Pareto-Optimal Learning-Augmented Algorithms for Online k-Search Problems
Lee, Russell, Sun, Bo, Lui, John C. S., Hajiesmaili, Mohammad
–arXiv.org Artificial Intelligence
This paper leverages machine learned predictions to design online algorithms for the k-max and k-min search problems. Our algorithms can achieve performances competitive with the offline algorithm in hindsight when the predictions are accurate (i.e., consistency) and also provide worst-case guarantees when the predictions are arbitrarily wrong (i.e., robustness). Further, we show that our algorithms have attained the Pareto-optimal trade-off between consistency and robustness, where no other algorithms for k-max or k-min search can improve on the consistency for a given robustness. To demonstrate the performance of our algorithms, we evaluate them in experiments of buying and selling Bitcoin.
arXiv.org Artificial Intelligence
Nov-11-2022
- Country:
- Asia > China
- Hong Kong (0.04)
- Europe > United Kingdom
- England > Cambridgeshire > Cambridge (0.04)
- North America > United States
- Massachusetts > Hampshire County
- Amherst (0.04)
- New York > New York County
- New York City (0.04)
- Massachusetts > Hampshire County
- Asia > China
- Genre:
- Research Report (0.50)
- Industry:
- Banking & Finance > Trading (0.48)
- Technology: