Related papers: Online Linear Programming with Batching
Online optimization has recently opened avenues to study optimal control for time-varying cost functions that are unknown in advance. Inspired by this line of research, we study the distributed online linear quadratic regulator (LQR)…
Optimizing the assortment of products to display to customers is a key to increasing revenue for both offline and online retailers. To trade-off between exploring customers' preference and exploiting customers' choices learned from data, in…
We address online linear optimization problems when the possible actions of the decision maker are represented by binary vectors. The regret of the decision maker is the difference between her realized loss and the best loss she would have…
We provide the first sub-linear space and sub-linear regret algorithm for online learning with expert advice (against an oblivious adversary), addressing an open question raised recently by Srinivas, Woodruff, Xu and Zhou (STOC 2022). We…
This paper considers a variant of the online paging problem, where the online algorithm has access to multiple predictors, each producing a sequence of predictions for the page arrival times. The predictors may have occasional prediction…
We study an online contextual decision-making problem with resource constraints. At each time period, the decision-maker first predicts a reward vector and resource consumption matrix based on a given context vector and then solves a…
We consider a system consisting of a single transmitter/receiver pair and $N$ channels over which they may communicate. Packets randomly arrive to the transmitter's queue and wait to be successfully sent to the receiver. The transmitter may…
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…
In this paper, we consider the problem of black-box optimization with noisy feedback revealed in batches, where the unknown function to optimize has a bounded norm in some Reproducing Kernel Hilbert Space (RKHS). We refer to this as the…
We consider the problem of online regret minimization in linear bandits with access to prior observations (offline data) from the underlying bandit model. There are numerous applications where extensive offline data is often available, such…
We consider an online revenue maximization problem over a finite time horizon subject to lower and upper bounds on cost. At each period, an agent receives a context vector sampled i.i.d. from an unknown distribution and needs to make a…
In the field of online sequential decision-making, we address the problem with delays utilizing the framework of online convex optimization (OCO), where the feedback of a decision can arrive with an unknown delay. Unlike previous research…
We study an online caching problem in which requests can be served by a local cache to avoid retrieval costs from a remote server. The cache can update its state after a batch of requests and store an arbitrarily small fraction of each…
We consider a long-term average profit maximizing admission control problem in an M/M/1 queuing system with unknown service and arrival rates. With a fixed reward collected upon service completion and a cost per unit of time enforced on…
In learning theory, the performance of an online policy is commonly measured in terms of the static regret metric, which compares the cumulative loss of an online policy to that of an optimal benchmark in hindsight. In the definition of…
In this paper, we study the dynamic regret of online linear quadratic regulator (LQR) control with time-varying cost functions and disturbances. We consider the case where a finite look-ahead window of cost functions and disturbances is…
We study the model-based undiscounted reinforcement learning for partially observable Markov decision processes (POMDPs). The oracle we consider is the optimal policy of the POMDP with a known environment in terms of the average reward over…
We provide an online convex optimization algorithm with regret that interpolates between the regret of an algorithm using an optimal preconditioning matrix and one using a diagonal preconditioning matrix. Our regret bound is never worse…
We develop a new framework for designing online policies given access to an oracle providing statistical information about an offline benchmark. Having access to such prediction oracles enables simple and natural Bayesian selection…
This paper studies the online optimal control problem with time-varying convex stage costs for a time-invariant linear dynamical system, where a finite lookahead window of accurate predictions of the stage costs are available at each time.…