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authorStratis Ioannidis <stratis@stratis-Latitude-E6320.(none)>2013-03-04 18:37:49 -0800
committerStratis Ioannidis <stratis@stratis-Latitude-E6320.(none)>2013-03-04 18:37:49 -0800
commitb56081efab1175872c153d2a83d0462296ffa486 (patch)
tree47a6707fa864de40cab0e4efb0e5e14c1fe065f8
parent47dc9af5afe7be4eb3a0dae93e1b97df43702a42 (diff)
downloadrecommendation-b56081efab1175872c153d2a83d0462296ffa486.tar.gz
more proof stuff
-rw-r--r--slides/BudgetFeasibleExperimentalDesign.tex118
1 files changed, 82 insertions, 36 deletions
diff --git a/slides/BudgetFeasibleExperimentalDesign.tex b/slides/BudgetFeasibleExperimentalDesign.tex
index 98de9c2..cc8a1a6 100644
--- a/slides/BudgetFeasibleExperimentalDesign.tex
+++ b/slides/BudgetFeasibleExperimentalDesign.tex
@@ -3,7 +3,7 @@
\usepackage[greek,english]{babel}
\usepackage[LGR,T1]{fontenc}
\usepackage{amsmath,bbm,verbatim}
-\usepackage{algpseudocode,algorithm}
+\usepackage{algpseudocode,algorithm,bbding}
\usepackage{graphicx}
\DeclareMathOperator*{\argmax}{arg\,max}
\DeclareMathOperator*{\argmin}{arg\,min}
@@ -12,7 +12,7 @@
\title[EconCS Seminar]{Budget Feasible Mechanisms for Experimental Design}
\author[Horel, Ioannidis, Muthu]{Thibaut Horel$^*$, \alert{Stratis Ioannidis}$^\dagger$, and S. Muthukrishnan$^\ddagger$}
-\institute[]{$^*$INRIA-ENS, $^\dagger$Technicolor, $^\ddagger$Rutgers University}
+\institute[Technicolor]{$^*$INRIA-ENS, $^\dagger$Technicolor, $^\ddagger$Rutgers University}
\setbeamercovered{transparent}
\setbeamertemplate{navigation symbols}{}
%\AtBeginSection[]
@@ -84,17 +84,17 @@
\item Linear Regression
\pause
\begin{itemize}
- \item We present a \alert{deterministic, poly-time}, truthful, budget feasible, 12.98-appriximate mechanism.
- \pause
- \vspace*{0.5cm}
- \item Previous results:
- \begin{itemize}
- \item \alert{Randomized}, poly-time, universally truthful, 7.91-approximate mechanism. [Singer 2010, Chen 2011]
- \item Deterministic, \alert{exponential time}, truthful mechanism. [Chen 2011]
- \end{itemize}
+ \item We present a \alert{deterministic, poly-time}, truthful, budget feasible, 12.98-approximate mechanism.
+ % \pause
+ % \vspace*{0.5cm}
+ % \item Previous results:
+ % \begin{itemize}
+ % \item \alert{Randomized}, poly-time, universally truthful, 7.91-approximate mechanism. [Singer 2010, Chen 2011]
+ % \item Deterministic, \alert{exponential time}, truthful mechanism. [Chen 2011]
+ % \end{itemize}
\end{itemize}
\pause
- \vspace*{1cm}
+ \vspace*{1cm}
\item Generalization to other machine learning tasks.
\end{itemize}
\end{frame}
@@ -133,7 +133,7 @@
\end{center}
\onslide<3>
\begin{center}
- $y_i\in \reals$: private data (\eg, survey answer, medical test outcome, etc.)
+ $y_i\in \reals$: private data (\eg, survey answer, medical test outcome, movie rating, etc.)
\end{center}
\onslide<4>
%\begin{}
@@ -157,7 +157,7 @@
\end{center}
\onslide<8-9>
\begin{center}
- \E\ pays subjects\visible<9>{; $y_i$ is revealed only if $i$ is paid.}
+ \E\ pays subjects\visible<9>{; $y_i$ is revealed only if $i$ is paid at least $c_i$.}
\end{center}
\onslide<10>
\begin{center}{\tt E} estimates ${\beta}$ through \emph{ridge regression}.
