Regret Minimization and Job Scheduling

Regret minimization has proven to be a very powerful tool in both computational learning theory and online algorithms. Regret minimization algorithms can guarantee, for a single decision maker, a near optimal behavior under fairly adversarial assumptions. I will discuss a recent extensions of the classical regret minimization model, which enable to handle many different settings related to job scheduling, and guarantee the near optimal online behavior.

[1]  Allan Borodin,et al.  Online computation and competitive analysis , 1998 .

[2]  Dean P. Foster,et al.  A Randomization Rule for Selecting Forecasts , 1993, Oper. Res..

[3]  Adam Tauman Kalai,et al.  Playing games with approximation algorithms , 2007, STOC '07.

[4]  Ehud Lehrer,et al.  A wide range no-regret theorem , 2003, Games Econ. Behav..

[5]  R. Vohra,et al.  Calibrated Learning and Correlated Equilibrium , 1996 .

[6]  Yoram Singer,et al.  Using and combining predictors that specialize , 1997, STOC '97.

[7]  T. L. Lai Andherbertrobbins.  Asymptotically Efficient Adaptive Allocation Rules , 1985 .

[8]  Gábor Lugosi,et al.  Prediction, learning, and games , 2006 .

[9]  Santosh S. Vempala,et al.  Efficient algorithms for online decision problems , 2005, J. Comput. Syst. Sci..

[10]  Nicolò Cesa-Bianchi,et al.  Potential-Based Algorithms in On-Line Prediction and Game Theory , 2003, Machine Learning.

[11]  Philip Wolfe,et al.  Contributions to the theory of games , 1953 .

[12]  J. Shawe-Taylor.  Potential-Based Algorithms in On-Line Prediction and Game Theory ∗ , 2001 .

[13]  Yoav Freund,et al.  A decision-theoretic generalization of on-line learning and an application to boosting , 1995, EuroCOLT.

[14]  Peter Auer,et al.  Finite-time Analysis of the Multiarmed Bandit Problem , 2002, Machine Learning.

[15]  David Haussler,et al.  How to use expert advice , 1993, STOC.

[16]  Shie Mannor,et al.  Online Learning for Global Cost Functions , 2009, COLT.

[17]  Avrim Blum,et al.  On-line Learning and the Metrical Task System Problem , 1997, COLT '97.

[18]  Dean P. Foster,et al.  Regret in the On-Line Decision Problem , 1999 .

[19]  Baruch Awerbuch,et al.  Adapting to a reliable network path , 2003, PODC '03.

[20]  Yishay Mansour,et al.  From External to Internal Regret , 2005, J. Mach. Learn. Res..

[21]  Peter Auer,et al.  The Nonstochastic Multiarmed Bandit Problem , 2002, SIAM J. Comput..

[22]  S. Hart,et al.  A simple adaptive procedure leading to correlated equilibrium , 2000 .

[23]  Manfred K. Warmuth,et al.  The Weighted Majority Algorithm , 1994, Inf. Comput..

[24]  Adam Tauman Kalai,et al.  Finely-competitive paging , 1999, 40th Annual Symposium on Foundations of Computer Science (Cat. No.99CB37039).

[25]  Adam Tauman Kalai,et al.  Static Optimality and Dynamic Search-Optimality in Lists and Trees , 2002, SODA '02.

[26]  Baruch Awerbuch,et al.  Online linear optimization and adaptive routing , 2008, J. Comput. Syst. Sci..

[27]  H. Robbins.  Some aspects of the sequential design of experiments , 1952 .

[28]  H. Robbins,et al.  Asymptotically efficient adaptive allocation rules , 1985 .