diff options
| author | Thibaut Horel <thibaut.horel@gmail.com> | 2013-06-24 23:01:34 +0200 |
|---|---|---|
| committer | Thibaut Horel <thibaut.horel@gmail.com> | 2013-06-24 23:01:34 +0200 |
| commit | d5f4afbbf188d745439e0e15b1857fb696477d70 (patch) | |
| tree | f9c6440448a67d05abff14ee413c4b82b6c51916 | |
| parent | 7ff4a4d46dbd64cd8bc7c07d0c7f11f13779443c (diff) | |
| download | recommendation-d5f4afbbf188d745439e0e15b1857fb696477d70.tar.gz | |
Unifying pass over the whole paper
| -rw-r--r-- | appendix.tex | 11 | ||||
| -rw-r--r-- | approximation.tex | 327 | ||||
| -rw-r--r-- | definitions.tex | 14 | ||||
| -rw-r--r-- | main.tex | 65 | ||||
| -rw-r--r-- | paper.tex | 12 | ||||
| -rw-r--r-- | problem.tex | 2 | ||||
| -rw-r--r-- | proofs.tex | 43 | ||||
| -rw-r--r-- | related.tex | 8 |
8 files changed, 271 insertions, 211 deletions
diff --git a/appendix.tex b/appendix.tex index 53bc328..2c83e04 100644 --- a/appendix.tex +++ b/appendix.tex @@ -1,12 +1,12 @@ \begin{lemma}\label{lemma:monotone} -Our mechanism for \EDP{} is monotone and budget feasible. +Our mechanism for \EDP{} is $\delta$-monotone and budget feasible. \end{lemma} \begin{proof} Consider an agent $i$ with cost $c_i$ that is selected by the mechanism, and suppose that she reports - a cost $c_i'\leq c_i$ while all other costs stay the same. + a cost $c_i'\leq c_i-\delta$ while all other costs stay the same. Suppose that when $i$ reports $c_i$, $OPT'_{-i^*} \geq C V(i^*)$; then, as $s_i(c_i,c_{-i})=1$, $i\in S_G$. - By reporting a cost $c_i'\leq c_i$, $i$ may be selected at an earlier iteration of the greedy algorithm. + By reporting cost $c_i'$, $i$ may be selected at an earlier iteration of the greedy algorithm. %using the submodularity of $V$, we see that $i$ will satisfy the greedy %selection rule: %\begin{displaymath} @@ -22,8 +22,9 @@ Our mechanism for \EDP{} is monotone and budget feasible. \frac{B}{2}\frac{V(S_i\cup\{i\})-V(S_i)}{V(S_i\cup\{i\})} \leq \frac{B}{2}\frac{V(S_i'\cup\{i\})-V(S_i')}{V(S_i'\cup\{i\})} \end{align*} - by the monotonicity and submodularity of $V$. Hence $i\in S_G'$. As - $OPT'_{-i^*}$, is the optimal value of \eqref{eq:primal} under relaxation $L$ when $i^*$ is excluded from $\mathcal{N}$, reducing the costs can only increase this value, so under $c'_i\leq c_i$ the greedy set is still allocated and $s_i(c_i',c_{-i}) =1$. + by the monotonicity and submodularity of $V$. Hence $i\in S_G'$. By + $\delta$-decreasingness of + $OPT'_{-i^*}$, under $c'_i\leq c_i-\delta$ the greedy set is still allocated and $s_i(c_i',c_{-i}) =1$. Suppose now that when $i$ reports $c_i$, $OPT'_{-i^*} < C V(i^*)$. Then $s_i(c_i,c_{-i})=1$ iff $i = i^*$. Reporting $c_{i^*}'\leq c_{i^*}$ does not change $V(i^*)$ nor $OPT'_{-i^*} \leq C V(i^*)$; thus $s_{i^*}(c_{i^*}',c_{-i^*})=1$, so the mechanism is monotone. diff --git a/approximation.tex b/approximation.tex index ced53ed..926ca1d 100644 --- a/approximation.tex +++ b/approximation.tex @@ -1,9 +1,8 @@ -Even though \EDP{} is NP-hard, designing a mechanism for this problem will -involve being able to find an approximation $\tilde{L}^*(c)$ of $OPT$ -monotonous with respect to coordinate-wise changes of the cost: if $c$ and $c'$ -are two cost vectors such that $c'=(c_i', c_{-i})$ with $c_i' \leq c_i$, then -we want $\tilde{L}(c')\geq \tilde{L}(c)$. Furthermore, we seek an approximation -that can be computed in polynomial time. +\EDP{} is NP-hard, but designing a mechanism for this problem will involve +being able to find an approximation $\tilde{L}^*(c)$ of $OPT$ with the +following three properties: first, it must be non-decreasing along +coordinate-axis, second it must have a constant approximation ratio to $OPT$ +and finally, it must be computable in polynomial time. This approximation will be obtained by introducing a concave optimization problem with a constant approximation ratio to \EDP{} @@ -15,125 +14,58 @@ object of (Section~\ref{sec:monotonicity}). \subsection{A concave relaxation of \EDP}\label{sec:concave} -Let us introduce a new function $L$: -\begin{equation}\label{eq:our-relaxation} -\forall\,\lambda\in[0,1]^n,\quad L(\lambda) \defeq -\log\det\left(I_d + \sum_{i\in\mathcal{N}} \lambda_i x_i\T{x_i}\right), -\end{equation} - -This function is a relaxation of the value function $V$ defined in -\eqref{modified} in the following sense: $L(\id_S) = V(S)$ for all -$S\subseteq\mathcal{N}$, where $\id_S$ denotes the indicator vector of $S$. - -The optimization program \eqref{eq:non-strategic} extends naturally to such -a relaxation. We define: -\begin{equation}\tag{$P_c$}\label{eq:primal} - L^*_c \defeq \max_{\lambda\in[0, 