We study Online Convex Optimization (OCO) over a convex set $K\subseteq \mathbb R^d$, where in each round $t$ the learner selects $x_t\in K$ and then observes a convex loss $f_t:K\to[0,1]$, with the goal of minimizing regret to the best fixed decision in hindsight. We introduce a unified probing model that generalizes two recent lines of work: sublinear \emph{best-expert} queries in the experts setting, and pairwise (comparison-based) feedback available every round in OCO. In our framework, the learner has a budget of $k\le T$ \emph{pairwise probes}; on a probed round it may query two points and learn which one has smaller loss. Our main result shows that even a \emph{sublinear and noisy} probe budget can provably improve worst-case regret in the full feedback OCO regime. With $k$ $\delta$-noisy pairwise probes, we obtain: $ {\textup{\textsc{Reg}}}_T \le O\left(\min\left\{\sqrt{dT\ln T},; \frac{dT\ln T}{k|1-2\delta|}\right\}\right) $, which is tight (up to logarithmic factors in $T$) across $T$, $k$ and $\delta$. Specifically regarding the noise parameter $\delta \in [0,1]$, the regret guarantee smoothly degrades as the oracle response approaches a coin flip, i.e., $\delta$ is close to $\frac{1}{2}$. When applying the same techniques to a finite $K$ for the prediction with $d$ experts setting, the resulting rates are instead completely tight in all parameters, including $d$. Our analysis gives a streamlined treatment of pairwise probing in OCO by quantifying the benefit of probing via a variance reduction effect, combined with a second-order (variance-based) analysis of Continuous Exponential Weights.

In the classical principal-agent hidden-action contract model, a principal delegates the execution of a costly task to an agent. In order to complete the task, the agent chooses an action from a set of actions, where each potential action is associated with a cost and a success probability to accomplish the task. To incentivize the agent to exert effort, the principal can commit to a contract, which is the amount of payment based on the task’s success but not on the hidden-action chosen by the agent.

In the random-order model for online learning, the sequence of losses is chosen upfront by an adversary and presented to the learner after a random permutation. Any random-order input is *asymptotically* equivalent to a stochastic i.i.d.~one, but, for finite times, it may exhibit significant *non-stationarity*, which can hinder the performance of stochastic learning algorithms. While algorithms for adversarial inputs naturally maintain their regret guarantees in random order, simple no-regret algorithms exist for the stochastic model that fail against random-order instances. In this paper, we propose a general procedure to adapt stochastic learning algorithms to the random-order model without substantially affecting their regret guarantees. This allows us to recover improved regret bounds for prediction with delays, bandits with switching costs, and online learning with constraints. Finally, we investigate online classification and prove that, in random order, learnability is characterized by the VC dimension rather than by the Littlestone dimension, thus providing a further separation from the general adversarial model.

We study the sublinear multivariate mean estimation problem in $d$-dimensional Euclidean space. Specifically, we aim to find the mean $\mu$ of a ground point set $A$, which minimizes the sum of squared Euclidean distances of the points in $A$ to $\mu$. We first show that a multiplicative $(1+\varepsilon)$ approximation to $\mu$ can be found with probability $1-\delta$ using $O(\varepsilon^{-1}\log \delta^{-1})$ many independent uniform random samples, and provide a matching lower bound. Furthermore, we give two estimators with optimal sample complexity that can be computed in optimal running time for extracting a suitable approximate mean: 1. The coordinate-wise median of $\log \delta^{-1}$ sample means of sample size $\varepsilon^{-1}$. As a corollary, we also show improved convergence rates for this estimator for estimating means of multivariate distributions. 2. The geometric median of $\log \delta^{-1}$ sample means of sample size $\varepsilon^{-1}$. To compute a solution efficiently, we design a novel and simple gradient descent algorithm that is significantly faster for our specific setting than all other known algorithms for computing geometric medians. In addition, we propose an order statistics approach that is empirically competitive with these algorithms, has an optimal sample complexity and matches the running time up to lower order terms. We finally provide an extensive experimental evaluation among several estimators which concludes that the geometric-median-of-means-based approach is typically the most competitive in practice.

We consider coresets for k-median problems, where the goal is to assign points to centers minimizing the sum of distances. Given a point set P, a coreset Ω is a small weighted subset that approximates the cost of P for all candidate solutions up to a (1 ± ε) multiplicative factor. In this paper, we give a sharp VC-dimension based analysis for k-median coreset construction. As a consequence, we obtain improved k-median coreset bounds for the following metrics:

