Related papers: A threshold for online balancing of sparse i.i.d. …
Resource allocation in distributed and networked systems such as the Cloud is becoming increasingly flexible, allowing these systems to dynamically adjust toward the workloads they serve, in a demand-aware manner. Online balanced…
In the problem of online portfolio selection as formulated by Cover (1991), the trader repeatedly distributes her capital over $ d $ assets in each of $ T > 1 $ rounds, with the goal of maximizing the total return. Cover proposed an…
In the problem of online load balancing on uniformly related machines with bounded migration, jobs arrive online one after another and have to be immediately placed on one of a given set of machines without knowledge about jobs that may…
We resolve the fundamental problem of online decoding with general $n^{th}$ order ergodic Markov chain models. Specifically, we provide deterministic and randomized algorithms whose performance is close to that of the optimal offline…
We consider non-differentiable dynamic optimization problems such as those arising in robotics and subspace tracking. Given the computational constraints and the time-varying nature of the problem, a low-complexity algorithm is desirable,…
The rich literature on online Bayesian selection problems has long focused on so-called prophet inequalities, which compare the gain of an online algorithm to that of a "prophet" who knows the future. An equally-natural, though…
The classical algorithms for online learning and decision-making have the benefit of achieving the optimal performance guarantees, but suffer from computational complexity limitations when implemented at scale. More recent sophisticated…
Motivated primarily by applications in cloud computing, we study a simple, yet powerful, online allocation problem in which jobs of varying durations arrive over continuous time and must be assigned immediately and irrevocably to one of the…
In this paper, we develop an online optimization algorithm for solving a class of nonconvex optimization problems with a linearly varying optimal point. The global convergence of the algorithm is guaranteed using the circle criterion for…
Online algorithm selection (OAS) aims to adapt the optimization process to changes in the fitness landscape and is expected to outperform any single algorithm from a given portfolio. Although this expectation is supported by numerous…
We study the binary perceptron, a random constraint satisfaction problem that asks to find a Boolean vector in the intersection of independently chosen random halfspaces. A striking feature of this model is that at every positive constraint…
We study online convex optimization in a setting where the learner seeks to minimize the sum of a per-round hitting cost and a movement cost which is incurred when changing decisions between rounds. We prove a new lower bound on the…
We initiate the study of centralized algorithms for welfare-maximizing allocation of goods to buyers subject to average-value constraints. We show that this problem is NP-hard to approximate beyond a factor of $\frac{e}{e-1}$, and provide a…
In the fixed budget thresholding bandit problem, an algorithm sequentially allocates a budgeted number of samples to different distributions. It then predicts whether the mean of each distribution is larger or lower than a given threshold.…
We consider a variant of the online caching problem where the items exhibit dependencies among each other: an item can reside in the cache only if all its dependent items are also in the cache. The dependency relations can form any directed…
We study sparse linear regression over a network of agents, modeled as an undirected graph and no server node. The estimation of the $s$-sparse parameter is formulated as a constrained LASSO problem wherein each agent owns a subset of the…
We consider the setting of online convex optimization with adversarial time-varying constraints in which actions must be feasible w.r.t. a fixed constraint set, and are also required on average to approximately satisfy additional…
We consider an online assortment problem with $[n]:=\{1,2,\ldots,n\}$ sellers, each holding exactly one item $i\in[n]$ with initial inventory $c_i\in \mathbb{Z}_+$, and a sequence of homogeneous buyers arriving over a finite time horizon…
Motivated by the Beck-Fiala conjecture, we study the discrepancy problem in two related models of random hypergraphs on $n$ vertices and $m$ edges. In the first (edge-independent) model, a random hypergraph $H_1$ is constructed by fixing a…
We study stochastic decision-theoretic online learning with full information and event-level pure differential privacy. A COLT open problem of Hu and Mehta asks to determine the optimal gap-dependent regret rate for stochastic…