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In crowd labeling, a large amount of unlabeled data instances are outsourced to a crowd of workers. Workers will be paid for each label they provide, but the labeling requester usually has only a limited amount of the budget. Since data…

Machine Learning · Computer Science 2014-04-25 Xi Chen , Qihang Lin , Dengyong Zhou

Submodular maximization subject to matroid constraints is a central problem with many applications in machine learning. As algorithms are increasingly used in decision-making over datapoints with sensitive attributes such as gender or race,…

Data Structures and Algorithms · Computer Science 2026-01-16 Sepideh Mahabadi , Sherry Sarkar , Jakub Tarnawski

In this work we study the optimal execution problem with multiplicative price impact in algorithm trading, when an agent holds an initial position of shares of a financial asset. The inter-selling-decision times are modelled by the arrival…

Mathematical Finance · Quantitative Finance 2018-05-04 Daniel Hernández-Hernández , Harold A. Moreno-Franco , José Luis Pérez

For $2\le k\in\mathbb{N}$, consider the following adaptation of the classical secretary problem. There are $k$ items at each of $n$ linearly ordered ranks. The $kn$ items are revealed, one item at a time, in a uniformly random order, to an…

Probability · Mathematics 2022-08-24 Ross G. Pinsky

Machine learning relies on the assumption that unseen test instances of a classification problem follow the same distribution as observed training data. However, this principle can break down when machine learning is used to make important…

Machine Learning · Computer Science 2015-11-24 Moritz Hardt , Nimrod Megiddo , Christos Papadimitriou , Mary Wootters

Diversity maximization is a fundamental problem in web search and data mining. For a given dataset $S$ of $n$ elements, the problem requires to determine a subset of $S$ containing $k\ll n$ "representatives" which minimize some diversity…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-02-11 Matteo Ceccarello , Andrea Pietracaprina , Geppino Pucci

We investigate the classical active pure exploration problem in Markov Decision Processes, where the agent sequentially selects actions and, from the resulting system trajectory, aims at identifying the best policy as fast as possible. We…

Machine Learning · Statistics 2021-10-26 Aymen Al Marjani , Aurélien Garivier , Alexandre Proutiere

We study the computational complexity of the infinite-horizon discounted-reward Markov Decision Problem (MDP) with a finite state space $|\mathcal{S}|$ and a finite action space $|\mathcal{A}|$. We show that any randomized algorithm needs a…

Computational Complexity · Computer Science 2017-05-24 Yichen Chen , Mengdi Wang

We consider the problem of learning in adversarial Markov decision processes [MDPs] with an oblivious adversary in a full-information setting. The agent interacts with an environment during $T$ episodes, each of which consists of $H$…

Machine Learning · Computer Science 2025-03-06 Daniil Tiapkin , Evgenii Chzhen , Gilles Stoltz

The Constraint Satisfaction Problem (CSP) framework offers a simple and sound basis for representing and solving simple decision problems, without uncertainty. This paper is devoted to an extension of the CSP framework enabling us to deal…

Artificial Intelligence · Computer Science 2013-02-21 Helene Fargier , Jerome Lang , Roger Martin-Clouaire , Thomas Schiex

Determinant maximization provides an elegant generalization of problems in many areas, including convex geometry, statistics, machine learning, fair allocation of goods, and network design. In an instance of the determinant maximization…

Data Structures and Algorithms · Computer Science 2022-11-22 Adam Brown , Aditi Laddha , Madhusudhan Pittu , Mohit Singh

In this paper, we investigate two variants of the secretary problem. In these variants, we are presented with a sequence of numbers $X_i$ that come from distributions $\mathcal{D}_i$, and that arrive in either random or adversarial order.…

Data Structures and Algorithms · Computer Science 2022-08-22 Pranav Nuti , Jan Vondrák

First, for the for the submodular $k$-secretary problem with shortlists [1], we provide a near optimal $1-1/e-\epsilon$ approximation using shortlist of size $O(k poly(1/\epsilon))$. In particular, we improve the size of shortlist used in…

Data Structures and Algorithms · Computer Science 2021-02-22 Mohammad Shadravan

In a stochastic probing problem we are given a universe $E$, where each element $e \in E$ is active independently with probability $p_e$, and only a probe of e can tell us whether it is active or not. On this universe we execute a process…

Data Structures and Algorithms · Computer Science 2014-02-19 Marek Adamczyk , Maxim Sviridenko , Justin Ward

Planning plays an important role in the broad class of decision theory. Planning has drawn much attention in recent work in the robotics and sequential decision making areas. Recently, Reinforcement Learning (RL), as an agent-environment…

Artificial Intelligence · Computer Science 2016-08-18 Kamyar Azizzadenesheli , Alessandro Lazaric , Animashree Anandkumar

In this paper, we consider planning in stochastic shortest path (SSP) problems, a subclass of Markov Decision Problems (MDP). We focus on medium-size problems whose state space can be fully enumerated. This problem has numerous important…

Artificial Intelligence · Computer Science 2012-06-18 Alejandro Isaza , Csaba Szepesvari , Vadim Bulitko , Russell Greiner

Graph games are fundamental in strategic reasoning of multi-agent systems and their environments. We study a new family of graph games which combine stochastic environmental uncertainties and auction-based interactions among the agents,…

Computer Science and Game Theory · Computer Science 2024-12-30 Guy Avni , Martin Kurečka , Kaushik Mallik , Petr Novotný , Suman Sadhukhan

We revisit three fundamental problems in algorithms under uncertainty: the Secretary Problem, Prophet Inequality, and Stochastic Probing, each subject to general downward-closed constraints. When elements have binary values, all three…

Data Structures and Algorithms · Computer Science 2026-04-02 Aviad Rubinstein , Sahil Singla

We study the problem of solving Packing Integer Programs (PIPs) in the online setting, where columns in $[0,1]^d$ of the constraint matrix are revealed sequentially, and the goal is to pick a subset of the columns that sum to at most $B$ in…

Data Structures and Algorithms · Computer Science 2021-12-28 C. J. Argue , Anupam Gupta , Marco Molinaro , Sahil Singla

The prophet secretary problem is a combination of the prophet inequality and the secretary problem, where elements are drawn from known independent distributions and arrive in uniformly random order. In this work, we design 1) a…

Data Structures and Algorithms · Computer Science 2024-11-05 Ziyun Chen , Zhiyi Huang , Dongchen Li , Zhihao Gavin Tang