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Title: Pareto-Optimal Learning-Augmented Algorithms for Online Conversion Problems
This paper leverages machine-learned predictions to design competitive algorithms for online conversion problems with the goal of improving the competitive ratio when predictions are accurate (i.e., consistency), while also guaranteeing a worst-case competitive ratio regardless of the prediction quality (i.e., robustness). We unify the algorithmic design of both integral and fractional conversion problems, which are also known as the 1-max-search and one-way trading problems, into a class of online threshold-based algorithms (OTA). By incorporating predictions into design of OTA, we achieve the Pareto-optimal trade-off of consistency and robustness, i.e., no online algorithm can achieve a better consistency guarantee given for a robustness guarantee. We demonstrate the performance of OTA using numerical experiments on Bitcoin conversion.  more » « less
Award ID(s):
2105648
NSF-PAR ID:
10324695
Author(s) / Creator(s):
Date Published:
Journal Name:
Advances in Neural Information Processing Systems 34 (NeurIPS 2021)
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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