Motivated by recent work in computational social choice, we extend the metric distortion framework to clustering problems. Given a set of n agents located in an underlying metric space, our goal is to partition them into k clusters, optimizing some social cost objective. The metric space is defined by a distance function d between the agent locations. Information about d is available only implicitly via n rankings, through which each agent ranks all other agents in terms of their distance from her. Still, even though no cardinal information (i.e., the exact distance values) is available, we would like to evaluate clustering algorithms in terms of social cost objectives that are defined using d. This is done using the notion of distortion, which measures how far from optimality a clustering can be, taking into account all underlying metrics that are consistent with the ordinal information available. Unfortunately, the most important clustering objectives (e.g., those used in the well-known k-median and k-center problems) do not admit algorithms with finite distortion. To sidestep this disappointing fact, we follow two alternative approaches: We first explore whether resource augmentation can be beneficial. We consider algorithms that use more than k clusters but compare their social cost to that of the optimal k-clusterings. We show that using exponentially (in terms of k) many clusters, we can get low (constant or logarithmic) distortion for the k-center and k-median objectives. Interestingly, such an exponential blowup is shown to be necessary. More importantly, we explore whether limited cardinal information can be used to obtain better results. Somewhat surprisingly, for k-median and k-center, we show that a number of queries that is polynomial in k and only logarithmic in n (i.e., only sublinear in the number of agents for the most relevant scenarios in practice) is enough to get constant distortion.

Clairvoyant network design with deadlines or delay has been studied extensively, culminating in an O(log n)-competitive general framework, where n is the number of possible request types (Azar and Touitou, FOCS 2020). In the nonclairvoyant setting, the problem becomes much harder, as Ω(√n) lower bounds are known for certain problems (Azar et al., STOC 2017). However, no frameworks are known for the nonclairvoyant setting, and previous work focuses only on specific problems, e.g., multilevel aggregation (Le et al., SODA 2023). In this paper, we present the first nonclairvoyant frameworks for network design with deadlines or delay. These frameworks are nearly optimal: their competitive ratio is Õ(√n), which matches known lower bounds up to logarithmic factors.

In online learning, a decision maker repeatedly selects one of a set of actions, with the goal of minimizing the overall loss incurred. Following the recent line of research on algorithms endowed with additional predictive features, we revisit this problem by allowing the decision maker to acquire additional information on the actions to be selected. In particular, we study the power of \emph{best-action queries}, which reveal beforehand the identity of the best action at a given time step. In practice, predictive features may be expensive, so we allow the decision maker to issue at most $k$ such queries. We establish tight bounds on the performance any algorithm can achieve when given access to $k$ best-action queries for different types of feedback models. In particular, we prove that in the full feedback model, $k$ queries are enough to achieve an optimal regret of $\Theta(\min\{\sqrt T, \frac{T}{k}\})$. This finding highlights the significant multiplicative advantage in the regret rate achievable with even a modest (sublinear) number $k \in \Omega(\sqrt{T})$ of queries. Additionally, we study the challenging setting in which the only available feedback is obtained during the time steps corresponding to the $k$ best-action queries. There, we provide a tight regret rate of $\Theta(\min\{\frac{T}{\sqrt k},\frac{T^2}{k^2}\})$, which improves over the standard $\Theta(\frac{T}{\sqrt k})$ regret rate for label efficient prediction for $k \in \Omega(T^{2/3})$.

We study fully dynamic online selection problems in an adversarial/stochastic setting that includes Bayesian online selection, prophet inequalities, posted price mechanisms, and stochastic probing problems subject to combinatorial constraints. In the classical ``incremental'' version of the problem, selected elements remain active until the end of the input sequence. On the other hand, in the fully dynamic version of the problem, elements stay active for a limited time interval, and then leave. This models, for example, the online matching of tasks to workers with task/worker-dependent working times, and sequential posted pricing of perishable goods. A successful approach to online selection problems in the adversarial setting is given by the notion of Online Contention Resolution Scheme (OCRS), that uses a priori information to formulate a linear relaxation of the underlying optimization problem, whose optimal fractional solution is rounded online for any adversarial order of the input sequence. Our main contribution is providing a general method for constructing an OCRS for fully dynamic online selection problems. Then, we show how to employ such OCRS to construct no-regret algorithms in a partial information model with semi-bandit feedback and adversarial inputs.

Continuous submodular functions are a category of generally non-convex/non-concave functions with a wide spectrum of applications. The celebrated property of this class of functions - continuous submodularity - enables both exact minimization and approximate maximization in poly. time. Continuous submodularity is obtained by generalizing the notion of submodularity from discrete domains to continuous domains. It intuitively captures a repulsive effect amongst different dimensions of the defined multivariate function. In this paper, we systematically study continuous submodularity and a class of non-convex optimization problems: continuous submodular function maximization. We start by a thorough characterization of the class of continuous submodular functions, and show that continuous submodularity is equivalent to a weak version of the diminishing returns (DR) property. Thus we also derive a subclass of continuous submodular functions, termed continuous DR-submodular functions, which enjoys the full DR property. Then we present operations that preserve continuous (DR-)submodularity, thus yielding general rules for composing new submodular functions. We establish intriguing properties for the problem of constrained DR-submodular maximization, such as the local-global relation. We identify several applications of continuous submodular optimization, ranging from influence maximization, MAP inference for DPPs to provable mean field inference. For these applications, continuous submodularity formalizes valuable domain knowledge relevant for optimizing this class of objectives. We present inapproximability results and provable algorithms for two problem settings: constrained monotone DR-submodular maximization and constrained non-monotone DR-submodular maximization. Finally, we extensively evaluate the effectiveness of the proposed algorithms.