Greed Works -- Online Algorithms For Unrelated Machine Stochastic Scheduling

This paper establishes performance guarantees for online algorithms that schedule stochastic, nonpreemptive jobs on unrelated machines to minimize the expected total weighted completion time. Prior work on unrelated machine scheduling with stochastic jobs was restricted to the offline case, and required linear or convex programming relaxations for the assignment of jobs to machines. The algorithms introduced in this paper are purely combinatorial. The performance bounds are of the same order of magnitude as those of earlier work, and depend linearly on an upper bound on the squared coefficient of variation of the jobs' processing times. Specifically for deterministic processing times, without and with release times, the competitive ratios are 4 and 7.216, respectively. As to the technical contribution, the paper shows how dual fitting techniques can be used for stochastic and nonpreemptive scheduling problems.Comment: Preliminary version appeared in IPCO 201

Dagstuhl Reports : Volume 1, Issue 2, February 2011

Online Privacy: Towards Informational Self-Determination on the Internet (Dagstuhl Perspectives Workshop 11061) : Simone Fischer-Hübner, Chris Hoofnagle, Kai Rannenberg, Michael Waidner, Ioannis Krontiris and Michael Marhöfer Self-Repairing Programs (Dagstuhl Seminar 11062) : Mauro Pezzé, Martin C. Rinard, Westley Weimer and Andreas Zeller Theory and Applications of Graph Searching Problems (Dagstuhl Seminar 11071) : Fedor V. Fomin, Pierre Fraigniaud, Stephan Kreutzer and Dimitrios M. Thilikos Combinatorial and Algorithmic Aspects of Sequence Processing (Dagstuhl Seminar 11081) : Maxime Crochemore, Lila Kari, Mehryar Mohri and Dirk Nowotka Packing and Scheduling Algorithms for Information and Communication Services (Dagstuhl Seminar 11091) Klaus Jansen, Claire Mathieu, Hadas Shachnai and Neal E. Youn

An efficient algorithm for learning with semi-bandit feedback

We consider the problem of online combinatorial optimization under semi-bandit feedback. The goal of the learner is to sequentially select its actions from a combinatorial decision set so as to minimize its cumulative loss. We propose a learning algorithm for this problem based on combining the Follow-the-Perturbed-Leader (FPL) prediction method with a novel loss estimation procedure called Geometric Resampling (GR). Contrary to previous solutions, the resulting algorithm can be efficiently implemented for any decision set where efficient offline combinatorial optimization is possible at all. Assuming that the elements of the decision set can be described with d-dimensional binary vectors with at most m non-zero entries, we show that the expected regret of our algorithm after T rounds is O(m sqrt(dT log d)). As a side result, we also improve the best known regret bounds for FPL in the full information setting to O(m^(3/2) sqrt(T log d)), gaining a factor of sqrt(d/m) over previous bounds for this algorithm.Comment: submitted to ALT 201