Related papers: Strongly Tail-Optimal Scheduling in the Light-Tail…
In parking lots with large groups of electric vehicles (EVs), charging has to happen in a coordinated manner, among others, due to the high load per vehicle and the limited capacity of the electricity grid. To achieve such coordination,…
To schedule LLM inference, the \textit{shortest job first} (SJF) principle is favorable by prioritizing requests with short output lengths to avoid head-of-line (HOL) blocking. Existing methods usually predict a single output length for…
The heavy-tailed mutation operator proposed in Doerr, Le, Makhmara, and Nguyen (GECCO 2017), called \emph{fast mutation} to agree with the previously used language, so far was proven to be advantageous only in mutation-based algorithms.…
The Gittins policy is a highly general scheduling policy that minimizes a wide variety of mean holding cost metrics in the M/G/1 queue. Perhaps most famously, Gittins minimizes mean response time in the M/G/1 when jobs' service times are…
Gaussian Mixture Models (GMMs) are one of the most potent parametric density models used extensively in many applications. Flexibly-tied factorization of the covariance matrices in GMMs is a powerful approach for coping with the challenges…
We obtain asymptotic bounds for the tail distribution of steady-state waiting time in a two server queue where each server processes incoming jobs at a rate equal to the rate of their arrivals (that is, the half-loaded regime). The job…
Stochastic optimization is fundamental to modern machine learning. Recent research has extended the study of stochastic first-order methods (SFOMs) from light-tailed to heavy-tailed noise, which frequently arises in practice, with clipping…
Stochastic policies (also known as relaxed controls) are widely used in continuous-time reinforcement learning algorithms. However, executing a stochastic policy and evaluating its performance in a continuous-time environment remain open…
The purpose of this paper is to explore the necessary conditions for optimality of mean-field forward-backward delay control systems. A new estimate is proved, which is a powerfultool to deal with the optimal control problems of mean-field…
We study the optimal method for rationing scarce resources through a queue system. The designer controls agents' entry into a queue and their exit, their service priority -- or queueing discipline -- as well as their information about queue…
Boosting methods are highly popular and effective supervised learning methods which combine weak learners into a single accurate model with good statistical performance. In this paper, we analyze two well-known boosting methods, AdaBoost…
Motivated by applications in online marketplaces such as ride-hailing platforms and payment channel networks, we study a single-server queue with state-dependent arrival control. The service operator dynamically chooses the arrival rate as…
The "fast iterative shrinkage-thresholding algorithm", a.k.a. FISTA, is one of the most well-known first-order optimisation scheme in the literature, as it achieves the worst-case $O(1/k^2)$ optimal convergence rate in terms of objective…
We consider the problem of scheduling to minimize mean response time in M/G/1 queues where only estimated job sizes (processing times) are known to the scheduler, where a job of true size $s$ has estimated size in the interval $[\beta s,…
We present a controller tuning strategy for first-order plus time delay (FOPTD) processes, where the time delay in the model is approximated using the Pad\'e function. Using Routh-Hurwitz stability analysis, we derive the gain that gives…
As a new tool in the NextGen portfolio, the Collaborative Trajectory Options Programs (CTOP) combines multiple features from its forerunners including Ground Delay Program (GDP), Airspace Flow Program (AFP) and reroutes, and can manage…
High-dimensional linear regression under heavy-tailed noise or outlier corruption is challenging, both computationally and statistically. Convex approaches have been proven statistically optimal but suffer from high computational costs,…
We focus on parameterized policy search for reinforcement learning over continuous action spaces. Typically, one assumes the score function associated with a policy is bounded, which fails to hold even for Gaussian policies. To properly…
Robust control of complex engineered and biological systems hinges on the integration of feedforward and feedback mechanisms. This is exemplified in neural motor control, where feedforward muscle co-contraction complements sensory-driven…
As job redundancy has been recognized as an effective means to improve performance of large-scale computer systems, queueing systems with redundancy have been studied by various authors. Existing results include methods to compute the queue…