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| author | Stratis Ioannidis <stratis@stratis-Latitude-E6320.(none)> | 2012-11-05 11:20:02 -0800 |
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| committer | Stratis Ioannidis <stratis@stratis-Latitude-E6320.(none)> | 2012-11-05 11:20:02 -0800 |
| commit | aae88b4620e3b267915c59678bde1a6f0d2c14e3 (patch) | |
| tree | 4c97dd48409fe0c44ee9937abd6c63bd86061dbd /main.tex | |
| parent | ff48f359b3b0bd0bd1b7252457bfd9fce71ed545 (diff) | |
| download | recommendation-aae88b4620e3b267915c59678bde1a6f0d2c14e3.tar.gz | |
muthu changes
Diffstat (limited to 'main.tex')
| -rw-r--r-- | main.tex | 118 |
1 files changed, 85 insertions, 33 deletions
@@ -26,7 +26,7 @@ considered. %its value as a singleton set: $V(\{i\})$. If there is no ambiguity, we will write %$V(i)$ instead of $V(\{i\})$. Unfortunately, even for the full information case, the greedy algorithm gives an -unbounded approximation ratio. Instead, we have: +unbounded approximation ratio. Instead, \junk{ Let $i^* = \argmax_{i\in\mathcal{N}} V(i)$ be the element of maximum value. @@ -40,7 +40,7 @@ following result from Singer \cite{singer-influence} which follows from Chen \emph{et al.}~\cite{chen}: \stratis{Is it Singer or Chen? Also, we need to introduce $V(i)$ somewhere...} } } - +\junk{ \begin{lemma}~\cite{singer-influence}\label{lemma:greedy-bound} Let $S_G$ be the set computed by the greedy algorithm and let %define $i^*$: @@ -53,9 +53,11 @@ We have: OPT \leq \frac{e}{e-1}\big( 3 V(S_G) + 2 V(i^*)\big). \end{displaymath} \end{lemma} - -Hence, taking the maximum between $V(S_G)$ and $V(i^*)$ yields an approximation -ratio of $\frac{5e}{e-1}$. However, +} +let +$i^* = \argmax_{i\in\mathcal{N}} V(i).$ +Taking the maximum between $V(S_G)$ and $V(i^*)$ yields an approximation +ratio of $\frac{5e}{e-1}$. ~\cite{singer-influence}. However, this approach breaks incentive compatibility and therefore cannot be directly applied to the strategic case.~\cite{singer-influence} \junk{ @@ -69,7 +71,7 @@ the allocation function and hence also truthfulness, by Myerson's Theorem. For the strategic case, \begin{itemize} -\iem +\item When the underlying full information problem \eqref{eq:non-strategic} can be solved in polynomial time, Chen et al. \cite{chen} prove that @@ -79,8 +81,22 @@ $V(i^*) \geq C\cdot OPT_{-i^*}$ (for some constant $C$) and to $S_G$ otherwise yields a 8.34-approximation mechanism. However, this is not a poly-time mechanism when the underlying problem is NP hard (unless P=NP), as is the case for \EDP. \item - - +For NP-hard +problems, consider +the optimal value of a \emph{fractional relaxation} of the function $V$ over the set +$\mathcal{N}$. A function $R:[0, 1]^{n}\to\reals_+$ defined on the hypercube $[0, 1]^{n}$ is a fractional relaxation of $V$ +over the set $\mathcal{N}$ if %(a) $R$ is a function defined on the hypercube $[0, 1]^{n}$ and (b) + $R(\id_S) = V(S)$ 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 relaxations: +\begin{align} + OPT' = \argmax_{\lambda\in[0, 1]^{n}} + \left\{R(\lambda) \mid \sum_{i=1}^{n} \lambda_i c_i + \leq B\right\}\label{relax} +\end{align} +Substituting $OPT'_{-i^*}$ for $OPT_{-i^*}$ like before works for specific problems like \textsc{Knapsack}~\cite{chen} and +\textsc{Coverage}~\cite{singer-influence}. For other instances of sub modular function, this overall technology +has to be applied and extended. \end{itemize} @@ -99,7 +115,7 @@ full information problem \eqref{eq:non-strategic} can be solved in polynomial time, Chen et al. \cite{chen} prove that $OPT_{-i^*}$, the optimal solution to \eqref{eq:non-strategic} when $i^*$ is excluded from set $\mathcal{N}$, can play the role of this quantity: that is, allocating to $i^*$ when $V(i^*) \geq C\cdot OPT_{-i^*}$ (for some constant $C$) and to $S_G$ otherwise yields a 8.34-approximation mechanism. However, this is not a poly-time mechanism when the underlying problem is NP hard (unless P=NP), as is the case for \EDP. -} + \fussy For NP-hard @@ -120,15 +136,28 @@ $\id_S$ denotes the indicator vector of $S$. The optimization program \end{align} To attain truthful constant approximation mechanism for \textsc{Knapsack}, Chen \emph{et al.