Buying Information for Stochastic Optimization

Authors: Mingchen Ma, Christos Tzamos

ICML 2023 | Conference PDF | Archive PDF | Plain Text | LLM Run Details

Reproducibility Variable Result LLM Response
Research Type Theoretical Assuming the learner has an oracle for the original optimization problem, we design a 2-competitive deterministic algorithm and a e/(e 1)-competitive randomized algorithm for buying information. We show that this ratio is tight as the problem is equivalent to a robust generalization of the ski-rental problem, which we call super-martingale stopping.
Researcher Affiliation Academia Mingchen Ma 1 Christos Tzamos 1 ... 1Department of Computer Sciences, University of Wisconsin-Madison, Madison, WI, USA.
Pseudocode Yes Algorithm 1 DETERMINISTICSTOPPING (2-competitive deterministic algorithm for super-martingale stopping) ... Algorithm 2 RANDOMIZEDSTOPPING ( e e 1-competitive algorithm for super-martingale stopping) ... Algorithm 3 GREEDY (4-competitive Learner for MSSC with Time Dependent Feedback) ... Algorithm 4 GREEDYBUYING (8-competitive learner for MSSC with Feedback)
Open Source Code No The paper does not provide any concrete links or statements about the availability of open-source code for the described methods.
Open Datasets No The paper is a theoretical work focusing on algorithm design and competitive analysis. It does not involve empirical training on datasets, thus no training data is mentioned or made available.
Dataset Splits No The paper is a theoretical work on algorithms and competitive analysis. It does not conduct empirical experiments involving validation datasets or splits.
Hardware Specification No The paper is theoretical and focuses on algorithm design and competitive analysis; it does not mention any specific hardware used for running experiments.
Software Dependencies No The paper is theoretical and focuses on algorithm design and competitive analysis. It does not mention any specific software dependencies with version numbers that would be required for empirical reproduction.
Experiment Setup No The paper is theoretical, presenting algorithms and their competitive analysis. It does not detail an experimental setup with hyperparameters or training configurations.