Decision-Theoretic Approaches in Learning-Augmented Algorithms
- URL: http://arxiv.org/abs/2501.17701v1
- Date: Wed, 29 Jan 2025 15:16:27 GMT
- Title: Decision-Theoretic Approaches in Learning-Augmented Algorithms
- Authors: Spyros Angelopoulos, Christoph Dürr, Georgii Melidi,
- Abstract summary: We introduce approaches based on both deterministic measures such as distance-based evaluation.
We balance the trade-off between the algorithm's performance and the risk associated with the imperfect oracle.
These approaches help us quantify the algorithmic performance across the entire spectrum of prediction error.
- Score: 6.697702130929691
- License:
- Abstract: In this work, we initiate the systemic study of decision-theoretic metrics in the design and analysis of algorithms with machine-learned predictions. We introduce approaches based on both deterministic measures such as distance-based evaluation, that help us quantify how close the algorithm is to an ideal solution, as well as stochastic measures that allow us to balance the trade-off between the algorithm's performance and the risk associated with the imperfect oracle. These approaches help us quantify the algorithmic performance across the entire spectrum of prediction error, unlike several previous works that focus on few, and often extreme values of the error. We apply these techniques to two well-known problems from resource allocation and online decision making, namely contract scheduling and 1-max search.
Related papers
- Integrating Expert Judgment and Algorithmic Decision Making: An Indistinguishability Framework [12.967730957018688]
We introduce a novel framework for human-AI collaboration in prediction and decision tasks.
Our approach leverages human judgment to distinguish inputs which are algorithmically indistinguishable, or "look the same" to any feasible predictive algorithm.
arXiv Detail & Related papers (2024-10-11T13:03:53Z) - Overcoming Brittleness in Pareto-Optimal Learning-Augmented Algorithms [6.131022957085439]
We propose a new framework in which the smoothness in the performance of the algorithm is enforced by means of a user-specified profile.
We apply this new approach to a well-studied online problem, namely the one-way trading problem.
arXiv Detail & Related papers (2024-08-07T23:15:21Z) - Unlock the Power of Algorithm Features: A Generalization Analysis for Algorithm Selection [25.29451529910051]
We propose the first provable guarantee for algorithm selection based on algorithm features.
We analyze the benefits and costs associated with algorithm features and investigate how the generalization error is affected by different factors.
arXiv Detail & Related papers (2024-05-18T17:38:25Z) - Anomaly Detection via Learning-Based Sequential Controlled Sensing [25.282033825977827]
We address the problem of detecting anomalies among a set of binary processes via learning-based controlled sensing.
To identify the anomalies, the decision-making agent is allowed to observe a subset of the processes at each time instant.
Our objective is to design a sequential selection policy that dynamically determines which processes to observe at each time.
arXiv Detail & Related papers (2023-11-30T07:49:33Z) - On the Convergence of Distributed Stochastic Bilevel Optimization
Algorithms over a Network [55.56019538079826]
Bilevel optimization has been applied to a wide variety of machine learning models.
Most existing algorithms restrict their single-machine setting so that they are incapable of handling distributed data.
We develop novel decentralized bilevel optimization algorithms based on a gradient tracking communication mechanism and two different gradients.
arXiv Detail & Related papers (2022-06-30T05:29:52Z) - Learning Predictions for Algorithms with Predictions [49.341241064279714]
We introduce a general design approach for algorithms that learn predictors.
We apply techniques from online learning to learn against adversarial instances, tune robustness-consistency trade-offs, and obtain new statistical guarantees.
We demonstrate the effectiveness of our approach at deriving learning algorithms by analyzing methods for bipartite matching, page migration, ski-rental, and job scheduling.
arXiv Detail & Related papers (2022-02-18T17:25:43Z) - Amortized Implicit Differentiation for Stochastic Bilevel Optimization [53.12363770169761]
We study a class of algorithms for solving bilevel optimization problems in both deterministic and deterministic settings.
We exploit a warm-start strategy to amortize the estimation of the exact gradient.
By using this framework, our analysis shows these algorithms to match the computational complexity of methods that have access to an unbiased estimate of the gradient.
arXiv Detail & Related papers (2021-11-29T15:10:09Z) - A survey on multi-objective hyperparameter optimization algorithms for
Machine Learning [62.997667081978825]
This article presents a systematic survey of the literature published between 2014 and 2020 on multi-objective HPO algorithms.
We distinguish between metaheuristic-based algorithms, metamodel-based algorithms, and approaches using a mixture of both.
We also discuss the quality metrics used to compare multi-objective HPO procedures and present future research directions.
arXiv Detail & Related papers (2021-11-23T10:22:30Z) - Run2Survive: A Decision-theoretic Approach to Algorithm Selection based
on Survival Analysis [75.64261155172856]
survival analysis (SA) naturally supports censored data and offers appropriate ways to use such data for learning distributional models of algorithm runtime.
We leverage such models as a basis of a sophisticated decision-theoretic approach to algorithm selection, which we dub Run2Survive.
In an extensive experimental study with the standard benchmark ASlib, our approach is shown to be highly competitive and in many cases even superior to state-of-the-art AS approaches.
arXiv Detail & Related papers (2020-07-06T15:20:17Z) - Active Model Estimation in Markov Decision Processes [108.46146218973189]
We study the problem of efficient exploration in order to learn an accurate model of an environment, modeled as a Markov decision process (MDP)
We show that our Markov-based algorithm outperforms both our original algorithm and the maximum entropy algorithm in the small sample regime.
arXiv Detail & Related papers (2020-03-06T16:17:24Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.