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| author | Stratis Ioannidis <stratis@stratis-Latitude-E6320.(none)> | 2013-03-25 21:05:46 -0700 |
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| committer | Stratis Ioannidis <stratis@stratis-Latitude-E6320.(none)> | 2013-03-25 21:05:46 -0700 |
| commit | fc8bef3550fc35e2d6663665ee4c437aaa75eda1 (patch) | |
| tree | 1b86552e381dbaca655cfac568571ea91df0a69a /slides/BudgetFeasibleExperimentalDesignGoogle.tex | |
| parent | 208570078463ffba34607be087f968de3d06297c (diff) | |
| download | recommendation-fc8bef3550fc35e2d6663665ee4c437aaa75eda1.tar.gz | |
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diff --git a/slides/BudgetFeasibleExperimentalDesignGoogle.tex b/slides/BudgetFeasibleExperimentalDesignGoogle.tex new file mode 100644 index 0000000..3fcec7c --- /dev/null +++ b/slides/BudgetFeasibleExperimentalDesignGoogle.tex @@ -0,0 +1,980 @@ +\documentclass[10pt]{beamer} +\usepackage[utf8x]{inputenc} +\usepackage[greek,english]{babel} +\usepackage[LGR,T1]{fontenc} +\usepackage{amsmath,bbm,verbatim} +\usepackage{algpseudocode,algorithm,bbding} +\usepackage{graphicx} +\DeclareMathOperator*{\argmax}{arg\,max} +\DeclareMathOperator*{\argmin}{arg\,min} +\usetheme{technicolor} +\newcommand{\E}{{\tt E}} + +\title{Budget Feasible Mechanisms \hspace*{5cm}for Experimental Design} +\subtitle{Thibaut Horel$^*$, Stratis Ioannidis$^\dagger$, and S. Muthukrishnan$^\ddagger$} +\author{$^*$INRIA-ENS, $^\dagger$Technicolor, $^\ddagger$Rutgers University} +\setbeamercovered{transparent} +%\setbeamertemplate{navigation symbols}{} +%\AtBeginSection[] +%{ +%\begin{frame}<beamer> +%\frametitle{Outline} +%\tableofcontents[currentsection] +%\end{frame} +%} + + +\newcommand{\ie}{\emph{i.e.}} +\newcommand{\eg}{\emph{e.g.}} +\newcommand{\etc}{\emph{etc.}} +\newcommand{\etal}{\emph{et al.}} +\newcommand{\reals}{\ensuremath{\mathbb{R}}} + +\usefonttheme[onlymath]{serif} +\begin{document} + +\maketitle + +\section{Introduction} + + +\begin{frame}{Motivation: A Data Market} + \begin{center} + \includegraphics<1>[scale=0.4]{st31a.pdf} + \includegraphics<2>[scale=0.4]{st31b.pdf} + \includegraphics<3>[scale=0.4]{st31c.pdf} + \includegraphics<4>[scale=0.4]{st31d.pdf} + \includegraphics<5>[scale=0.4]{st31dd.pdf} + \includegraphics<6>[scale=0.4]{st31e.pdf} + \includegraphics<7>[scale=0.4]{st31f.pdf} + % \includegraphics<8>[scale=0.4]{st31g.pdf} + \end{center} + + % \begin{center} + % \begin{overprint} + % \onslide<1-8>\begin{center}\end{center} +% \end{overprint} + % \end{center} +\end{frame} + +\begin{frame}{Challenges} +% \begin{overprint} + \begin{itemize} + \item<1-> Value of data? + \visible<3-4>{\begin{itemize} + \item Experimental Design + \end{itemize}} +\vspace*{1cm} + \item<2-> Strategic users? + \visible<4>{\begin{itemize} + \item Budget Feasible Auctions [Singer 2010] + \end{itemize}} + \end{itemize} +% \end{overprint} +\end{frame} + +\begin{frame}{Contributions} + \pause + \begin{itemize} + \item Experimental design when users are strategic + \pause + \vspace*{1cm} + \item Linear Regression + \pause + \begin{itemize} + \item We present a 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} + \item Generalization to other machine learning tasks. + \end{itemize} +\end{frame} + + +\section{Setting} +\begin{frame}{Outline} +\tableofcontents +\end{frame} + +\begin{frame}{Outline} + \tableofcontents[currentsection] +\end{frame} + + +\begin{frame}{Formulating