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authorStratis Ioannidis <stratis@Stratiss-MacBook-Air.local>2013-09-22 22:15:27 +0200
committerStratis Ioannidis <stratis@Stratiss-MacBook-Air.local>2013-09-22 22:15:27 +0200
commit6f9514e0710a9ba2c1b1893911197be866f7fe70 (patch)
tree3525bc06804d09df4c560915d4930552e0041899 /intro.tex
parent76d410bcba18e660c613bd2d78f9bb1ae655411e (diff)
parent51e54c074df56a4657012c42628125cc0c7a3619 (diff)
downloadrecommendation-6f9514e0710a9ba2c1b1893911197be866f7fe70.tar.gz
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@@ -23,20 +23,15 @@ However, we are not aware of a principled study of this setting from a strategic
% When subjects are strategic, they may have an incentive to misreport their cost, leading to the need for a sophisticated choice of experiments and payments. Arguably, user incentiviation is of particular pertinence due to the extent of statistical analysis over user data on the Internet. %, which has led to the rise of several different research efforts in studying data markets \cite{...}.
-Our contributions are as follows.
-
-1. We initiate the study of experimental design in the presence of a budget and strategic subjects.
+Our contributions are as follows. \emph{(1)} We initiate the study of experimental design in the presence of a budget and strategic subjects.
%formulate the problem of experimental design subject to a given budget, in the presence of strategic agents who may lie about their costs. %In particular, we focus on linear regression. This is naturally viewed as a budget feasible mechanism design problem, in which the objective function %is sophisticated and
%is related to the covariance of the $x_i$'s.
In particular, we formulate the {\em Experimental Design Problem} (\SEDP) as
follows: the experimenter \E\ wishes to find a set $S$ of subjects to maximize
\begin{align}V(S) = \log\det\Big(I_d+\sum_{i\in S}x_i\T{x_i}\Big) \label{obj}\end{align}
subject to a budget constraint $\sum_{i\in S}c_i\leq B$, where $B$ is \E's budget. When subjects are strategic, the above problem can be naturally approached as a \emph{budget feasible mechanism design} problem, as introduced by \citeN{singer-mechanisms}.
-%, and other {\em strategic constraints} we don't list here.
-
-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}.
-
-2. We present a polynomial time mechanism scheme for \SEDP{} that is approximately truthful and yields a constant factor ($\approx 12.98$) approximation to the optimal value of \eqref{obj}. %In particular, for any small $\delta>0$ and $\varepsilon>0$, we can construct a $(12.98\,,\varepsilon)$-approximate mechanism that is $\delta$-truthful and runs in polynomial time in both $n$ and $\log\log\frac{B}{\epsilon\delta}$.
+%, and other {\em strategic constraints} we don't list here.
+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}. \emph{(2)} We present a polynomial time mechanism scheme for \SEDP{} that is approximately truthful and yields a constant factor ($\approx 12.98$) approximation to the optimal value of \eqref{obj}. %In particular, for any small $\delta>0$ and $\varepsilon>0$, we can construct a $(12.98\,,\varepsilon)$-approximate mechanism that is $\delta$-truthful and runs in polynomial time in both $n$ and $\log\log\frac{B}{\epsilon\delta}$.
In contrast to this, we show that no truthful, budget-feasible mechanisms are possible for \SEDP{} within a factor 2 approximation.
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-determi\-nis\-tic, (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).
@@ -57,7 +52,7 @@ We note that the objective \eqref{obj} is submodular. Using this fact, applying
From a technical perspective, we propose a convex optimization problem and establish that its optimal value is 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 necessarily 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; we achieve this by applying the barrier method on a set perturbed constraints, over which our objective is ``sufficiently'' concave. In turn, we show how to employ this algorithm to design a poly-time, $\delta$-truthful, constant-approximation mechanism for \EDP{}.
+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 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; we achieve this by applying the barrier method on a set perturbed constraints, over which our objective is ``sufficiently'' concave. In turn, we show how to employ this algorithm to design a poly-time, $\delta$-truthful, constant-approximation 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}