size-$n$ array. The goal is to minimize the sum of absolute differences between items in consecutive…

Data Structures and Algorithms · Computer Science 2024-06-28 Mikkel Abrahamsen , Ioana O. Bercea , Lorenzo Beretta , Jonas Klausen , László Kozma

The online algorithm design was proposed to handle the caching problem when the future information is unknown. And currently, it draws more and more attentions from the researchers from the areas of microgrid, where the production of…

Other Computer Science · Computer Science 2015-04-22 Ying Zhang

Offline reinforcement learning (RL) provides a promising direction to exploit massive amount of offline data for complex decision-making tasks. Due to the distribution shift issue, current offline RL algorithms are generally designed to be…

Machine Learning · Computer Science 2022-10-25 Rui Yang , Chenjia Bai , Xiaoteng Ma , Zhaoran Wang , Chongjie Zhang , Lei Han

In the matroid secretary problem we are given a stream of elements and asked to choose a set of elements that maximizes the total value of the set, subject to being an independent set of a matroid given in advance. The difficulty comes from…

Data Structures and Algorithms · Computer Science 2012-07-24 Michael Dinitz , Guy Kortsarz

Existing online learning algorithms for adversarial Markov Decision Processes achieve ${O}(\sqrt{T})$ regret after $T$ rounds of interactions even if the loss functions are chosen arbitrarily by an adversary, with the caveat that the…

Machine Learning · Computer Science 2023-10-27 Tiancheng Jin , Junyan Liu , Chloé Rouyer , William Chang , Chen-Yu Wei , Haipeng Luo

Robust optimization (RO) has emerged as one of the leading paradigms to efficiently model parameter uncertainty. The recent connections between RO and problems in statistics and machine learning domains demand for solving RO problems in…

Optimization and Control · Mathematics 2017-11-21 Nam Ho-Nguyen , Fatma Kilinc-Karzan

Distributionally robust offline reinforcement learning (RL) aims to find a policy that performs the best under the worst environment within an uncertainty set using an offline dataset collected from a nominal model. While recent advances in…

Machine Learning · Computer Science 2025-01-07 Ruiquan Huang , Yingbin Liang , Jing Yang

In the matroid secretary problem, the elements of a matroid $\mathcal{M}$ arrive in random order. Once we observe an item we need to irrevocably decide whether or not to accept it. The set of selected elements should form an independent set…

Data Structures and Algorithms · Computer Science 2020-01-06 Mohammad Shadravan

Much of modern learning theory has been split between two regimes: the classical offline setting, where data arrive independently, and the online setting, where data arrive adversarially. While the former model is often both computationally…

Machine Learning · Statistics 2022-06-01 Adam Block , Yuval Dagan , Noah Golowich , Alexander Rakhlin

In a matroid secretary problem, one is presented with a sequence of objects of various weights in a random order, and must choose irrevocably to accept or reject each item. There is a further constraint that the set of items selected must…

Computer Science and Game Theory · Computer Science 2013-01-22 David Harris , Manish Purohit

Low-rank representation~(LRR) has been a significant method for segmenting data that are generated from a union of subspaces. It is, however, known that solving the LRR program is challenging in terms of time complexity and memory…

Machine Learning · Statistics 2017-10-24 Jie Shen , Ping Li , Huan Xu

A variety of complex biological, natural and man-made systems exhibit non-Markovian dynamics that can be modeled through fractional order differential equations, yet, we lack sample comlexity aware system identification strategies. Towards…

Systems and Control · Electrical Eng. & Systems 2025-06-23 Xiaole Zhang , Vijay Gupta , Paul Bogdan