Optimal Learning-Augmented Algorithm for Online Bidding

Fuente: arXiv
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Main Authors: Lee, Changyeol, Lee, Dahoon, Lee, Jongseo, Shin, Yongho, Yun, Changki
Format: Preprint
Published: 2026
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_version_ 1866917471796068352
author Lee, Changyeol
Lee, Dahoon
Lee, Jongseo
Shin, Yongho
Yun, Changki
author_facet Lee, Changyeol
Lee, Dahoon
Lee, Jongseo
Shin, Yongho
Yun, Changki
contents Recent advances in machine learning have spurred significant interest in learning-augmented algorithms, particularly for online optimization. A growing body of work has studied online bidding in this framework, aiming to characterize the trade-off between robustness and consistency. While this trade-off is fully understood for deterministic algorithms, a gap between upper and lower bounds remains in the randomized setting. In this paper, we close this gap by presenting a Pareto-optimal randomized learning-augmented algorithm for this problem. Our approach introduces the notion of a bidding profile, a novel framework for representing the distribution over bids generated by an algorithm. We show that any bidding algorithm can be reduced, without loss of generality, to one driven by a bidding profile, and we characterize the optimal profile via a system of delayed differential equations. Finally, we demonstrate the broader applicability of our approach by extending it to the linear search problem, yielding a significant improvement over prior learning-augmented algorithms for linear search.
format Preprint
id arxiv_https___arxiv_org_abs_2605_07349
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Optimal Learning-Augmented Algorithm for Online Bidding
Lee, Changyeol
Lee, Dahoon
Lee, Jongseo
Shin, Yongho
Yun, Changki
Data Structures and Algorithms
Recent advances in machine learning have spurred significant interest in learning-augmented algorithms, particularly for online optimization. A growing body of work has studied online bidding in this framework, aiming to characterize the trade-off between robustness and consistency. While this trade-off is fully understood for deterministic algorithms, a gap between upper and lower bounds remains in the randomized setting. In this paper, we close this gap by presenting a Pareto-optimal randomized learning-augmented algorithm for this problem. Our approach introduces the notion of a bidding profile, a novel framework for representing the distribution over bids generated by an algorithm. We show that any bidding algorithm can be reduced, without loss of generality, to one driven by a bidding profile, and we characterize the optimal profile via a system of delayed differential equations. Finally, we demonstrate the broader applicability of our approach by extending it to the linear search problem, yielding a significant improvement over prior learning-augmented algorithms for linear search.
title Optimal Learning-Augmented Algorithm for Online Bidding
topic Data Structures and Algorithms
url https://arxiv.org/abs/2605.07349