We study properties and applications of various circuit imbalance measures associated with linear spaces. These measures describe possible ratios between nonzero entries of support-minimal nonzero vectors of the space. The fractional circuit imbalance measure turns out to be a crucial parameter in the context of linear programming, and two integer variants can be used to describe integrality properties of associated polyhedra. We give an overview of the properties of these measures, and survey classical and recent applications, in particular, for linear programming algorithms with running time dependence on the constraint matrix only, and for circuit augmentation algorithms. We also present new bounds on the diameter and circuit diameter of polyhedra in terms of the fractional circuit imbalance measure.
We consider an atomic congestion game in which each player participates in the game with an exogenous and known probability $p_{i}\in[0,1]$, independently of everybody else, or stays out and incurs no cost. We first prove that the resulting game is potential. Then, we compute the parameterized price of anarchy to characterize the impact of demand uncertainty on the efficiency of selfish behavior. It turns out that the price of anarchy as a function of the maximum participation probability $p=\max_{i} p_{i}$ is a nondecreasing function. The worst case is attained when players have the same participation probabilities $p_{i}=p$. For the case of affine costs, we provide an analytic expression for the parameterized price of anarchy as a function of $p$. This function is continuous on $(0,1]$, is equal to $4/3$ for $0<p\leq 1/4$, and increases towards $5/2$ when $p\to 1$. Our work can be interpreted as providing a continuous transition between the price of anarchy of nonatomic and atomic games, which are the extremes of the price of anarchy function we characterize. We show that these bounds are tight and are attained on routing games -- as opposed to general congestion games -- with purely linear costs (i.e., with no constant terms).
In this work, we consider the problem of jointly minimizing the average cost of sampling and transmitting status updates by users over a wireless channel subject to average Age of Information (AoI) constraints. Errors in the transmission may occur and a scheduling policy has to decide if the users sample a new packet or attempt for retransmission of the packet sampled previously. The cost consists of both sampling and transmission costs. The sampling of a new packet after a failure imposes an additional cost on the system. We formulate a stochastic optimization problem with the average cost in the objective under average AoI constraints. To solve this problem, we propose three scheduling policies; a) a dynamic policy, that is centralized and requires full knowledge of the state of the system, b) two stationary randomized policies that require no knowledge of the state of the system. We utilize tools from Lyapunov optimization theory in order to provide the dynamic policy, and we prove that its solution is arbitrary close to the optimal one. In order to provide the randomized policies, we model the system by utilizing Discrete Time Markov Chain (DTMC). We provide closed-form and approximated expressions for the average AoI and its distribution, for each randomized policy. Simulation results show the importance of providing the option to transmit an old packet in order to minimize the total average cost.
In scheduling, we are given a set of jobs, together with a number of machines and our goal is to decide for every job, when and on which machine(s) it should be scheduled in order to minimize some objective function. Different machine models, job characteristics and objective functions result in a multitude of scheduling problems and many of them are NP-hard, even for a fixed number of identical machines. However, using pseudo-polynomial or approximation algorithms, we can still hope to solve some of these problems efficiently. In this work, we give conditional running time lower bounds for a large number of scheduling problems, indicating the optimality of some classical algorithms. In particular, we show that the dynamic programming algorithm by Lawler and Moore is probably optimal for $1||\sum w_jU_j$ and $Pm||C_{max}$. Moreover, the FPTAS by Gens and Levner for $1||\sum w_jU_j$ and the algorithm by Lee and Uzsoy for $P2||\sum w_jC_j$ are probably optimal as well. There is still small room for improvement for the $1|Rej\leq Q|\sum w_jU_j$ algorithm by Zhang et al. and the algorithm for $1||\sum T_j$ by Lawler. We also give a lower bound for $P2|any|C_{max}$ and improve the dynamic program by Du and Leung from $\mathcal{O}(nP^2)$ to $\mathcal{O}(nP)$ to match this lower bound. Here, $P$ is the sum of all processing times. The same idea also improves the algorithm for $P3|any|C_{max}$ by Du and Leung from $\mathcal{O}(nP^5)$ to $\mathcal{O}(nP^2)$. The lower bounds in this work all either rely on the (Strong) Exponential Time Hypothesis or the $(\min,+)$-conjecture. While our results suggest the optimality of some classical algorithms, they also motivate future research in cases where the best known algorithms do not quite match the lower bounds.
