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We consider a natural model of online preference aggregation, where sets of preferred items $R_1, R_2, \ldots, R_t$ along with a demand for $k_t$ items in each $R_t$, appear online. Without prior knowledge of $(R_t, k_t)$, the learner…

Machine Learning · Computer Science 2020-11-06 Dimitris Fotakis , Thanasis Lianeas , Georgios Piliouras , Stratis Skoulakis

We study distributionally robust online learning, where a risk-averse learner updates decisions sequentially to guard against worst-case distributions drawn from a Wasserstein ambiguity set centered at past observations. While this paradigm…

Machine Learning · Computer Science 2026-02-25 Guixian Chen , Salar Fattahi , Soroosh Shafiee

We study the problem of Online Convex Optimization (OCO) with memory, which allows loss functions to depend on past decisions and thus captures temporal effects of learning problems. In this paper, we introduce dynamic policy regret as the…

Machine Learning · Computer Science 2023-08-16 Peng Zhao , Yu-Hu Yan , Yu-Xiang Wang , Zhi-Hua Zhou

We study a competitive online optimization problem with multiple inventories. In the problem, an online decision maker seeks to optimize the allocation of multiple capacity-limited inventories over a slotted horizon, while the allocation…

Performance · Computer Science 2022-02-08 Qiulin Lin , Yanfang Mo , Junyan Su , Minghua Chen

We address the challenging problem of dynamically pricing complementary items that are sequentially displayed to customers. An illustrative example is the online sale of flight tickets, where customers navigate through multiple web pages.…

We study an online learning problem with long-term budget constraints in the adversarial setting. In this problem, at each round $t$, the learner selects an action from a convex decision set, after which the adversary reveals a cost…

Machine Learning · Computer Science 2025-08-26 Dhruv Sarkar , Samrat Mukhopadhyay , Abhishek Sinha

The development of online algorithms to track time-varying systems has drawn a lot of attention in the last years, in particular in the framework of online convex optimization. Meanwhile, sparse time-varying optimization has emerged as a…

Optimization and Control · Mathematics 2020-02-03 Sophie M. Fosson

Motivated by the applications of rental services in e-commerce, we consider revenue maximization in online assortment of reusable resources for a stream of arriving consumers with different types. We design competitive online algorithms…

Data Structures and Algorithms · Computer Science 2025-12-09 Yiding Feng , Rad Niazadeh , Amin Saberi

We develop a new framework for designing online policies given access to an oracle providing statistical information about an offline benchmark. Having access to such prediction oracles enables simple and natural Bayesian selection…

Data Structures and Algorithms · Computer Science 2020-02-28 Alberto Vera , Siddhartha Banerjee

We study the problem of \emph{dynamic regret minimization} in $K$-armed Dueling Bandits under non-stationary or time varying preferences. This is an online learning setup where the agent chooses a pair of items at each round and observes…

Machine Learning · Computer Science 2022-06-14 Aadirupa Saha , Shubham Gupta

Contention resolution schemes have proven to be a useful and unifying abstraction for a variety of constrained optimization problems, in both offline and online arrival models. Much of prior work restricts attention to product distributions…

Data Structures and Algorithms · Computer Science 2020-04-30 Shaddin Dughmi

We consider the online stochastic matching problem proposed by Feldman et al. [FMMM09] as a model of display ad allocation. We are given a bipartite graph; one side of the graph corresponds to a fixed set of bins and the other side…

Data Structures and Algorithms · Computer Science 2011-08-03 Vahideh H. Manshadi , Shayan Oveis Gharan , Amin Saberi

Online learning is a powerful tool for analyzing iterative algorithms. However, the classic adversarial setup sometimes fails to capture certain regularity in online problems in practice. Motivated by this, we establish a new setup, called…

Machine Learning · Computer Science 2022-04-06 Ching-An Cheng , Jonathan Lee , Ken Goldberg , Byron Boots

We introduce an online version of the multiselection problem, in which q selection queries are requested on an unsorted array of n elements. We provide the first online algorithm that is 1-competitive with Kaligosi et al. [ICALP 2005] in…

Data Structures and Algorithms · Computer Science 2018-11-16 Jérémy Barbay , Ankur Gupta , S. Srinivasa Rao , Jonathan Sorenson

Motivated by Internet advertising applications, online allocation problems have been studied extensively in various adversarial and stochastic models. While the adversarial arrival models are too pessimistic, many of the stochastic (such as…

Data Structures and Algorithms · Computer Science 2017-11-17 Hossein Esfandiari , Nitish Korula , Vahab Mirrokni

We study the power of multiple choices in online stochastic matching. Despite a long line of research, existing algorithms still only consider two choices of offline neighbors for each online vertex because of the technical challenge in…

Data Structures and Algorithms · Computer Science 2022-03-08 Zhiyi Huang , Xinkai Shu , Shuyi Yan

Stochastic optimization is a widely used approach for optimization under uncertainty, where uncertain input parameters are modeled by random variables. Exact or approximation algorithms have been obtained for several fundamental problems in…

Machine Learning · Computer Science 2025-08-14 Arpit Agarwal , Rohan Ghuge , Viswanath Nagarajan , Zhengjia Zhuo

Digital services face a fundamental trade-off in content selection: they must balance the immediate revenue gained from high-reward content against the long-term benefits of maintaining user engagement. Traditional multi-armed bandit models…

Machine Learning · Computer Science 2025-02-21 Emilio Calvano , Nika Haghtalab , Ellen Vitercik , Eric Zhao

We describe and study a model for an Automated Online Recommendation System (AORS) in which a user's preferences can be time-dependent and can also depend on the history of past recommendations and play-outs. The three key features of the…

Machine Learning · Computer Science 2016-03-31 Rahul Meshram , Aditya Gopalan , D. Manjunath

In the past few years, Online Convex Optimization (OCO) has received notable attention in the control literature thanks to its flexible real-time nature and powerful performance guarantees. In this paper, we propose new step-size rules and…

Optimization and Control · Mathematics 2023-01-18 Pedro Zattoni Scroccaro , Arman Sharifi Kolarijani , Peyman Mohajerin Esfahani
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