Related papers: A Budget-Adaptive Allocation Rule for Optimal Comp…
Motivated by emerging applications in machine learning, we consider an optimization problem in a general form where the gradient of the objective function is available through a biased stochastic oracle. We assume a bias-control parameter…
With the rapid development of quantum computers, quantum algorithms have been studied extensively. However, quantum algorithms tackling statistical problems are still lacking. In this paper, we propose a novel non-oracular quantum adaptive…
Distributed optimization for resource allocation problems is investigated and a sub-optimal continuous-time algorithm is proposed. Our algorithm has lower order dynamics than others to reduce burdens of computation and communication, and is…
Marketing optimization, commonly formulated as an online budget allocation problem, has emerged as a pivotal factor in driving user growth. Most existing research addresses this problem by following the principle of 'first predict then…
In most practical settings and theoretical analyses, one assumes that a model can be trained until convergence. However, the growing complexity of machine learning datasets and models may violate such assumptions. Indeed, current approaches…
We consider the problem of assigning or allocating resources to a set of jobs. We consider the case when the resources are fungible, that is, the job can be done with any mix of the resources, but with different efficiencies. In our…
The increasing reliance on human preference feedback to judge AI-generated pseudo labels has created a pressing need for principled, budget-conscious data acquisition strategies. We address the crucial question of how to optimally allocate…
In this paper, we analyze a natural learning algorithm for uniform pacing of advertising budgets, equipped to adapt to varying ad sale platform conditions. On the demand side, advertisers face a fundamental technical challenge in automating…
The decision tree is one of the most fundamental programming abstractions. A commonly used type of decision tree is the alphabetic binary tree, which uses (without loss of generality) ``less than'' versus ''greater than or equal to'' tests…
Modern operating system schedulers employ a single, static policy, which struggles to deliver optimal performance across the diverse and dynamic workloads of contemporary systems. This "one-policy-fits-all" approach leads to significant…
Computation of optimal recovery decisions for community resilience assurance post-hazard is a combinatorial decision-making problem under uncertainty. It involves solving a large-scale optimization problem, which is significantly aggravated…
The distributed operating room (OR) scheduling problem aims to find an assignment of surgeries to ORs across collaborating hospitals that share their waiting lists and ORs. We propose a stochastic extension of this problem where surgery…
In the stochastic knapsack problem, we are given a knapsack of size B, and a set of jobs whose sizes and rewards are drawn from a known probability distribution. However, we know the actual size and reward only when the job completes. How…
Resource allocation is an essential aspect of successful Product Development (PD). In this paper, we formulate the dynamic resource allocation of the PD process as a convex optimization problem. Specially, we build and solve two variants of…
Sampling efficiency is a key bottleneck in reinforcement learning with verifiable rewards. Existing group-based policy optimization methods, such as GRPO, allocate a fixed number of rollouts for all training prompts. This uniform allocation…
In this paper, we propose a predictor-corrector type Consensus Based Optimization (CBO) algorithm on a convex feasible set. Our proposed algorithm generalizes the CBO algorithm in [11] to tackle a constrained optimization problem for the…
Optimal stopping is the problem of deciding when to stop a stochastic system to obtain the greatest reward, arising in numerous application areas such as finance, healthcare and marketing. State-of-the-art methods for high-dimensional…
Given data generated by an observable stochastic process, we study how to construct statistically optimal decisions for general stochastic optimization problems. Our setting encompasses non-standard data structures, including data…
In a typical optimization problem, the task is to pick one of a number of options with the lowest cost or the highest value. In practice, these cost/value quantities often come through processes such as measurement or machine learning,…
Question answering methods are well-known for leveraging data bias, such as the language prior in visual question answering and the position bias in machine reading comprehension (extractive question answering). Current debiasing methods…