A challenging aspect of the bandit problem is that a stochastic reward is observed only for the chosen arm and the rewards of other arms remain missing. The dependence of the arm choice on the past context and reward pairs compounds the complexity of regret analysis. We propose a novel multi-armed contextual bandit algorithm called Doubly Robust (DR) Thompson Sampling employing the doubly-robust estimator used in missing data literature to Thompson Sampling with contexts (\texttt{LinTS}). Different from previous works relying on missing data techniques (\citet{dimakopoulou2019balanced}, \citet{kim2019doubly}), the proposed algorithm is designed to allow a novel additive regret decomposition leading to an improved regret bound with the order of $\tilde{O}(\phi^{-2}\sqrt{T})$, where $\phi^2$ is the minimum eigenvalue of the covariance matrix of contexts. This is the first regret bound of \texttt{LinTS} using $\phi^2$ without the dimension of the context, $d$. Applying the relationship between $\phi^2$ and $d$, the regret bound of the proposed algorithm is $\tilde{O}(d\sqrt{T})$ in many practical scenarios, improving the bound of \texttt{LinTS} by a factor of $\sqrt{d}$. A benefit of the proposed method is that it utilizes all the context data, chosen or not chosen, thus allowing to circumvent the technical definition of unsaturated arms used in theoretical analysis of \texttt{LinTS}. Empirical studies show the advantage of the proposed algorithm over \texttt{LinTS}.
$\newcommand{\NP}{\mathsf{NP}}\newcommand{\GapSVP}{\textrm{GapSVP}}$We give a simple proof that the (approximate, decisional) Shortest Vector Problem is $\NP$-hard under a randomized reduction. Specifically, we show that for any $p \geq 1$ and any constant $\gamma < 2^{1/p}$, the $\gamma$-approximate problem in the $\ell_p$ norm ($\gamma$-$\GapSVP_p$) is not in $\mathsf{RP}$ unless $\NP \subseteq \mathsf{RP}$. Our proof follows an approach pioneered by Ajtai (STOC 1998), and strengthened by Micciancio (FOCS 1998 and SICOMP 2000), for showing hardness of $\gamma$-$\GapSVP_p$ using locally dense lattices. We construct such lattices simply by applying "Construction A" to Reed-Solomon codes with suitable parameters, and prove their local density via an elementary argument originally used in the context of Craig lattices. As in all known $\NP$-hardness results for $\GapSVP_p$ with $p < \infty$, our reduction uses randomness. Indeed, it is a notorious open problem to prove $\NP$-hardness via a deterministic reduction. To this end, we additionally discuss potential directions and associated challenges for derandomizing our reduction. In particular, we show that a close deterministic analogue of our local density construction would improve on the state-of-the-art explicit Reed-Solomon list-decoding lower bounds of Guruswami and Rudra (STOC 2005 and IEEE Trans. Inf. Theory 2006). As a related contribution of independent interest, we also give a polynomial-time algorithm for decoding $n$-dimensional "Construction A Reed-Solomon lattices" (with different parameters than those used in our hardness proof) to a distance within an $O(\sqrt{\log n})$ factor of Minkowski's bound. This asymptotically matches the best known distance for decoding near Minkowski's bound, due to Mook and Peikert (IEEE Trans. Inf. Theory 2022), whose work we build on with a somewhat simpler construction and analysis.
We study weighted programming, a programming paradigm for specifying mathematical models. More specifically, the weighted programs we investigate are like usual imperative programs with two additional features: (1) nondeterministic branching and (2) weighting execution traces. Weights can be numbers but also other objects like words from an alphabet, polynomials, formal power series, or cardinal numbers. We argue that weighted programming as a paradigm can be used to specify mathematical models beyond probability distributions (as is done in probabilistic programming). We develop weakest-precondition- and weakest-liberal-precondition-style calculi \`{a} la Dijkstra for reasoning about mathematical models specified by weighted programs. We present several case studies. For instance, we use weighted programming to model the ski rental problem - an optimization problem. We model not only the optimization problem itself, but also the best deterministic online algorithm for solving this problem as weighted programs. By means of weakest-precondition-style reasoning, we can determine the competitive ratio of the online algorithm on source code level.