@@ -173,7 +173,7 @@ Goal: Determine (a) who to pay and (b) how much,\\ so that $\hat{\beta}$ is as a
%\end{enumerate}
\end{center}
\onslide<12->
- \begin{center}Users are \alert{strategic}: the may lie about costs $c_i$\visible<13>{\\ Users \alert{cannot manipulate $x_i$ or $y_i$}.} %\\(tamper-proof experiments)
+ \begin{center}Users are \alert{strategic}: they may lie about costs $c_i$\visible<13>{\\ Users \alert{cannot manipulate $x_i$ or $y_i$}.} %\\(tamper-proof experiments)
\end{center}
\end{overprint}
@@ -227,9 +227,9 @@ Let $S\subset [N]$ be the set of experiments performed, and
\item computationally efficient: polynomial time
\pause
\vspace{0.2cm}
- \item constant approximation: $V(OPT) \leq \alpha V(S)$ with:
+ \item approximation: $OPT \leq \alpha V(S)$ with:
\begin{displaymath}
- OPT = \arg\max_{S\subset \mathcal{A}} \left\{V(S)\mid \sum_{i\in S}c_i\leq B\right\}
+ OPT = \max_{S\subset \mathcal{A}} \left\{V(S)\mid \sum_{i\in S}c_i\leq B\right\}
\end{displaymath}
\end{itemize}
\end{frame}
@@ -422,11 +422,11 @@ Subjects \alert{do not lie} about $y_i$ (tamper-proof experiments).}
\item \alert{Deterministic, poly-time}, truthful mechanisms for specific submodular functions $V$ :
\vspace{0.3cm}
\begin{itemize}
- \item Knapsack: $2+\sqrt{2}$ [Singer 2010, Chen \emph{et al.}, 2011]
+ \item \textsc{Knapsack}: $2+\sqrt{2}$ [Singer 2010, Chen \emph{et al.}, 2011]
\vspace{0.3cm}
\item Matching: 7.37 [Singer, 2010]
\vspace{0.3cm}
- \item Coverage: 31 [Singer, 2012]
+ \item \textsc{Coverage}: 31 [Singer, 2012]
\vspace{0.3cm}
\end{itemize}
\end{itemize}
@@ -530,7 +530,7 @@ Subjects \alert{do not lie} about $y_i$ (tamper-proof experiments).}
\begin{frame}{Our Main Results}
\begin{theorem}<2->
- There exists deterministic, budget feasible, individually rational and truthful mechanism for
+ There exists a deterministic, budget feasible, individually rational and truthful mechanism for
EDP which runs in polynomial time. Its
approximation ratio is:
\begin{displaymath}
@@ -577,7 +577,7 @@ Stop when budget $B$ is reached.
\begin{block}{Allocation $S$:}
\begin{itemize}
\item Let $i^* = \arg\max_i V(\{i\})$
- \item Compute $S_G$ greedily over $[N]\setminus i^*$
+ \item Compute $S_G$ greedily over $[N]\setminus \{i^*\}$
\item Return $S$:
\begin{itemize}
\item Selected at random between $i^*$ and $S_G$
@@ -600,10 +600,10 @@ Stop when budget $B$ is reached.
\begin{block}{Allocation $S$}
\begin{itemize}
\item Find $i^* = \arg\max_i V(\{i\})$
- \item Compute $S_G$ greedily
+ \item Compute $S_G$ greedily over $[N]\setminus \{i^*\}$
\item Return:
\begin{itemize}
- \item $\{i^*\}$ if $V(\{i^*\}) \geq \alert<3>{V(OPT_{-i^*})}$
+ \item $\{i^*\}$ if $V(\{i^*\}) \geq \alert<3>{OPT_{-i^*}}$
\item $S_G$ otherwise
\end{itemize}
\end{itemize}
@@ -616,9 +616,10 @@ Stop when budget $B$ is reached.
\item budget-feasible
\item 8.34-approximate [Chen \etal\ 2011].
