Related papers: The Secretary Problem with a Stochastic Precursor
Stochastic optimization is one of the central problems in Machine Learning and Theoretical Computer Science. In the standard model, the algorithm is given a fixed distribution known in advance. In practice though, one may acquire at a cost…
Stochastic optimization problems often involve data distributions that change in reaction to the decision variables. This is the case for example when members of the population respond to a deployed classifier by manipulating their features…
In this paper, we study twelve stochastic input models for online problems and reveal the relationships among the competitive ratios for the models. The competitive ratio is defined as the worst ratio between the expected optimal value and…
In their seminal paper that initiated the field of algorithmic mechanism design, \citet{NR99} studied the problem of designing strategyproof mechanisms for scheduling jobs on unrelated machines aiming to minimize the makespan. They provided…
Suppose a set of requests arrives online: each request gives some value $v_i$ if accepted, but requires using some amount of each of $d$ resources. Our cost is a convex function of the vector of total utilization of these $d$ resources.…
Motivated by Internet advertising applications, online allocation problems have been studied extensively in various adversarial and stochastic models. While the adversarial arrival models are too pessimistic, many of the stochastic (such as…
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…
In the matroid secretary problem, the elements of a matroid $\mathcal{M}$ arrive in random order. Once we observe an item we need to irrevocably decide whether or not to accept it. The set of selected elements should form an independent set…
We study prediction of future outcomes with supervised models that use privileged information during learning. The privileged information comprises samples of time series observed between the baseline time of prediction and the future…
We study problems with stochastic uncertainty information on intervals for which the precise value can be queried by paying a cost. The goal is to devise an adaptive decision tree to find a correct solution to the problem in consideration…
We study the problem of fairly allocating indivisible goods to agents in an online setting, where goods arrive sequentially and must be allocated irrevocably. Focusing on the popular fairness notions of envy-freeness, proportionality, and…
In the online (time-series) search problem, a player is presented with a sequence of prices which are revealed in an online manner. In the standard definition of the problem, for each revealed price, the player must decide irrevocably…
We study an edge-weighted online stochastic \emph{Generalized Assignment Problem} with \emph{unknown} Poisson arrivals. In this model, we consider a bipartite graph that contains offline bins and online items, where each offline bin is…
The problem of statistical learning is to construct an accurate predictor of a random variable as a function of a correlated random variable on the basis of an i.i.d. training sample from their joint distribution. Allowable predictors are…
Contention resolution schemes have proven to be a useful and unifying abstraction for a variety of constrained optimization problems, in both offline and online arrival models. Much of prior work restricts attention to product distributions…
We study a \emph{financial} version of the classic online problem of scheduling weighted packets with deadlines. The main novelty is that, while previous works assume packets have \emph{fixed} weights throughout their lifetime, this work…
Many machine learning approaches are characterized by information constraints on how they interact with the training data. These include memory and sequential access constraints (e.g. fast first-order methods to solve stochastic…
Deep neural networks training jobs and other iterative computations frequently include checkpoints where jobs can be canceled based on the current value of monitored metrics. While most of existing results focus on the performance of all…
We introduce a novel strategy to address the issue of demand estimation in single-item single-period stochastic inventory optimisation problems. Our strategy analytically combines confidence interval analysis and inventory optimisation. We…
We introduce a stochastic principal-agent model. A principal and an agent interact in a stochastic environment, each privy to observations about the state not available to the other. The principal has the power of commitment, both to elicit…