1]^{n}} - \left\{L(\lambda) \Big| \sum_{i=1}^{n} \lambda_i c_i - \leq B\right\} -\end{equation} - -\begin{proposition}\label{prop:relaxation} - $ L^*(c) \leq 2 OPT - + 2\max_{i\in\mathcal{N}}V(i)$. -\end{proposition} +A classical way of relaxing combinatorial optimization problems is +\emph{relaxing by expectation}, using the so-called \emph{multi-linear} +extension of the objective function $V$. -The proof of this proposition follows the \emph{pipage rounding} framework of -\citeN{pipage}. - -This framework uses the \emph{multi-linear} extension $F$ of the submodular -function $V$. Let $P_\mathcal{N}^\lambda(S)$ be the probability of choosing the +Let $P_\mathcal{N}^\lambda(S)$ be the probability of choosing the set $S$ if we select each element $i$ in $\mathcal{N}$ independently with probability $\lambda_i$: \begin{displaymath} P_\mathcal{N}^\lambda(S) \defeq \prod_{i\in S} \lambda_i \prod_{i\in\mathcal{N}\setminus S}( 1 - \lambda_i). \end{displaymath} -Then, the \emph{multi-linear} extension $F$ is defined by: -\begin{displaymath} +Then, the \emph{multi-linear} extension $F$ of $V$ is defined as the +expectation of $V$ under the probability distribution $P_\mathcal{N}^\lambda$: +\begin{equation}\label{eq:multi-linear} F(\lambda) \defeq \mathbb{E}_{S\sim P_\mathcal{N}^\lambda}\big[V(S)\big] = \sum_{S\subseteq\mathcal{N}} P_\mathcal{N}^\lambda(S) V(S) -\end{displaymath} +\end{equation} -For \EDP{} the multi-linear extension can be written: -\begin{equation}\label{eq:multi-linear-logdet} - F(\lambda) = \mathbb{E}_{S\sim - P_\mathcal{N}^\lambda}\bigg[\log\det \big(I_d + \sum_{i\in S} x_i\T{x_i}\big) \Big]. +This function is an extension of $V$ in the following sense: $F(\id_S) = V(S)$ for all +$S\subseteq\mathcal{N}$, where $\id_S$ denotes the indicator vector of $S$. + +\citeN{pipage} have shown how to use this extension to obtain approximation +guarantees for an interesting class of optimization problems through the +\emph{pipage rounding} framework, which has been successfully applied +in \citeN{chen, singer-influence}. + +However, for the specific function $V$ defined in \eqref{modified}, the +multi-linear extension cannot be computed (and \emph{a fortiori} maximized) in +polynomial time. Hence, we introduce a new function $L$: +\begin{equation}\label{eq:our-relaxation} +\forall\,\lambda\in[0,1]^n,\quad L(\lambda) \defeq +\log\det\left(I_d + \sum_{i\in\mathcal{N}} \lambda_i x_i\T{x_i}\right), \end{equation} Note that the relaxation $L$ that we introduced in \eqref{eq:our-relaxation}, -follows naturally from the \emph{multi-linear} relaxation by swapping the -expectation and the $\log\det$ in \eqref{eq:multi-linear-logdet}: +follows naturally from the \emph{multi-linear} extension by swapping the +expectation and $V$ in \eqref{eq:multi-linear}: \begin{displaymath} L(\lambda) = \log\det\left(\mathbb{E}_{S\sim P_\mathcal{N}^\lambda}\bigg[I_d + \sum_{i\in S} x_i\T{x_i} \bigg]\right). \end{displaymath} -The proof proceeds as follows: -\begin{itemize} -\item First, we prove that $F$ admits the following rounding property: let -$\lambda$ be a feasible element of $[0,1]^n$, it is possible to trade one -fractional component of $\lambda$ for another until one of them becomes -integral, obtaining a new element $\tilde{\lambda}$ which is both feasible and -for which $F(\tilde{\lambda})\geq F(\lambda)$. Here, by feasibility of a point -$\lambda$, we mean that it satisfies the budget constraint $\sum_{i=1}^n -\lambda_i c_i \leq B$. This rounding property is referred to in the literature -as \emph{cross-convexity} (see, \emph{e.g.}, \cite{dughmi}), or -$\varepsilon$-convexity by \citeN{pipage}. This is stated and proven in -Lemma~\ref{lemma:rounding} and allows us to bound $F$ in terms of $OPT$. -\item Next, we prove the central result of bounding $L$ appropriately in terms -of the multi-linear relaxation $F$ (Lemma \ref{lemma:relaxation-ratio}). -\item Finally, we conclude the proof of Proposition~\ref{prop:relaxation} by -combining Lemma~\ref{lemma:rounding} and Lemma~\ref{lemma:relaxation-ratio}. -\end{itemize} - -\begin{lemma}[Rounding]\label{lemma:rounding} - For any feasible $\lambda\in[0,1]^{n}$, there exists a feasible - $\bar{\lambda}\in[0,1]^{n}$ such that at most one of its components is - fractional %, that is, lies in $(0,1)$ and: - and $F_{\mathcal{N}}(\lambda)\leq F_{\mathcal{N}}(\bar{\lambda})$. -\end{lemma} -\begin{proof} - We give a rounding procedure which, given a feasible $\lambda$ with at least - two fractional components, returns some feasible $\lambda'$ with one less fractional - component such that $F(\lambda) \leq