Let $\mathcal{G}$ be a directed graph with vertices $1,2,\ldots, 2N$. Let $\mathcal{T}=(T_{i,j})_{(i,j)\in\mathcal{G}}$ be a family of contractive similarity mappings. For every $1\leq i\leq N$, let $i^+:=i+N$. Let $\mathcal{M}_{i,j}=\{(i,j),(i,j^+),(i^+,j),(i^+,j^+)\}\cap\mathcal{G}$. We assume that $T_{\widetilde{i},\widetilde{j}}=T_{i,j}$ for every $(\widetilde{i},\widetilde{j})\in \mathcal{M}_{i,j}$. Let $K$ denote the Mauldin-Williams fractal determined by $\mathcal{T}$. Let $\chi=(\chi_i)_{i=1}^{2N}$ be a positive probability vector and $P$ a row-stochastic matrix which serves as an incidence matrix for $\mathcal{G}$. Let $\nu$ be the Markov-type measure associated with $\chi$ and $P$. Let $\Omega=\{1,\ldots,2N\}$ and $G_\infty=\{\sigma\in\Omega^{\mathbb{N}}:(\sigma_i,\sigma_{i+1})\in\mathcal{G}, \;i\geq 1\}$. Let $\pi$ be the natural projection from $G_\infty$ to $K$ and $\mu=\nu\circ\pi^{-1}$. We consider two cases: 1. $\mathcal{G}$ has two strongly connected components consisting of $N$ vertices; 2. $\mathcal{G}$ is strongly connected. With some assumptions for $\mathcal{G}$ and $\mathcal{T}$, for case 1, we determine the exact value $s_r$ of $D_r(\mu)$ and prove that the $s_r$-dimensional lower quantization coefficient $\underline{Q}_r^{s_r}(\mu)$ is always positive, but the upper one $\overline{Q}_r^{s_r}(\mu)$ can be infinite; we establish a necessary and sufficient condition for $\overline{Q}_r^{s_r}(\mu)$ to be finite; for case 2, we determine $D_r(\mu)=:t_r$ by means of a pressure-like function and prove that $\underline{Q}_r^{t_r}(\mu)$ and $\overline{Q}_r^{t_r}(\mu)$ are always positive and finite.
We propose a new method of estimation in topic models, that is not a variation on the existing simplex finding algorithms, and that estimates the number of topics K from the observed data. We derive new finite sample minimax lower bounds for the estimation of A, as well as new upper bounds for our proposed estimator. We describe the scenarios where our estimator is minimax adaptive. Our finite sample analysis is valid for any number of documents (n), individual document length (N_i), dictionary size (p) and number of topics (K), and both p and K are allowed to increase with n, a situation not handled well by previous analyses. We complement our theoretical results with a detailed simulation study. We illustrate that the new algorithm is faster and more accurate than the current ones, although we start out with a computational and theoretical disadvantage of not knowing the correct number of topics K, while we provide the competing methods with the correct value in our simulations.
We present an end-to-end framework for solving the Vehicle Routing Problem (VRP) using reinforcement learning. In this approach, we train a single model that finds near-optimal solutions for problem instances sampled from a given distribution, only by observing the reward signals and following feasibility rules. Our model represents a parameterized stochastic policy, and by applying a policy gradient algorithm to optimize its parameters, the trained model produces the solution as a sequence of consecutive actions in real time, without the need to re-train for every new problem instance. On capacitated VRP, our approach outperforms classical heuristics and Google's OR-Tools on medium-sized instances in solution quality with comparable computation time (after training). We demonstrate how our approach can handle problems with split delivery and explore the effect of such deliveries on the solution quality. Our proposed framework can be applied to other variants of the VRP such as the stochastic VRP, and has the potential to be applied more generally to combinatorial optimization problems.
We demonstrate that many detection methods are designed to identify only a sufficently accurate bounding box, rather than the best available one. To address this issue we propose a simple and fast modification to the existing methods called Fitness NMS. This method is tested with the DeNet model and obtains a significantly improved MAP at greater localization accuracies without a loss in evaluation rate, and can be used in conjunction with Soft NMS for additional improvements. Next we derive a novel bounding box regression loss based on a set of IoU upper bounds that better matches the goal of IoU maximization while still providing good convergence properties. Following these novelties we investigate RoI clustering schemes for improving evaluation rates for the DeNet wide model variants and provide an analysis of localization performance at various input image dimensions. We obtain a MAP of 33.6%@79Hz and 41.8%@5Hz for MSCOCO and a Titan X (Maxwell). Source code available from: //github.com/lachlants/denet