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1. Model-Free Online Learning in Unknown Sequential Decision Making Problems and Games

   Farina, G. ; Sandholm, T. ( January 2021 , Proceedings of the AAAI Conference on Artificial Intelligence)

   null (Ed.)

   Regret minimization has proved to be a versatile tool for tree- form sequential decision making and extensive-form games. In large two-player zero-sum imperfect-information games, mod- ern extensions of counterfactual regret minimization (CFR) are currently the practical state of the art for computing a Nash equilibrium. Most regret-minimization algorithms for tree-form sequential decision making, including CFR, require (i) an exact model of the player’s decision nodes, observation nodes, and how they are linked, and (ii) full knowledge, at all times t, about the payoffs—even in parts of the decision space that are not encountered at time t. Recently, there has been growing interest towards relaxing some of those restric- tions and making regret minimization applicable to settings for which reinforcement learning methods have traditionally been used—for example, those in which only black-box access to the environment is available. We give the first, to our knowl- edge, regret-minimization algorithm that guarantees sublinear regret with high probability even when requirement (i)—and thus also (ii)—is dropped. We formalize an online learning setting in which the strategy space is not known to the agent and gets revealed incrementally whenever the agent encoun- ters new decision points. We give an efficient algorithm that achieves O(T 3/4) regret with high probability for that setting, even when the agent faces an adversarial environment. Our experiments show it significantly outperforms the prior algo- rithms for the problem, which do not have such guarantees. It can be used in any application for which regret minimization is useful: approximating Nash equilibrium or quantal response equilibrium, approximating coarse correlated equilibrium in multi-player games, learning a best response, learning safe opponent exploitation, and online play against an unknown opponent/environment. 

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2. The Fast and The Frugal: Tail Latency Aware Provisioning for Coping with Load Variations

   https://doi.org/10.1145/3366423  

   Kumar, Adithya ; Narayanan, Iyswarya ; Zhu, Timothy ; Sivasubramaniam, Anand ( April 2020 , WWW '20: Proceedings of The Web Conference 2020)

   Small and medium sized enterprises use the cloud for running online, user-facing, tail latency sensitive applications with well-defined fixed monthly budgets. For these applications, adequate system capacity must be provisioned to extract maximal performance despite the challenges of uncertainties in load and request-sizes. In this paper, we address the problem of capacity provisioning under fixed budget constraints with the goal of minimizing tail latency. To tackle this problem, we propose building systems using a heterogeneous mix of low latency expensive resources and cheap resources that provide high throughput per dollar. As load changes through the day, we use more faster resources to reduce tail latency during low load periods and more cheaper resources to handle the high load periods. To achieve these tail latency benefits, we introduce novel heterogeneity-aware scheduling and autoscaling algorithms that are designed for minimizing tail latency. Using software prototypes and by running experiments on the public cloud, we show that our approach can outperform existing capacity provisioning systems by reducing the tail latency by as much as 45% under fixed-budget settings. 

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3. CarbonScaler: Leveraging Cloud Workload Elasticity for Optimizing Carbon-Efficiency

   https://doi.org/10.1145/3626788  

   Hanafy, Walid A. ; Liang, Qianlin ; Bashir, Noman ; Irwin, David ; Shenoy, Prashant ( December 2023 , Proceedings of the ACM on Measurement and Analysis of Computing Systems)

   Cloud platforms are increasing their emphasis on sustainability and reducing their operational carbon footprint. A common approach for reducing carbon emissions is to exploit the temporal flexibility inherent to many cloud workloads by executing them in periods with the greenest energy and suspending them at other times. Since such suspend-resume approaches can incur long delays in job completion times, we present a new approach that exploits the elasticity of batch workloads in the cloud to optimize their carbon emissions. Our approach is based on the notion of carbon scaling, similar to cloud autoscaling, where a job dynamically varies its server allocation based on fluctuations in the carbon cost of the grid's energy. We develop a greedy algorithm for minimizing a job's carbon emissions via carbon scaling that is based on the well-known problem of marginal resource allocation. We implement a CarbonScaler prototype in Kubernetes using its autoscaling capabilities and an analytic tool to guide the carbon-efficient deployment of batch applications in the cloud. We then evaluate CarbonScaler using real-world machine learning training and MPI jobs on a commercial cloud platform and show that it can yield i) 51% carbon savings over carbon-agnostic execution; ii) 37% over a state-of-the-art suspend-resume policy; and iii) 8 over the best static scaling policy.

    

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4. Online Hypergraph Matching with Delays

   Pavone, Marco ; Saberi, Amin. ; Schiffer, Maximilian ; Tsao, Matthew ( December 2020 , Conference on Web and Internet Economics)

   null (Ed.)

   We study an online hypergraph matching problem with delays, motivated by ridesharing applications. In this model, users enter a marketplace sequentially, and are willing to wait up to $d$ timesteps to be matched, after which they will leave the system in favor of an outside option. A platform can match groups of up to $k$ users together, indicating that they will share a ride. Each group of users yields a match value depending on how compatible they are with one another. As an example, in ridesharing, $k$ is the capacity of the service vehicles, and $d$ is the amount of time a user is willing to wait for a driver to be matched to them. We present results for both the utility maximization and cost minimization variants of the problem. In the utility maximization setting, the optimal competitive ratio is $\frac{1}{d}$ whenever $k \geq 3$, and is achievable in polynomial-time for any fixed $k$. In the cost minimization variation, when $k = 2$, the optimal competitive ratio for deterministic algorithms is $\frac{3}{2}$ and is achieved by a polynomial-time thresholding algorithm. When $k>2$, we show that a polynomial-time randomized batching algorithm is $(2 - \frac{1}{d}) \log k$-competitive, and it is NP-hard to achieve a competitive ratio better than $\log k - O (\log \log k)$. 

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5. An efficient algorithm for generalized linear bandit: Online stochastic gradient descent and thompson sampling

   Ding, Qin ; Hsieh, Cho-Jui ; Sharpnack, James ( January 2021 , Proceedings of Machine Learning Research)

   Banerjee, Arindam ; Fukumizu, Kenji (Ed.)

   We consider the contextual bandit problem, where a player sequentially makes decisions based on past observations to maximize the cumulative reward. Although many algorithms have been proposed for contextual bandit, most of them rely on finding the maximum likelihood estimator at each iteration, which requires 𝑂(𝑡) time at the 𝑡-th iteration and are memory inefficient. A natural way to resolve this problem is to apply online stochastic gradient descent (SGD) so that the per-step time and memory complexity can be reduced to constant with respect to 𝑡, but a contextual bandit policy based on online SGD updates that balances exploration and exploitation has remained elusive. In this work, we show that online SGD can be applied to the generalized linear bandit problem. The proposed SGD-TS algorithm, which uses a single-step SGD update to exploit past information and uses Thompson Sampling for exploration, achieves 𝑂̃ (𝑇‾‾√) regret with the total time complexity that scales linearly in 𝑇 and 𝑑, where 𝑇 is the total number of rounds and 𝑑 is the number of features. Experimental results show that SGD-TS consistently outperforms existing algorithms on both synthetic and real datasets. 

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