Related papers: Getting to "rate-optimal'' in ranking & selection
The randomized unbiased estimators of Rhee and Glynn (Operations Research:63(5), 1026-1043, 2015) can be highly efficient at approximating expectations of path functionals associated with stochastic differential equations (SDEs). However,…
Since the recent study (Krichene and Rendle 2020) done by Krichene and Rendle on the sampling-based top-k evaluation metric for recommendation, there has been a lot of debates on the validity of using sampling to evaluate recommendation…
We study regret minimization in online episodic linear Markov Decision Processes, and obtain rate-optimal $\widetilde O (\sqrt K)$ regret where $K$ denotes the number of episodes. Our work is the first to establish the optimal (w.r.t.~$K$)…
Optimal Markov Decision Process policies for problems with finite state and action space are identified through a partial ordering by comparing the value function across states. This is referred to as state-based optimality. This paper…
We study fair allocation of indivisible goods among strategic agents with additive valuations. Motivated by impossibility results for deterministic truthful mechanisms, we focus on randomized mechanisms that are…
We analyse the impact of the selective pressure for the global optimisation capabilities of steady-state EAs. For the standard bimodal benchmark function \twomax we rigorously prove that using uniform parent selection leads to exponential…
In large-scale systems there are fundamental challenges when centralised techniques are used for task allocation. The number of interactions is limited by resource constraints such as on computation, storage, and network communication. We…
We consider a multi-source relaying system where independent sources randomly generate status update packets which are sent to the destination with the aid of a relay through unreliable links. We develop transmission scheduling policies to…
We study the common generalization of Markov decision processes (MDPs) with sets of transition probabilities, known as robust MDPs (RMDPs). A standard goal in RMDPs is to compute a policy that maximizes the expected return under an…
Inverse reinforcement learning is the problem of inferring a reward function from an optimal policy or demonstrations by an expert. In this work, it is assumed that the reward is expressed as a reward machine whose transitions depend on…
We consider settings where an allocation has to be chosen repeatedly, returns are unknown but can be learned, and decisions are subject to constraints. Our model covers two-sided and one-sided matching, even with complex constraints. We…
We propose a novel randomized linear programming algorithm for approximating the optimal policy of the discounted Markov decision problem. By leveraging the value-policy duality and binary-tree data structures, the algorithm adaptively…
This work develops a fully decentralized multi-agent algorithm for policy evaluation. The proposed scheme can be applied to two distinct scenarios. In the first scenario, a collection of agents have distinct datasets gathered following…
The Kelly or proportional allocation mechanism is a simple and efficient auction-based scheme that distributes an infinitely divisible resource proportionally to the agents bids. When agents are aware of the allocation rule, their…
Inference-time computation offers a powerful axis for scaling the performance of language models. However, naively increasing computation in techniques like Best-of-N sampling can lead to performance degradation due to reward hacking.…
The problem of distributed rate maximization in multi-channel ALOHA networks is considered. First, we study the problem of constrained distributed rate maximization, where user rates are subject to total transmission probability…
Sensor placement plays a crucial role in graph signal recovery in underdetermined systems. In this paper, we present the graph-filtered regularized maximum likelihood (GFR-ML) estimator of graph signals, which integrates general graph…
This research considers the ranking and selection (R&S) problem of selecting the optimal subset from a finite set of alternative designs. Given the total simulation budget constraint, we aim to maximize the probability of correctly…
Sampling is a basic operation in many inference-time algorithms of large language models (LLMs). To scale up inference efficiently with a limited compute, it is crucial to find an optimal allocation for sample compute budgets: Which…
This paper investigates the relay assignment and power allocation problem for two different network power management policies: group lifetime maximization (GLM) and minimum weighted total power (MWTP), with the aim of lifetime maximization…