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authorThibaut Horel <thibaut.horel@gmail.com>2013-06-24 23:01:34 +0200
committerThibaut Horel <thibaut.horel@gmail.com>2013-06-24 23:01:34 +0200
commitd5f4afbbf188d745439e0e15b1857fb696477d70 (patch)
treef9c6440448a67d05abff14ee413c4b82b6c51916
parent7ff4a4d46dbd64cd8bc7c07d0c7f11f13779443c (diff)
downloadrecommendation-d5f4afbbf188d745439e0e15b1857fb696477d70.tar.gz
Unifying pass over the whole paper
-rw-r--r--appendix.tex11
-rw-r--r--approximation.tex327
-rw-r--r--definitions.tex14
-rw-r--r--main.tex65
-rw-r--r--paper.tex12
-rw-r--r--problem.tex2
-rw-r--r--proofs.tex43
-rw-r--r--related.tex8
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}
diff --git a/main.tex b/main.tex
index 21260e1..0e8457c 100644
--- a/main.tex
+++ b/main.tex
@@ -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}
diff --git a/paper.tex b/paper.tex
index f0a6e93..8a8775c 100644
--- a/paper.tex
+++ b/paper.tex
@@ -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
diff --git a/proofs.tex b/proofs.tex
index 6169bb5..4cefc25 100644
--- a/proofs.tex
+++ b/proofs.tex
@@ -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,