Search Results for author: Guodong Lyu

Found 1 papers, 0 papers with code

Constrained Online Two-stage Stochastic Optimization: Algorithm with (and without) Predictions

no code implementations2 Jan 2024 Piao Hu, Jiashuo Jiang, Guodong Lyu, Hao Su

When the model parameters are drawn from unknown non-stationary distributions and we are given machine-learned predictions of the distributions, we develop a new algorithm from our framework with a regret $O(W_T+\sqrt{T})$, where $W_T$ measures the total inaccuracy of the machine-learned predictions.

Stochastic Optimization

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