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We consider the optimization of an uncertain objective over continuous and multi-dimensional decision spaces in problems in which we are only provided with observational data. We propose a novel algorithmic framework that is tractable,…

Machine Learning · Statistics 2018-10-30 Dimitris Bertsimas , Christopher McCord

We revisit the online dynamic acknowledgment problem. In the problem, a sequence of requests arrive over time to be acknowledged, and all outstanding requests can be satisfied simultaneously by one acknowledgement. The goal of the problem…

Data Structures and Algorithms · Computer Science 2023-05-30 Sungjin Im , Benjamin Moseley , Chenyang Xu , Ruilong Zhang

The modern network aims to prioritize critical traffic over non-critical traffic and effectively manage traffic flow. This necessitates proper buffer management to prevent the loss of crucial traffic while minimizing the impact on…

Data Structures and Algorithms · Computer Science 2024-02-26 Ya-Chun Liang , Clifford Stein , Hao-Ting Wei

The study of online algorithms with machine-learned predictions has gained considerable prominence in recent years. One of the common objectives in the design and analysis of such algorithms is to attain (Pareto) optimal tradeoffs between…

Machine Learning · Computer Science 2024-08-09 Spyros Angelopoulos , Christoph Dürr , Alex Elenter , Yanni Lefki

We present a general, efficient technique for providing contextual predictions that are "multivalid" in various senses, against an online sequence of adversarially chosen examples $(x,y)$. This means that the resulting estimates correctly…

Machine Learning · Computer Science 2023-02-01 Varun Gupta , Christopher Jung , Georgy Noarov , Mallesh M. Pai , Aaron Roth

We consider the on-line predictive version of the standard problem of linear regression; the goal is to predict each consecutive response given the corresponding explanatory variables and all the previous observations. The standard…

Statistics Theory · Mathematics 2009-06-18 Vladimir Vovk , Ilia Nouretdinov , Alex Gammerman

As machine learning models are increasingly deployed in dynamic environments, it becomes paramount to assess and quantify uncertainties associated with distribution shifts. A distribution shift occurs when the underlying data-generating…

Methodology · Statistics 2024-10-08 Jiawei Ge , Debarghya Mukherjee , Jianqing Fan

The problem of behaviour prediction for linear parameter-varying systems is considered in the interval framework. It is assumed that the system is subject to uncertain inputs and the vector of scheduling parameters is unmeasurable, but all…

Systems and Control · Computer Science 2019-08-13 Edouard Leurent , Denis Efimov , Tarek Raïssi , Wilfrid Perruquetti

Real-world intelligence systems usually operate by combining offline learning and online adaptation with highly correlated and non-stationary system data or signals, which, however, has rarely been investigated theoretically in the…

Machine Learning · Computer Science 2025-12-02 Haizheng Li , Lei Guo

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

Understanding model performance on unlabeled data is a fundamental challenge of developing, deploying, and maintaining AI systems. Model performance is typically evaluated using test sets or periodic manual quality assessments, both of…

Machine Learning · Computer Science 2020-12-17 Benjamin Elder , Matthew Arnold , Anupama Murthi , Jiri Navratil

We formulate the predicted-updates dynamic model, one of the first beyond-worst-case models for dynamic algorithms, which generalizes a large set of well-studied dynamic models including the offline dynamic, incremental, and decremental…

Data Structures and Algorithms · Computer Science 2023-11-29 Quanquan C. Liu , Vaidehi Srinivas

We study the well-motivated problem of online distribution shift in which the data arrive in batches and the distribution of each batch can change arbitrarily over time. Since the shifts can be large or small, abrupt or gradual, the length…

Machine Learning · Computer Science 2025-04-11 Dheeraj Baby , Boran Han , Shuai Zhang , Cuixiong Hu , Yuyang Wang , Yu-Xiang Wang

To provide rigorous uncertainty quantification for online learning models, we develop a framework for constructing uncertainty sets that provably control risk -- such as coverage of confidence intervals, false negative rate, or F1 score --…

Machine Learning · Computer Science 2023-01-30 Shai Feldman , Liran Ringel , Stephen Bates , Yaniv Romano

For online resource allocation problems, we propose a new demand arrival model where the sequence of arrivals contains both an adversarial component and a stochastic one. Our model requires no demand forecasting; however, due to the…

Data Structures and Algorithms · Computer Science 2018-10-02 Dawsen Hwang , Patrick Jaillet , Vahideh Manshadi

We consider non-clairvoyant scheduling with online precedence constraints, where an algorithm is oblivious to any job dependencies and learns about a job only if all of its predecessors have been completed. Given strong impossibility…

Data Structures and Algorithms · Computer Science 2023-01-31 Alexandra Lassota , Alexander Lindermayr , Nicole Megow , Jens Schlöter

Semidefinite programming (SDP) is a unifying framework that generalizes both linear programming and quadratically-constrained quadratic programming, while also yielding efficient solvers, both in theory and in practice. However, there exist…

Data Structures and Algorithms · Computer Science 2022-10-24 Elena Grigorescu , Young-San Lin , Sandeep Silwal , Maoyuan Song , Samson Zhou

The study of stable matchings usually relies on the assumption that agents' preferences over the opposite side are complete and known. In many real markets, however, preferences might be uncertain and revealed only through costly…

Computer Science and Game Theory · Computer Science 2026-02-25 Moshe Babaioff , Rotem Gil , Assaf Romm

This paper establishes performance guarantees for online algorithms that schedule stochastic, nonpreemptive jobs on unrelated machines to minimize the expected total weighted completion time. Prior work on unrelated machine scheduling with…

Data Structures and Algorithms · Computer Science 2020-05-14 Varun Gupta , Benjamin Moseley , Marc Uetz , Qiaomin Xie

This work introduces the Supervised Expectation-Maximization Framework (SEMF), a versatile and model-agnostic approach for generating prediction intervals with any ML model. SEMF extends the Expectation-Maximization algorithm, traditionally…

Machine Learning · Statistics 2025-09-30 Ilia Azizi , Marc-Olivier Boldi , Valérie Chavez-Demoulin