论文标题

自定义在线算法的ML预测

Customizing ML Predictions for Online Algorithms

论文作者

Anand, Keerti, Ge, Rong, Panigrahi, Debmalya

论文摘要

最近的一系列研究将ML建议纳入在线算法的设计中,以在典型情况下提高其性能。这些论文将ML算法视为黑框,然后重新设计在线算法以利用ML预测。在本文中,我们提出一个互补的问题:我们可以重新设计ML算法以提供更好的在线算法预测吗?我们在经典的租赁或购买问题的背景下探讨了这个问题,并表明将优化基准纳入ML损失功能会导致性能明显更好,同时在建议完全错误时保持最差的对抗性结果。我们通过理论界限和数值模拟支持这一发现。

A popular line of recent research incorporates ML advice in the design of online algorithms to improve their performance in typical instances. These papers treat the ML algorithm as a black-box, and redesign online algorithms to take advantage of ML predictions. In this paper, we ask the complementary question: can we redesign ML algorithms to provide better predictions for online algorithms? We explore this question in the context of the classic rent-or-buy problem, and show that incorporating optimization benchmarks in ML loss functions leads to significantly better performance, while maintaining a worst-case adversarial result when the advice is completely wrong. We support this finding both through theoretical bounds and numerical simulations.

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