the Problem} + \begin{center} + \includegraphics<1>[scale=0.4]{st2.pdf} + \includegraphics<2>[scale=0.4]{st3.pdf} + \includegraphics<3>[scale=0.4]{st4.pdf} + \includegraphics<4>[scale=0.4]{st5.pdf} + \includegraphics<5>[scale=0.4]{st6.pdf} + \includegraphics<6>[scale=0.4]{st6a.pdf} + \includegraphics<7>[scale=0.4]{st6b.pdf} + \includegraphics<8>[scale=0.4]{st6c.pdf} + \includegraphics<9>[scale=0.4]{st6d.pdf} + \includegraphics<10->[scale=0.4]{st6e.pdf} + \end{center} + \vspace*{-2em} + \begin{center} + \begin{overprint} + \onslide<1>\begin{center}$N$ ``experiment subjects'', $[N]\equiv \{1,\ldots,N\}$ \end{center} + \onslide<2> + \begin{center} + $x_i\in \reals^d$: public features (\eg, age, gender, height, \etc) + \end{center} + \onslide<3> + \begin{center} + $y_i\in \reals$: private data (\eg, survey answer, medical test outcome, movie rating, etc.) + \end{center} + \onslide<4> + %\begin{} + \textbf{Gaussian Linear Model.} There exists $\beta\in \reals^d$ s.t.\vspace*{-1em} + \begin{displaymath} + y_i = \beta^T x_i + \varepsilon_i,\quad + \varepsilon_i\sim\mathcal{N}(0,\sigma^2), \quad i\in [N] + \end{displaymath} +%$$y_i = \beta^Tx_i + \varepsilon_i, i=1,\ldots, N$$ + %\end{center} + \onslide<5> + \begin{center} + Experimenter {\tt E} wishes to learn $\beta$. + \end{center} + \onslide<6>\begin{center} + Each subject $i\in [N]$ has a cost $c_i\in \reals_+$ + \end{center} + \onslide<7> + \begin{center} + \E\ has a budget $B$. + \end{center} + \onslide<8-9> + \begin{center} + \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}. + \end{center} + \onslide<11> + \begin{center} +%\begin{enumerate} +Goal: Determine (a) who to pay and (b) how much,\\ so that $\hat{\beta}$ is as accurate as possible. +%\begin{align*} +% \text{Determine (a) who to pay:}\quad &S\subseteq [N], \text{ and}\\ +% \text{(b)~ how much:}\quad &p_i\in \reals_+,~~i\in S. +%\end{align*} +%\end{enumerate} + \end{center} + \onslide<12-> + \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} + \end{center} + +\end{frame} + +\begin{frame}{Budget Feasible Mechanism Design [Singer 2010]} +Let $S\subset [N]$ be the set of experiments performed, and + $c=[c_i]_{i\in [N]}$ be the subject costs. \\\bigskip +\visible<2->{Let $V(S)\in\reals_+$ denote the \alert{value} of the experiments.} +\visible<3->{$$\text{High }V(S) \Leftrightarrow \text{ estimate }\hat{\beta}(S) \text{ is close to }\beta $$} +\visible<4->{ +%\item<1->Fix budget $B$ and value function $V:2^{[N]}\to\reals_+$ +\begin{block}{Reverse Auction Mechanism} + A mechanism $\mathcal{M}(c)=(S(c),p(c))$ comprises +\begin{itemize} +\item an \alert{allocation function} $S:\reals_+^N\to 2^{[N]}$, and +\item a \alert{payment function} $p:\reals_+^N\to \reals_+^N$. +\end{itemize} +\end{block} +} +\end{frame} + + +\begin{frame}{Budget Feasible Mechanism Design [Singer 2010] (cont'd)} + We seek mechanisms $\mathcal{M}=(S,p)$ that are: + \pause + \vspace{0.3cm} + \begin{itemize} + \item Normalized: $p_i=0$ if $i\notin S$. + \vspace{0.2cm} + \pause + \item Individually Rational: $p_i\geq c_i,\;i\in S$ + \vspace{0.2cm} + \pause + \item Truthful: $p_i(c_i,c_{-i})-\mathbbm{1}_{i\in S(c_i,c_{-i})}\cdot c_i \geq p_i(c_i',c_{-i})-\mathbbm{1}_{i\in S(c_i',c_{-i})}\cdot c_i $ + \vspace{0.2cm} + \pause + \item budget feasible: $\sum_{i\in S} p_i \leq B$ + \vspace{0.2cm} + \end{itemize} + + \pause + \vspace{0.3cm} + + In addition, $\mathcal{M}$ must be: + \vspace{0.3cm} + \pause + \begin{itemize} + \item computationally efficient: polynomial time + \pause + \vspace{0.2cm} + \item approximation: $OPT \leq \alpha V(S)$ with: + \begin{displaymath} + 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} + + + + +\begin{frame}{Which Experiments Are Informative?