In online inverse linear optimization, a learner recommends an action and then observes the choice of an expert who maximizes a fixed, unknown linear objective on $\mathbb{R}^{d}$; the goal is to learn to optimize this objective without observing it. Sakaue recently obtained the optimal regret $O(\sqrt d)$ with a rando...
Anupam Gupta, Guru Guruganesh, Hong-Hao Lin et al.· 0 citations
The matroid secretary problem (MSP) is one of the cleanest, and most captivating open problems in online algorithms. The famous MSP conjecture stipulates that there exists a constant-competitive algorithm, yet to date the best known algorithms are $O(\log \log (\text{rank}))$ competitive. It is widely believed that all...
Paul Dütting, R. P. Leme, Martin Pál et al.· 5 citations
This work builds on the variable-metric framework of Sakaue et al., adding a self-normalized rank-one update, and replaces the $\log\det$ potential by the trace power $\tr(H^{-1/2})$, which is bounded outright and removes the $\ln T$.
Yang Cai, Anupam Gupta, Vineet Gupta et al.· 3 citations· ⚡1
We use cookies to run the site and, with your consent, for analytics and to show ads.
See our Cookie Policy.