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Learning Predictions for Algorithms with Predictions

2022-02-18 17:25:43
Mikhail Khodak, Maria-Florina Balcan, Ameet Talwalkar, Sergei Vassilvitskii

Abstract

A burgeoning paradigm in algorithm design is the field of algorithms with predictions, in which algorithms are designed to take advantage of a possibly-imperfect prediction of some aspect of the problem. While much work has focused on using predictions to improve competitive ratios, running times, or other performance measures, less effort has been devoted to the question of how to obtain the predictions themselves, especially in the critical online setting. We introduce a general design approach for algorithms that learn predictors: (1) identify a functional dependence of the performance measure on the prediction quality, and (2) apply techniques from online learning to learn predictors against adversarial instances, tune robustness-consistency trade-offs, and obtain new statistical guarantees. We demonstrate the effectiveness of our approach at deriving learning algorithms by analyzing methods for bipartite matching, page migration, ski-rental, and job scheduling. In the first and last settings we improve upon existing learning-theoretic results by deriving online results, obtaining better or more general statistical guarantees, and utilizing a much simpler analysis, while in the second and fourth we provide the first learning-theoretic guarantees.

Abstract (translated)

URL

https://arxiv.org/abs/2202.09312

PDF

https://arxiv.org/pdf/2202.09312.pdf


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