F(\lambda')$. +The optimization program \eqref{eq:non-strategic} extends naturally to such +a relaxation. We define: +\begin{equation}\tag{$P_c$}\label{eq:primal} + L^*_c \defeq \max_{\lambda\in[0, 1]^{n}} + \left\{L(\lambda) \Big| \sum_{i=1}^{n} \lambda_i c_i + \leq B\right\} +\end{equation} - Applying this procedure recursively yields the lemma's result. - Let us consider such a feasible $\lambda$. Let $i$ and $j$ be two - fractional components of $\lambda$ and let us define the following - function: - \begin{displaymath} - F_\lambda(\varepsilon) = F(\lambda_\varepsilon) - \quad\textrm{where} \quad - \lambda_\varepsilon = \lambda + \varepsilon\left(e_i-\frac{c_i}{c_j}e_j\right) - \end{displaymath} - It is easy to see that if $\lambda$ is feasible, then: - \begin{equation}\label{eq:convex-interval} - \forall\varepsilon\in\Big[\max\Big(-\lambda_i,(\lambda_j-1)\frac{c_j}{c_i}\Big), \min\Big(1-\lambda_i, \lambda_j - \frac{c_j}{c_i}\Big)\Big],\; - \lambda_\varepsilon\;\;\textrm{is feasible} - \end{equation} - Furthermore, the function $F_\lambda$ is convex; indeed: - \begin{align*} - F_\lambda(\varepsilon) - & = \mathbb{E}_{S'\sim P_{\mathcal{N}\setminus\{i,j\}}^\lambda(S')}\Big[ - (\lambda_i+\varepsilon)\Big(\lambda_j-\varepsilon\frac{c_i}{c_j}\Big)V(S'\cup\{i,j\})\\ - & + (\lambda_i+\varepsilon)\Big(1-\lambda_j+\varepsilon\frac{c_i}{c_j}\Big)V(S'\cup\{i\}) - + (1-\lambda_i-\varepsilon)\Big(\lambda_j-\varepsilon\frac{c_i}{c_j}\Big)V(S'\cup\{j\})\\ - & + (1-\lambda_i-\varepsilon)\Big(1-\lambda_j+\varepsilon\frac{c_i}{c_j}\Big)V(S')\Big] - \end{align*} - Thus, $F_\lambda$ is a degree 2 polynomial whose dominant coefficient is: - \begin{displaymath} - \frac{c_i}{c_j}\mathbb{E}_{S'\sim - P_{\mathcal{N}\setminus\{i,j\}}^\lambda(S')}\Big[ - V(S'\cup\{i\})+V(S'\cup\{i\})\\ - -V(S'\cup\{i,j\})-V(S')\Big] - \end{displaymath} - which is positive by submodularity of $V$. Hence, the maximum of - $F_\lambda$ over the interval given in \eqref{eq:convex-interval} is - attained at one of its limit, at which either the $i$-th or $j$-th component of - $\lambda_\varepsilon$ becomes integral. -\end{proof} +The key property of the relaxation $L$, which is our main technical result, is +that it has constant approximation ratios to the multi-linear extension $F$. \begin{lemma}\label{lemma:relaxation-ratio} % The following inequality holds: @@ -306,11 +238,77 @@ Having bound the ratio between the partial derivatives, we now bound the ratio $ function $V$. Hence, the ratio is equal to 1 on the vertices. \end{proof} -To conclude the proof of Proposition~\ref{prop:relaxation}, let us consider -a feasible point $\lambda^*\in[0,1]^{n}$ such that $L(\lambda^*) = L^*_c$. By -applying Lemma~\ref{lemma:relaxation-ratio} and Lemma~\ref{lemma:rounding} we -get a feasible point $\bar{\lambda}$ with at most one fractional component such -that +We now prove that $F$ admits the following exchange property: let +$\lambda$ be a feasible element of $[0,1]^n$, it is possible to trade one +fractional component of $\lambda$ for another until one of them becomes +integral, obtaining a new element $\tilde{\lambda}$ which is both feasible and +for which $F(\tilde{\lambda})\geq F(\lambda)$. Here, by feasibility of a point +$\lambda$, we mean that it satisfies the budget constraint $\sum_{i=1}^n +\lambda_i c_i \leq B$. This rounding property is referred to in the literature +as \emph{cross-convexity} (see, \emph{e.g.}, \cite{dughmi}), or +$\varepsilon$-convexity by \citeN{pipage}. + +\begin{lemma}[Rounding]\label{lemma:rounding} + For any feasible $\lambda\in[0,1]^{n}$, there exists a feasible + $\bar{\lambda}\in[0,1]^{n}$ such that at most one of its components is + fractional %, that is, lies in $(0,1)$ and: + and $F_{\mathcal{N}}(\lambda)\leq F_{\mathcal{N}}(\bar{\lambda})$. +\end{lemma} +\begin{proof} + We give a rounding procedure which, given a feasible $\lambda$ with at least + two fractional components, returns some feasible $\lambda'$ with one less fractional + component such that $F(\lambda) \leq F(\lambda')$. + + Applying this procedure recursively yields the lemma's result. + Let us consider such a feasible $\lambda$. Let $i$ and $j$ be two + fractional components of $\lambda$ and let us define the following + function: + \begin{displaymath} + F_\lambda(\varepsilon) = F(\lambda_\varepsilon) + \quad\textrm{where} \quad + \lambda_\varepsilon = \lambda + \varepsilon\left(e_i-\frac{c_i}{c_j}e_j\right) + \end{displaymath} + It is easy to see that if $\lambda$ is feasible, then: + \begin{equation}\label{eq:convex-interval} + \forall\varepsilon\in\Big[\max\Big(-\lambda_i,(\lambda_j-1)\frac{c_j}{c_i}\Big), \min\Big(1-\lambda_i, \lambda_j + \frac{c_j}{c_i}\Big)\Big],\; + \lambda_\varepsilon\;\;\textrm{is feasible} + \end{equation} + Furthermore, the function $F_\lambda$ is convex; indeed: + \begin{align*} + F_\lambda(\varepsilon) + & = \mathbb{E}_{S'\sim P_{\mathcal{N}\setminus\{i,j\}}^\lambda(S')}\Big[ + (\lambda_i+\varepsilon)\Big(\lambda_j-\varepsilon\frac{c_i}{c_j}\Big)V(S'\cup\{i,j\})\\ + & + (\lambda_i+\varepsilon)\Big(1-\lambda_j+\varepsilon\frac{c_i}{c_j}\Big)V(S'\cup\{i\}) + + (1-\lambda_i-\varepsilon)\Big(\lambda_j-\varepsilon\frac{c_i}{c_j}\Big)V(S'\cup\{j\})\\ + & + (1-\lambda_i-\varepsilon)\Big(1-\lambda_j+\varepsilon\frac{c_i}{c_j}\Big)V(S')\Big] + \end{align*} + Thus, $F_\lambda$ is a degree 2 polynomial whose dominant coefficient is: + \begin{displaymath} + \frac{c_i}{c_j}\mathbb{E}_{S'\sim + P_{\mathcal{N}\setminus\{i,j\}}^\lambda(S')}\Big[ + V(S'\cup\{i\})+V(S'\cup\{i\})\\ + -V(S'\cup\{i,j\})-V(S')\Big] + \end{displaymath} + which is positive by submodularity of $V$. Hence, the maximum of + $F_\lambda$ over the interval given in \eqref{eq:convex-interval} is + attained at one of its limit, at which either the $i$-th or $j$-th component of + $\lambda_\varepsilon$ becomes integral. +\end{proof} + +Using Lemma~\ref{lemma:rounding}, we can relate the multi-linear extension to +$OPT$, and Lemma~\ref{lemma:relaxation-ratio} relates our relaxation $L$ to the +multi-linear extension. Putting these together gives us the following result: + +\begin{proposition}\label{prop:relaxation} +$L^*_c \leq 2 OPT + 2\max_{i\in\mathcal{N}}V(i)$. +\end{proposition} + +\begin{proof} +Let us consider a feasible point $\lambda^*\in[0,1]^{n}$ such that +$L(\lambda^*) = L^*_c$. By applying Lemma~\ref{lemma:relaxation-ratio} and +Lemma~\ref{lemma:rounding} we get a feasible point $\bar{\lambda}$ with at most +one fractional component such that \begin{equation}\label{eq:e1} L(\lambda^*) \leq 2 F(\bar{\lambda}). \end{equation} @@ -329,43 +327,81 @@ that \begin{equation}\label{eq:e2} F(\bar{\lambda}) \leq OPT + \max_{i\in\mathcal{N}} V(i). \end{equation} - Together, \eqref{eq:e1} and \eqref{eq:e2} imply the lemma. \hspace*{\stretch{1}}\qed + Together, \eqref{eq:e1} and \eqref{eq:e2} imply the lemma. +\end{proof} -\subsection{A monotonous Newton's estimator}\label{sec:monotonicity} +\subsection{A monotonous estimator}\label{sec:monotonicity} -\textbf{TODO} Explain that we only get approximate monotonicity, but even -that is not immediate since the variation induced by a change of cost on -coordinate $i$ depends on the allocation at this coordinate which can be -arbitrarily small. +The $\log\det$ function is concave and self-concordant (see +\cite{boyd2004convex}), in this case, the analysis of the barrier method in +in \cite{boyd2004convex} (Section 11.5.5) can be summarized in the following +lemma: -For the ease of presentation, we normalize the costs by dividing them by the -budget $B$ so that the budget constraint in \eqref{eq:primal} now reads -$\T{c}\lambda\leq 1$. +\begin{lemma}\label{lemma:barrier} +For any $\varepsilon>0$, the barrier method computes an $\varepsilon$-accurate +approximation of $L^*_c$ in time $O(poly(n,d,\log\log\varepsilon^{-1})$. +\end{lemma} -\begin{proposition}\label{prop:monotonicity} - Let $\delta\in(0,1]$. For any $\varepsilon\in(0,1]$, there exists - an algorithm which computes an approximate solution $\tilde{L}^*_c$ to - \eqref{eq:primal} such that: - \begin{enumerate} - \item $|\tilde{L}^*_c - L^*_c| \leq \varepsilon$ - \item for all $c' = (c_i', c_{-i})$ with $c_i'\leq c_i-\delta$, $\tilde{L}^*_c \leq \tilde{L}^*_{c'}$ - \item the routine's running time is $O\big(poly(n, d, \log\log\frac{1}{b\varepsilon\delta})\big)$ - \end{enumerate} -\end{proposition} +Note however that even though $L^*_c$ is non-decreasing along coordinate axis +(if one of the cost decreases, then the feasible set of \eqref{eq:primal} +increases), this will not necessarily be the case for an $\varepsilon$-accurate +approximation of $L^*_c$ and Lemma~\ref{lemma:barrier} in itself is not +sufficient to provide an approximation satisfying the +properties requested at the beginning of Section~\ref{sec:approximation}. -We consider a perturbation of \eqref{eq:primal} by introducing: +The estimator we will construct in this section will have a slightly weaker +form of coordinate-wise monotonicity: \emph{$\delta$-monotonicity}. + +\begin{definition} +Let $f$ be a function from $\reals^n$ to $\reals$, we say that $f$ is +\emph{$\delta$-increasing} iff: +\begin{displaymath} + \forall x\in\reals^n,\; + \forall \mu\geq\delta,\; + \forall