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Accurate uncertainty estimates are important in sequential model-based decision-making tasks such as Bayesian optimization. However, these estimates can be imperfect if the data violates assumptions made by the model (e.g., Gaussianity).…

Machine Learning · Computer Science 2024-06-27 Shachi Deshpande , Charles Marx , Volodymyr Kuleshov

Online learning with expert advice is a fundamental problem of sequential prediction. In this problem, the algorithm has access to a set of $n$ "experts" who make predictions on each day. The goal on each day is to process these…

Data Structures and Algorithms · Computer Science 2022-04-22 Vaidehi Srinivas , David P. Woodruff , Ziyu Xu , Samson Zhou

We propose a new model for augmenting algorithms with predictions by requiring that they are formally learnable and instance robust. Learnability ensures that predictions can be efficiently constructed from a reasonable amount of past data.…

Machine Learning · Computer Science 2021-07-05 Thomas Lavastida , Benjamin Moseley , R. Ravi , Chenyang Xu

We reinterpret some online greedy algorithms for a class of nonlinear "load-balancing" problems as solving a mathematical program online. For example, we consider the problem of assigning jobs to (unrelated) machines to minimize the sum of…

Data Structures and Algorithms · Computer Science 2011-09-28 Anupam Gupta , Ravishankar Krishnaswamy , Kirk Pruhs

We introduce and study spatiotemporal online allocation with deadline constraints ($\mathsf{SOAD}$), a new online problem motivated by emerging challenges in sustainability and energy. In $\mathsf{SOAD}$, an online player completes a…

Data Structures and Algorithms · Computer Science 2025-03-14 Adam Lechowicz , Nicolas Christianson , Bo Sun , Noman Bashir , Mohammad Hajiesmaili , Adam Wierman , Prashant Shenoy

The recent success of supervised learning methods on ever larger offline datasets has spurred interest in the reinforcement learning (RL) field to investigate whether the same paradigms can be translated to RL algorithms. This research…

Machine Learning · Computer Science 2021-02-12 Mengjiao Yang , Ofir Nachum

Offline reinforcement learning enables agents to leverage large pre-collected datasets of environment transitions to learn control policies, circumventing the need for potentially expensive or unsafe online data collection. Significant…

Machine Learning · Computer Science 2022-03-17 Cong Lu , Philip J. Ball , Jack Parker-Holder , Michael A. Osborne , Stephen J. Roberts

Existing approaches to resource allocation for nowadays stochastic networks are challenged to meet fast convergence and tolerable delay requirements. The present paper leverages online learning advances to facilitate stochastic resource…

Optimization and Control · Mathematics 2017-05-24 Tianyi Chen , Aryan Mokhtari , Xin Wang , Alejandro Ribeiro , Georgios B. Giannakis

Inspired by the demands of real-time climate and weather forecasting, we develop optimistic online learning algorithms that require no parameter tuning and have optimal regret guarantees under delayed feedback. Our algorithms -- DORM,…

In this thesis, we introduce Bayesian filtering as a principled framework for tackling diverse sequential machine learning problems, including online (continual) learning, prequential (one-step-ahead) forecasting, and contextual bandits. To…

Machine Learning · Statistics 2025-05-13 Gerardo Duran-Martin

The emerging field of learning-augmented online algorithms uses ML techniques to predict future input parameters and thereby improve the performance of online algorithms. Since these parameters are, in general, real-valued functions, a…

Machine Learning · Computer Science 2022-05-26 Keerti Anand , Rong Ge , Amit Kumar , Debmalya Panigrahi

This paper investigates a hybrid learning framework for reinforcement learning (RL) in which the agent can leverage both an offline dataset and online interactions to learn the optimal policy. We present a unified algorithm and analysis and…

Machine Learning · Computer Science 2025-07-01 Ruiquan Huang , Donghao Li , Chengshuai Shi , Cong Shen , Jing Yang

While both cost-sensitive learning and online learning have been studied extensively, the effort in simultaneously dealing with these two issues is limited. Aiming at this challenge task, a novel learning framework is proposed in this…

Machine Learning · Computer Science 2013-10-31 Boyu Wang , Joelle Pineau

Inverse optimization is a powerful paradigm for learning preferences and restrictions that explain the behavior of a decision maker, based on a set of external signal and the corresponding decision pairs. However, most inverse optimization…

Machine Learning · Computer Science 2018-11-05 Chaosheng Dong , Yiran Chen , Bo Zeng

A continual learning (CL) algorithm learns from a non-stationary data stream. The non-stationarity is modeled by some schedule that determines how data is presented over time. Most current methods make strong assumptions on the schedule and…

Machine Learning · Computer Science 2022-10-17 Ruohan Wang , Marco Ciccone , Giulia Luise , Andrew Yapp , Massimiliano Pontil , Carlo Ciliberto

Hosting diverse large language model workloads in a unified resource pool through co-location is cost-effective. For example, long-running chat services generally follow diurnal traffic patterns, which inspire co-location of batch jobs to…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-11-19 Ping Zhang , Lei Su , Jinjie Yang , Xin Chen

This work introduces a natural variant of the online machine scheduling problem on unrelated machines, which we refer to as the favorite machine model. In this model, each job has a minimum processing time on a certain set of machines,…

Data Structures and Algorithms · Computer Science 2019-12-30 Cong Chen , Paolo Penna , Yinfeng Xu

A challenging category of robotics problems arises when sensing incurs substantial costs. This paper examines settings in which a robot wishes to limit its observations of state, for instance, motivated by specific considerations of energy…

Robotics · Computer Science 2023-09-26 Patrick Zhong , Federico Rossi , Dylan A. Shell

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

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