} + +\alt<1>{What is the appropriate value function $V$?} {Let $S\subset [N]$ be the set of experiments performed.\\\medskip} +%\end{overprint} +\visible<3->{Assume that \E\ has a \emph{prior} on $\beta$: +$$\beta \sim \mathcal{N}(0,\sigma^2 R). $$} +\visible<4->{Maximum a-posteriori estimation: +\begin{align*} + \hat{\beta} &= \argmax_{\beta\in\reals^d} \mathbf{P}(\beta\mid y_i, i\in S) \\ +&=\argmin_{\beta\in\reals^d} \big(\sum_{i\in S} (y_i - {\beta}^Tx_i)^2 + + \only<4-5>{\alert<5->{{\beta}^TR^{-1}\beta}\big)} \only<6>{\lambda\alert{\|\beta\|_2^2}\big)~~~~~} +%= (R+{X_S}^TX_S)^{-1}X_S^Ty_S +\end{align*} +} +\visible<5->{\hspace*{3in}\alert{Ridge Regression}\\} +\visible<6>{\hspace*{2.8in}\alert{$R=\lambda I$: homotropic prior}} +\end{frame} + +\begin{frame}{Which Experiments Are Informative? (contd.)} +Let $S\subset [N]$ be the set of experiments performed.\\\bigskip + +\visible<2->{ +Information Gain/D-optimality Criterion: +\begin{align*} +V(S)&=H(\beta)-H(\beta\mid y_i,i\in S)\\ +\visible<3->{& = \frac{1}{2}\log\det (R^{-1}+\sum_{i\in S}x_ix_i^T)} +\end{align*} + +\visible<4->{ \emph{I.e.}: $$\alert{\text{Value of~}S=\text{Reduction of Uncertainty.}} $$} +\vspace*{-0.7cm} +} +\end{frame} + +\begin{frame}{Full Information Setting} +\onslide<2->{ +\begin{block}{\textsc{Experimental Design Problem (EDP)} } +\vspace*{-0.4cm} +\begin{align*} + \text{Maximize}\qquad &V(S) = \log \det (\alert<3>{I}+\sum_{i\in S}x_ix_i^T) \\ + \text{subj. to}\qquad &\textstyle\sum_{i\in S}c_i\leq B +\end{align*} +\end{block} +} +\begin{itemize} +\item<3->$R=I$: homotropic prior +\item<4-> EDP is NP-hard +\item<5-> $V$ is submodular, monotone, non-negative, and $V(\emptyset)=0$ +\item<6-> $\frac{1}{1-1/e}$-approximable (Sviridenko 2004, Krause and Guestrin 2005) +\end{itemize} + + + +\end{frame} + +%\begin{frame}{Classic Experimental Design} +%\begin{center} +%\includegraphics[scale=0.3]{st10.pdf} +%\end{center} +%\begin{align*} +%\text{Maximize}& & V(S) &= \log \det (R^{-1}+X^T_SX_S) \\ +%\text{subj. to}& & |S|&\leq k +%\end{align*} +%\end{frame} + +\begin{comment} +\begin{frame}{Cardinality vs. Budget Constraint} +\begin{center} +\includegraphics<1>[scale=0.3]{st10a.pdf} +\includegraphics<2>[scale=0.3]{st10b.pdf} +\includegraphics<3>[scale=0.3]{st10c.pdf} +\includegraphics<4>[scale=0.3]{st10d.pdf} +\includegraphics<5->[scale=0.3]{st10f.pdf} +\end{center} + + \begin{center} + \begin{overprint} +\onslide<1>\begin{align*} +\text{Maximize}& & V(S) &= \log \det (R^{-1}+X^T_SX_S) \\ +\text{subj. to}& & |S|&\leq k +\end{align*} + + \onslide<6-> +\begin{block}{\textsc{Experimental Design Problem (EDP)} } +\vspace*{-0.4cm} +\begin{align*} + \text{Maximize}\qquad &V(S) = \log \det (\alert<7>{I}+X^T_SX_S) \\ + \text{subj. to}\qquad &\textstyle\sum_{i\in S}c_i\leq B + \end{align*} +\end{block} + \visible<7>{\alert{$R=I$: homotropic prior}} + + \end{overprint} + \end{center} +\end{frame} + +\begin{frame}{Full-Information Setting} +\begin{block}{\textsc{Experimental Design Problem (EDP)} } +\vspace*{-0.4cm} +\begin{align*} + \text{Maximize}\qquad &V(S) = \log \det ({I}+X^T_SX_S) \\ + \text{subj. to}\qquad &\textstyle\sum_{i\in S}c_i\leq B + \end{align*} +\end{block} +\begin{itemize} +\item<2-> EDP is NP-hard +\item<3-> $V$ is submodular, monotone, non-negative, and $V(\emptyset)=0$ +\item<4-> $\frac{1}{1-1/e}$-approximable (Sviridenko 2004, Krause and Guestrin 2005) +\end{itemize} +\end{frame} + +\begin{frame}{Strategic Subjects} +%\begin{center} +%\includegraphics<1->[scale=0.3]{st10c.pdf} +%\end{center} +%\begin{overprint} +\begin{itemize} +\visible<2->{\item +Subjects are \alert{strategic} and may lie about costs $c_i$.