i\in\{1,\ldots,n\},\; + f(x+\mu e_i)\geq f(x) +\end{displaymath} +where $e_i$ is the $i$-th basis vector of $\reals^n$. We define +\emph{$\delta$-decreasing} functions similarly. +\end{definition} + +For the ease of presentation, we normalize the costs by dividing them by the +budget $B$ so that the budget constraint in \eqref{eq:primal} now reads +$\T{c}\lambda\leq 1$. We consider a perturbation of \eqref{eq:primal} by +introducing: \begin{equation}\tag{$P_{c, \alpha}$}\label{eq:perturbed-primal} L^*_c(\alpha) \defeq \max_{\lambda\in[\alpha, 1]^{n}} \left\{L(\lambda) \Big| \sum_{i=1}^{n} \lambda_i c_i - \leq B\right\} + \leq 1\right\} \end{equation} Note that we have $L^*_c = L^*_c(0)$. We will also assume that $\alpha<\frac{1}{n}$ so that \eqref{eq:perturbed-primal} has at least one feasible point: $(\frac{1}{n},\ldots,\frac{1}{n})$. -Having introduced this perturbed problem, we show that its optimal value is -close to the optimal value of \eqref{eq:primal} (Lemma~\ref{lemma:proximity}) -while being well-behaved with respect to changes of the cost +The $\delta$-decreasing approximation of $L^*_c$ is obtained by computing an +approximate solution of \eqref{eq:perturbed-primal}. + +\begin{algorithm}[h] + \caption{}\label{alg:monotone} + \begin{algorithmic}[1] + \State $\alpha \gets \varepsilon(\delta+n^2)^{-1} $ + + \State Compute a $\frac{1}{2^{n+1}}\alpha\delta b$-accurate approximation of + $L^*_c(\alpha)$ using the barrier method + \end{algorithmic} +\end{algorithm} + +\begin{proposition}\label{prop:monotonicity} + For any $\delta\in(0,1]$ and any $\varepsilon\in(0,1]$, + Algorithm~\ref{alg:monotone} computes a $\delta$-decreasing, + $\varepsilon$-accurate approximation of $L^*_c$. The running time of the + algorithm is $O\big(poly(n, d, \log\log\frac{1}{b\varepsilon\delta})\big)$ +\end{proposition} + + +We show that the optimal value of \eqref{eq:perturbed-primal} is close to the +optimal value of \eqref{eq:primal} (Lemma~\ref{lemma:proximity}) while being +well-behaved with respect to changes of the cost (Lemma~\ref{lemma:monotonicity}). These lemmas together imply Proposition~\ref{prop:monotonicity}. @@ -560,20 +596,18 @@ In particular, $|L^*_c - L^*_c(\alpha)| \leq \alpha n^2$. \subsubsection*{End of the proof of Proposition~\ref{prop:monotonicity}} -Let $\varepsilon$ in $(0, 1]$. The routine works as follows: set $\alpha\defeq -\varepsilon(\delta + n^2)^{-1}$ and return an approximation $\tilde{L}^*_c$ of -$L^*_c(\alpha)$ with an accuracy $\frac{1}{2^{n+1}}\alpha\delta b$ computed by -a standard convex optimization algorithm. Note that this choice of $\alpha$ -implies $\alpha<\frac{1}{n}$ as required. - +Let $\tilde{L}^*_c$ be the approximation computed by +Algorithm~\ref{alg:monotone}. \begin{enumerate} \item using Lemma~\ref{lemma:proximity}: \begin{displaymath} |\tilde{L}^*_c - L^*_c| \leq |\tilde{L}^*_c - L^*_c(\alpha)| + |L^*_c(\alpha) - L^*_c| \leq \alpha\delta + \alpha n^2 = \varepsilon \end{displaymath} +which proves the $\varepsilon$-accuracy. -\item let $c' = (c_i', c_{-i})$ with $c_i'\leq c_i-\delta$, then: +\item for the $\delta$-decreasingness, let $c' = (c_i', c_{-i})$ with $c_i'\leq + c_i-\delta$, then: \begin{displaymath} \tilde{L}^*_{c'} \geq L^*_{c'} - \frac{\alpha\delta b}{2^{n+1}} \geq L^*_c + \frac{\alpha\delta b}{2^{n+1}} @@ -587,14 +621,9 @@ the inner inequality follows from Lemma~\ref{lemma:monotonicity}. A\defeq\frac{\varepsilon\delta b}{2^{n+1}(\delta + n^2)} \end{displaymath} -The function $L$ is well-known to be concave and even self-concordant (see -\emph{e.g.}, \cite{boyd2004convex}). In this case, the analysis of Newton's -method for self-concordant functions in \cite{boyd2004convex}, shows that -finding the maximum of $L$ to any precision $A$ can be done in -$O(\log\log A^{-1})$ iterations. Note that: +Note that: \begin{displaymath} \log\log A^{-1} = O\bigg(\log\log\frac{1}{\varepsilon\delta b} + \log n\bigg) \end{displaymath} -Furthermore, each iteration of Newton's method can be done in time $O\big(poly(n, -d)\big)$.\qed +Using Lemma~\ref{lemma:barrier} concludes the proof of the running time.