相关论文: Online Discrepancy Minimization via Persistent Sel…
We study discrepancy minimization for vectors in $\mathbb{R}^n$ under various settings. The main result is the analysis of a new simple random process in multiple dimensions through a comparison argument. As corollaries, we obtain bounds…
Consider the task of \textit{online} vector balancing for stochastic arrivals $(X_i)_{i \in [T]}$, where the time horizon satisfies $T = \Theta(n)$, and the $X_i$ are i.i.d uniform $d$--sparse $n$--dimensional binary vectors, with $2\leq d…
We consider an online vector balancing question where $T$ vectors, chosen from an arbitrary distribution over $[-1,1]^n$, arrive one-by-one and must be immediately given a $\pm$ sign. The goal is to keep the discrepancy small as possible. A…
The vector-balancing problem is a fundamental problem in discrepancy theory: given T vectors in $[-1,1]^n$, find a signing $\sigma(a) \in \{\pm 1\}$ of each vector $a$ to minimize the discrepancy $\| \sum_{a} \sigma(a) \cdot a \|_{\infty}$.…
In the stochastic online vector balancing problem, vectors $v_1,v_2,\ldots,v_T$ chosen independently from an arbitrary distribution in $\mathbb{R}^n$ arrive one-by-one and must be immediately given a $\pm$ sign. The goal is to keep the norm…
We prove that there exists an online algorithm that for any sequence of vectors $v_1,\ldots,v_T \in \mathbb{R}^n$ with $\|v_i\|_2 \leq 1$, arriving one at a time, decides random signs $x_1,\ldots,x_T \in \{ -1,1\}$ so that for every $t \le…
We consider the fundamental problem of allocating $T$ indivisible items that arrive over time to $n$ agents with additive preferences, with the goal of minimizing envy. This problem is tightly connected to online multicolor discrepancy:…
The discrepancy between two independent samples \(X_1,\dots,X_n\) and \(Y_1,\dots,Y_n\) drawn from the same distribution on $\mathbb{R}^d$ typically has order \(O(\sqrt{n})\) even in one dimension. We give a simple online algorithm that…
Consider an infinite sequence of independent, uniformly chosen points from $[0,1]^d$. After looking at each point in the sequence, an overseer is allowed to either keep it or reject it, and this choice may depend on the locations of all…
We propose a version of the follow-the-perturbed-leader online prediction algorithm in which the cumulative losses are perturbed by independent symmetric random walks. The forecaster is shown to achieve an expected regret of the optimal…
In the online sorting problem, a sequence of $n$ numbers in $[0, 1]$ (including $\{0,1\}$) have to be inserted in an array of size $m \ge n$ so as to minimize the sum of absolute differences between pairs of numbers occupying consecutive…
For an arbitrary initial configuration of discrete loads over vertices of a distributed graph, we consider the problem of minimizing the {\em discrepancy} between the maximum and minimum loads among all vertices. For this problem, this…
We study the matrix discrepancy problem in the average-case setting. Given a sequence of $m \times m$ symmetric matrices $A_1,\ldots,A_n$, its discrepancy is defined as the minimal spectral norm over all signed sums $\sum_{i=1}^n x_iA_i$…
We consider an online vector balancing game where vectors $v_t$, chosen uniformly at random in $\{-1,+1\}^n$, arrive over time and a sign $x_t \in \{-1,+1\}$ must be picked immediately upon the arrival of $v_t$. The goal is to minimize the…
We study the online calibration of multi-dimensional forecasts over an arbitrary convex set $\mathcal{P} \subset \mathbb{R}^d$ relative to an arbitrary norm $\Vert\cdot\Vert$. We connect this with the problem of external regret minimization…
e consider the experimental design problem in an online environment, an important practical task for reducing the variance of estimates in randomized experiments which allows for greater precision, and in turn, improved decision making. In…
We study Online Convex Optimization (OCO) with adversarial constraints, where an online algorithm must make sequential decisions to minimize both convex loss functions and cumulative constraint violations. We focus on a setting where the…
The problem of online checkpointing is a classical problem with numerous applications which had been studied in various forms for almost 50 years. In the simplest version of this problem, a user has to maintain $k$ memorized checkpoints…
We study Smoothed Online Convex Optimization, a version of online convex optimization where the learner incurs a penalty for changing her actions between rounds. Given a $\Omega(\sqrt{d})$ lower bound on the competitive ratio of any online…
Online prediction from experts is a fundamental problem in machine learning and several works have studied this problem under privacy constraints. We propose and analyze new algorithms for this problem that improve over the regret bounds of…