Ziyad Benomar

DS
h-index23
4papers
32citations
Novelty35%
AI Score34

4 Papers

LGMay 2, 2024
Non-clairvoyant Scheduling with Partial Predictions

Ziyad Benomar, Vianney Perchet

The non-clairvoyant scheduling problem has gained new interest within learning-augmented algorithms, where the decision-maker is equipped with predictions without any quality guarantees. In practical settings, access to predictions may be reduced to specific instances, due to cost or data limitations. Our investigation focuses on scenarios where predictions for only $B$ job sizes out of $n$ are available to the algorithm. We first establish near-optimal lower bounds and algorithms in the case of perfect predictions. Subsequently, we present a learning-augmented algorithm satisfying the robustness, consistency, and smoothness criteria, and revealing a novel tradeoff between consistency and smoothness inherent in the scenario with a restricted number of predictions.

DSJan 22, 2025
On Tradeoffs in Learning-Augmented Algorithms

Ziyad Benomar, Vianney Perchet

The field of learning-augmented algorithms has gained significant attention in recent years. These algorithms, using potentially inaccurate predictions, must exhibit three key properties: consistency, robustness, and smoothness. In scenarios where distributional information about predictions is available, a strong expected performance is required. Typically, the design of these algorithms involves a natural tradeoff between consistency and robustness, and previous works aimed to achieve Pareto-optimal tradeoffs for specific problems. However, in some settings, this comes at the expense of smoothness. This paper demonstrates that certain problems involve multiple tradeoffs between consistency, robustness, smoothness, and average performance.

DSFeb 8, 2025
Pareto-Optimality, Smoothness, and Stochasticity in Learning-Augmented One-Max-Search

Ziyad Benomar, Lorenzo Croissant, Vianney Perchet et al.

One-max search is a classic problem in online decision-making, in which a trader acts on a sequence of revealed prices and accepts one of them irrevocably to maximise its profit. The problem has been studied both in probabilistic and in worst-case settings, notably through competitive analysis, and more recently in learning-augmented settings in which the trader has access to a prediction on the sequence. However, existing approaches either lack smoothness, or do not achieve optimal worst-case guarantees: they do not attain the best possible trade-off between the consistency and the robustness of the algorithm. We close this gap by presenting the first algorithm that simultaneously achieves both of these important objectives. Furthermore, we show how to leverage the obtained smoothness to provide an analysis of one-max search in stochastic learning-augmented settings which capture randomness in both the observed prices and the prediction.

DSJun 7, 2024
Learning-Augmented Priority Queues

Ziyad Benomar, Christian Coester

Priority queues are one of the most fundamental and widely used data structures in computer science. Their primary objective is to efficiently support the insertion of new elements with assigned priorities and the extraction of the highest priority element. In this study, we investigate the design of priority queues within the learning-augmented framework, where algorithms use potentially inaccurate predictions to enhance their worst-case performance. We examine three prediction models spanning different use cases, and show how the predictions can be leveraged to enhance the performance of priority queue operations. Moreover, we demonstrate the optimality of our solution and discuss some possible applications.