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In this paper we propose a novel experimental design-based algorithm to minimize regret in online stochastic linear and combinatorial bandits. While existing literature tends to focus on optimism-based algorithms--which have been shown to…

Machine Learning · Computer Science 2021-03-02 Andrew Wagenmaker , Julian Katz-Samuels , Kevin Jamieson

The online knapsack problem is a classic online resource allocation problem in networking and operations research. Its basic version studies how to pack online arriving items of different sizes and values into a capacity-limited knapsack.…

Data Structures and Algorithms · Computer Science 2023-03-16 Bo Sun , Lin Yang , Mohammad Hajiesmaili , Adam Wierman , John C. S. Lui , Don Towsley , Danny H. K. Tsang

Constrained $k$-submodular maximization is a general framework that captures many discrete optimization problems such as ad allocation, influence maximization, personalized recommendation, and many others. In many of these applications,…

Data Structures and Algorithms · Computer Science 2023-05-26 Fabian Spaeh , Alina Ene , Huy L. Nguyen

Inference of the network structure (e.g., routing topology) and dynamics (e.g., link performance) is an essential component in many network design and management tasks. In this paper we propose a new, general framework for analyzing and…

Networking and Internet Architecture · Computer Science 2019-11-13 Jian Ni , Sekhar Tatikonda

We study the min-cost seed selection problem in online social networks, where the goal is to select a set of seed nodes with the minimum total cost such that the expected number of influenced nodes in the network exceeds a predefined…

Data Structures and Algorithms · Computer Science 2017-12-21 Kai Han , Yuntian He , Xiaokui Xiao , Shaojie Tang , Jingxin Xu , Liusheng Huang

In this paper, we investigate the online non-convex optimization problem which generalizes the classic {online convex optimization problem by relaxing the convexity assumption on the cost function. For this type of problem, the classic…

Machine Learning · Computer Science 2017-09-14 Lin Yang , Cheng Tan , Wing Shing Wong

We consider the problem of online allocation subject to a long-term fairness penalty. Contrary to existing works, however, we do not assume that the decision-maker observes the protected attributes -- which is often unrealistic in practice.…

Machine Learning · Computer Science 2023-12-05 Mathieu Molina , Nicolas Gast , Patrick Loiseau , Vianney Perchet

We introduce a novel theoretical framework for Return On Investment (ROI) maximization in repeated decision-making. Our setting is motivated by the use case of companies that regularly receive proposals for technological innovations and…

Machine Learning · Computer Science 2021-12-24 Nicolò Cesa-Bianchi , Tommaso Cesari , Yishay Mansour , Vianney Perchet

This paper analyses a classical and a quantum annealing approach to compute the minimum deployment of Quantum Key Distribution (QKD) hardware in a tier 1 provider network. The ensemble of QKD systems needs to be able to exchange as many…

We revisit the classic online portfolio selection problem, where at each round a learner selects a distribution over a set of portfolios to allocate its wealth. It is known that for this problem a logarithmic regret with respect to Cover's…

Machine Learning · Computer Science 2022-02-16 Zakaria Mhammedi , Alexander Rakhlin

The effectiveness of advertising in e-commerce largely depends on the ability of merchants to bid on and win impressions for their targeted users. The bidding procedure is highly complex due to various factors such as market competition,…

Information Retrieval · Computer Science 2023-12-29 Artem Betlei , Mariia Vladimirova , Mehdi Sebbar , Nicolas Urien , Thibaud Rahier , Benjamin Heymann

We revisit the problem of estimating the parameters of a partially observed diffusion process, consisting of a hidden state process and an observed process, with a continuous time parameter. The estimation is to be done online, i.e. the…

Optimization and Control · Mathematics 2018-10-16 Simone Carlo Surace , Jean-Pascal Pfister

Recommendation systems represent an important tool for news distribution on the Internet. In this work we modify a recently proposed social recommendation model in order to deal with no explicit ratings of users on news. The model consists…

Physics and Society · Physics 2015-05-27 Dong Wei , Tao Zhou , Giulio Cimini , Pei Wu , Weiping Liu , Yi-Cheng Zhang

In this paper, we propose a fully distributed algorithm for frequency offsets estimation in decentralized systems. With the proposed algorithm, each node estimates its frequency offsets by local computations and limited exchange of…

Information Theory · Computer Science 2016-07-12 Jian Du , Yik-Chung Wu

We explore whether quantum advantages can be found for the zeroth-order feedback online exp-concave optimization problem, which is also known as bandit exp-concave optimization with multi-point feedback. We present quantum online…

Quantum Physics · Physics 2024-10-28 Jianhao He , Chengchang Liu , Xutong Liu , Lvzhou Li , John C. S. Lui

This letter studies the problem of online multi-step-ahead prediction for unknown linear stochastic systems. Using conditional distribution theory, we derive an optimal parameterization of the prediction policy as a linear function of…

Machine Learning · Computer Science 2025-11-18 Jiachen Qian , Yang Zheng

We present an efficient distributed online learning scheme to classify data captured from distributed, heterogeneous, and dynamic data sources. Our scheme consists of multiple distributed local learners, that analyze different streams of…

Machine Learning · Computer Science 2013-08-27 Luca Canzian , Yu Zhang , Mihaela van der Schaar

A variety of problems in distributed control involve a networked system of autonomous agents cooperating to carry out some complex task in a decentralized fashion, e.g., orienting a flock of drones, or aggregating data from a network of…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-05-01 Bernadette Charron-Bost , Patrick Lambein-Monette

For successful estimation, the usual network tomography algorithms crucially require i) end-to-end data generated using multicast probe packets, real or emulated, and ii) the network to be a tree rooted at a single sender with destinations…

Networking and Internet Architecture · Computer Science 2012-11-02 Gugan Thoppe

This paper studies online shortest path routing over multi-hop networks. Link costs or delays are time-varying and modeled by independent and identically distributed random processes, whose parameters are initially unknown. The parameters,…

Networking and Internet Architecture · Computer Science 2017-01-19 M. Sadegh Talebi , Zhenhua Zou , Richard Combes , Alexandre Proutiere , Mikael Johansson