arXiv:2602.21104cs.LGcs.DS2026-02被引 3

用分布预测改进滑雪租赁问题,预测不准也不亏。

Ski Rental with Distributional Predictions of Unknown Quality

  • 将预测从天数升级为分布,用地球移动距离衡量误差
  • 期望成本比最优解多出O(√b)到O(b log b)的额外损失
  • 无需预知预测误差大小,适合对鲁棒性要求高的场景

我们从分布预测的角度重新审视滑雪租赁这一经典在线问题。若真实滑雪天数来自未知分布p,而预测分布为p-hat,我们提出一种算法,其期望成本最多为OPT + O(min(max(η, 1)·√b, b log b)),其中OPT是已知p时最优策略的期望成本,b为购买成本,η为p与p-hat之间的地球移动距离(Wasserstein-1距离)。当η < o(√b)时,额外损失小于b(即优于平凡界);即使η极大(预测极不准),额外损失也仅为O(b log b)。该算法具有一致性O(√b)和鲁棒性O(b log b),且无需预先知道η的上界,优于以往鲁棒优化工作。我们还给出一系列下界,证明该结果基本紧致:一致性和鲁棒性的权衡不可改进,损失函数也无法显著优化。

原文摘要 · Abstract (English)

We revisit the central online problem of ski rental in the "algorithms with predictions" framework from the point of view of distributional predictions. Ski rental was one of the first problems to be studied with predictions, where a natural prediction is simply the number of ski days. But it is both more natural and potentially more powerful to think of a prediction as a distribution p-hat over the ski days. If the true number of ski days is drawn from some true (but unknown) distribution p, then we show as our main result that there is an algorithm with expected cost at most OPT + O(min(max({eta}, 1) * sqrt(b), b log b)), where OPT is the expected cost of the optimal policy for the true distribution p, b is the cost of buying, and {eta} is the Earth Mover's (Wasserstein-1) distance between p and p-hat. Note that when {eta} < o(sqrt(b)) this gives additive loss less than b (the trivial bound), and when {eta} is arbitrarily large (corresponding to an extremely inaccurate prediction) we still do not pay more than O(b log b) additive loss. An implication of these bounds is that our algorithm has consistency O(sqrt(b)) (additive loss when the prediction error is 0) and robustness O(b log b) (additive loss when the prediction error is arbitrarily large). Moreover, we do not need to assume that we know (or have any bound on) the prediction error {eta}, in contrast with previous work in robust optimization which assumes that we know this error. We complement this upper bound with a variety of lower bounds showing that it is essentially tight: not only can the consistency/robustness tradeoff not be improved, but our particular loss function cannot be meaningfully improved.

在线学习分布预测鲁棒优化

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