Related papers: Online Learning and Optimization for Queues with U…
Model-free adaptive optimization methods are capable of optimizing unknown, time-varying processes even when other optimization methods are not. However, their practical application is often limited by perturbations that are used to gather…
This paper studies a problem of jointly optimizing two important operations in mobile edge computing without knowing future requests, namely service caching, which determines which services to be hosted at the edge, and service routing,…
In online learning, a decision maker repeatedly selects one of a set of actions, with the goal of minimizing the overall loss incurred. Following the recent line of research on algorithms endowed with additional predictive features, we…
As foundation models grow in size, fine-tuning them becomes increasingly expensive. While GPU spot instances offer a low-cost alternative to on-demand resources, their volatile prices and availability make deadline-aware scheduling…
Hyperparameter optimization (HPO) is an important step in machine learning (ML) model development, but common practices are archaic -- primarily relying on manual or grid searches. This is partly because adopting advanced HPO algorithms…
We study the online learning problem of a bidder who participates in repeated auctions. With the goal of maximizing his T-period payoff, the bidder determines the optimal allocation of his budget among his bids for $K$ goods at each period.…
We give a very general and simple framework to incorporate predictions on requests for online covering problems in a rigorous and black-box manner. Our framework turns any online algorithm with competitive ratio $\rho(k, \cdot)$ depending…
Tolling, or congestion pricing, has emerged as an effective tool for preventing gridlock in traffic systems. However, tolls are currently mostly designed on route-based traffic assignment models (TAM), which may be unrealistic and…
In this paper, we propose a learning approach to analyze dynamic systems with asymmetric information structure. Instead of adopting a game theoretic setting, we investigate an online quadratic optimization problem driven by system noises…
Many of the observations we make are biased by our decisions. For instance, the demand of items is impacted by the prices set, and online checkout choices are influenced by the assortments presented. The challenge in decision-making under…
In this paper, we study a general online linear programming problem whose formulation encompasses many practical dynamic resource allocation problems, including internet advertising display applications, revenue management, various routing,…
Multi-task optimization is typically characterized by a fixed and finite set of tasks. The present paper relaxes this condition by considering a non-fixed and potentially infinite set of optimization tasks defined in a parameterized,…
This paper leverages machine-learned predictions to design competitive algorithms for online conversion problems with the goal of improving the competitive ratio when predictions are accurate (i.e., consistency), while also guaranteeing a…
We study a make-to-order system with a finite set of customers. Production is stochastic with a nonlinear dependence between the ordered quantity and the production rate. Customers may have to queue until their turn arrives, and therefore…
We consider a general queueing system with price-sensitive customers in which the service provider seeks to balance two objectives, maximizing the average revenue rate and minimizing the average queue length. Customers arrive according to a…
Query optimization remains one of the most challenging problems in data management systems. Recent efforts to apply machine learning techniques to query optimization challenges have been promising, but have shown few practical gains due to…
We consider the problem of joint routing and scheduling in queueing networks, where the edge transmission costs are unknown. At each time-slot, the network controller receives noisy observations of transmission costs only for those edges it…
Algorithm design is a laborious process and often requires many iterations of ideation and validation. In this paper, we explore automating algorithm design and present a method to learn an optimization algorithm, which we believe to be the…
Online learning with expert advice is a fundamental problem of sequential prediction. In this problem, the algorithm has access to a set of $n$ "experts" who make predictions on each day. The goal on each day is to process these…
Attaining prototypical features to represent class distributions is well established in representation learning. However, learning prototypes online from streaming data proves a challenging endeavor as they rapidly become outdated, caused…