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| author | Stratis Ioannidis <stratis@stratis-Latitude-E6320.(none)> | 2013-07-06 00:08:44 -0700 |
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| committer | Stratis Ioannidis <stratis@stratis-Latitude-E6320.(none)> | 2013-07-06 00:08:44 -0700 |
| commit | b19e9c8c9c49da4afa893134dcff8954e7a2c240 (patch) | |
| tree | 99073f0d3ae1c26cbaedeb317f343aa454f80b73 | |
| parent | 23351f5b605e351d745766817b225b6930035d27 (diff) | |
| download | recommendation-b19e9c8c9c49da4afa893134dcff8954e7a2c240.tar.gz | |
intro related
| -rw-r--r-- | abstract.tex | 2 | ||||
| -rw-r--r-- | intro.tex | 11 | ||||
| -rw-r--r-- | notes.bib | 2 | ||||
| -rw-r--r-- | related.tex | 7 |
4 files changed, 16 insertions, 6 deletions
diff --git a/abstract.tex b/abstract.tex index ae26832..327852e 100644 --- a/abstract.tex +++ b/abstract.tex @@ -18,7 +18,7 @@ We initiate the study of budgeted mechanisms for experimental design. In this se Each subject $i$ declares an associated cost $c_i >0$ to be part of the experiment, and must be paid at least her cost. In particular, the {\em Experimental Design Problem} (\SEDP) is to find a set $S$ of subjects for the experiment that maximizes $V(S) = \log\det(I_d+\sum_{i\in S}x_i\T{x_i})$ under the constraint $\sum_{i\in S}c_i\leq B$; our objective function corresponds to the information gain in parameter $\beta$ that is learned through linear regression methods, and is related to the so-called $D$-optimality criterion. Further, the subjects are \emph{strategic} and may lie about their costs. Thus, we need to design a mechanism for \SEDP{} with suitable properties. -We present a deterministic, polynomial time, truthful, budget feasible mechanism for \SEDP{}. +We present a deterministic, polynomial time, $\delta$-truthful, budget feasible mechanism for \SEDP{}. By applying previous work on budget feasible mechanisms with submodular objective, one could {\em only} have derived either an exponential time deterministic mechanism or a randomized polynomial time mechanism. Our mechanism yields a constant factor ($\approx 12.68$) approximation, and we show that no truthful, budget-feasible algorithms are possible within a factor $2$ approximation. We also show how to generalize our approach to a wide class of learning problems. @@ -41,7 +41,7 @@ subject to a budget constraint $\sum_{i\in S}c_i\leq B$, where $B$ is \E's budge \smallskip The objective function, which is the key, is formally obtained by optimizing the information gain in $\beta$ when the latter is learned through ridge regression, and is related to the so-called $D$-optimality criterion~\cite{pukelsheim2006optimal,atkinson2007optimum}. \item -We present a polynomial time, $\epsilon$-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. +We present a polynomial time, $\delta$-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 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). @@ -59,7 +59,12 @@ We note that the objective \eqref{obj} is submodular. Using this fact, applying %Though such mechanisms were known to exist for combinatorial problems with specific submodular objectives such as \textsc{Knapsack} or \textsc{Coverage}~\cite{singer-mechanisms,chen, singer-influence}, these do not readily apply to the more complicated linear-algebraic objective function \eqref{obj} of \SEDP. %{\bf S+T: could we verify that the above sentence is correct in its implication?} -From a technical perspective, we present a convex relaxation of \eqref{obj}, and show that it is within a constant factor from the so-called multi-linear relaxation of \eqref{obj}, which in turn can be related to \eqref{obj} through pipage rounding. We establish the constant factor to the multi-linear relaxation by bounding the partial derivatives of these two functions; we achieve the latter by exploiting convexity properties of matrix functions over the convex cone of positive semidefinite matrices. +%From a technical perspective, we present a convex relaxation of \eqref{obj}, and show that its optimal value is within a constant factor from the so-called multi-linear relaxation of \eqref{obj}, which in turn can be related to \eqref{obj} through pipage rounding. We establish the constant factor to the multi-linear relaxation by bounding the partial derivatives of these two functions; we achieve the latter by exploiting convexity properties of matrix functions over the convex cone of positive semidefinite matrices. + +From a technical perspective, we propose a convex optimization problem and establish that its optimal value within a constant factor from the optimal value of \EDP. + In particular, we show our relaxed objective is within a constant factor from the so-called multi-linear extension of \eqref{obj}, which in turn can be related to \eqref{obj} through pipage rounding. We establish the constant factor to the multi-linear extension by bounding the partial derivatives of these two functions; we achieve the latter by exploiting convexity properties of matrix functions over the convex cone of positive semidefinite matrices. + +Our convex relaxation of \EDP{} involves maximizing a self-concordant function subject to linear constraints. Its optimal value can be computed with arbitrary accuracy in polynomial time using the so-called barrier method. However, the outcome of this computation may not nevessarily be monotone, a property needed in designing a truthful mechanism. Nevetheless, we construct an algorithm that solves the above convex relaxation and is ``almost'' monotone; in turn, we also show that this algorithm can be employed to design a $\delta$-truthful mechanism for \EDP{}. %This allows us to adopt the approach followed by prior work in budget feasible mechanisms by Chen \emph{et al.