}\\\bigskip +\visible<3>{\item +Subjects \alert{do not lie} about $y_i$ (tamper-proof experiments).} +\end{itemize} +\end{frame} + +\begin{frame}{Budget Feasible Mechanism Design [Singer 2010]} +\begin{center} +\includegraphics<1>[scale=0.3]{st11a.pdf} +\includegraphics<2>[scale=0.3]{st11b.pdf} +\includegraphics<3>[scale=0.3]{st11c.pdf} +\includegraphics<4>[scale=0.3]{st11d.pdf} +\end{center} +\begin{itemize} +%\item<1->Fix budget $B$ and value function $V:2^{[N]}\to\reals_+$ +\item<2->Let $c=[c_i]_{i\in [N]}$ be the subject costs. +\item<3-> A mechanism $\mathcal{M}(c)=(S(c),p(c))$ comprises +\begin{itemize} +\item<3-> an \alert{allocation function} $S:\reals_+^N\to 2^{[N]}$, and +\item<4> a \alert{payment function} $p:\reals_+^N\to \reals_+^N$. +\end{itemize} +\end{itemize} +\end{frame} +%\section{Budget feasible mechanism design} + +%\begin{frame}{Budget Feasible Mechanism Design [Singer 2010]} +%\begin{itemize} +% \item set of $N$ sellers: $\mathcal{A} = \{1,\ldots,N\}$; a buyer +% \vspace{0.3cm} +% \pause +% \item $V$ value function of the buyer, $V:2^\mathcal{A}\rightarrow \mathbb{R}^+$ +% \vspace{0.3cm} +% \pause +% \item $c_i\in\mathbb{R}^+$ price of seller's $i$ good +% \vspace{0.3cm} +% \pause +% \item $B$ budget constraint of the buyer +%\end{itemize} +% +%\vspace{0.5cm} +%\pause +% +%\begin{block}{Goal} +% \begin{itemize} +% \item Find $S\subset \mathcal{A}$ \alert{maximizing} $V(S)$ +% \vspace{0.3cm} +% \item Find \alert{payment} $p_i$ to seller $i\in S$ +% \end{itemize} +%\end{block} +%\end{frame} +\end{comment} + +\begin{frame}{Strategic Subjects} + When $V$ is submodular: + % \vspace{1cm} + \pause + \begin{itemize} + \item \alert{Randomized}, poly-time, universally truthful mechanism, + approximation ratio: $7.91$ [Singer 2010, Chen \emph{et al.}, 2011] + \vspace{0.5cm} + \pause + \item Deterministic, \alert{exponential time}, truthful mechanism, + approximation ratio: $8.34$ [Singer 2010, Chen \emph{et al.}, 2011] + \vspace{0.5cm} + \pause + \item \alert{Deterministic, poly-time}, truthful mechanisms for specific submodular functions $V$ : + \vspace{0.3cm} + \begin{itemize} + \item \textsc{Knapsack}: $2+\sqrt{2}$ [Singer 2010, Chen \emph{et al.}, 2011] + \vspace{0.3cm} + \item \textsc{Matching}: 7.37 [Singer, 2010] + \vspace{0.3cm} + \item \textsc{Coverage}: 31 [Singer, 2012] + \vspace{0.3cm} + \end{itemize} + \end{itemize} +\end{frame} + + +\begin{comment} +\begin{frame}{Outline} + \tableofcontents[currentsection] +\end{frame} + +\begin{frame}{Linear Regression} + \begin{center} + \includegraphics<1-4>[scale=0.5]{5.pdf} + \includegraphics<5>[scale=0.5]{6.pdf} + \includegraphics<6>[scale=0.5]{7.pdf} + \includegraphics<7>[scale=0.5]{8.pdf} + \end{center} + + \begin{center} + \begin{overprint} + \onslide<1>\begin{center}$N$ users\end{center} + \onslide<2> + \begin{center} + $x_i$: public features (e.g. age, gender, height, etc.) + \end{center} + \onslide<3> + \begin{center} + $y_i$: