Related papers: Decision-Theoretic Approaches for Improved Learnin…
Many real-world optimization problems contain parameters that are unknown before deployment time, either due to stochasticity or to lack of information (e.g., demand or travel times in delivery problems). A common strategy in such cases is…
One-max search is a classic problem in online decision-making, in which a trader acts on a sequence of revealed prices and accepts one of them irrevocably to maximise its profit. The problem has been studied both in probabilistic and in…
For parameterized mixed-binary optimization problems, we construct local decision rules that prescribe near-optimal courses of action across a set of parameter values. The decision rules stem from solving risk-adaptive training problems…
The study of online algorithms with machine-learned predictions has gained considerable prominence in recent years. One of the common objectives in the design and analysis of such algorithms is to attain (Pareto) optimal tradeoffs between…
The extension of classical online algorithms when provided with predictions is a new and active research area. In this paper, we extend the primal-dual method for online algorithms in order to incorporate predictions that advise the online…
There is significant interest in deploying machine learning algorithms for diagnostic radiology, as modern learning techniques have made it possible to detect abnormalities in medical images within minutes. While machine-assisted diagnoses…
In this paper, we study the peak-aware energy scheduling problem using the competitive framework with machine learning prediction. With the uncertainty of energy demand as the fundamental challenge, the goal is to schedule the energy output…
Learning algorithms produce software models for realising critical classification tasks. Decision trees models are simpler than other models such as neural network and they are used in various critical domains such as the medical and the…
This paper takes a game theoretic approach to the design and analysis of online algorithms and illustrates the approach on the finite-horizon ski-rental problem. This approach allows beyond worst-case analysis of online algorithms. First,…
Online decision making aims to learn the optimal decision rule by making personalized decisions and updating the decision rule recursively. It has become easier than before with the help of big data, but new challenges also come along.…
When optimizing problems with uncertain parameter values in a linear objective, decision-focused learning enables end-to-end learning of these values. We are interested in a stochastic scheduling problem, in which processing times are…
When an algorithm provides risk assessments, we typically think of them as helpful inputs to human decisions, such as when risk scores are presented to judges or doctors. However, a decision-maker may react not only to the information…
The allocation of scarce spectral resources to support as many user applications as possible while maintaining reasonable quality of service is a fundamental problem in wireless communication. We argue that the problem is best formulated in…
Randomized controlled experiments assess new policy impacts on performance metrics to inform launch decisions. Traditional approaches evaluate metrics independently despite correlations, and mixed results (e.g., positive revenue impact,…
We study oracle complexity of gradient based methods for stochastic approximation problems. Though in many settings optimal algorithms and tight lower bounds are known for such problems, these optimal algorithms do not achieve the best…
In the strategic facility location problem, a set of agents report their locations in a metric space and the goal is to use these reports to open a new facility, minimizing an aggregate distance measure from the agents to the facility.…
Decision tree learning is a widely used approach in machine learning, favoured in applications that require concise and interpretable models. Heuristic methods are traditionally used to quickly produce models with reasonably high accuracy.…
Given the rapid rise in energy demand by data centers and computing systems in general, it is fundamental to incorporate energy considerations when designing (scheduling) algorithms. Machine learning can be a useful approach in practice by…
We study the problem of policy evaluation with linear function approximation and present efficient and practical algorithms that come with strong optimality guarantees. We begin by proving lower bounds that establish baselines on both the…
We consider a variant of the classic Ski Rental online algorithm with applications to machine learning. In our variant, we allow the skier access to a black-box machine-learning algorithm that provides an estimate of the probability that…