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Online allocation problems with resource constraints are central problems in revenue management and online advertising. In these problems, requests arrive sequentially during a finite horizon and, for each request, a decision maker needs to…

数据结构与算法 · 计算机科学 2021-11-08 Santiago Balseiro , Haihao Lu , Vahab Mirrokni

Online load balancing for heterogeneous machines aims to minimize the makespan (maximum machine workload) by scheduling arriving jobs with varying sizes on different machines. In the adversarial setting, where an adversary chooses not only…

数据结构与算法 · 计算机科学 2024-05-22 Sungjin Im , Ravi Kumar , Shi Li , Aditya Petety , Manish Purohit

We introduce a new online learning framework where, at each trial, the learner is required to select a subset of actions from a given known action set. Each action is associated with an energy value, a reward and a cost. The sum of the…

机器学习 · 计算机科学 2019-07-02 Stephen Pasteris , Fabio Vitale , Kevin Chan , Shiqiang Wang , Mark Herbster

Algorithm selection is typically based on models of algorithm performance, learned during a separate offline training sequence, which can be prohibitively expensive. In recent work, we adopted an online approach, in which a performance…

人工智能 · 计算机科学 2013-01-31 Matteo Gagliolo , Juergen Schmidhuber

We consider the online bin packing problem under the advice complexity model where the 'online constraint' is relaxed and an algorithm receives partial information about the future requests. We provide tight upper and lower bounds for the…

数据结构与算法 · 计算机科学 2013-12-24 Joan Boyar , Shahin Kamali , Kim S. Larsen , Alejandro López-Ortiz

This paper develops learning-augmented algorithms for energy trading in volatile electricity markets. The basic problem is to sell (or buy) $k$ units of energy for the highest revenue (lowest cost) over uncertain time-varying prices, which…

机器学习 · 计算机科学 2024-02-29 Russell Lee , Bo Sun , Mohammad Hajiesmaili , John C. S. Lui

Online optimization problems arise in many resource allocation tasks, where the future demands for each resource and the associated utility functions change over time and are not known apriori, yet resources need to be allocated at every…

最优化与控制 · 数学 2015-02-06 Reza Eghbali , Jon Swenson , Maryam Fazel

In online betting, the bookmaker can update the payoffs it offers on a particular event many times before the event takes place, and the updated payoffs may depend on the bets accumulated thus far. We study the problem of bookmaking with…

计算机科学与博弈论 · 计算机科学 2025-01-14 Alankrita Bhatt , Or Ordentlich , Oron Sabag

A variant of the online knapsack problem is considered in the settings of trusted and untrusted predictions. In Unit Profit Knapsack, the items have unit profit, and it is easy to find an optimal solution offline: Pack as many of the…

数据结构与算法 · 计算机科学 2022-03-02 Joan Boyar , Lene M. Favrholdt , Kim S. Larsen

This paper studies the off-policy evaluation problem, where one aims to estimate the value of a target policy based on a sample of observations collected by another policy. We first consider the multi-armed bandit case, establish a minimax…

人工智能 · 计算机科学 2014-09-15 Lihong Li , Remi Munos , Csaba Szepesvari

Game theory serves as a powerful tool for distributed optimization in multi-agent systems in different applications. In this paper we consider multi-agent systems that can be modeled by means of potential games whose potential function…

最优化与控制 · 数学 2018-04-13 Tatiana Tatarenko

We study gains from trade in multi-dimensional two-sided markets. Specifically, we focus on a setting with $n$ heterogeneous items, where each item is owned by a different seller $i$, and there is a constrained-additive buyer with…

计算机科学与博弈论 · 计算机科学 2022-03-15 Yang Cai , Kira Goldner , Steven Ma , Mingfei Zhao

We propose a stochastic first-order algorithm to learn the rationality parameters of simultaneous and non-cooperative potential games, i.e., the parameters of the agents' optimization problems. Our technique combines (i.) an active-set step…

最优化与控制 · 数学 2023-07-31 Stefan Clarke , Gabriele Dragotto , Jaime Fernández Fisac , Bartolomeo Stellato

We study online learning problems in which a decision maker has to take a sequence of decisions subject to $m$ long-term constraints. The goal of the decision maker is to maximize their total reward, while at the same time achieving small…

机器学习 · 计算机科学 2022-09-16 Matteo Castiglioni , Andrea Celli , Alberto Marchesi , Giulia Romano , Nicola Gatti

The blessing of ubiquitous data also comes with a curse: the communication, storage, and labeling of massive, mostly redundant datasets. We seek to solve this problem at its core, collecting only valuable data and throwing out the rest via…

机器学习 · 计算机科学 2023-12-18 Mariel Werner , Anastasios Angelopoulos , Stephen Bates , Michael I. Jordan

We study the top-$k$ selection problem under the differential privacy model: $m$ items are rated according to votes of a set of clients. We consider a setting in which algorithms can retrieve data via a sequence of accesses, each either a…

密码学与安全 · 计算机科学 2023-05-31 Hao Wu , Olga Ohrimenko , Anthony Wirth

We study online capacitated resource allocation, a natural generalization of online stochastic max-weight bipartite matching. This problem is motivated by ride-sharing and Internet advertising applications, where online arrivals may have…

数据结构与算法 · 计算机科学 2024-06-13 Alexander Braun , Thomas Kesselheim , Tristan Pollner , Amin Saberi

We consider the optimal value of information (VoI) problem, where the goal is to sequentially select a set of tests with a minimal cost, so that one can efficiently make the best decision based on the observed outcomes. Existing algorithms…

人工智能 · 计算机科学 2017-07-18 Yuxin Chen , Jean-Michel Renders , Morteza Haghir Chehreghani , Andreas Krause

Personalised interactive systems such as recommender systems require selecting relevant items from massive catalogs dependent on context. Reward-driven offline optimisation of these systems can be achieved by a relaxation of the discrete…

信息检索 · 计算机科学 2023-05-30 Otmane Sakhi , David Rohde , Alexandre Gilotte

The Team Orienteering Problem (TOP) generalizes many real-world multi-robot scheduling and routing tasks that occur in autonomous mobility, aerial logistics, and surveillance applications. While many flavors of the TOP exist for planning in…

机器人学 · 计算机科学 2025-10-29 Malintha Fernando , Petter Ögren , Silun Zhang