}~\cite{chen} substitute $OPT'_{-i^*}$ for $OPT_{-i^*}$ in the above program, where $R$ is a relaxation of the \textsc{Knapsack} objective. Similarly, Singer~\cite{singer-influence} follows the same approach to obtain a mechanism for \textsc{Coverage}. +} -A relaxation which is commonly used, due to its well-behaved properties in the -context of maximizing submodular functions, is the \emph{multi-linear} +\paragraph{Our approach} +We build on~\cite{chen,singer-influence}. +We introduce a relaxation specifically tailored to the value +function of \EDP. +$P_\mathcal{N}^\lambda(S)$ is the probability of choosing the set $S$ if +we select each element $i$ in $\mathcal{N}$ independently with probability +$\lambda_i$: %or to reject it with probability $1-\lambda_i$: +\begin{displaymath} + P_\mathcal{N}^\lambda(S) = \prod_{i\in S} \lambda_i + \prod_{i\in\mathcal{N}\setminus S}( 1 - \lambda_i) +\end{displaymath} +Consider the general \emph{multi-linear} extension: \begin{equation}\label{eq:multilinear} F(\lambda) = \mathbb{E}_{S\sim P_\mathcal{N}^\lambda}\left[V(S)\right] = \sum_{S\subseteq\mathcal{N}} P_\mathcal{N}^\lambda(S) V(S) \end{equation} +\junk{ + $P_\mathcal{N}^\lambda(S)$ is the probability of choosing the set $S$ if we select each element $i$ in $\mathcal{N}$ independently with probability $\lambda_i$: %or to reject it with probability $1-\lambda_i$: @@ -145,13 +174,19 @@ extension using the \emph{pipage rounding} method of Ageev and Sviridenko \cite{pipage}. Here, following these ideas, we introduce a relaxation specifically tailored to the value -function of \EDP. The multi-linear extension of \eqref{modified} can be written: +function of \EDP. +} +For \EDP\ the multi-linear extension +%of \eqref{modified} +can be written: \begin{displaymath} F(\lambda) = \mathbb{E}_{S\sim P_\mathcal{N}^\lambda}\Big[\log\det \big(I_d + \sum_{i\in S} x_i\T{x_i}\big) \Big]. \end{displaymath} -As in the case of \textsc{Coverage}, \eqref{relax} is not a convex optimization problem, and is not easy to solve directly. %As in ~\cite{singer-influence}, -We thus introduce an additional relaxation $L$. Our relaxation follows naturally by swapping the expectation and the $\log\det$ +%As in the case of \textsc{Coverage}, +\eqref{relax} is not a convex optimization problem, and is not easy to solve directly. %As in ~\cite{singer-influence}, +We consider an additional relaxation $L$ that +follows naturally by swapping the expectation and the $\log\det$ in the above formula: \begin{align}\label{eq:concave} L(\lambda) & \defeq \log\det\Big(\mathbb{E}_{S\sim @@ -163,10 +198,16 @@ This function is well-known to be concave and even self-concordant (see \emph{e. \cite{boyd2004convex}). In this case, the analysis of Newton's method for self-concordant functions in \cite{boyd2004convex}, shows that it is possible to find the maximum of $L$ to any precision $\varepsilon$ in -a number of iterations $O(\log\log\varepsilon^{-1})$. The main challenge will -be to prove that $OPT'$, for the relaxation $R=L$, is close to $V(S_G)$. To do so, our +a number of iterations $O(\log\log\varepsilon^{-1})$. +The main challenge will +be to prove that $OPT'$ in~\ref{relax}, for the relaxation $R=L$, is close to $V(S_G)$, which we will address later and is the technical +bulk of the +paper. +\junk{ +To do so, our main technical contribution is to prove that $L$ has a bounded approximation ratio to the value function $V$ (Lemma~\ref{lemma:relaxation}). +} \begin{algorithm}[!t] \caption{Mechanism for \EDP{}}\label{mechanism} @@ -191,23 +232,30 @@ approximation ratio to the value function $V$ (Lemma~\ref{lemma:relaxation}). \end{algorithmic} \end{algorithm} -The resulting mechanism for \EDP{} is composed of (a) the allocation function -presented in Algorithm~\ref{mechanism}, and (b) the payment function which pays each -allocated agent $i$ her threshold payment as described in Myerson's Theorem. The constant $C$ is an absolute -constant that determined in Section~\ref{sec:proofofmainthm} -(see \eqref{eq:c}). +The resulting mechanism for \EDP{} is composed of +\begin{itemize} +\item + the allocation function +presented in Algorithm~\ref{mechanism}, and +\item +he payment function which pays each +allocated agent $i$ her threshold payment as described in Myerson's Theorem. +%The constant $C$ is an absolute +%constant that determined in Section~\ref{sec:proofofmainthm} +%(see \eqref{eq:c}). In the case where $\{i^*\}$ is the allocated set, her threshold payment is $B$ (she would be have been dropped on line 1 of Algorithm~\ref{mechanism} had she reported a higher cost). In the case