private data (e.g. disease, etc.) + \end{center} + \onslide<4> + \begin{center} + Gaussian Linear model: $y_i = \beta^Tx_i + \varepsilon_i$ + \end{center} + \begin{displaymath} + \beta^* = \arg\min_\beta \sum_i |y_i-\beta^Tx_i|^2 + \end{displaymath} + \end{overprint} + \end{center} +\end{frame} + +\begin{frame}{Experimental design} + \begin{itemize} + \item Public vector of features $x_i\in\mathbb{R}^d$ + \item Private data $y_i\in\mathbb{R}$ + \end{itemize} + + \vspace{0.5cm} + + Gaussian linear model: + \begin{displaymath} + y_i = \beta^T x_i + \varepsilon_i,\quad\beta\in\mathbb{R}^d,\; + \varepsilon_i\sim\mathcal{N}(0,\sigma^2) + \end{displaymath} + + \pause + \vspace{0.5cm} + + Which users to select?\pause{} Experimental design $\Rightarrow$ D-optimal criterion + + \vspace{0.5cm} + + \begin{block}{Experimental Design} + \begin{displaymath} + \textsf{\alert{maximize}}\quad V(S) = \log\det\left(I_d + \sum_{i\in S} x_i x_i^T\right)\quad \textsf{\alert{subject to}}\quad |S|\leq k + \end{displaymath} + \end{block} +\end{frame} + +\begin{frame}{Budgeted Experimental design} + \begin{displaymath} + \textsf{\alert{maximize}}\quad V(S) = \log\det\left(I_d + \sum_{i\in S} x_i x_i^T\right)\quad \textsf{\alert{subject to}}\quad \sum_{i\in S}c_i\leq B + \end{displaymath} + + \vspace{1cm} + + \begin{itemize} + \item the non-strategic optimization problem is NP-hard + \vspace{0.3cm} + \pause + \item $V$ is submodular + \vspace{0.3cm} + \pause + \item previous results give a randomized budget feasible mechanism + \vspace{0.3cm} + \pause + \item deterministic mechanism? + \end{itemize} +\end{frame} + +\begin{frame}{Main result} +\end{comment} + +\section{Main Results} + + +\begin{frame}{Outline} + \tableofcontents[currentsection] +\end{frame} + + +\begin{frame}{Our Main Results} + \begin{theorem}<2-> + There exists a deterministic, budget feasible, individually rational and truthful mechanism for + EDP which runs in polynomial time. Its + approximation ratio is: + \begin{displaymath} + \frac{10e-3 + \sqrt{64e^2-24e + 9}}{2(e-1)} + \simeq 12.98 + \end{displaymath} + \end{theorem} + \begin{theorem}<3-> + There is no 2-approximate, budget feasible, individually rational and truthful mechanism for + EDP. \end{theorem} + +\end{frame} + +\begin{frame}{Myerson's Theorem} +\begin{theorem}[Myerson 1981] + A normalized mechanism $\mathcal{M} = (S,p)$ for a single parameter auction is +truthful iff: +\begin{enumerate} +\item<2-> + $S$ is \alert{monotone}, \emph{i.e.},%\\ for any agent $i$ and $c_i' \leq c_i$, for any fixed costs $c_{-i}$ of agents in $[N]\setminus\{i\}$, + $$\text{for all}~c_i' \leq c_i,\quad i\in S(c_i, +c_{-i})\text{ implies }i\in S(c_i', c_{-i}),$$ and +\item<3-> + subjects are paid \alert{threshold payments}, \emph{i.e.}, $$\text{for all }i\in S(c), \qquad p_i(c)=\inf\{c_i': i\in S(c_i', c_{-i})\}.$$ +\end{enumerate} +\end{theorem} +\uncover<4->{Focus on \alert{monotone} mechanisms.} + +\end{frame} + +\begin{frame}{A Greedy Construction for Submodular $V$} +Construct $S_G$ by adding elements with \emph{highest marginal-value-per-cost}.