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diff --git a/slides/slides.tex b/slides/slides.tex index 11ec280..81f6deb 100644 --- a/slides/slides.tex +++ b/slides/slides.tex @@ -256,6 +256,83 @@ \end{displaymath} \end{theorem} \end{frame} + + +\begin{frame}{Greedy revisited} + \begin{block}{Greedy\only<2>{\alert{'}}($V$, $B$)} + \begin{algorithmic} + \State $i \gets \argmax_{1\leq j\leq n}\frac{V(j)}{c_j}$ + \State $S \gets \emptyset$ + \While{$c_i\leq \only<1>{B - \sum_{j\in S} c_j} \only<2->{\alert{\frac{B}{2}\frac{V(S\cup\{i\})-V(S)}{V(S\cup\{i\})}}}$} + \State $S \gets S\cup\{i\}$ + \State $i \gets \argmax_{1\leq j\leq n} + \frac{V(S\cup\{j\})-V(S)}{c_j}$ + \EndWhile + \State \textbf{return} $S$ + \end{algorithmic} + \end{block} + + \vspace{1cm} + + \alert{Problem:} The threshold payments are not budget feasible. +\end{frame} + +\begin{frame}{MaxGreedy revisited} + \begin{block}{MaxGreedy} + \begin{algorithmic} + \State $i^* \gets \argmax_{1\leq j\leq n} V(j)$ + \State $S \gets$ Greedy\alert{'}($V$, $B$) + \If{$V(i^*)\geq \only<1>{V(S)}\only<2,3>{\alert{OPT_{-i^*}}}\only<4>{\alert{OPT'_{i^*}}}$} + \State \textbf{return} $\{i^*\}$ + \Else + \State \textbf{return} $S$ + \EndIf + \end{algorithmic} + \end{block} + + \vspace{0.5cm} + + \only<1>{\alert{Problem:} MaxGreedy is not monotonic} + + \only<2,3>{\alert{Solution 1:} use $OPT_{-i^*} = \max_{S, i^*\notin S}\{V(S) \mid \sum_{j\in S} c_j\}$. Gives a 8.34 approximation} + + \only<3>{\alert{Problem:} $OPT_{-i^*}$ cannot be computed in polynomial time} + + \only<4->{\alert{Solution 2:} use a concave relaxation: + \begin{displaymath} + OPT'_{i^*} = \max_{\lambda\in[0, 1]^n, \lambda_{i^*} = 0} L(\lambda) + = \max_{\lambda\in[0, 1]^n, \lambda_{i^*} = 0}\log\det\big(I_d + \sum_{i=1}^n \lambda_i x_ix_i^T\big) + \end{displaymath} + } +\end{frame} + +\begin{frame}{Proof} +\begin{itemize} + \item Monotonicity: OK + \pause + \item Budget feasibility: OK + \pause + \item Approximation ratio: what do we lose by using a concave relaxation? Powerful + method, \alert{pipage rounding} [Ageev, Sviridenko] + \begin{itemize} + \item let's introduce $F(\lambda) = \mathbb{E}\Big[\log\det(I_d+\sum_{i=1}^n \mu_ix_ix_i^T)\Big]$, $\mu_i\sim\mathcal{B}(\lambda_i)$ + \item $L(\lambda) \leq 2 F(\lambda)$ (technical lemma) + \item $F$ is well-behaved: $\lambda$ can be round to a binary vector $\bar{\lambda}$ s.t $F(\lambda)\leq F(\bar{\lambda})$ + \item $OPT'_{-i^*}\leq 2 OPT_{-i^*} + V(i^*)$ + \item we can conclude by using the approximation ratio for $OPT_{-i^*}$ + \end{itemize} +\end{itemize} +\end{frame} + +\begin{frame}{Conclusion} + \begin{itemize} + \item Experimental design + Auction theory = powerful framework when working with user data + \vspace{1cm} + \item Can we extend this to learning tasks beyond linear regression? + \vspace{1cm} + \item $\simeq \alert{13}$ approximation ratio. Lower bound: \alert{$2$} + \end{itemize} +\end{frame} \end{document} |
