Threshold rules for online sample selection

Abstract

We consider the following sample selection problem. We observe in an online fashion a sequence of samples, each endowed by a quality. Our goal is to either select or reject each sample, so as to maximize the aggregate quality of the subsample selected so far. There is a natural trade-off here between the rate of selection and the aggregate quality of the subsample. We show that for a number of such problems extremely simple and oblivious "threshold rules" for selection achieve optimal tradeoffs between rate of selection and aggregate quality in a probabilistic sense. In some cases we show that the same threshold rule is optimal for a large class of quality distributions and is thus oblivious in a strong sense.