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This paper investigates the regret associated with the Distributionally Robust Control (DRC) strategies used to address multistage optimization problems where the involved probability distributions are not known exactly, but rather are…

Optimization and Control · Mathematics 2022-12-02 Venkatraman Renganathan , Dongjun Wu

We describe mechanisms for the allocation of a scarce resource among multiple users in a way that is efficient, fair, and strategy-proof, but when users do not know their resource requirements. The mechanism is repeated for multiple rounds…

Machine Learning · Statistics 2020-12-17 Kirthevasan Kandasamy , Gur-Eyal Sela , Joseph E Gonzalez , Michael I Jordan , Ion Stoica

We consider the online distributed non-stochastic experts problem, where the distributed system consists of one coordinator node that is connected to $k$ sites, and the sites are required to communicate with each other via the coordinator.…

Machine Learning · Computer Science 2012-11-15 Varun Kanade , Zhenming Liu , Bozidar Radunovic

In the on-line file-caching problem problem, the input is a sequence of requests for files, given on-line (one at a time). Each file has a non-negative size and a non-negative retrieval cost. The problem is to decide which files to keep in…

Data Structures and Algorithms · Computer Science 2015-06-02 Neal E. Young

In typical coded caching scenarios, the content of a central library is assumed to be of interest to all receiving users. However, in a realistic scenario the users may have diverging interests which may intersect to various degrees. What…

Information Theory · Computer Science 2022-02-08 Federico Brunero , Petros Elia

Online linear programming plays an important role in both revenue management and resource allocation, and recent research has focused on developing efficient first-order online learning algorithms. Despite the empirical success of…

Machine Learning · Computer Science 2025-01-08 Wenzhi Gao , Chunlin Sun , Chenyu Xue , Dongdong Ge , Yinyu Ye

We consider distributed online convex optimization problems, where the distributed system consists of various computing units connected through a time-varying communication graph. In each time step, each computing unit selects a constrained…

Machine Learning · Computer Science 2019-12-23 Deming Yuan , Alexandre Proutiere , Guodong Shi

In an online contract selection problem there is a seller which offers a set of contracts to sequentially arriving buyers whose types are drawn from an unknown distribution. If there exists a profitable contract for the buyer in the offered…

Machine Learning · Computer Science 2013-05-16 Cem Tekin , Mingyan Liu

We consider a stochastic lost-sales inventory control system with a lead time $L$ over a planning horizon $T$. Supply is uncertain, and is a function of the order quantity (due to random yield/capacity, etc). We aim to minimize the…

Optimization and Control · Mathematics 2023-11-01 Boxiao Chen , Jiashuo Jiang , Jiawei Zhang , Zhengyuan Zhou

In the secretary problem of Cayley (1875) and Moser (1956), $n$ non-negative, independent, random variables with common distribution are sequentially presented to a decision maker who decides when to stop and collect the most recent…

Probability · Mathematics 2019-10-22 Alessandro Arlotto , Itai Gurvich

We study the problem of online non-stochastic control (ONC), which is the control of a linear system under adversarial disturbances and adversarial cost functions, with the aim of minimizing the total cost incurred. A recent line of…

Optimization and Control · Mathematics 2026-04-21 Vijeth Hebbar , Spencer Hutchinson , Mahnoosh Alizadeh , Cédric Langbort

Smoothed online learning has emerged as a popular framework to mitigate the substantial loss in statistical and computational complexity that arises when one moves from classical to adversarial learning. Unfortunately, for some spaces, it…

Machine Learning · Statistics 2024-03-20 Adam Block , Alexander Rakhlin , Max Simchowitz

We consider prediction with expert advice when the loss vectors are assumed to lie in a set described by the sum of atomic norm balls. We derive a regret bound for a general version of the online mirror descent (OMD) algorithm that uses a…

Machine Learning · Computer Science 2017-11-15 Siddharth Barman , Aditya Gopalan , Aadirupa Saha

Content caching is a widely studied technique aimed to reduce the network load imposed by data transmission during peak time while ensuring users' quality of experience. It has been shown that when there is a common link between caches and…

Information Theory · Computer Science 2021-10-20 Abdollah Ghaffari Sheshjavani , Ahmad Khonsari , Seyed Pooya Shariatpanahi , Masoumeh Moradian

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

We study the problem of online learning in predictive control of an unknown linear dynamical system with time varying cost functions which are unknown apriori. Specifically, we study the online learning problem where the control algorithm…

Machine Learning · Computer Science 2022-11-01 Deepan Muthirayan , Jianjun Yuan , Dileep Kalathil , Pramod P. Khargonekar

Online learning methods yield sequential regret bounds under minimal assumptions and provide in-expectation risk bounds for statistical learning. However, despite the apparent advantage of online guarantees over their statistical…

Machine Learning · Computer Science 2023-08-16 Dirk van der Hoeven , Nikita Zhivotovskiy , Nicolò Cesa-Bianchi

Recent studies show that the coded caching technique can facilitate the wireless content distribution by mitigating the wireless traffic rate during the peak-traffic time, where the contents are partially prefetched to the local cache of…

Networking and Internet Architecture · Computer Science 2014-07-08 Sinong Wang , Xiaohua Tian , Hui Liu

Online conformal prediction (OCP) seeks prediction intervals that achieve long-run $1-\alpha$ coverage for arbitrary (possibly adversarial) data streams, while remaining as informative as possible. Existing OCP methods often require manual…

Machine Learning · Statistics 2026-02-04 Tuo Liu , Edgar Dobriban , Francesco Orabona

The Internet is becoming more and more content-oriented, where one of main components in content-oriented Internet architectures is network caching. Despite a surge of extensive use of network cashing in the current and future Internet…

Networking and Internet Architecture · Computer Science 2013-10-07 Boram Jin , Se-Young Yun , Deawoo Kim , Jinwoo Shin , Yung Yi , Seongik Hong , Byoung-Joon , Lee