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| author | Thibaut Horel <thibaut.horel@gmail.com> | 2014-11-22 21:08:41 -0500 |
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| committer | Thibaut Horel <thibaut.horel@gmail.com> | 2014-11-22 21:08:41 -0500 |
| commit | 36eb1fee5492e57368846cbf4e107f1e4cb31589 (patch) | |
| tree | 6380028284779e10d01fb9ff51f3c561ae9ce57c /paper/sections/combinatorial.tex | |
| parent | 4f7d4804234f5515a4dded8b05d9568653b7ae3c (diff) | |
| download | fast-seeding-36eb1fee5492e57368846cbf4e107f1e4cb31589.tar.gz | |
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diff --git a/paper/sections/combinatorial.tex b/paper/sections/combinatorial.tex deleted file mode 100644 index b744564..0000000 --- a/paper/sections/combinatorial.tex +++ /dev/null @@ -1,299 +0,0 @@ -\subsection{Submodularity of the problem} -Let $\mathcal{U} = \{(v_u,c_u);\, u\in\neigh{X}\}$ with $v_u=p_uw_u$ and -$c_u=p_u$. Let $b\in\reals^+$ and $A\subseteq\mathcal{U}$, we denote by -$\mathcal{O}(A,b)$ the optimal solution to: -\begin{displaymath} - \begin{split} - &\max_{q\in[0,1]^n}\sum_{u\in\neigh{X}}q_uv_u\\ - &\text{s.t. }\sum_{u\in\neigh{X}}q_uc_u\leq b\text{ and } q_u=0\text{ if - }u\notin A -\end{split} -\end{displaymath} -so that the optimization problem \eqref{eq:relaxed-multi} for relaxed -non-adaptive policies can be written: -\begin{equation}\label{eq:sub} - \begin{split} - &\max_{S\subseteq X}\mathcal{O}\big(\neigh{S},k-|S|\big)\\ - &\text{s.t. }|S|\leq k - \end{split} -\end{equation} - -In this section, we will show how \eqref{eq:sub} can be reduced to a submodular -maximization problem, leading to a fast combinatorial algorithm for the -adaptive seeding model in the voter model. - -\begin{lemma}\label{lemma:nd} - Let $A\subseteq\mathcal{U}$ and $x=(v,c)\in\mathcal{U}\setminus A$, then - the function $b\mapsto \mathcal{O}(A\cup\{x\},b)-\mathcal{O}(A,b)$ is - non-decreasing over $\reals^+$. -\end{lemma} - -\begin{proof} -\emph{W.l.o.g} we can rename and order the pairs in $A$ so that: -\begin{displaymath} -\frac{v_1}{c_1}\geq \frac{v_2}{c_2}\geq\ldots\geq\frac{v_m}{c_m}. -\end{displaymath} -Then, $\mathcal{O}(A,b)$ has the following simple piecewise linear expression: -\begin{equation}\label{eq:pw} - \mathcal{O}(A,b) = - \begin{cases} - b\frac{v_1}{c_1}&\text{if }0\leq b<c_1\\ - \sum_{k=1}^{i-1}v_k + \left(b-\sum_{k=1}^{i-1}c_k\right)\frac{v_i}{c_i} - &\text{if } \sum_{k=1}^{i-1}c_k\leq b< \sum_{k=1}^ic_k\\ - \sum_{k=1}^m v_k&\text{if } b\geq\sum_{i=1}^m c_k - - \end{cases} -\end{equation} - -Let us define for $t\in\reals^+$, $n(t)\defeq \inf\Big\{i\text{ s.t. -} \sum_{k=1}^i c_k > t\Big \}$ with $n(t)=+\infty$ when the set is empty. In -particular, note that $x\mapsto n(t)$ is non-decreasing. Denoting -$\partial_+\mathcal{O}_A$ the right derivative of $\mathcal{O}(A,\cdot)$, one -can write $\partial_+\mathcal{O}_A(t) -=\frac{v_{n(t)}}{c_{n(t)}}$, with the convention that -$\frac{v_\infty}{c_\infty} = 0$. - -Writing $i \defeq \sup\Big\{j\text{ s.t. -} \frac{v_j}{c_j}\geq\frac{v}{c}\Big\}$, it is easy to see that -$\partial_+\mathcal{O}_{A\cup\{x\}}\geq\partial_+\mathcal{O}_A$. Indeed: -\begin{enumerate} - \item if $n(t)\leq i$ then $\partial_+\mathcal{O}_{A\cup\{x\}}(t) - = \partial_+\mathcal{O}_A(t)= \frac{v_{n(t)}}{c_{n(t)}}$. - \item if $n(t)\geq i+1$ and $n(t-c)\leq i$ then $\partial_+\mathcal{O}_{A\cup\{x\}}(t) - = \frac{v}{c}\geq\frac{v_{n(t)}}{c_{n(t)}}= \partial_+\mathcal{O}_A(t)$. - \item if $n(t-c)\geq i+1$, then $\partial_+\mathcal{O}_{A\cup\{x\}} - = \frac{v_{n(t-c)}}{c_{n(t-c)}}\geq - \frac{v_{n(t)}}{c_{n(t)}}=\partial_+\mathcal{O}_A(t)$. -\end{enumerate} - -Let us now consider $b$ and $c$ such that $b\leq c$. Then, using the integral -representation of $\mathcal{O}(A\cup\{x\},\cdot)$ and $\mathcal{O}(A,\cdot)$, we get: -\begin{multline*} - \mathcal{O}(A\cup\{x\},c)-\mathcal{O}(A\cup\{x\},b)=\int_b^c\partial_+\mathcal{O}_{A\cup\{x\}}(t)dt\\ - \geq\int_b^c\partial_+\mathcal{O}_A(t)dt=\mathcal{O}(A,c)-\mathcal{O}(A,b) -\end{multline*} -Re-ordering the terms, $\mathcal{O}(A\cup\{x\},c)-\mathcal{O}(A,c)\geq -\mathcal{O}(A\cup\{x\},b)-\mathcal{O}(A,b)$ -which concludes the proof of the lemma. -\end{proof} - -\begin{lemma}\label{lemma:sub} - Let $b\in\reals^+$, then the function $A\mapsto \mathcal{O}(A,b)$ is submodular. -\end{lemma} - -\begin{proof} - Let $A\subseteq\mathcal{U}$ and $x, y\in\mathcal{U}\setminus A$. Using the - second-order characterization of submodular functions, it suffices to show - that: - \begin{equation}\label{eq:so} - \mathcal{O}(A\cup\{x\},b)-\mathcal{O}(A,b)\geq - \mathcal{O}(A\cup\{y\}\cup\{x\},b)-\mathcal{O}(A\cup\{y\},b) - \end{equation} - - Let us write $x=(v_x, c_x)$ and $y=(v_y,c_y)$. We distinguish two cases - based on the relative position of $\frac{v_x}{c_x}$ and $\frac{v_y}{c_y}$. - The following notations will be useful: $S_A^x \defeq \big\{(v,c)\in - A\text{ s.t. }\frac{v_x}{c_x}\leq\frac{v}{c}\big\}$ and $P_A^x\defeq - A\setminus S_A^x$. - - \textbf{Case 1:} If $\frac{v_y}{c_y}\geq \frac{v_x}{c_x}$, then one can - write: - \begin{gather*} - \mathcal{O}(A\cup\{y\}\cup\{x\},b) = \mathcal{O}(P_A^y\cup\{y\},b_1)+ - \mathcal{O}(S_A^y\cup\{x\},b_2)\\ - \mathcal{O}(A\cup\{y\},b) = \mathcal{O}(P_A^y\cup\{y\},b_1) - + \mathcal{O}(S_A^y,b_2) - \end{gather*} - where $b_1$ is the fraction of the budget $b$ spent on $P_A^y\cup\{y\}$ and - $b_2=b-b_1$. - - Similarly: - \begin{gather*} - \mathcal{O}(A\cup\{x\},b) = \mathcal{O}(P_A^y, c_1) + \mathcal{O}(S_A^y\cup\{x\},c_2)\\ - \mathcal{O}(A, b) = \mathcal{O}(P_A^y, c_1) + \mathcal{O}(S_A^y,c_2) - \end{gather*} - where $c_1$ is the fraction of the budget $b$ spent on $P_A^y$ and $c_2 - = b - c_1$. - - Note that $b_1\geq c_1$: an optimal solution will first spent as much - budget as possible on $P_A^y\cup\{y\}$ before adding elements in - $S_A^y\cup\{x\}$. We can now rewrite \eqref{eq:so}: - \begin{displaymath} - \mathcal{O}(S_A^y\cup\{x\},c_2)+\mathcal{O}(S_A^y,c_2)\geq - \mathcal{O}(S_A^y\cup\{x\},b_2)+\mathcal{O}(S_A^y,b_2) - \end{displaymath} - with $c_2\geq b_2$. This inequality is true by Lemma~\ref{lemma:nd}. - - \textbf{Case 2:} If $\frac{v_x}{c_x}\geq \frac{v_y}{c_y}$, we now decompose - the solution on $P_A^x$ and $S_A^x$: - \begin{gather*} - \mathcal{O}(A\cup\{x\},b) = \mathcal{O}(P_A^x\cup\{x\},b_1) - + \mathcal{O}(S_A^x,b_2)\\ - \mathcal{O}(A,b) = \mathcal{O}(P_A^x,c_1)+\mathcal{O}(S_A^x,c_2) - \intertext{and} - \mathcal{O}(A\cup\{y\}\cup\{x\},b) = \mathcal{O}(P_A^x\cup\{x\},b_1) - + \mathcal{O}(S_A^x\cup\{y\},b_2)\\ - \mathcal{O}(A\cup\{y\},b) = \mathcal{O}(P_A^x,c_1)+\mathcal{O}(S_A^x\cup\{y\},c_2) - \end{gather*} - with $b_1+b_2=b$, $c_1+c_2=b$ and $b_2\leq c_2$. The equation \eqref{eq:so} - can be rewritten: - \begin{displaymath} - \mathcal{O}(S_A^x,b_2)-\mathcal{O}(S_A^x,c_2)\geq - \mathcal{O}(S_A^x\cup\{u\},b_2)-\mathcal{O}(S_A^x\cup\{y\},c_2) - \end{displaymath} - Reordering the terms, we get: - \begin{displaymath} - \mathcal{O}(S_A^x\cup\{y\},c_2) -\mathcal{O}(S_A^x,c_2)\geq - \mathcal{O}(S_A^x\cup\{u\},b_2)-\mathcal{O}(S_A^x,b_2) - \end{displaymath} - with $c_2\geq b_2$. This is again true by Lemma~\ref{lemma:nd}. -\end{proof} - -\begin{proposition}\label{prop:sub} - Let $b\in\mathbf{R}^+$, then the function - $S\mapsto\mathcal{O}(\neigh{S},b)$ is submodular over $2^X$. -\end{proposition} - -\begin{proof} - Let us consider $S$ and $T$ such that $S\subseteq T\subseteq X$ and $x\in - X\setminus T$. In particular, note that $\neigh{S}\subseteq\neigh{T}$. - - Let us write $\neigh{S\cup\{x\}}=\neigh{S}\cup R$ with $\neigh{S}\cap - R=\emptyset$ and similarly, $\neigh{T\cup\{x\}}=\neigh{T}\cup R'$ with - $\neigh{T}\cap R'=\emptyset$. Using these notations, it is clear that - $R'\subseteq R$. Let us enumerate the elements in $R'$ using an arbitrary - order: $R'=\{u_1,\ldots,u_k\}$. Then one can write: - \begin{displaymath} - \begin{split} - \mathcal{O}(\neigh{T\cup\{x\}},b)&=\mathcal{O}(\neigh{T}\cup R',b)\\ - &=\sum_{i=1}^k\mathcal{O}(\neigh{T}\cup\{u_1,\ldots u_i\},b) - -\mathcal{O}(\neigh{T}\cup\{u_1,\ldots u_{i-1}\},b)\\ - &\leq \sum_{i=1}^k\mathcal{O}(\neigh{S}\cup\{u_1,\ldots u_i\},b) - -\mathcal{O}(\neigh{S}\cup\{u_1,\ldots u_{i-1}\},b)\\ - &=\mathcal{O}(\neigh{S}\cup R',b)-\mathcal{O}(\neigh{S},b) - \end{split} - \end{displaymath} - where the inequality comes from the submodularity of - $A\mapsto\mathcal{O}(A,b)$ proved in Lemma~\ref{lemma:sub}. This same - function is also obviously set-increasing, hence: - \begin{displaymath} - \begin{split} - \mathcal{O}(\neigh{S}\cup R',b)-\mathcal{O}(\neigh{S},b) - &\leq \mathcal{O}(\neigh{S}\cup R,b)-\mathcal{O}(\neigh{S},b)\\ - &=\mathcal{O}(\neigh{S\cup\{x\}},b)-\mathcal{O}(\neigh{S},b) - \end{split} - \end{displaymath} - This concludes the proof of the proposition. -\end{proof} - -Using Proposition~\ref{prop:sub}, we can finally reduce \eqref{eq:sub} to -a submodular optimization problem by treating $|S|$ as a variable to optimize. -Specifically, \eqref{eq:sub} is equivalent to the following problem: -\begin{equation}\label{eq:sub2} -\begin{split} - \max_{1\leq t\leq k}\max_{|S|\leq k-t}\mathcal{O}(\neigh{S},t) -\end{split} -\end{equation} - -\begin{algorithm} - \caption{Combinatorial algorithm} - \label{alg:comb} - \algsetup{indent=2em} - \begin{algorithmic}[1] - \STATE $S\leftarrow \emptyset$ - \FOR{$t=1$ \TO $k-1$} - \STATE $S_t\leftarrow \emptyset$ - \FOR{$i=1$ \TO $k-t$} - \STATE $x^*\leftarrow\argmax_{x\in - X\setminus S_t}\mathcal{O}(\neigh{S_t\cup\{x\}},t) - -\mathcal{O}(\neigh{S_t},t)$\label{line:argmax} - \STATE $S_t\leftarrow S_t\cup\{x^*\}$ - \ENDFOR - \IF{$\mathcal{O}(\neigh{S_t},t)>\mathcal{O}(\neigh{S},k-|S|)$} - \STATE $S\leftarrow S_t$ - \ENDIF - \ENDFOR - \RETURN $S$ - \end{algorithmic} -\end{algorithm} - -\begin{proposition} - Let $S$ be the set computed by Algorithm~\ref{alg:comb} and let us denote - by $A(S)$ the value of the adaptive policy which selects $S$ on the first - day. Then: - \begin{displaymath} - A(S) \geq \frac{1}{2}\left(1-\frac{1}{e}\right)OPT. - \end{displaymath} - Furthermore, Algorithm~\ref{alg:comb} runs in time $O\left(n\log - n+k^2m\min(\frac{k}{p_\text{min}},n)\right)$, where $m=|X|$, $n=|\neigh{X}|$ - and $p_\text{min} =\min\{p_u,u\in\neigh{X}\}$. -\end{proposition} - -\begin{proof} - For each realization of the neighbors $R$, let us define by $X_R$ the - random set which includes each $u\in R$ with probability $q_u$ on the - second day and: - \begin{displaymath} - \tilde{X}_R= - \begin{cases} - X_R&\text{if } |X_R|\leq t\\ - \emptyset&\text{otherwise} - \end{cases} - \end{displaymath} - where $t = k-|S|$. $\tilde{X}_R$ is a random variable over the feasible - solutions on the second day. As a consequence: - \begin{displaymath} - A(S) \geq \sum_{R\subseteq\neigh{S}} p_R\mathbb{E}\big[f(\tilde{X}_R)\big] - \end{displaymath} - Let us define by $Y$ the random set which includes each $u\in\neigh{X}$ - with probability $p_uq_u$ and: - \begin{displaymath} - \tilde{Y}= - \begin{cases} - Y&\text{if } |Y|\leq t\\ - \emptyset&\text{otherwise} - \end{cases}. - \end{displaymath} - It is easy to see that $\tilde{X}_R$ is the conditional expectation of - $\tilde{Y}$ given - $R$. Hence: - \begin{displaymath} - \sum_{R\subseteq\neigh{S}} p_R\mathbb{E}\big[f(\tilde{X}_R)\big] - = \mathbb{E}\big[f(\tilde{Y})\big] - \end{displaymath} - But: - \begin{align*} - \mathbb{E}\big[f(\tilde{Y})\big] - &=\sum_{T\subseteq\neigh{X}}\mathbb{P}\big[\tilde{Y}=T\big]f(T) - = \sum_{\substack{T\subseteq\neigh{X}\\|T|\leq - t}}\mathbb{P}\big[Y=T\big]f(T)\\ - &= \mathbb{E}\big[f(Y)\big]-\sum_{\substack{T\subseteq\neigh{X}\\|T|> - t}}\mathbb{P}\big[Y=T\big]f(T) - \end{align*} - Roughly: - \begin{displaymath} - \sum_{\substack{T\subseteq\neigh{X}\\|T|> - t}}\mathbb{P}\big[Y=T\big]f(T)\leq - \frac{1}{2}\mathbb{E}\big[f(Y)\big] - \end{displaymath} - Combining the above inequalities we get: - \begin{displaymath} - A(S)\geq \frac{1}{2} \mathbb{E}\big[f(Y)\big] - \end{displaymath} - But $\mathbb{E}\big[f(Y)\big]$ is precisely the value of the non-adaptive - solution computed by Algorithm~\ref{alg:comb} which is - a $\left(1-\frac{1}{e}\right)$ approximation of the - optimal non adaptive solution. Hence: - \begin{displaymath} - A(S) \geq \frac{1}{2}\left(1-\frac{1}{e}\right) OPT_{NA} - \end{displaymath} - Finally, we conclude with Proposition~\ref{prop:gap} -\end{proof} - -\subsection{From expectation to high probability} - -\subsection{Questions} - -\begin{itemize} - \item Can it be parallelized (map-reduce)? -\end{itemize} |