\qed \end{enumerate} diff --git a/definitions.tex b/definitions.tex index 281b290..a05edae 100644 --- a/definitions.tex +++ b/definitions.tex @@ -1,12 +1,14 @@ \newcommand{\mutual}{\ensuremath{{I}}} \newcommand{\entropy}{\ensuremath{{H}}} \newtheorem{lemma}{Lemma} -\newtheorem{proposition}{Proposition} -\newtheorem{fact}{Fact} -\newtheorem{example}{Example} -\newtheorem{prop}{Proposition} -\newtheorem{theorem}{Theorem} -\newtheorem{corollary}{Corollary} +\newtheorem{proposition}[lemma]{Proposition} +\newtheorem{fact}[lemma]{Fact} +\newtheorem{example}[lemma]{Example} +\newtheorem{prop}[lemma]{Proposition} +\newtheorem{theorem}[lemma]{Theorem} +\newtheorem{corollary}[lemma]{Corollary} +\theoremstyle{definition} +\newtheorem*{definition}{Definition} \newcommand{\citeN}{\citet} %\newcommand*{\defeq}{\stackrel{\text{def}}{=}} \newcommand*{\defeq}{\equiv} @@ -50,7 +50,7 @@ in the full-information case, cannot be computed in poly-time when the underlying problem is NP-hard (unless P=NP), as is the case for \SEDP{}. Instead, \citeN{singer-mechanisms} and \citeN{chen} -suggest to replace $OPT_{-i^*}$ by a quantity $OPT'_{-i^*}$ satisfying the +suggest to approximate $OPT_{-i^*}$ by a quantity $OPT'_{-i^*}$ satisfying the following properties: \begin{itemize} \item $OPT'_{-i^*}$ must not depend on agent $i^*$'s reported @@ -61,27 +61,52 @@ following properties: \item $OPT'_{-i^*}$ must be computable in polynomial time. \end{itemize} - One of the main technical contributions of \citeN{chen} and -\citeN{singer-influence} is to come up with appropriate such relaxations for -\textsc{Knapsack} and \textsc{Coverage}, respectively. +\citeN{singer-influence} is to come up with appropriate such quantity by +considering relaxations of \textsc{Knapsack} and \textsc{Coverage}, +respectively. \subsection{Our Approach} +Using the results from Section~\ref{sec:approximation}, we come up with +a suitable approximation $OPT_{-i^*}'$ of $OPT_{-i^*}$. Our approximation being +$\delta$-decreasing, the resulting mechanism will be $\delta$-truthful as +defined below. + +\begin{definition} +Let $\mathcal{M}= (S, p)$ a mechanism, and let $s$ denote the indicator +function of $S$ ($s_i(c) = \id_{i\in S(c)}$). We say that $\mathcal{M}$ is +$\delta$-truthful iff: +\begin{displaymath} +\forall c\in\reals_+^n,\; +\forall\mu\geq\delta,\; +\forall i\in\{1,\ldots,n\},\; +p(c)-s_i(c)\cdot c_i \geq p(c+\mu e_i) - s_i(c+\mu e_i)\cdot c_i +\end{displaymath} +where $e_i$ is the $i$-th basis vector of $\reals^n$. +\end{definition} + +$\delta$-truthfulness will follow from $\delta$-monotonicity by the following +variant of Myerson's theorem. -\begin{comment} -The main challenge -will be to prove that $OPT'_{-i^*}$, for our relaxation $L$, is close to -$OPT_{-i^*}$. -We show this by establishing that $L$ is within a constant factor from the so-called multi-linear relaxation of \eqref{modified}, which in turn can be related to \eqref{modified} through pipage rounding. We establish the constant factor to the multi-linear relaxation by bounding the partial derivatives of these two functions; we obtain the latter bound by exploiting convexity properties of matrix functions over the convex cone of positive semidefinite matrices. -\end{comment} +\begin{lemma}\label{thm:myerson-variant} +\sloppy A normalized mechanism $\mathcal{M} = (S,p)$ for a single parameter auction is +$\delta$-truthful iff: +(a) $S$ is $\delta$-decreasing, \emph{i.e.}, for any agent $i$ and $c_i' \leq +c_i-\delta$, for any +fixed costs $c_{-i}$ of agents in $\mathcal{N}\setminus\{i\}$, $i\in S(c_i, +c_{-i})$ implies $i\in S(c_i', c_{-i})$, and (b) + agents are paid \emph{threshold payments}, \emph{i.e.}, for all $i\in S(c)$, $p_i(c)=\inf\{c_i': i\in S(c_i', c_{-i})\}$. +\end{lemma} \begin{algorithm}[t] \caption{Mechanism for \SEDP{}}\label{mechanism} \begin{algorithmic}[1] \State $\mathcal{N} \gets \mathcal{N}\setminus\{i\in\mathcal{N} : c_i > B\}$ \State $i^* \gets \argmax_{j\in\mathcal{N}}V(j)$ - \State $OPT'_{-i^*} \gets \max_{\lambda\in[0,1]^{n}} \{L(\lambda) + \State $OPT'_{-i^*} \gets$ using Proposition~\ref{prop:monotonicity}, + compute a $\varepsilon$-accurate, $\delta$-decreasing + approximation of $\max_{\lambda\in[0,1]^{n}} \{L(\lambda) \mid \lambda_{i^*}=0,\sum_{i \in \mathcal{N}\setminus\{i^*\}}c_i\lambda_i\leq B\}$ \Statex \If{$OPT'_{-i^*} < C \cdot V(i^*)$} \label{c} @@ -100,7 +125,7 @@ We show this by establishing that $L$ is within a constant factor from the so-ca \end{algorithm} \fussy -In summary, the resulting mechanism for \EDP{} is composed of +Our mechanism for \EDP{} is composed of \begin{itemize} \item the allocation function presented in Algorithm~\ref{mechanism}, and \item the payment function which pays each allocated agent $i$ her threshold @@ -114,11 +139,13 @@ be found in~\cite{singer-mechanisms}. We can now state our main result: \begin{theorem}\label{thm:main} \sloppy - The allocation described in Algorithm~\ref{mechanism}, along with threshold - payments, is truthful, individually rational and budget feasible. - Furthermore, there exists an absolute constant $C$ such that, for