Related papers: Optimal Online Discrepancy Minimization

We consider the approximate pattern matching problem under edit distance. In this problem we are given a pattern $P$ of length $w$ and a text $T$ of length $n$ over some alphabet $\Sigma$, and a positive integer $k$. The goal is to find all…

We study online convex optimization in the random order model, recently proposed by \citet{garber2020online}, where the loss functions may be chosen by an adversary, but are then presented to the online algorithm in a uniformly random…

We show that the Subgradient algorithm is universal for online learning on the simplex in the sense that it simultaneously achieves $O(\sqrt N)$ regret for adversarial costs and $O(1)$ pseudo-regret for i.i.d costs. To the best of our…

In the online multiple knapsack problem, an algorithm faces a stream of items, and each item has to be either rejected or stored irrevocably in one of $n$ bins (knapsacks) of equal size. The gain of an~algorithm is equal to the sum of sizes…

We consider online linear optimization over symmetric positive semi-definite matrices, which has various applications including the online collaborative filtering. The problem is formulated as a repeated game between the algorithm and the…

We present a simple proof that the competitive ratio of any randomized online matching algorithm for the line is at least $\sqrt{\log_2(n\!+\!1)}/12$ for all $n=2^i\!-\!1: i\in\mathbb{N}$.

Motivated by problems in controlled experiments, we study the discrepancy of random matrices with continuous entries where the number of columns $n$ is much larger than the number of rows $m$. Our first result shows that if $\omega(1) = m =…

We consider the problem of strongly-convex online optimization in presence of adversarial delays; in a T-iteration online game, the feedback of the player's query at time t is arbitrarily delayed by an adversary for d_t rounds and delivered…

We study the online variant of the Min-Sum Set Cover (MSSC) problem, a generalization of the well-known list update problem. In the MSSC problem, an algorithm has to maintain the time-varying permutation of the list of $n$ elements, and…

Given a text $T$ of length $n$, we propose a deterministic online algorithm computing the sparse suffix array and the sparse longest common prefix array of $T$ in $O(c \sqrt{\lg n} + m \lg m \lg n \lg^* n)$ time with $O(m)$ words of space…

This paper introduces consensus-based primal-dual methods for distributed online optimization where the time-varying system objective function $f_t(\mathbf{x})$ is given as the sum of local agents' objective functions, i.e.,…

This paper considers the distributed bandit convex optimization problem with time-varying constraints. In this problem, the global loss function is the average of all the local convex loss functions, which are unknown beforehand. Each agent…

We study the performance of sequential contention resolution and matching algorithms on random graphs with vanishing edge probabilities. When the edges of the graph are processed in an adversarially-chosen order, we derive a new OCRS that…

We consider the online carpooling problem: given $n$ vertices, a sequence of edges arrive over time. When an edge $e_t = (u_t, v_t)$ arrives at time step $t$, the algorithm must orient the edge either as $v_t \rightarrow u_t$ or $u_t…

In the online sorting problem, we have an array $A$ of $n$ cells, and receive a stream of $n$ items $x_1,\dots,x_n\in [0,1]$. When an item arrives, we need to immediately and irrevocably place it into an empty cell. The goal is to minimize…

Sequential change-point detection when the distribution parameters are unknown is a fundamental problem in statistics and machine learning. When the post-change parameters are unknown, we consider a set of detection procedures based on…

We present an adaptive online gradient descent algorithm to solve online convex optimization problems with long-term constraints , which are constraints that need to be satisfied when accumulated over a finite number of rounds T , but can…

We study online convex optimization with constraints consisting of multiple functional constraints and a relatively simple constraint set, such as a Euclidean ball. As enforcing the constraints at each time step through projections is…

We consider the online linear optimization problem, where at every step the algorithm plays a point $x_t$ in the unit ball, and suffers loss $\langle c_t, x_t\rangle$ for some cost vector $c_t$ that is then revealed to the algorithm. Recent…

We propose an anytime online algorithm for the problem of learning a sequence of adversarial convex cost functions while approximately satisfying another sequence of adversarial online convex constraints. A sequential algorithm is called…