\\ +\bigskip +\visible<2->{If $S_G=S$ so far, add to it: +\begin{align*} + i = \argmax_{j\in\mathcal{N}\setminus S}\frac{V(S\cup\{i\}) - V(S)}{c_i}\label{greedy} +\end{align*} +Stop when budget $B$ is reached. +} + +\end{frame} + +\begin{frame}{Constant-Approximation Algorithm for Submodular $V$} + \begin{block}{Allocation $S$:} + \begin{itemize} + \item Let $i^* = \arg\max_i V(\{i\})$ + \item Compute $S_G$ greedily over $[N]\setminus \{i^*\}$ + \item Return: + \begin{itemize} + \item $i^*$ if $V(\{i^*\})>V(S_G)$ + \item $S_G$ o.w. + \end{itemize} + \end{itemize} + \end{block} +\vspace*{2em} +\uncover<2->{ +[Singer 2010] This algorithm is: +\begin{itemize} +\item poly-time, +\item $\frac{5e}{e-1}$-approximate. +\end{itemize} +} +\uncover<3-> +{ \vspace{0.5cm} + \alert{Problem:} As a mechanism, it is not monotone\ldots +} +\end{frame} + +\begin{frame}{Randomized Mechanism for Submodular $V$} + \begin{block}{Allocation $S$:} + \begin{itemize} + \item Let $i^* = \arg\max_i V(\{i\})$ + \item Compute $S_G$ greedily over $[N]\setminus \{i^*\}$ + \item Return $S$: + \begin{itemize} + \item Selected at random between $i^*$ and $S_G$ + \end{itemize} + \end{itemize} + \end{block} + \vspace{0.5cm} +\uncover<2->{ +[Singer 2010] Along with threshold payments, this mechanism is: +\begin{itemize} +\item poly-time, +\item universally truthful, +\item budget-feasible +\item 7.91-approximate [Chen \etal\ 2011]. +\end{itemize} +} +\uncover<3-> +{ \vspace{0.5cm} + \alert{Problem:} $OPT\leq 7.91 \cdot \alert{\mathbb{E}[V(S)]}$\ldots +} +\end{frame} + +\begin{frame}{Deterministic Mechanism for Submodular $V$} + \begin{block}{Allocation $S$} + \begin{itemize} + \item Find $i^* = \arg\max_i V(\{i\})$ + \item Compute $S_G$ greedily over $[N]\setminus \{i^*\}$ + \item Return: + \begin{itemize} + \item $\{i^*\}$ if $V(\{i^*\}) \geq \alert<3>{OPT_{-i^*}}$ + \item $S_G$ otherwise + \end{itemize} + \end{itemize} + \end{block} + \vspace{0.5cm} +\uncover<2->{ +[Singer 2010] Along with threshold payments, this mechanism is: +\begin{itemize} +\item truthful, +\item budget-feasible +\item 8.34-approximate [Chen \etal\ 2011]. +\end{itemize} +} +\uncover<3-> +{ %\vspace{0.1cm} + \alert{Problem:} $OPT_{-i^*}$ is NP-hard to compute\ldots +} +\end{frame} + + +\begin{frame}{Blueprint for Deterministic, Poly-time Algorithm} +Azar and Gamzu 2008, Singer 2010, Chen \etal\ 2011: + \begin{block}{Allocation $S$} + \begin{itemize} + \item Find $i^* = \arg\max_i V(\{i\})$ + \item Compute $S_G$ greedily + \item Return: + \begin{itemize} + \item $\{i^*\}$ if $V(\{i^*\}) \geq \alert{L^*}$ + \item $S_G$ otherwise + \end{itemize} + \end{itemize} + \end{block} + \vspace{0.2cm} + \begin{columns}[c] + \begin{column}{0.53\textwidth} +Key idea:\\ Replace $OPT$ with a \alert{relaxation $L^*$}:\pause + \begin{itemize} + \item computable in polynomial time + \pause + \item close to $OPT_{-i^*}$ + \pause + \item monotone in costs $c$ + \end{itemize} + \end{column} + \pause + \begin{column}{0.45\textwidth} + \begin{itemize} + \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*{-0.6cm} +\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*} +\vspace*{-0.6cm} +\end{block} +} +\medskip +\visible<2->{Replace $V$ with expectation when $i\in[N]$ is included with probability $\lambda_i$. \\} +\visible<3->{\begin{itemize} +\item +For $S\subseteq [N]$, +$V(S) = F(\lambda)\text{ for }\lambda_i=\mathbbm{1}_{i\in S}\quad\visible<4->{\Rightarrow\quad OPT \leq F(\lambda^*).