any - $\varepsilon>0$, the mechanism runs in time $O\left(\text{poly}(n, d, - \log\log \varepsilon^{-1})\right)$ and returns a set $S^*$ such that: + For any $\delta$, the allocation described in Algorithm~\ref{mechanism}, + along with threshold payments, is $\delta$-truthful, individually rational + and budget feasible. Furthermore, there exists an absolute constant $C$ + such that, for any $\varepsilon>0$, the mechanism runs in time + $O\big(poly(n, d, \log\log\frac{1}{b\varepsilon\delta})\big)$ + and returns + a set $S^*$ such that: \begin{align*} OPT & \leq \frac{10e-3 + \sqrt{64e^2-24e + 9}}{2(e-1)} V(S^*)+ @@ -129,7 +156,9 @@ We can now state our main result: The value of the constant $C$ is given by \eqref{eq:constant} in Section~\ref{sec:proofofmainthm}. In addition, we prove the following simple lower bound. + \begin{theorem}\label{thm:lowerbound} -There is no $2$-approximate, truthful, budget feasible, individually rational mechanism for EDP. +There is no $2$-approximate, truthful, budget feasible, individually rational +mechanism for EDP. \end{theorem} @@ -1,5 +1,5 @@ -\documentclass[11pt]{article} -\usepackage[vmargin=1.5in]{geometry} +\documentclass[11pt,letterpaper]{article} +\usepackage[margin=1in]{geometry} \usepackage[numbers]{natbib} \usepackage[utf8]{inputenc} \usepackage{amsmath,amsfonts} @@ -10,7 +10,7 @@ \input{definitions} \title{Budget Feasible Mechanisms for Experimental Design} \author{ - Thibaut Horel\\École normale supérieure\\\texttt{thibaut.horel@ens.fr} + Thibaut Horel\\École Normale Supérieure\\\texttt{thibaut.horel@ens.fr} \and Stratis Ioannidis\\Technicolor\\\texttt{stratis.ioannidis@technicolor.com} \and @@ -19,17 +19,19 @@ \begin{document} \maketitle +\thispagestyle{empty} \begin{abstract} \input{abstract} \end{abstract} -\newpage +\clearpage +\setcounter{page}{1} \section{Introduction} \input{intro} \section{Preliminaries}\label{sec:peel} \input{problem} -\section{Approximation results} +\section{Approximation results}\label{sec:approximation} \input{approximation} \section{Mechanism for \SEDP{}} \input{main} diff --git a/problem.tex b/problem.tex index c9037b0..6bfac6b 100644 --- a/problem.tex +++ b/problem.tex @@ -197,7 +197,7 @@ a characterization of truthful mechanisms. truthful iff: %\begin{enumerate} %\item -(a) $f$ is \emph{monotone}, \emph{i.e.}, for any agent $i$ and $c_i' \leq c_i$, for any +(a) $S$ is \emph{monotone}, \emph{i.e.}, for any agent $i$ and $c_i' \leq c_i$, for any fixed costs $c_{-i}$ of agents in $\mathcal{N}\setminus\{i\}$, $i\in S(c_i, c_{-i})$ implies $i\in S(c_i', c_{-i})$, and (b) %\item @@ -1,26 +1,25 @@ \subsection{Proof of Theorem~\ref{thm:main}}\label{sec:proofofmainthm} -We now present the proof of Theorem~\ref{thm:main}. Truthfulness and individual -rationality follow from monotonicity and threshold payments. Monotonicity and -budget feasibility follow the same steps as the analysis of \citeN{chen}; - for the sake of completeness, we restate their proof in the Appendix. +We now present the proof of Theorem~\ref{thm:main}. $\delta$-truthfulness and +individual rationality follow from $\delta$-monotonicity and threshold +payments. $\delta$-monotonicity and budget feasibility follow the same steps as the +analysis of \citeN{chen}; for the sake of completeness, we restate their proof +in the Appendix. The complexity of the mechanism is given by the following lemma. \begin{lemma}[Complexity]\label{lemma:complexity} - For any $\varepsilon > 0$, the complexity of the mechanism is - $O(\text{poly}(n, d, \log\log \varepsilon^{-1}))$. + For any $\varepsilon > 0$ and any $\delta>0$, the complexity of the mechanism is + $O\big(poly(n, d, \log\log\frac{1}{b\varepsilon\delta})\big)$ \end{lemma} \begin{proof} The value function $V$ in \eqref{modified} can be computed in time $O(\text{poly}(n, d))$ and the mechanism only involves a linear number of queries to the function $V$. - The function $\log\det$ is concave and self-concordant (see - \cite{boyd2004convex}), so for any $\varepsilon$, its maximum can be found - to a precision $\varepsilon$ in $O(\log\log\varepsilon^{-1})$ of iterations of Newton's method. Each iteration can be - done in time $O(\text{poly}(n, d))$. Thus, line 3 of - Algorithm~\ref{mechanism} can be computed in time + + By Proposition~\ref{prop:monotonicity}, line 3 of Algorithm~\ref{mechanism} + can be computed in time $O(\text{poly}(n, d, \log\log \varepsilon^{-1}))$. Hence the allocation function's complexity is as stated. %Payments can be easily computed in time $O(\text{poly}(n, d))$ as in prior work. @@ -55,28 +54,26 @@ OPT \leq \frac{10e\!-\!3 + \sqrt{64e^2\!