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We consider a general online stochastic optimization problem with multiple budget constraints over a horizon of finite time periods. In each time period, a reward function and multiple cost functions are revealed, and the decision maker…

Machine Learning · Computer Science 2022-07-26 Jiashuo Jiang , Xiaocheng Li , Jiawei Zhang

We study the measure of order-competitive ratio introduced by Ezra et al. [2023] for online algorithms in Bayesian combinatorial settings. In our setting, a decision-maker observes a sequence of elements that are associated with stochastic…

Computer Science and Game Theory · Computer Science 2023-07-07 Tomer Ezra , Tamar Garbuz

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 an online two-stage stochastic optimization with long-term constraints over a finite horizon of $T$ periods. At each period, we take the first-stage action, observe a model parameter realization and then take the second-stage…

Machine Learning · Computer Science 2024-01-03 Piao Hu , Jiashuo Jiang , Guodong Lyu , Hao Su

Single-image super-resolution (SISR) networks trained with perceptual and adversarial losses provide high-contrast outputs compared to those of networks trained with distortion-oriented losses, such as L1 or L2. However, it has been shown…

Computer Vision and Pattern Recognition · Computer Science 2023-03-14 Seung Ho Park , Young Su Moon , Nam Ik Cho

Evaluating and optimizing policies in the presence of unobserved confounders is a problem of growing interest in offline reinforcement learning. Using conventional methods for offline RL in the presence of confounding can not only lead to…

Machine Learning · Statistics 2023-11-08 Chinmaya Kausik , Yangyi Lu , Kevin Tan , Maggie Makar , Yixin Wang , Ambuj Tewari

Offline reinforcement learning (RL) is a compelling paradigm to extend RL's practical utility by leveraging pre-collected, static datasets, thereby avoiding the limitations associated with collecting online interactions. The major…

Machine Learning · Computer Science 2024-06-10 Yutaka Shimizu , Joey Hong , Sergey Levine , Masayoshi Tomizuka

We study nonstationary Online Linear Programming (OLP), where $n$ orders arrive sequentially with reward-resource consumption pairs that form a sequence of independent, but not necessarily identically distributed, random vectors. At the…

Data Structures and Algorithms · Computer Science 2026-03-17 Haoran Xu , Owen Shen , Peter Glynn , Yinyu Ye , Patrick Jaillet

A dataset is a shred of crucial evidence to describe a task. However, each data point in the dataset does not have the same potential, as some of the data points can be more representative or informative than others. This unequal importance…

Machine Learning · Computer Science 2022-03-21 Jaehong Yoon , Divyam Madaan , Eunho Yang , Sung Ju Hwang

In numerous online selection problems, decision-makers (DMs) must allocate on the fly limited resources to customers with uncertain values. The DM faces the tension between allocating resources to currently observed values and saving them…

Computer Science and Game Theory · Computer Science 2025-11-04 Yihua Xu , Süleyman Kerimov , Sebastian Perez-Salazar

Offline reinforcement learning (RL), which refers to decision-making from a previously-collected dataset of interactions, has received significant attention over the past years. Much effort has focused on improving offline RL practicality…

Machine Learning · Computer Science 2022-11-03 Paria Rashidinejad , Hanlin Zhu , Kunhe Yang , Stuart Russell , Jiantao Jiao

Offline reinforcement learning (RL) aims to optimize a policy by using pre-collected datasets, to maximize cumulative rewards. However, offline reinforcement learning suffers challenges due to the distributional shift between the learned…

Machine Learning · Computer Science 2025-03-10 Yunkai Gao , Jiaming Guo , Fan Wu , Rui Zhang

In online selective conformal inference, data arrives sequentially, and prediction intervals are constructed only when an online selection rule is met. Since online selections may break the exchangeability between the selected test datum…

Machine Learning · Statistics 2025-03-24 Yusuf Sale , Aaditya Ramdas

We revisit the classical problem of Bayesian ensembles and address the challenge of learning optimal combinations of Bayesian models in an online, continual learning setting. To this end, we reinterpret existing approaches such as Bayesian…

Machine Learning · Computer Science 2026-01-26 Daniel Waxman , Fernando Llorente , Petar M. Djurić

This paper considers online convex optimization (OCO) with stochastic constraints, which generalizes Zinkevich's OCO over a known simple fixed set by introducing multiple stochastic functional constraints that are i.i.d. generated at each…

Optimization and Control · Mathematics 2017-08-15 Hao Yu , Michael J. Neely , Xiaohan Wei

We study online resource allocation under non-stationary demand with a minimum offline data requirement. In this problem, a decision-maker must allocate multiple types of resources to sequentially arriving queries over a finite horizon.…

Machine Learning · Computer Science 2026-02-23 Yiding Feng , Jiashuo Jiang , Yige Wang

We consider the offline constrained reinforcement learning (RL) problem, in which the agent aims to compute a policy that maximizes expected return while satisfying given cost constraints, learning only from a pre-collected dataset. This…

Machine Learning · Computer Science 2022-04-20 Jongmin Lee , Cosmin Paduraru , Daniel J. Mankowitz , Nicolas Heess , Doina Precup , Kee-Eung Kim , Arthur Guez

Relaxation and rounding approaches became a standard and extremely versatile tool for constrained submodular function maximization. One of the most common rounding techniques in this context are contention resolution schemes. Such schemes…

Data Structures and Algorithms · Computer Science 2019-05-22 Simon Bruggmann , Rico Zenklusen

Consider a storage area where arriving items are stored temporarily in bounded capacity stacks until their departure. We look into the problem of deciding where to put an arriving item with the objective of minimizing the maximum number of…

Data Structures and Algorithms · Computer Science 2020-06-11 Martin Olsen , Allan Gross

Recommender systems (RSs) play a crucial role in shaping our digital interactions, influencing how we access and engage with information across various domains. Traditional research has predominantly centered on maximizing recommendation…

Machine Learning · Computer Science 2025-02-20 Hongxu Wang , Zhu Sun , Yingpeng Du , Lu Zhang , Tiantian He , Yew-Soon Ong