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Optimal Algorithms for Ski Rental with Soft Machine-Learned Predictions

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arxiv 1903.00092 v2 pith:KHIBN4ZT submitted 2019-02-28 cs.LG cs.DSstat.ML

Rohan Kodialam This is my paper · ORCID
classification cs.LGcs.DSstat.ML
keywords algorithmalgorithmslearningmachineoptimalrentalskiervariant
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We consider a variant of the classic Ski Rental online algorithm with applications to machine learning. In our variant, we allow the skier access to a black-box machine-learning algorithm that provides an estimate of the probability that there will be at most a threshold number of ski-days. We derive a class of optimal randomized algorithms to determine the strategy that minimizes the worst-case expected competitive ratio for the skier given a prediction from the machine learning algorithm,and analyze the performance and robustness of these algorithms.

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    Under Zipfian frequencies, Count-Min's expected error is Θ(k log(kn/B)/B), Count-Sketch gets its first nearly tight bounds, and learned Count-Sketch achieves Θ(1/B).

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