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Uncertainty quantification in prediction presents a compelling challenge with vast applications across various domains, including biomedical science, economics, and weather forecasting. There exists a wide array of methods for constructing…

Methodology · Statistics 2024-07-16 Jianqing Fan , Jiawei Ge , Debarghya Mukherjee

Decision-makers often have access to machine-learned predictions about future demand that can help guide online resource allocation decisions. However, such predictions may be inaccurate. We develop a framework for online resource…

Data Structures and Algorithms · Computer Science 2026-05-19 Negin Golrezaei , Patrick Jaillet , Zijie Zhou

We study online prediction where regret of the algorithm is measured against a benchmark defined via evolving constraints. This framework captures online prediction on graphs, as well as other prediction problems with combinatorial…

Machine Learning · Computer Science 2015-06-15 Alexander Rakhlin , Karthik Sridharan

Online matching and its variants are some of the most fundamental problems in the online algorithms literature. In this paper, we study the online weighted bipartite matching problem. Karp et al. (STOC 1990) gave an elegant algorithm in the…

Data Structures and Algorithms · Computer Science 2019-11-22 Matthew Fahrbach , Morteza Zadimoghaddam

We propose an anytime online algorithm for the problem of learning a sequence of adversarial convex cost functions while approximately satisfying another sequence of adversarial online convex constraints. A sequential algorithm is called…

Machine Learning · Computer Science 2025-10-28 Dhruv Sarkar , Abhishek Sinha

In the classical online model, the maximum independent set problem admits an $\Omega(n)$ lower bound on the competitive ratio even for interval graphs, motivating the study of the problem under additional assumptions. We first study the…

Computational Geometry · Computer Science 2026-04-17 Minati De , Satyam Singh

We study online learning problems in which a decision maker has to take a sequence of decisions subject to $m$ long-term constraints. The goal of the decision maker is to maximize their total reward, while at the same time achieving small…

Machine Learning · Computer Science 2022-09-16 Matteo Castiglioni , Andrea Celli , Alberto Marchesi , Giulia Romano , Nicola Gatti

We introduce algorithms for online, full-information prediction that are competitive with contextual tree experts of unknown complexity, in both probabilistic and adversarial settings. We show that by incorporating a probabilistic framework…

Machine Learning · Computer Science 2018-05-23 Vidya Muthukumar , Mitas Ray , Anant Sahai , Peter L. Bartlett

Online bipartite matching is a fundamental problem in online algorithms. The goal is to match two sets of vertices to maximize the sum of the edge weights, where for one set of vertices, each vertex and its corresponding edge weights appear…

Data Structures and Algorithms · Computer Science 2024-02-13 Hang Hu , Zhao Song , Runzhou Tao , Zhaozhuo Xu , Junze Yin , Danyang Zhuo

We consider a model of selective prediction, where the prediction algorithm is given a data sequence in an online fashion and asked to predict a pre-specified statistic of the upcoming data points. The algorithm is allowed to choose when to…

Machine Learning · Computer Science 2019-05-30 Mingda Qiao , Gregory Valiant

In the online matching on the line problem, the task is to match a set of requests $R$ online to a given set of servers $S$. The distance metric between any two points in $R\,\cup\, S$ is a line metric and the objective for the online…

Data Structures and Algorithms · Computer Science 2017-12-20 Antonios Antoniadis , Carsten Fischer , Andreas Tönnis

We examine the problem of smoothed online optimization, where a decision maker must sequentially choose points in a normed vector space to minimize the sum of per-round, non-convex hitting costs and the costs of switching decisions between…

Machine Learning · Computer Science 2022-10-28 Daan Rutten , Nico Christianson , Debankur Mukherjee , Adam Wierman

The online assignment problem plays an important role in operational research and computer science which is why immense attention has been given to improving its solution quality. Due to the incomplete information about the input, it is…

Computational Complexity · Computer Science 2022-08-09 Clarence Gabriel R. Kasilag , Pollux M. Rey , Jhoirene B. Clemente

We study the problem of sorting under incomplete information, when queries are used to resolve uncertainties. Each of $n$ data items has an unknown value, which is known to lie in a given interval. We can pay a query cost to learn the…

Data Structures and Algorithms · Computer Science 2021-04-16 Magnús M. Halldórsson , Murilo S. de Lima

We consider the problem of on-line prediction of real-valued labels, assumed bounded in absolute value by a known constant, of new objects from known labeled objects. The prediction algorithm's performance is measured by the squared…

Machine Learning · Computer Science 2007-05-23 Vladimir Vovk

We design a new, fast algorithm for agnostically learning univariate probability distributions whose densities are well approximated by piecewise polynomial functions. Let $f$ be the density function of an arbitrary univariate distribution,…

Data Structures and Algorithms · Computer Science 2015-06-03 Jayadev Acharya , Ilias Diakonikolas , Jerry Li , Ludwig Schmidt

This paper presents an online method that learns optimal decisions for a discrete time Markov decision problem with an opportunistic structure. The state at time $t$ is a pair $(S(t),W(t))$ where $S(t)$ takes values in a finite set…

Optimization and Control · Mathematics 2024-08-13 Michael J. Neely

We consider online prediction of a binary sequence with expert advice. For this setting, we devise label-efficient forecasting algorithms, which use a selective sampling scheme that enables collecting much fewer labels than standard…

Machine Learning · Statistics 2023-10-23 Rui M. Castro , Fredrik Hellström , Tim van Erven

Consider a storage area where arriving items are stored temporarily in bounded capacity stacks until their departure. We look into the problem of deciding where to put an arriving item with the objective of minimizing the maximum number of…

Data Structures and Algorithms · Computer Science 2020-06-11 Martin Olsen , Allan Gross

We consider the classical online bipartite matching problem in the probe-commit model. In this problem, when an online vertex arrives, its edges must be probed to determine if they exist, based on known edge probabilities. A probing…

Data Structures and Algorithms · Computer Science 2024-12-16 Allan Borodin , Calum MacRury