We study size-based schedulers, and focus on the impact of inaccurate job size information on response time and fairness. Our intent is to revisit previous results, which allude to performance degradation for even small errors on job size estimates, thus limiting the applicability of size-based schedulers. We show that scheduling performance is tightly connected to workload characteristics: in the absence of large skew in the job size distribution, even extremely imprecise estimates suffice to outperform size-oblivious disciplines. Instead, when job sizes are heavily skewed, known size-based disciplines suffer. In this context, we show -- for the first time -- the dichotomy of over-estimation versus under-estimation. The former is, in general, less problematic than the latter, as its effects are localized to individual jobs. Instead, under-estimation leads to severe problems that may affect a large number of jobs. We present an approach to mitigate these problems: our technique requires no complex modifications to original scheduling policies and performs very well. To support our claim, we proceed with a simulation-based evaluation that covers an unprecedented large parameter space, which takes into account a variety of synthetic and real workloads. As a consequence, we show that size-based scheduling is practical and outperforms alternatives in a wide array of use-cases, even in presence of inaccurate size information.
Wierman and Nuyens @cite_20 provide analytical results for a class of size-based policies, but consider an impractical assumption: results depend on a bound on estimation error. In the common case where most estimations are close to the real value but there are outliers, bounds need to be set according to outliers, leading to pessimistic predictions on performance. In our work, instead, we do not impose any bound on the error.
@cite_20
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We obtain sharp bounds on the performance of Empirical Risk Minimization performed in a convex class and with respect to the squared loss, without assuming that class members and the target are bounded functions or have rapidly decaying tails. Rather than resorting to a concentration-based argument, the method used here relies on a small-ball' assumption and thus holds for classes consisting of heavy-tailed functions and for heavy-tailed targets. The resulting estimates scale correctly with the noise level' of the problem, and when applied to the classical, bounded scenario, always improve the known bounds. We consider a non-Bayesian infinite horizon version of the multi-armed bandit problem with the objective of designing simple policies whose regret increases sldwly with time. In their seminal work on this problem, Lai and Robbins had obtained a O(logn) lower bound on the regret with a constant that depends on the KullbackLeibler number. They also constructed policies for some specific families of probability distributions (including exponential families) that achieved the lower bound. In this paper we construct index policies that depend on the rewards from each arm only through their sample mean. These policies are computationally much simpler and are also applicable much more generally. They achieve a O(logn) regret with a constant that is also based on the Kullback-Leibler number. This constant turns out to be optimal for one-parameter exponential families; however, in general it is derived from the optimal one via a 'contraction' principle. Our results rely entirely on a few key lemmas from the theory of large deviations. In many problems such as linear and nonlinear regressions, parameter and state estimation of dynamic systems, state-space and time series prediction, interpolation, smoothing and functions approximation, one has to evaluate some unknown variable using available data. The data are always associated with some uncertainty and it is necessary to evaluate how this uncertainty affects the estimated variables. Typically, the problem is approached assuming a probabilistic description of uncertainty and applying statistical estimation theory. An interesting alternative approach, referred to as set membership or unknown but bounded (UBB) error description, has been investigated since the late 1960s. In this approach, uncertainty is described by an additive noise which is known only to have given integral (typically l2 of l1) or componentwise (l∞) bounds. In this paper we review the main results of this theory, with special attention to the most recent advances obtained in the case of componentwise bounds. We consider two active binary-classification problems with atypical objectives. In the first, active search, our goal is to actively uncover as many members of a given class as possible. In the second, active surveying, our goal is to actively query points to ultimately predict the proportion of a given class. Numerous real-world problems can be framed in these terms, and in either case typical model-based concerns such as generalization error are only of secondary importance. We approach these problems via Bayesian decision theory; after choosing natural utility functions, we derive the optimal policies. We provide three contributions. In addition to introducing the active surveying problem, we extend previous work on active search in two ways. First, we prove a novel theoretical result, that less-myopic approximations to the optimal policy can outperform more-myopic approximations by any arbitrary degree. We then derive bounds that for certain models allow us to reduce (in practice dramatically) the exponential search space required by a naive implementation of the optimal policy, enabling further lookahead while still ensuring that optimal decisions are always made.