# Online Search With Best-Price and Query-Based Predictions

arXiv: https://arxiv.org/abs/2112.01592 · HTML: https://mlsanity.com/paper/2112.01592/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- Builds on 12 of its 37 references that are in the map.
- First posted on arXiv 2 Dec 2021.

## Builds on (most cited first, 12 of 12)

- [Competitive caching with machine learned advice](https://mlsanity.com/paper/1802.05399/) (2018)
- [Algorithms with Predictions](https://mlsanity.com/paper/2006.09123/) (2020)
- [Online metric algorithms with untrusted predictions](https://mlsanity.com/paper/2003.02144/) (2020)
- [Near-Optimal Bounds for Online Caching with Machine Learned Advice](https://mlsanity.com/paper/1910.12172/) (2019)
- [Secretary and Online Matching Problems with Machine Learned Advice](https://mlsanity.com/paper/2006.01026/) (2020)
- [Optimal Robustness-Consistency Trade-offs for Learning-Augmented Online Algorithms](https://mlsanity.com/paper/2010.11443/) (2020)
- [Online Computation with Untrusted Advice](https://mlsanity.com/paper/1905.05655/) (2019)
- [Learnable and Instance-Robust Predictions for Online Matching, Flows and Load Balancing](https://mlsanity.com/paper/2011.11743/) (2020)
- [Online Bin Packing with Predictions](https://mlsanity.com/paper/2102.03311/) (2021)
- [Contract Scheduling With Predictions](https://mlsanity.com/paper/2011.12439/) (2020)
- [Advice Complexity of the Online Search Problem](https://mlsanity.com/paper/1612.09299/) (2016)
- [Robust and adaptive search](https://mlsanity.com/paper/1702.05932/) (2017)

## Built on by (most cited first, 2 of 2)

- [Pareto-Optimality, Smoothness, and Stochasticity in Learning-Augmented One-Max-Search](https://mlsanity.com/paper/2502.05720/) (2025)
- [Decision-Theoretic Approaches for Improved Learning-Augmented Algorithms](https://mlsanity.com/paper/2501.17701/) (2025)

## Abstract (arXiv)

In the online (time-series) search problem, a player is presented with a sequence of prices which are revealed in an online manner. In the standard definition of the problem, for each revealed price, the player must decide irrevocably whether to accept or reject it, without knowledge of future prices (other than an upper and a lower bound on their extreme values), and the objective is to minimize the competitive ratio, namely the worst-case ratio between the maximum price in the sequence and the one selected by the player. The problem formulates several applications of decision-making in the face of uncertainty on the revealed samples. Previous work on this problem has largely assumed extreme scenarios in which either the player has almost no information about the input, or the player is provided with some powerful, and error-free advice. In this work, we study learning-augmented algorithms, in which there is a potentially erroneous prediction concerning the input. Specifically, we consider two different settings: the setting in which the prediction is related to the maximum price in the sequence, as well as the setting in which the prediction is obtained as a response to a number of binary queries. For both settings, we provide tight, or near-tight upper and lower bounds on the worst-case performance of search algorithms as a function of the prediction error. We also provide experimental results on data obtained from stock exchange markets that confirm the theoretical analysis, and explain how our techniques can be applicable to other learning-augmented applications.