惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

Engineering at Meta
Engineering at Meta
奇客Solidot–传递最新科技情报
奇客Solidot–传递最新科技情报
腾讯CDC
宝玉的分享
宝玉的分享
量子位
Recent Announcements
Recent Announcements
Martin Fowler
Martin Fowler
J
Java Code Geeks
V
Visual Studio Blog
阮一峰的网络日志
阮一峰的网络日志
Blog — PlanetScale
Blog — PlanetScale
大猫的无限游戏
大猫的无限游戏
博客园 - 叶小钗
S
SegmentFault 最新的问题
B
Blog
freeCodeCamp Programming Tutorials: Python, JavaScript, Git & More
博客园 - 【当耐特】
小众软件
小众软件
The Cloudflare Blog
Y
Y Combinator Blog
I
InfoQ
OSCHINA 社区最新新闻
OSCHINA 社区最新新闻
GbyAI
GbyAI
IT之家
IT之家

cs.DS updates on arXiv.org

PAC Learning with Bandit Feedback: Sharp Sample Complexity in the Realizable Setting Algorithms with Polynomially-Improved Approximation Factors for the $2 \rightarrow q$ Norm, and Applications A computational phase transition for learning-to-sample from Ising models Covering vertices by sequential stars Fermi-Dirac machines as quantizations of neurons A Comprehensive Evaluation of Vertex Elimination Algorithms for Algorithmic Differentiation A Tight Bound on Localization of Electrical Flows Optimal Dimension-Free Sampling for Regularized Classification Reducing the Randomness in Partition Oracles for Bounded Degree Minor-Free Graphs Beyond the Half-Approximation: Fair and Efficient Online Class Matching Efficient Uniform Sampling of Surjections via their Profiles Tractable Maximization of Budgeted Phylogenetic Diversity on Networks Utilizing Node Scanwidth Fairness in Aggregation: Optimal Top-$k$ and Improved Full Ranking Learning-Augmented Online Scheduling with Parsimonious Preemption Entropy Equivalence Testing Lumberjack: Better Differentially Private Random Forests through Heavy Hitter Detection in Trees The Secretary Problem with a Stochastic Precursor Polynomial-Time Robust Multiclass Linear Classification under Gaussian Marginals Efficient Banzhaf-Based Data Valuation for $k$-Nearest Neighbors Classification Block-Sphere Vector Quantization An Approximation Algorithm for Graph Label Selection Iterative Chow Filtering for Learning with Distribution Shift Complexity of Non-Log-Concave Sampling in Fisher Information Stochastic Matching via Local Sparsification Finite Sample Bounds for Learning with Score Matching What is Learnable in Valiant's Theory of the Learnable? Provable Quantization with Randomized Hadamard Transform Min-Max Optimization Requires Exponentially Many Queries Fast and Compact Graph Cuts for the Boykov-Kolmogorov Algorithm A proximal gradient algorithm for composite log-concave sampling
Smoothed Online Optimization with Unreliable Predictions
Daan Rutten, Nico Christianson, Debankur Mukherjee, Adam Wierman · 2022-02-08 · via cs.DS updates on arXiv.org

We examine the problem of smoothed online optimization, where a decision maker must sequentially choose points in a normed vector space to minimize the sum of per-round, non-convex hitting costs and the costs of switching decisions between rounds. The decision maker has access to a black-box oracle, such as a machine learning model, that provides untrusted and potentially inaccurate predictions of the optimal decision in each round. The goal of the decision maker is to exploit the predictions if they are accurate, while guaranteeing performance that is not much worse than the hindsight optimal sequence of decisions, even when predictions are inaccurate. We impose the standard assumption that hitting costs are globally $α$-polyhedral. We propose a novel algorithm, Adaptive Online Switching (AOS), and prove that, for a large set of feasible $δ> 0$, it is $(1+δ)$-competitive if predictions are perfect, while also maintaining a uniformly bounded competitive ratio of $2^{\tilde{\mathcal{O}}(1/(αδ))}$ even when predictions are adversarial. Further, we prove that this trade-off is necessary and nearly optimal in the sense that \emph{any} deterministic algorithm which is $(1+δ)$-competitive if predictions are perfect must be at least $2^{\tildeΩ(1/(αδ))}$-competitive when predictions are inaccurate. In fact, we observe a unique threshold-type behavior in this trade-off: if $δ$ is not in the set of feasible options, then \emph{no} algorithm is simultaneously $(1 + δ)$-competitive if predictions are perfect and $ζ$-competitive when predictions are inaccurate for any $ζ< \infty$. Furthermore, we discuss that memory is crucial in AOS by proving that any algorithm that does not use memory cannot benefit from predictions. We complement our theoretical results by a numerical study on a microgrid application.