Timezone: »

 
Online Learning via Linear Programming, Yinyu Ye
Yinyu Ye

Mon Dec 13 01:00 PM -- 01:25 PM (PST) @

Abstract: A natural optimization model that formulates many online resource allocations and decision-making problems is online linear programming (OLP) where the constraint matrix, along with the objective coefficients and decision variables, are revealed and decided column by column sequentially. We review the near optimal algorithms and theories for solving this surprisingly general class of online problems under the assumption of random order of arrival and/or iid distributions of the input data. Then we present few recent applications of the model/algorithm, including a fast online algorithm as a pre-solver for solving large-scale offline (binary) LPs, an interior-point online algorithm to address “fairness” for resource allocation, and a provable logarithmic regret bound for the Bandits with Knapsacks (BwK) problem.

Author Information

Yinyu Ye (Standord)

More from the Same Authors

  • 2020 Poster: Simple and Fast Algorithm for Binary Integer and Online Linear Programming »
    Xiaocheng Li · Chunlin Sun · Yinyu Ye
  • 2020 Poster: Conic Descent and its Application to Memory-efficient Optimization over Positive Semidefinite Matrices »
    John Duchi · Oliver Hinder · Andrew Naber · Yinyu Ye
  • 2020 Poster: Distributionally Robust Local Non-parametric Conditional Estimation »
    Viet Anh Nguyen · Fan Zhang · Jose Blanchet · Erick Delage · Yinyu Ye
  • 2019 : Poster and Coffee Break 2 »
    Karol Hausman · Kefan Dong · Ken Goldberg · Lihong Li · Lin Yang · Lingxiao Wang · Lior Shani · Liwei Wang · Loren Amdahl-Culleton · Lucas Cassano · Marc Dymetman · Marc Bellemare · Marcin Tomczak · Margarita Castro · Marius Kloft · Marius-Constantin Dinu · Markus Holzleitner · Martha White · Mengdi Wang · Michael Jordan · Mihailo Jovanovic · Ming Yu · Minshuo Chen · Moonkyung Ryu · Muhammad Zaheer · Naman Agarwal · Nan Jiang · Niao He · Nikolaus Yasui · Nikos Karampatziakis · Nino Vieillard · Ofir Nachum · Olivier Pietquin · Ozan Sener · Pan Xu · Parameswaran Kamalaruban · Paul Mineiro · Paul Rolland · Philip Amortila · Pierre-Luc Bacon · Prakash Panangaden · Qi Cai · Qiang Liu · Quanquan Gu · Raihan Seraj · Richard Sutton · Rick Valenzano · Robert Dadashi · Rodrigo Toro Icarte · Roshan Shariff · Roy Fox · Ruosong Wang · Saeed Ghadimi · Samuel Sokota · Sean Sinclair · Sepp Hochreiter · Sergey Levine · Sergio Valcarcel Macua · Sham Kakade · Shangtong Zhang · Sheila McIlraith · Shie Mannor · Shimon Whiteson · Shuai Li · Shuang Qiu · Wai Lok Li · Siddhartha Banerjee · Sitao Luan · Tamer Basar · Thinh Doan · Tianhe Yu · Tianyi Liu · Tom Zahavy · Toryn Klassen · Tuo Zhao · Vicenç Gómez · Vincent Liu · Volkan Cevher · Wesley Suttle · Xiao-Wen Chang · Xiaohan Wei · Xiaotong Liu · Xingguo Li · Xinyi Chen · Xingyou Song · Yao Liu · YiDing Jiang · Yihao Feng · Yilun Du · Yinlam Chow · Yinyu Ye · Yishay Mansour · · Yonathan Efroni · Yongxin Chen · Yuanhao Wang · Bo Dai · Chen-Yu Wei · Harsh Shrivastava · Hongyang Zhang · Qinqing Zheng · SIDDHARTHA SATPATHI · Xueqing Liu · Andreu Vall
  • 2019 : Poster Spotlight 2 »
    Aaron Sidford · Mengdi Wang · Lin Yang · Yinyu Ye · Zuyue Fu · Zhuoran Yang · Yongxin Chen · Zhaoran Wang · Ofir Nachum · Bo Dai · Ilya Kostrikov · Dale Schuurmans · Ziyang Tang · Yihao Feng · Lihong Li · Denny Zhou · Qiang Liu · Rodrigo Toro Icarte · Ethan Waldie · Toryn Klassen · Rick Valenzano · Margarita Castro · Simon Du · Sham Kakade · Ruosong Wang · Minshuo Chen · Tianyi Liu · Xingguo Li · Zhaoran Wang · Tuo Zhao · Philip Amortila · Doina Precup · Prakash Panangaden · Marc Bellemare
  • 2019 Poster: Interior-Point Methods Strike Back: Solving the Wasserstein Barycenter Problem »
    DongDong Ge · Haoyue Wang · Zikai Xiong · Yinyu Ye
  • 2018 Poster: Near-Optimal Time and Sample Complexities for Solving Markov Decision Processes with a Generative Model »
    Aaron Sidford · Mengdi Wang · Xian Wu · Lin Yang · Yinyu Ye