No Arabic abstract
This paper considers a variant of the online paging problem, where the online algorithm has access to multiple predictors, each producing a sequence of predictions for the page arrival times. The predictors may have occasional prediction errors and it is assumed that at least one of them makes a sublinear number of prediction errors in total. Our main result states that this assumption suffices for the design of a randomized online algorithm whose time-average regret with respect to the optimal offline algorithm tends to zero as the time tends to infinity. This holds (with different regret bounds) for both the full information access model, where in each round, the online algorithm gets the predictions of all predictors, and the bandit access model, where in each round, the online algorithm queries a single predictor. While online algorithms that exploit inaccurate predictions have been a topic of growing interest in the last few years, to the best of our knowledge, this is the first paper that studies this topic in the context of multiple predictors for an online problem with unbounded request sequences. Moreover, to the best of our knowledge, this is also the first paper that aims for (and achieves) online algorithms with a vanishing regret for a classic online problem under reasonable assumptions.
In this paper, we initiate the study of the weighted paging problem with predictions. This continues the recent line of work in online algorithms with predictions, particularly that of Lykouris and Vassilvitski (ICML 2018) and Rohatgi (SODA 2020) on unweighted paging with predictions. We show that unlike unweighted paging, neither a fixed lookahead nor knowledge of the next request for every page is sufficient information for an algorithm to overcome existing lower bounds in weighted paging. However, a combination of the two, which we call the strong per request prediction (SPRP) model, suffices to give a 2-competitive algorithm. We also explore the question of gracefully degrading algorithms with increasing prediction error, and give both upper and lower bounds for a set of natural measures of prediction error.
We study an online linear programming (OLP) problem under a random input model in which the columns of the constraint matrix along with the corresponding coefficients in the objective function are generated i.i.d. from an unknown distribution and revealed sequentially over time. Virtually all pre-existing online algorithms were based on learning the dual optimal solutions/prices of the linear programs (LP), and their analyses were focused on the aggregate objective value and solving the packing LP where all coefficients in the constraint matrix and objective are nonnegative. However, two major open questions were: (i) Does the set of LP optimal dual prices learned in the pre-existing algorithms converge to those of the offline LP, and (ii) Could the results be extended to general LP problems where the coefficients can be either positive or negative. We resolve these two questions by establishing convergence results for the dual prices under moderate regularity conditions for general LP problems. Specifically, we identify an equivalent form of the dual problem which relates the dual LP with a sample average approximation to a stochastic program. Furthermore, we propose a new type of OLP algorithm, Action-History-Dependent Learning Algorithm, which improves the previous algorithm performances by taking into account the past input data as well as decisions/actions already made. We derive an $O(log n log log n)$ regret bound (under a locally strong convexity and smoothness condition) for the proposed algorithm, against the $O(sqrt{n})$ bound for typical dual-price learning algorithms, where $n$ is the number of decision variables. Numerical experiments demonstrate the effectiveness of the proposed algorithm and the action-history-dependent design.
In this paper, we consider the problem of distributed online convex optimization, where a network of local agents aim to jointly optimize a convex function over a period of multiple time steps. The agents do not have any information about the future. Existing algorithms have established dynamic regret bounds that have explicit dependence on the number of time steps. In this work, we show that we can remove this dependence assuming that the local objective functions are strongly convex. More precisely, we propose a gradient tracking algorithm where agents jointly communicate and descend based on corrected gradient steps. We verify our theoretical results through numerical experiments.
We present simple and efficient algorithms for the batched stochastic multi-armed bandit and batched stochastic linear bandit problems. We prove bounds for their expected regrets that improve over the best-known regret bounds for any number of batches. In particular, our algorithms in both settings achieve the optimal expected regrets by using only a logarithmic number of batches. We also study the batched adversarial multi-armed bandit problem for the first time and find the optimal regret, up to logarithmic factors, of any algorithm with predetermined batch sizes.
We consider online algorithms for the {em page migration problem} that use predictions, potentially imperfect, to improve their performance. The best known online algorithms for this problem, due to Westbrook94 and Bienkowski et al17, have competitive ratios strictly bounded away from 1. In contrast, we show that if the algorithm is given a prediction of the input sequence, then it can achieve a competitive ratio that tends to $1$ as the prediction error rate tends to $0$. Specifically, the competitive ratio is equal to $1+O(q)$, where $q$ is the prediction error rate. We also design a ``fallback option that ensures that the competitive ratio of the algorithm for {em any} input sequence is at most $O(1/q)$. Our result adds to the recent body of work that uses machine learning to improve the performance of ``classic algorithms.