Online Learning via Offline Greedy Algorithms: Applications in Market Design and Optimization
summary
Framework converts offline greedy procedures into online learners for NP‑hard combinatorial rewards by treating each greedy stage as a Blackwell game and running per‑stage Blackwell algorithms; it produces a provable sqrt(T) regret in full‑information and T^{2/3} (discrete bandit) or T^{4/5} (continuous bandit) rates, matches or improves prior bounds, and yields a 1/2 approximation for continuous DR‑submodular cases. Key requirements are extended robustness of the greedy routine and Blackwell approachability reducibility of each subproblem.
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chapters (17)
- 0:00Intro
- 1:41Decision-making in Marketplaces Marketplaces have to make certain decisions repeatedly over time
- 4:49Research Questions
- 6:04Preliminary: Offline Problem
- 7:12Greedy Algorithm for the Offline Problem
- 8:26Preliminary: Online Problem
- 10:52Contributions and Main Results
- 14:36Related Work
- 16:23Revisiting the Greedy Algorithm
- 19:11Greedy Algorithm is Robust to Local Errors
- 21:09That Is Not All! Greedy is Extended Robust Consider noisy run of the algorithm over Trounds. Then, if for every subproblemi
- 24:26Blackwell Sequential Games
- 25:24Not Every Target Set Is Approachable
- 26:14Blackwell Algorithms Handle Subproblems Pl is algorithm that returns
- 27:06Blackwell Algorithms Coordination and Regre
- 27:47Full Information: Beyond Assortment Plannir Theorem 1 Full-information offline-to-online transformation Suppose that an offline algorithm . is an extended robust approximation algorithm, and • Blackwell reducible. Then, in the full information setting, there exists an online algorithm that runs in polynomial time and satisfies
- 29:03Takeaway
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