}~\cite{chen} and Singer~\cite{singer-influence}. %{\bf FIX the last sentence} @@ -68,7 +73,7 @@ From a technical perspective, we present a convex relaxation of \eqref{obj}, and %Our approach to mechanisms for experimental design --- by % optimizing the information gain in parameters like $\beta$ which are estimated through the data analysis process --- is general. We give examples of this approach beyond linear regression to a general class that includes logistic regression and learning binary functions, and show that the corresponding budgeted mechanism design problem is also expressed through a submodular optimization. Hence, prior work \cite{chen,singer-mechanisms} immediately applies, and gives randomized, universally truthful, polynomial time, constant factor approximation mechanisms for problems in this class. Getting deterministic, truthful, polynomial time mechanisms with a constant approximation factor for this class or specific problems in it, like we did for \EDP, remains an open problem. -In what follows, we describe related work in Section~\ref{sec:related}. We briefly review experimental design and budget feasible mechanisms in Section~\ref{sec:peel} and define \SEDP\ formally. In Section~\ref{sec:main} we present our mechanism for \SEDP\ and state our main results. A generalization of our framework to machine learning tasks beyond linear regression is presented in Section~\ref{sec:ext}. +In what follows, we describe related work in Section~\ref{sec:related}. We briefly review experimental design and budget feasible mechanisms in Section~\ref{sec:peel} and define \SEDP\ formally. We present our convex relaxation to \EDP{} in Section~\ref{sec:approximation} and, finally, show how it can be used to construct our mechanism in Section~\ref{sec:main}. %we present our mechanism for \SEDP\ and state our main results. %A generalization of our framework to machine learning tasks beyond linear regression is presented in Section~\ref{sec:ext}. \junk{ @@ -1,5 +1,5 @@ @book{boyd2004convex, - title={Convex optimization}, + title={Convex Optimization}, author={Boyd, S. and Vandenberghe, L.}, year={2004}, publisher={Cambridge University Press} diff --git a/related.tex b/related.tex index 84d0762..811b440 100644 --- a/related.tex +++ b/related.tex @@ -17,7 +17,12 @@ full-information setup, Chen \emph{et al.},~propose a truthful, $8.34$-approxima \paragraph{Budget Feasible Mechanism Design on Specific Problems} -Improved bounds, as well as deterministic polynomial mechanisms, are known for specific submodular objectives. For symmetric submodular functions, a truthful mechanism with approximation ratio 2 is known, and this ratio is tight \cite{singer-mechanisms}. Singer also provides a 7.32-approximate truthful mechanism for the budget feasible version of \textsc{Matching}, and a corresponding lower bound of 2 \cite{singer-mechanisms}. Improving an earlier result by Singer, \citeN{chen} give a truthful, $2+\sqrt{2}$-approximate mechanism for \textsc{Knapsack}, and a lower bound of $1+\sqrt{2}$. Finally, a truthful, 31-approximate mechanism is also known for the budgeted version of \textsc{Coverage} \cite{singer-influence}. Our results therefore add \SEDP{} to the set of problems for which a deterministic, polynomial time, constant approximation mechanism is known. +Improved bounds, as well as deterministic polynomial mechanisms, are known for specific submodular objectives. For symmetric submodular functions, a truthful mechanism with approximation ratio 2 is known, and this ratio is tight \cite{singer-mechanisms}. Singer also provides a 7.32-approximate truthful mechanism for the budget feasible version of \textsc{Matching}, and a corresponding lower bound of 2 \cite{singer-mechanisms}. Improving an earlier result by Singer, \citeN{chen} give a truthful, $2+\sqrt{2}$-approximate mechanism for \textsc{Knapsack}, and a lower bound of $1+\sqrt{2}$. Finally, a truthful, 31-approximate mechanism is also known for the budgeted version of \textsc{Coverage} \cite{singer-influence}. + +The above deterministic mechanisms for \textsc{Knapsack} \cite{chen} and \textsc{Coverage} \cite{singer-influence} follow the same general framework, which we also employ. We describe this framework in detail in Section~\ref{sec:main}. Both of these mechanisms rely on approximating the optimal solution to the underlying combinatorial problem by a well-known LP relaxation~\cite{pipage}, which can be solved exactly in polynomial time. No such relaxation exists for \EDP, whose logarithmic objective is unlikely to be approximable through an LP. We develop instead a convex relaxation to \EDP; though, contrary to the above LP relaxations, this cannot be solved exactly, we establish that it can incorporated in the framework of \cite{chen,singer-influence} to yield a $\delta$-truthful mechanism for \EDP. + + +%Our results therefore add \SEDP{} to the set of problems for which a deterministic, polynomial time, constant approximation mechanism is known. \paragraph{Beyond Submodular Objectives} Beyond submodular objectives, it is known that no truthful mechanism with approximation ratio smaller than $n^{1/2-\epsilon}$ exists for maximizing fractionally subadditive functions (a class that includes submodular functions) assuming access to a value query oracle~\cite{singer-mechanisms}. Assuming access to a stronger oracle (the \emph{demand} oracle), there exists |
