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This paper concerns the central issues of model robustness and sample efficiency in offline reinforcement learning (RL), which aims to learn to perform decision making from history data without active exploration. Due to uncertainties and…

Machine Learning · Computer Science 2024-01-01 Laixi Shi , Yuejie Chi

Convex sample approximations of chance-constrained optimization problems are considered, in which chance constraints are replaced by sets of sampled constraints. We propose a randomized sample selection strategy that allows tight bounds to…

Optimization and Control · Mathematics 2018-05-22 Mark Cannon

We study the performance of sequential contention resolution and matching algorithms on random graphs with vanishing edge probabilities. When the edges of the graph are processed in an adversarially-chosen order, we derive a new OCRS that…

Data Structures and Algorithms · Computer Science 2024-10-10 Will Ma , Calum MacRury , Pranav Nuti

Consider the following online version of the submodular maximization problem under a matroid constraint: We are given a set of elements over which a matroid is defined. The goal is to incrementally choose a subset that remains independent…

Data Structures and Algorithms · Computer Science 2012-05-08 Niv Buchbinder , Joseph , Naor , R. Ravi , Mohit Singh

We consider the problem of maximizing the multilinear extension of a submodular function subject a single matroid constraint or multiple packing constraints with a small number of adaptive rounds of evaluation queries. We obtain the first…

Data Structures and Algorithms · Computer Science 2018-11-12 Alina Ene , Huy L. Nguyen , Adrian Vladu

In contrast to the advances in characterizing the sample complexity for solving Markov decision processes (MDPs), the optimal statistical complexity for solving constrained MDPs (CMDPs) remains unknown. We resolve this question by providing…

Machine Learning · Computer Science 2022-11-22 Sharan Vaswani , Lin F. Yang , Csaba Szepesvári

Speculative sampling reduces the latency of autoregressive decoding for target model LLMs without sacrificing inference quality, by using a cheap draft model to suggest a candidate token and a verification criterion to accept or resample…

Machine Learning · Computer Science 2025-11-21 Rahul Krishna Thomas , Arka Pal

We study an online resource allocation problem under uncertainty about demand and about the reward of each type of demand (agents) for the resource. Even though dealing with demand uncertainty in resource allocation problems has been the…

Optimization and Control · Mathematics 2022-10-11 Negin Gorlezaei , Patrick Jaillet , Zijie Zhou

Recently, there has been significant work studying distribution testing under the Conditional Sampling model. In this model, a query specifies a subset $S$ of the domain, and the output received is a sample drawn from the distribution…

Data Structures and Algorithms · Computer Science 2020-11-05 Shyam Narayanan

The control and sensing of large-scale systems results in combinatorial problems not only for sensor and actuator placement but also for scheduling or observability/controllability. Such combinatorial constraints in system design and…

Optimization and Control · Mathematics 2018-12-07 Vasileios Tzoumas , Ali Jadbabaie , George J. Pappas

We consider the sample complexity of learning with adversarial robustness. Most prior theoretical results for this problem have considered a setting where different classes in the data are close together or overlapping. Motivated by some…

Machine Learning · Computer Science 2023-01-19 Robi Bhattacharjee , Somesh Jha , Kamalika Chaudhuri

The prophet and secretary problems demonstrate online scenarios involving the optimal stopping theory. In a typical prophet or secretary problem, selection decisions are assumed to be immediate and irrevocable. However, many online settings…

Computer Science and Game Theory · Computer Science 2019-11-07 Tomer Ezra , Michal Feldman , Ilan Nehama

We study the online metric matching problem. There are $m$ servers and $n$ requests located in a metric space, where all servers are available upfront and requests arrive one at a time. Upon the arrival of a new request, it needs to be…

Data Structures and Algorithms · Computer Science 2025-10-16 Mingwei Yang , Sophie H. Yu

In the single stock trading prophet problem formulated by Correa et al.\ (2023), an online algorithm observes a sequence of prices of a stock. At each step, the algorithm can either buy the stock by paying the current price if it doesn't…

Data Structures and Algorithms · Computer Science 2025-04-21 Surbhi Rajput , Ashish Chiplunkar , Rohit Vaish

In a graph $G$ with a source $s$, we design a distance oracle that can answer the following query: Query$(s,t,e)$ -- find the length of shortest path from a fixed source $s$ to any destination vertex $t$ while avoiding any edge $e$. We…

Data Structures and Algorithms · Computer Science 2022-07-01 Dipan Dey , Manoj Gupta

Offline reinforcement learning (RL) aims to find an optimal policy for Markov decision processes (MDPs) using a pre-collected dataset. In this work, we revisit the linear programming (LP) reformulation of Markov decision processes for…

Machine Learning · Computer Science 2024-12-11 Asuman Ozdaglar , Sarath Pattathil , Jiawei Zhang , Kaiqing Zhang

While techniques have been developed for chance constrained stochastic optimal control using sample disturbance data that provide a probabilistic confidence bound for chance constraint satisfaction, far less is known about how to use sample…

Systems and Control · Electrical Eng. & Systems 2023-03-31 Shawn Priore , Meeko Oishi

The prophet inequality is one of the cornerstone problems in optimal stopping theory and has become a crucial tool for designing sequential algorithms in Bayesian settings. In the i.i.d. $k$-selection prophet inequality problem, we…

Computer Science and Game Theory · Computer Science 2025-04-21 Johannes Brustle , Sebastian Perez-Salazar , Victor Verdugo

We study the repeated optimal stopping problem, in which the same optimal stopping instance with an unknown distribution is solved repeatedly over $T$ rounds. We aim to simultaneously achieve strong per-round performance guarantees relative…

Data Structures and Algorithms · Computer Science 2026-05-18 Tsubasa Harada , Yasushi Kawase , Hanna Sumita

We define a notion of isotropy for discrete set distributions. If $\mu$ is a distribution over subsets $S$ of a ground set $[n]$, we say that $\mu$ is in isotropic position if $P[e \in S]$ is the same for all $e\in [n]$. We design a new…

Data Structures and Algorithms · Computer Science 2020-04-21 Nima Anari , Michał Dereziński