-\!24e\!+\!9}}{2(e\!-\!1)} V(S^*)\! + \! \varepsilon . \end{equation} -To see this, let $OPT_{-i^*}'$ be the true maximum value of $L$ subject to -$\lambda_{i^*}=0$, $\sum_{i\in \mathcal{N}\setminus{i^*}}c_i\leq B$. Assume -that on line 3 of Algorithm~\ref{mechanism}, a quantity $\tilde{L}$ such that -$\tilde{L}-\varepsilon\leq OPT_{-i^*}' \leq \tilde{L}+\varepsilon$ has been -computed (Lemma~\ref{lemma:complexity} states that this is computed in time -within our complexity guarantee). +To see this, let $L^*_{-i^*}$ be the true maximum value of $L$ subject to +$\lambda_{i^*}=0$, $\sum_{i\in \mathcal{N}\setminus{i^*}}c_i\leq B$. From line +3 of Algorithm~\ref{mechanism}, we have +$L^*_{-i^*}-\varepsilon\leq OPT_{-i^*}' \leq L^*_{-i^*}+\varepsilon$. -If the condition on line 3 of the algorithm holds, then +If the condition on line 4 of the algorithm holds, then \begin{displaymath} - V(i^*) \geq \frac{1}{C}OPT_{-i^*}'-\frac{\varepsilon}{C} \geq - \frac{1}{C}OPT_{-i^*} -\frac{\varepsilon}{C} + V(i^*) \geq \frac{1}{C}L^*_{-i^*}-\frac{\varepsilon}{C} \geq + \frac{1}{C}OPT_{-i^*} -\frac{\varepsilon}{C}. \end{displaymath} -as $L$ is a fractional relaxation of $V$. Also, $OPT \leq OPT_{-i^*} + V(i^*)$, +Indeed, $L^*_{-i^*}\geq OPT_{-i^*}$ as $L$ is a fractional relaxation of $V$. Also, $OPT \leq OPT_{-i^*} + V(i^*)$, hence, \begin{equation}\label{eq:bound1} OPT\leq (1+C)V(i^*) + \varepsilon. \end{equation} -If the condition does not hold, by observing that $OPT'_{-i^*}\leq OPT'$ and +If the condition does not hold, by observing that $L^*_{-i^*}\leq L^*_c$ and applying Proposition~\ref{prop:relaxation}, we get \begin{displaymath} - V(i^*) \stackrel{}\leq \frac{1}{C}OPT_{-i^*}' + \frac{\varepsilon}{C} + V(i^*)\leq \frac{1}{C}L^*_{-i^*} + \frac{\varepsilon}{C} \leq \frac{1}{C} \big(2 OPT + 2 V(i^*)\big) + \frac{\varepsilon}{C}. \end{displaymath} Applying Lemma~\ref{lemma:greedy-bound}, diff --git a/related.tex b/related.tex index 66d0d0e..84d0762 100644 --- a/related.tex +++ b/related.tex @@ -3,7 +3,7 @@ \junk{\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} +\paragraph{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. @@ -16,10 +16,10 @@ However, assuming access to an oracle providing the optimum in the full-information setup, Chen \emph{et al.},~propose a truthful, $8.34$-approximate mechanism; in cases for which the full information problem is NP-hard, as the one we consider here, this mechanism is not poly-time, unless P=NP. Chen \emph{et al.}~also prove a $1+\sqrt{2}$ lower bound for truthful deterministic mechanisms, improving upon an earlier bound of 2 by \citeN{singer-mechanisms}. -\subsection{Budget Feasible Mechanism Design on Specific Problems} +\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. -\subsection{Beyond Submodular Objectives} +\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 a truthful, $O(\log^3 n)$-approximate mechanism \cite{dobz2011-mechanisms} as well as a universally truthful, $O(\frac{\log n}{\log \log n})$-approximate mechanism for subadditive maximization @@ -27,7 +27,7 @@ a truthful, $O(\log^3 n)$-approximate mechanism Posted price, rather than direct revelation mechanisms, are also studied in \cite{singerposted}. -\subsection{Data Markets} +\paragraph{Data Markets} A series of recent papers \cite{mcsherrytalwar,approximatemechanismdesign,xiao:privacy-truthfulness,chen:privacy-truthfulness} consider the related problem of retrieving data from an \textit{unverified} database, where strategic users may misreport their data to ensure their privacy. %\citeN{mcsherrytalwar} argue that \emph{differentially private} mechanisms offer a form of \emph{approximate truthfulness}: if users have a utility that depends on their privacy, reporting their data untruthfully can only increase their utility by a small amount. %\citeN{xiao:privacy-truthfulness}, improving upon earlier work by~\citeN{approximatemechanismdesign}, constructs mechanisms that simultaneously achieve exact truthfulness as well as differential privacy. We depart by assuming that experiment outcomes are tamper-proof and cannot be manipulated. A different set of papers \cite{ghosh-roth:privacy-auction,roth-liggett,pranav} consider a setting where data cannot be misreported, but the utility of users is a function of the differential privacy guarantee an analyst provides them. We do not focus on privacy; any privacy costs in our setup are internalized in the costs $c_i$. %Eliciting private data through a \emph{survey} \cite{roth-liggett}, whereby individuals first decide whether to participate in the survey and then report their data, |
