Optimal Algorithms for Ski Rental with Soft Machine-Learned Predictions

02/28/2019

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by   Rohan Kodialam, et al.

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We consider a variant of the classic Ski Rental online algorithm with applications to machine learning. In our variant, we allow the skier access to a black-box machine-learning algorithm that provides an estimate of the probability that there will be at most a threshold number of ski-days. We derive a class of optimal randomized algorithms to determine the strategy that minimizes the worst-case expected competitive ratio for the skier given a prediction from the machine learning algorithm,and analyze the performance and robustness of these algorithms.