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We develop a new framework for designing online policies given access to an oracle providing statistical information about an offline benchmark. Having access to such prediction oracles enables simple and natural Bayesian selection…

Data Structures and Algorithms · Computer Science 2020-02-28 Alberto Vera , Siddhartha Banerjee

We consider a situation where the distribution of a random variable is being estimated by the empirical distribution of noisy measurements of that variable. This is common practice in, for example, teacher value-added models and other…

Econometrics · Economics 2021-12-08 Koen Jochmans , Martin Weidner

Recent studies on post-training large language models (LLMs) for reasoning through reinforcement learning (RL) typically focus on tasks that can be accurately verified and rewarded, such as solving math problems. In contrast, our research…

Computation and Language · Computer Science 2025-05-29 Ang Lv , Ruobing Xie , Xingwu Sun , Zhanhui Kang , Rui Yan

We provide prophet inequality algorithms for online weighted matching in general (non-bipartite) graphs, under two well-studied arrival models, namely edge arrival and vertex arrival. The weight of each edge is drawn independently from an…

Data Structures and Algorithms · Computer Science 2020-02-27 Tomer Ezra , Michal Feldman , Nick Gravin , Zhihao Gavin Tang

A decision maker typically (i) incorporates training data to learn about the relative effectiveness of treatments, and (ii) chooses an implementation mechanism that implies an ``optimal'' predicted outcome distribution according to some…

Econometrics · Economics 2025-05-29 Anders Bredahl Kock , David Preinerstorfer

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

This paper studies offline policy learning, which aims at utilizing observations collected a priori (from either fixed or adaptively evolving behavior policies) to learn an optimal individualized decision rule that achieves the best overall…

Machine Learning · Computer Science 2025-06-06 Ying Jin , Zhimei Ren , Zhuoran Yang , Zhaoran Wang

We consider the problem of search through comparisons, where a user is presented with two candidate objects and reveals which is closer to her intended target. We study adaptive strategies for finding the target, that require knowledge of…

Machine Learning · Computer Science 2012-06-22 Amin Karbasi , Stratis Ioannidis , laurent Massoulie

Most work on sequential learning assumes a fixed set of actions that are available all the time. However, in practice, actions can consist of picking subsets of readings from sensors that may break from time to time, road segments that can…

Machine Learning · Computer Science 2026-04-29 Gergely Neu , Michal Valko

We study the online fair division problem, where indivisible goods arrive sequentially and must be allocated immediately and irrevocably. Prior work establishes strong impossibility results for approximating classic notions such as…

Computer Science and Game Theory · Computer Science 2026-05-29 Davin Choo , Winston Fu , Derek Khu , Tzeh Yuan Neoh , Tze-Yang Poon , Nicholas Teh

We introduce a problem of fairly allocating indivisible goods (items) in which the agents' valuations cannot be observed directly, but instead can only be accessed via noisy queries. In the two-agent setting with Gaussian noise and bounded…

Computer Science and Game Theory · Computer Science 2026-05-29 Zihan Li , Yan Hao Ling , Jonathan Scarlett , Warut Suksompong

There is a rising interest for studying the online benchmark as an alternative of the classical offline benchmark in online stochastic settings. Ezra, Feldman, Gravin, and Tang (SODA 2023) introduced the notion of order-competitive ratio,…

Data Structures and Algorithms · Computer Science 2024-06-24 Liyan Chen , Nuozhou Sun , Zhihao Gavin Tang

We consider a retailer selling a single product with limited on-hand inventory over a finite selling season. Customer demand arrives according to a Poisson process, the rate of which is influenced by a single action taken by the retailer…

Machine Learning · Computer Science 2013-06-28 Zizhuo Wang , Shiming Deng , Yinyu Ye

The study of the prophet inequality problem in the limited information regime was initiated by Azar et al. [SODA'14] in the pursuit of prior-independent posted-price mechanisms. As they show, $O(1)$-competitive policies are achievable using…

Computer Science and Game Theory · Computer Science 2021-11-24 Constantine Caramanis , Matthew Faw , Orestis Papadigenopoulos , Emmanouil Pountourakis

We present prior robust algorithms for a large class of resource allocation problems where requests arrive one-by-one (online), drawn independently from an unknown distribution at every step. We design a single algorithm that, for every…

Data Structures and Algorithms · Computer Science 2019-03-12 Nikhil R. Devanur , Kamal Jain , Balasubramanian Sivan , Christopher A. Wilkens

We consider the problem of contextual bandits and imitation learning, where the learner lacks direct knowledge of the executed action's reward. Instead, the learner can actively query an expert at each round to compare two actions and…

Machine Learning · Computer Science 2023-07-25 Ayush Sekhari , Karthik Sridharan , Wen Sun , Runzhe Wu

We introduce a theoretical model of information acquisition under resource limitations in a noisy environment. An agent must guess the truth value of a given Boolean formula $\varphi$ after performing a bounded number of noisy tests of the…

Artificial Intelligence · Computer Science 2020-05-22 Matvey Soloviev , Joseph Y. Halpern

We study learning in a noisy bisection model: specifically, Bayesian algorithms to learn a target value V given access only to noisy realizations of whether V is less than or greater than a threshold theta. At step t = 0, 1, 2, ..., the…

Machine Learning · Computer Science 2012-02-20 Mithun Chakraborty , Sanmay Das , Malik Magdon-Ismail

We study an online linear regression setting in which the observed feature vectors are corrupted by noise and the learner can pay to reduce the noise level. In practice, this may happen for several reasons: for example, because features can…

Machine Learning · Computer Science 2025-11-12 Nadav Merlis , Kyoungseok Jang , Nicolò Cesa-Bianchi

The delayed feedback problem is one of the imperative challenges in online advertising, which is caused by the highly diversified feedback delay of a conversion varying from a few minutes to several days. It is hard to design an appropriate…

Machine Learning · Computer Science 2021-08-16 Haoming Li , Feiyang Pan , Xiang Ao , Zhao Yang , Min Lu , Junwei Pan , Dapeng Liu , Lei Xiao , Qing He