Related papers: Online Combinatorial Optimization with Graphical D…
We study online convex optimization in the random order model, recently proposed by \citet{garber2020online}, where the loss functions may be chosen by an adversary, but are then presented to the online algorithm in a uniformly random…
Offline Reinforcement Learning (RL) aims to learn a near-optimal policy from a fixed dataset of transitions collected by another policy. This problem has attracted a lot of attention recently, but most existing methods with strong…
We study monotone submodular maximization under general matroid constraints in the online setting. We prove that online optimization of a large class of submodular functions, namely, weighted threshold potential functions, reduces to online…
We consider multiple parallel Markov decision processes (MDPs) coupled by global constraints, where the time varying objective and constraint functions can only be observed after the decision is made. Special attention is given to how well…
Robust optimization (RO) has emerged as one of the leading paradigms to efficiently model parameter uncertainty. The recent connections between RO and problems in statistics and machine learning domains demand for solving RO problems in…
Branch-and-bound is a systematic enumerative method for combinatorial optimization, where the performance highly relies on the variable selection strategy. State-of-the-art handcrafted heuristic strategies suffer from relatively slow…
We study offline reinforcement learning (RL) with linear MDPs under the infinite-horizon discounted setting which aims to learn a policy that maximizes the expected discounted cumulative reward using a pre-collected dataset. Existing…
We consider an online multi-weighted generalization of several classic online optimization problems, called the online combinatorial assignment problem. We are given an independence system over a ground set of elements and agents that…
Multi-objective combinatorial optimization seeks Pareto-optimal solutions over exponentially large discrete spaces, yet existing methods sacrifice generality, scalability, or theoretical guarantees. We reformulate it as an online learning…
A central issue lying at the heart of online reinforcement learning (RL) is data efficiency. While a number of recent works achieved asymptotically minimal regret in online RL, the optimality of these results is only guaranteed in a…
Neural Combinatorial Optimization attempts to learn good heuristics for solving a set of problems using Neural Network models and Reinforcement Learning. Recently, its good performance has encouraged many practitioners to develop neural…
We consider a class of optimization problems over stochastic variables where the algorithm can learn information about the value of any variable through a series of costly steps; we model this information acquisition process as a Markov…
Combinatorial optimization problems are notoriously challenging for neural networks, especially in the absence of labeled instances. This work proposes an unsupervised learning framework for CO problems on graphs that can provide integral…
Offline reinforcement learning (RL) aims at learning an optimal strategy using a pre-collected dataset without further interactions with the environment. While various algorithms have been proposed for offline RL in the previous literature,…
Neural Combinatorial Optimization aims to learn to solve a class of combinatorial problems through data-driven methods and notably through employing neural networks by learning the underlying distribution of problem instances. While, so far…
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…
Suppose there are $n$ Markov chains and we need to pay a per-step \emph{price} to advance them. The "destination" states of the Markov chains contain rewards; however, we can only get rewards for a subset of them that satisfy a…
We contribute the first randomized algorithm that is an integration of arbitrarily many deterministic algorithms for the fully online multiprocessor scheduling with testing problem. When there are two machines, we show that with two…
Since the 1990s, considerable empirical work has been carried out to train statistical models, such as neural networks (NNs), as learned heuristics for combinatorial optimization (CO) problems. When successful, such an approach eliminates…
Reinforcement learning (RL) has exceeded human performance in many synthetic settings such as video games and Go. However, real-world deployment of end-to-end RL models is less common, as RL models can be very sensitive to slight…