where $S_G$ is the allocated set, threshold payments' -characterization from Singer \cite{singer-mechanisms} gives a formula to +characterization from~\cite{singer-mechanisms} gives a formula to compute these payments. + \end{itemize} We can now state our main result: \begin{theorem}\label{thm:main} The allocation described in Algorithm~\ref{mechanism}, along with threshold payments, is truthful, individually rational and budget feasible. Furthermore, for any $\varepsilon>0$, the mechanism - has complexity $O\left(\text{poly}(n, d, + runs in time $O\left(\text{poly}(n, d, \log\log \varepsilon^{-1})\right)$ and returns a set $S^*$ such that: \begin{align*} OPT @@ -218,7 +266,7 @@ We can now state our main result: \end{theorem} %\stratis{Add lowerbound here too.} Note that this implies we construct a poly-time mechanism with accuracy arbitrarily close to 19.68, by taking $\varepsilon = \ldots$\stratis{fix me}. -In addition, we prove the following lower bound. +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. \end{theorem} @@ -230,9 +278,10 @@ Suppose, for contradiction, that such a mechanism exists. Consider two experimen \subsection{Proof of Theorem~\ref{thm:main}}\label{sec:proofofmainthm} %\stratis{individual rationality???} %The proof of the properties of the mechanism is broken down into lemmas. + We now present the proof of Theorem~\ref{thm:main}. Truthfulness and individual rationality follows from monotonicity and threshold payments. Monotonicity and -budget feasibility follows from the analysis of Chen \emph{et al.} \cite{chen}; +budget feasibility follow more or less from the analysis of Chen \emph{et al.} \cite{chen}; we briefly restate the proofs below for the sake of completeness. Our proof of the approximation ratio and uses a bound on our concave relaxation $L$ (Lemma~\ref{lemma:relaxation}). This is our main technical @@ -270,10 +319,12 @@ The mechanism is monotone. The mechanism is budget feasible. \end{lemma} \begin{proof} -Suppose that $L(\xi) < C V(i^*)$. Then the mechanism selects $i^*$; as the bid of $i^*$ does not affect the above condition, the threshold payment of $i^*$ is $B$ and the mechanism is budget feasible. -Suppose thus that $L(\xi) \geq C V(i^*)$. +Suppose that $L(\xi) < C V(i^*)$. Then the mechanism selects $i^*$. Since the bid of $i^*$ does not affect the above condition, the threshold payment of $i^*$ is $B$ and the mechanism is budget feasible. +Suppose that $L(\xi) \geq C V(i^*)$. Denote by $S_G$ the set selected by the greedy algorithm, and for $i\in S_G$, denote by -$S_i$ the subset of the solution set that was selected by the greedy algorithm just prior to the addition of $i$---both sets determined for the present cost vector $c$. Chen \emph{et al.}~\cite{chen} show that, for any submodular function $V$, and for all $i\in S_G$: +$S_i$ the subset of the solution set that was selected by the greedy algorithm just prior to the addition of $i$---both sets determined for the present cost vector $c$. +%Chen \emph{et al.}~\cite{chen} show that, +Then for any submodular function $V$, and for all $i\in S_G$: %the reported cost of an agent selected by the greedy heuristic, and holds for %any submodular function $V$: \begin{equation}\label{eq:budget} @@ -297,25 +348,26 @@ Hence, the total payment is bounded by the telescopic sum: \end{lemma} \begin{proof} - The value function $V$ \eqref{modified} can be computed in time + 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 find 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 $O(\text{poly}(n, d, \log\log \varepsilon^{-1}))$. Hence the allocation - function's complexity is as stated. - + function's complexity is as stated. + %Payments can be easily computed in time $O(\text{poly}(n, d))$ as in prior work. +\junk{ Using Singer's characterization of the threshold payments \cite{singer-mechanisms}, one can verify that they can be computed in time $O(\text{poly}(n, d))$. + } \end{proof} Finally, we prove the approximation ratio of the mechanism. We use the -following lemma, which establishes that $OPT'$, the optimal value \eqref{relax} of the fractional relaxation $L$ under the budget constraints +following lemma which we prove later, which establishes that $OPT'$, the optimal value \eqref{relax} of the fractional relaxation $L$ under the budget constraints is not too far from $OPT$. \begin{lemma}\label{lemma:relaxation} %\begin{displaymath} |