\end{itemize}
- \vspace{0.5cm}
- \pause
- \alert{Problem:} $OPT_{-i^*}$ is NP-hard to compute
+}
+\uncover<3->
+{ \vspace{0.5cm}
+ \alert{Problem:} $OPT_{-i^*}$ is NP-hard to compute\ldots
}
\end{frame}
@@ -643,7 +644,7 @@ Key idea:\\ Replace $OPT$ with a \alert{relaxation $L^*$}:\pause
\begin{itemize}
\item computable in polynomial time
\pause
- \item close to $V(OPT_{-i^*})$
+ \item close to $OPT_{-i^*}$
\pause
\item monotone in costs $c$
\end{itemize}
@@ -651,13 +652,55 @@ Key idea:\\ Replace $OPT$ with a \alert{relaxation $L^*$}:\pause
\pause
\begin{column}{0.45\textwidth}
\begin{itemize}
- \item Knapsack (Chen \etal, 2011)
- \item Coverage (Singer, 2012)
+ \item \textsc{Knapsack} (Chen \etal, 2011)
+ \item \textsc{Coverage} (Singer, 2012)
\end{itemize}
\end{column}
\end{columns}
\end{frame}
+\begin{frame}{Finding a Relaxation}
+\alt<1>{\begin{block}{Submodular Maximization}
+\vspace*{-0.4cm}
+\begin{align*}
+ \text{Maximize}\qquad &V(S) \\
+ \text{subj. to}\qquad &\textstyle\sum_{i\in S}c_i\leq B
+\end{align*}
+\end{block}
+}
+{
+\begin{block}{Multilinear Relaxation}
+\vspace*{-0.4cm}
+\begin{align*}
+ \text{Maximize}\qquad &F(\lambda)=\mathbb{E}_{\lambda}[V(S)] = \textstyle\sum_{S\subset [N]}V(S)\prod_{i\in S}\lambda_i\prod_{i\notin S}(1-\lambda_i)\\
+ \text{subj. to}\qquad &\textstyle\sum_{i\in [N]}\lambda_i c_i\leq B,\\& \lambda_i\in[0,1], i\in [N]
+\end{align*}
+\end{block}
+}
+\medskip
+\visible<2->{Replace $V$ with expectation when $i\in[N]$ is included with probability $\lambda_i$. }\visible<3->{Let $\lambda^*$ be optimal solution. Then:}
+\bigskip
+\visible<3->{
+\begin{itemize}
+\item<3->$F(\lambda^*)$ is monotone in $c$.
+\item<4->$F(\lambda^*)$ is close to $OPT$ under a certain condition on $F$ ($\epsilon$-convexity). Can be shown through \alert{pipage rounding} [Ageev and Sviridenko 2004].\\
+\end{itemize}}
+\bigskip
+\visible<5->{Good relaxation candidate, if it can be computed in poly-time.}
+\visible<6->{
+\begin{center}
+\begin{tabular}{lc}
+ \textsc{Knapsack} &\Checkmark
+\end{tabular}\qquad
+\begin{tabular}{lc}
+ \textsc{Coverage} &\XSolidBrush\\
+ EDP &\XSolidBrush
+\end{tabular}
+\end{center}
+}
+\end{frame}
+
+
\begin{frame}{Main Technical Contribution: Relaxation for EDP}
\alt<1>{\begin{block}{\textsc{EDP} }
\vspace*{-0.4cm}
@@ -678,20 +721,23 @@ Key idea:\\ Replace $OPT$ with a \alert{relaxation $L^*$}:\pause
}
\pause
\pause
+$L(\lambda^*)$ is:
\begin{itemize}
- \item Poly-time: $L$ is convex and self-concordant
+ \item Monotone in $c$
+\pause
+ \item Poly-time: $L$ is convex and self-concordant (Boyd\&Vanderberghe)
\pause
- \vspace{0.5cm}
- \item Close to $V(OPT)$:\pause
- \vspace{0.5cm}
+ % \vspace{0.5cm}
+ \item Close to $OPT$:\pause
+ % \vspace{0.5cm}
\begin{block}{Technical Lemma}
\begin{displaymath}
- L^* \leq 2 V(OPT) + V(\{i^*\})
+ L(\lambda^*) \leq 2 OPT + V(\{i^*\})
\end{displaymath}
\end{block}
\end{itemize}
\pause
- Proved using \emph{pipage rounding} [Ageev and Sviridenko 2004]
+ Proved by showing that $L(\lambda)\leq 2 F(\lambda)$, where $F$ the multilinear relaxation of $V$. %using \emph{pipage rounding} [Ageev and Sviridenko 2004]
\end{frame}
\begin{comment}
@@ -711,8 +757,8 @@ Key idea:\\ Replace $OPT$ with a \alert{relaxation $L^*$}:\pause
\pause
\begin{column}{0.45\textwidth}
\begin{itemize}
- \item Knapsack (Chen et al., 2011)
- \item Coverage (Singer, 2012)
+ \item \textsc{Knapsack} (Chen et al., 2011)
+ \item \textsc{Coverage} (Singer, 2012)
\end{itemize}
\end{column}
\end{columns}