diff options
| author | Stratis Ioannidis <stratis@stratis-Latitude-E6320.(none)> | 2013-02-11 16:36:11 -0800 |
|---|---|---|
| committer | Stratis Ioannidis <stratis@stratis-Latitude-E6320.(none)> | 2013-02-11 16:36:11 -0800 |
| commit | 574e1f7e48f238efada8bff73ba26fd6dd50aaac (patch) | |
| tree | 3dd0d7a62d97dbd82b079388a2a7fb63c03b3837 | |
| parent | 05da1a98508fdc6a7e2745d7dc649ccfb921edee (diff) | |
| download | recommendation-574e1f7e48f238efada8bff73ba26fd6dd50aaac.tar.gz | |
related
| -rw-r--r-- | intro.tex | 8 | ||||
| -rw-r--r-- | problem.tex | 2 | ||||
| -rw-r--r-- | related.tex | 3 |
3 files changed, 9 insertions, 4 deletions
@@ -34,15 +34,17 @@ We initiate the study of experimental design problem in presence of budgets and %is related to the covariance of the $x_i$'s. In particular, we formulate the {\em Strategic Experimental Design Problem} (\SEDP) as follows: the experimenter \E\ wishes to find set $S$ of subjects to maximize \begin{align}V(S) = \log\det\Big(I_d+\sum_{i\in S}x_i\T{x_i}\Big) \label{obj}\end{align} -subject to a budget constraint $\sum_{i\in S}c_i\leq B$, where $B$ is \E's budget, as well as the usual constraints of truthfulness and individual rationality. %, and other {\em strategic constraints} we don't list here. +subject to a budget constraint $\sum_{i\in S}c_i\leq B$, where $B$ is \E's budget, as well as the usual constraints of truthfulness and individual rationality. +This is naturally viewed as a \emph{budget feasible mechanism design} problem, as introduced by \citeN{singer-mechanisms}. +%, and other {\em strategic constraints} we don't list here. \smallskip The objective function, which is the key, is formally obtained by optimizing the information gain in $\beta$ when the latter is learned through linear regression, and is related to the so-called $D$-optimality criterion~\cite{pukelsheim2006optimal,atkinson2007optimum}. \item -We present a polynomial time, truthful mechanism for \SEDP{}, yielding a constant factor ($\approx 12.98$) approximation to the optimal value of \eqref{obj}. In contrast to this, we show that no truthful, budget-feasible algorithms are possible for \SEDP{} within a factor 2 approximation. +We present a polynomial time, truthful mechanism for \SEDP{}, yielding a constant factor ($\approx 12.98$) approximation to the optimal value of \eqref{obj}. In contrast to this, we show that no truthful, budget-feasible mechanisms are possible for \SEDP{} within a factor 2 approximation. \smallskip -We note that the objective \eqref{obj} is submodular. Using this fact, applying previous results for budget feasible mechanisms under general submodular objectives~\cite{singer-mechanisms,chen} would yield either a deterministic, truthful, constant-approximation mechanism that requires exponential time, or a non-deterministic, (universally) truthful, poly-time mechanism that yields a constant approximation ratio only \emph{in expectation} (\emph{i.e.}, its approximation guarantee for a given instance may in fact be unbounded). +We note that the objective \eqref{obj} is submodular. Using this fact, applying previous results on budget feasible mechanism design under general submodular objectives~\cite{singer-mechanisms,chen} would yield either a deterministic, truthful, constant-approximation mechanism that requires exponential time, or a non-deterministic, (universally) truthful, poly-time mechanism that yields a constant approximation ratio only \emph{in expectation} (\emph{i.e.}, its approximation guarantee for a given instance may in fact be unbounded). \end{itemize} diff --git a/problem.tex b/problem.tex index d505280..3bdbb94 100644 --- a/problem.tex +++ b/problem.tex @@ -1,5 +1,5 @@ \label{sec:prel} -\subsection{Linear Regression and Experimental Design} +\subsection{Linear Regression and Experimental Design}\label{sec:edprelim} The theory of experimental design \cite{pukelsheim2006optimal,atkinson2007optimum,chaloner1995bayesian} considers the following formal setting. % studies how an experimenter \E\ should select the parameters of a set of experiments she is about to conduct. In general, the optimality of a particular design depends on the purpose of the experiment, \emph{i.e.}, the quantity \E\ is trying to learn or the hypothesis she is trying to validate. Due to their ubiquity in statistical analysis, a large literature on the subject focuses on learning \emph{linear models}, where \E\ wishes to fit a linear function to the data she has collected. %Putting cost considerations aside diff --git a/related.tex b/related.tex index ce84d66..318a0e7 100644 --- a/related.tex +++ b/related.tex @@ -1,6 +1,9 @@ \section{Related work} \label{sec:related} +\subsection{Experimental Design} The classic experimental design problem, which we also briefly review in Section~\ref{sec:edprelim}, deals with which $k$ experiments to conduct among a set of $n$ possible experiments. It is a well studied problem both in the non-Bayesian \cite{pukelsheim2006optimal,atkinson2007optimum,boyd2004convex} and Bayesian setting \cite{chaloner1995bayesian}. Beyond $D$-optimality, several other objectives are encountered in the literature \cite{pukelsheim2006optimal}; many involve some function of the covariance matrix of the estimate of $\beta$, such as $E$-optimality (maximizing the smallest eigenvalue of the covariance of $\beta$) or $T$-optimality (maximizing the trace). Our focus on $D$-optimality is motivated by both its tractability as well as its relationship to the information gain. %are encountered in the literature, though they do not relate to entropy as $D$-optimality. We leave the task of approaching the maximization of such objectives from a strategic point of view as an open problem. + + \subsection{Budget Feasible Mechanisms for General Submodular Functions} Budget feasible mechanism design was originally proposed by \citeN{singer-mechanisms}. Singer considers the problem of maximizing an arbitrary submodular function subject to a budget constraint in the \emph{value query} model, \emph{i.e.} assuming an oracle providing the value of the submodular objective on any given set. Singer shows that there exists a randomized, 112-approximation mechanism for submodular maximization that is \emph{universally truthful} (\emph{i.e.}, it is a randomized mechanism sampled from a distribution over truthful mechanisms). \citeN{chen} improve this result by providing a 7.91-approximate mechanism, and show a corresponding lower bound of $2$ among universally truthful randomized mechanisms for submodular maximization. |
