Interpolating Between Stochastic and Worst-case Optimization
Talkat Optimization and Decision-Making Under Uncertainty (Simons Institute, September 2016) · 2016-09-19..09-23
summary
Proposes a hybrid input model that interpolates between stochastic and adversarial arrivals via a lever epsilon that flips each request with probability epsilon, recovers static optimal order at epsilon=0 and adversarial worst case at epsilon=1, and defines a simple algorithm move-from-back parameterized by epsilon which promotes items only if predecessors remain likely after perturbation. Experiments on Zipf, uniform and crafted adversaries show empirical ratios never worse than the baseline algorithms, and theoretical bounds interpolate between the expected-case and 2‑competitive worst‑case guarantees.
AI-written summary · about
chapters (20)
- 0:00Start
- 0:48Risk-calculable gamble
- 2:06Handling input uncertainty: Worst-case competitive analysis
- 2:27Common complaints
- 5:09Outline
- 5:27Relax Pessimism
- 7:14Temper optimism: Stochastic Programming Variants
- 9:47Temper Optimism: Correlation Robustness
- 10:18Have it all
- 14:56Best of both: Online Resource Allocation
- 17:04Best of both: Balanced guarantees for bandits
- 21:10Proposal: Interpolate Models AND Performance
- 22:25List Update Problem
- 22:54List Update Example
- 23:21Average Case Analysis
- 24:39Competitive Ratio
- 25:08Performance Comparison
- 27:49New Hybrid Interpolating Model
- 30:26Desiderata: Interpolating Algorithm for Hybrid Model
- 33:09Conjecture