}$ +\visible<5->{%\vspace*{-0.6cm} +\item If $V$ is submodular, for any $\lambda\in [0,1]^N$, there exists $\bar{\lambda}$ \\with \emph{at most one} $\bar{\lambda}_i\notin\{0,1\}$ s.t. +\begin{align*}F(\lambda) \leq F(\bar{\lambda}) &\visible<7->{=(1-\bar{\lambda}_i) V(S)+\bar{\lambda}_i V(S\cup \{i\})}\visible<8->{\leq V(S)+ V(\{i\})}\\ +\visible<9->{&\Rightarrow\quad F(\lambda^*)\leq OPT+V(\{i^*\})} \end{align*}} + \visible<6->{shown through \alert{pipage rounding} [Ageev and Sviridenko 2004]} +\end{itemize} +} +\end{frame} + +\begin{frame}{Finding a Relaxation} +\begin{block}{Multilinear Relaxation} +\vspace*{-0.6cm} +\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*} +\vspace*{-0.6cm} +\end{block} +\medskip +\visible<2->{ For $\lambda^*$ the optimal solution. Then:} +\medskip +\visible<3->{ +\begin{itemize} +\item<3->$F(\lambda^*)$ is close to $OPT$: +$$OPT \leq F(\lambda^*) \leq OPT +V(\{i^*\})$$ %under a certain condition on $F$ ($\epsilon$-convexity): +%can be shown through +%\alert{pipage rounding} [Ageev and Sviridenko 2004].\\ +\item<4->$F(\lambda^*)$ is monotone in $c$. +\end{itemize}} +\medskip +\visible<5->{Good relaxation candidate, if it can be computed in poly-time.} +\visible<6->{\vspace*{-0.3cm} +\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} +\begin{align*} + \text{Maximize}\qquad &V(S) = \log \det (I+\sum_{i\in S}x_ix_i^T) \\ + \text{subj. to}\qquad &\textstyle\sum_{i\in S}c_i\leq B +\end{align*} +\end{block} +} +{ +\begin{block}{Convex Relaxation} +\vspace*{-0.4cm} +\begin{align*} + \text{Maximize}\qquad &L(\lambda) = \log \det (I+\sum_{i\in [N]}\lambda_ix_ix_i^T) \\ + \text{subj. to}\qquad &\textstyle\sum_{i\in S}\lambda_ic_i\leq B, \lambda_i\in [0,1] +\end{align*} +\end{block} +} +\pause +\pause +$L(\lambda^*)$ is: + \begin{itemize} + \item Monotone in $c$ +\pause + \item Poly-time: $L$ is convex and self-concordant (Boyd\&Vanderberghe) + \pause + % \vspace{0.5cm} + \item Close to $OPT$:\pause + % \vspace{0.5cm} + \begin{block}{Technical Lemma} + \begin{displaymath} + OPT\leq L(\lambda^*) \leq 2 OPT + 2V(\{i^*\}) + \end{displaymath} + \end{block} + \end{itemize} +% \pause +% 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{frame}{Proof Steps} + \begin{block}{Technical Lemma} + \begin{displaymath} + OPT\leq L(\lambda^*) \leq 2 OPT + 2V(\{i^*\}) + \end{displaymath} + \end{block} +\uncover<2->{For all $\lambda\in [0,1]^N$, we show that $L(\lambda) \leq 2F(\lambda)$, where $F$ the multi-linear relaxation of $V$.\\ +\bigskip} +\uncover<3->{ +We show this by establishing first that $\frac{\partial F/\partial \lambda_i}{\partial L/\partial \lambda_i}\geq \frac{1}{2}$, and arguing about the minima of $\frac{F(\lambda)}{L(\lambda)}$ over the simplex.\\ +\bigskip +} +\uncover<4>{Finally, we show that $F(\lambda^*)\leq OPT+V(\{i^*\})$ through pipage rounding.} +\end{frame} +\begin{comment} + \vspace{0.5cm} + \pause + + \begin{columns}[c] + \begin{column}{0.53\textwidth} + \alert{Solution:} Replace $V(OPT_{-i^*})$ with \alert<7>{$L^*$}: + \pause + \begin{itemize} + \item computable in polynomial time + \pause + \item close to $V(OPT_{-i^*})$ + \end{itemize} + \end{column} + \pause + \begin{column}{0.45\textwidth} + \begin{itemize} + \item \textsc{Knapsack} (Chen et al., 2011) + \item \textsc{Coverage} (Singer, 2012) + \end{itemize} + \end{column} + \end{columns} +\end{frame} +\begin{frame}{Sketch of proof (2)} + \begin{displaymath} + L^* = \arg\max_{\lambda\in [0,1]^n} \left\{\log\det\left(I_d + \sum_i \lambda_i x_i x_i^T\right)\mid \sum_{i=1}^n\lambda_i c_i\leq B\right\} + \end{displaymath} + \vspace{1cm} + \begin{itemize} + \item polynomial time?\pause{} convex optimization problem + \pause + \vspace{0.5cm} + \item close to $V(OPT_{-i^*})$?