arXiv Machine Learning By Zongjun Yang, Rachitesh Kumar, Christian Kroer

Online Generalized-Mean Welfare Maximization: Achieving Near-Optimal Regret from Samples

Read the original on arXiv Machine Learning →

The paper investigates online fair allocation of sequential items to agents with heterogeneous preferences, aiming to maximize generalized-mean welfare. In an i.i.d. arrival setting, a pure greedy algorithm achieves near-optimal “~O(1/T)” average regret without needing distributional knowledge. For nonstationary arrivals, the authors show that a single historical sample per distribution suffices to recover the same regret rate, using re-solving algorithms that remain robust to distribution shifts.

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