\pause + \vspace{0.5cm} + \begin{block}{Technical lemma} + \begin{displaymath} + L^* \leq 2 V(OPT) + V(\{i^*\}) + \end{displaymath} + \end{block} + \end{itemize} +\end{frame} +\end{comment} + +\section{Generalization} + +\begin{frame}{Outline} + \tableofcontents[currentsection] +\end{frame} + +\begin{frame}{Towards More General ML Tasks} + \begin{center} + \includegraphics<1>[scale=0.4]{st2.pdf} + \includegraphics<2>[scale=0.4]{st3.pdf} + \includegraphics<3>[scale=0.4]{st4.pdf} + \includegraphics<4-5>[scale=0.4]{st25.pdf} + \includegraphics<6->[scale=0.4]{st26.pdf} + \end{center} + + \begin{overprint} + \onslide<1> + \begin{center}$N$ experiment subjects\end{center} + \onslide<2> + \begin{center} + $x_i\in \Omega$: public features + \end{center} + \onslide<3> + \begin{center} + $y_i\in \reals$: private data + \end{center} + \onslide<4-5> + \begin{center} + \textbf{Hypothesis.} There exists $h:\Omega\to \reals$ s.t. + % \begin{displaymath} + $y_i = h(x_i) + \varepsilon_i,$ %\quad + where $\varepsilon_i$ are independent. + \visible<5>{Examples: Logistic Regression, LDA, SVMs, \etc} + % \end{displaymath} + \end{center} +%$$y_i = \beta^Tx_i + \varepsilon_i, i=1,\ldots, N$$ + %\end{center} + \onslide<6> + \begin{center} + Experimenter {\tt E} wishes to learn $h$, and has a prior distribution over $$\mathcal{H}=\{\text{mappings from }\Omega\text{ to }\reals\}.$$ + \end{center} + \onslide<7->\begin{center} +\vspace*{-0.5cm} +% \begin{block} +%{Value function: Information gain} + \begin{displaymath} + V(S) = H(h) - H(h\mid y_i,i\in S),\quad S\subseteq[N] + \end{displaymath} + % \end{block} + \visible<8>{$V$ is submodular! [Krause and Guestrin 2009]} + \end{center} + \end{overprint} + +\end{frame} + +\begin{comment} + \begin{itemize} + \item Generative model: $y_i = f(x_i) + \varepsilon_i,\;i\in\mathcal{A}$ + \pause + \item prior knowledge of the experimenter: $f$ is a \alert{random variable} + \pause + \item \alert{uncertainty} of the experimenter: entropy $H(f)$ + \pause + \item after observing $\{y_i,\; i\in S\}$, uncertainty: $H(f\mid S)$ + \end{itemize} + + \pause + \vspace{0.5cm} + + \begin{block}{Value function: Information gain} + \begin{displaymath} + V(S) = H(f) - H(f\mid S),\quad S\subset\mathcal{A} + \end{displaymath} + \end{block} + + \pause + \vspace{0.5cm} + + $V$ is \alert{submodular} $\Rightarrow$ randomized budget feasible mechanism +\end{frame} + +\end{comment} + +\begin{frame}{Conclusion} + \begin{itemize} + \item Experimental design + Budget Feasible Mechanisms + \vspace{1cm} + \pause + \item Deterministic mechanism for other ML Tasks? General submodular functions? + \vspace{1cm} + \pause + \item Approximation ratio $\simeq \alert{13}$. Lower bound: \alert{$2$} + \end{itemize} +\end{frame} +\begin{frame}{} +\vspace{\stretch{1}} +\begin{center} +{\Huge Thank you!} +\end{center} +\vspace{\stretch{1}} +\end{frame} + +\begin{frame}{Non-Homotropic Prior} +Recall that: +\begin{align*} +V(S)&=H(\beta)-H(\beta\mid y_i,i\in S)\\ +& = \frac{1}{2}\log\det (R^{-1}+\sum_{i\in S}x_ix_i^T) +\end{align*} +What if $R\neq I$? +\begin{theorem} + There exists a truthful, poly-time, and budget feasible mechanism for the objective + function $V$ above. Furthermore, + the algorithm computes a set $S^*$ such that: + \begin{displaymath} + OPT \leq + \frac{5e-1}{e-1}\frac{2}{\mu\log(1+1/\mu)}V(S^*) + 5.1 +\end{displaymath} +where $\mu$ is the largest eigenvalue of $R$. +\end{theorem} +\end{frame} + +\end{document} + + |
