We consider contextual bandit problems with knapsacks [CBwK], a problem where at each round, a scalar reward is obtained and vector-valued costs are suffered. The learner aims to maximize the cumulative rewards while ensuring that the cumulative costs are lower than some predetermined cost constraints. We assume that contexts come from a continuous set, that costs can be signed, and that the expected reward and cost functions, while unknown, may be uniformly estimated -- a typical assumption in the literature. In this setting, total cost constraints had so far to be at least of order $T^{3/4}$, where $T$ is the number of rounds, and were even typically assumed to depend linearly on $T$. We are however motivated to use CBwK to impose a fairness constraint of equalized average costs between groups: the budget associated with the corresponding cost constraints should be as close as possible to the natural deviations, of order $\sqrt{T}$. To that end, we introduce a dual strategy based on projected-gradient-descent updates, that is able to deal with total-cost constraints of the order of $\sqrt{T}$ up to poly-logarithmic terms. This strategy is more direct and simpler than existing strategies in the literature. It relies on a careful, adaptive, tuning of the step size.
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In the metric distortion problem there is a set of candidates and a set of voters, all residing in the same metric space. The objective is to choose a candidate with minimum social cost, defined as the total distance of the chosen candidate from all voters. The challenge is that the algorithm receives only ordinal input from each voter, in the form of a ranked list of candidates in non-decreasing order of their distances from her, whereas the objective function is cardinal. The distortion of an algorithm is its worst-case approximation factor with respect to the optimal social cost. A series of papers culminated in a 3-distortion algorithm, which is tight with respect to all deterministic algorithms. Aiming to overcome the limitations of worst-case analysis, we revisit the metric distortion problem through the learning-augmented framework, where the algorithm is provided with some prediction regarding the optimal candidate. The quality of this prediction is unknown, and the goal is to evaluate the performance of the algorithm under a accurate prediction (known as consistency), while simultaneously providing worst-case guarantees even for arbitrarily inaccurate predictions (known as robustness). For our main result, we characterize the robustness-consistency Pareto frontier for the metric distortion problem. We first identify an inevitable trade-off between robustness and consistency. We then devise a family of learning-augmented algorithms that achieves any desired robustness-consistency pair on this Pareto frontier. Furthermore, we provide a more refined analysis of the distortion bounds as a function of the prediction error (with consistency and robustness being two extremes). Finally, we also prove distortion bounds that integrate the notion of $\alpha$-decisiveness, which quantifies the extent to which a voter prefers her favorite candidate relative to the rest.
Federated learning (FL) as distributed machine learning has gained popularity as privacy-aware Machine Learning (ML) systems have emerged as a technique that prevents privacy leakage by building a global model and by conducting individualized training of decentralized edge clients on their own private data. The existing works, however, employ privacy mechanisms such as Secure Multiparty Computing (SMC), Differential Privacy (DP), etc. Which are immensely susceptible to interference, massive computational overhead, low accuracy, etc. With the increasingly broad deployment of FL systems, it is challenging to ensure fairness and maintain active client participation in FL systems. Very few works ensure reasonably satisfactory performances for the numerous diverse clients and fail to prevent potential bias against particular demographics in FL systems. The current efforts fail to strike a compromise between privacy, fairness, and model performance in FL systems and are vulnerable to a number of additional problems. In this paper, we provide a comprehensive survey stating the basic concepts of FL, the existing privacy challenges, techniques, and relevant works concerning privacy in FL. We also provide an extensive overview of the increasing fairness challenges, existing fairness notions, and the limited works that attempt both privacy and fairness in FL. By comprehensively describing the existing FL systems, we present the potential future directions pertaining to the challenges of privacy-preserving and fairness-aware FL systems.
Breaking safety constraints in control systems can lead to potential risks, resulting in unexpected costs or catastrophic damage. Nevertheless, uncertainty is ubiquitous, even among similar tasks. In this paper, we develop a novel adaptive safe control framework that integrates meta learning, Bayesian models, and control barrier function (CBF) method. Specifically, with the help of CBF method, we learn the inherent and external uncertainties by a unified adaptive Bayesian linear regression (ABLR) model, which consists of a forward neural network (NN) and a Bayesian output layer. Meta learning techniques are leveraged to pre-train the NN weights and priors of the ABLR model using data collected from historical similar tasks. For a new control task, we refine the meta-learned models using a few samples, and introduce pessimistic confidence bounds into CBF constraints to ensure safe control. Moreover, we provide theoretical criteria to guarantee probabilistic safety during the control processes. To validate our approach, we conduct comparative experiments in various obstacle avoidance scenarios. The results demonstrate that our algorithm significantly improves the Bayesian model-based CBF method, and is capable for efficient safe exploration even with multiple uncertain constraints.
We study a fair resource sharing problem, where a set of resources are to be shared among a group of agents. Each agent demands one resource and each resource can serve a limited number of agents. An agent cares about what resource they get as well as the externalities imposed by their mates, who share the same resource with them. Clearly, the strong notion of envy-freeness, where no agent envies another for their resource or mates, cannot always be achieved and we show that even deciding the existence of such a strongly envy-free assignment is an intractable problem. Hence, a more interesting question is whether (and in what situations) a relaxed notion of envy-freeness, the Pareto envy-freeness, can be achieved. Under this relaxed notion, an agent envies another only when they envy both the resource and the mates of the other agent. In particular, we are interested in a dorm assignment problem, where students are to be assigned to dorms with the same capacity and they have dichotomous preference over their dormmates. We show that when the capacity of each dorm is 2, a Pareto envy-free assignment always exists and we present a polynomial-time algorithm to compute such an assignment. Nevertheless, the result breaks immediately when the capacity increases to 3, in which case even Pareto envy-freeness cannot be guaranteed. In addition to the existential results, we also investigate the utility guarantees of (Pareto) envy-free assignments in our model.
The coupling of deep reinforcement learning to numerical flow control problems has recently received a considerable attention, leading to groundbreaking results and opening new perspectives for the domain. Due to the usually high computational cost of fluid dynamics solvers, the use of parallel environments during the learning process represents an essential ingredient to attain efficient control in a reasonable time. Yet, most of the deep reinforcement learning literature for flow control relies on on-policy algorithms, for which the massively parallel transition collection may break theoretical assumptions and lead to suboptimal control models. To overcome this issue, we propose a parallelism pattern relying on partial-trajectory buffers terminated by a return bootstrapping step, allowing a flexible use of parallel environments while preserving the on-policiness of the updates. This approach is illustrated on a CPU-intensive continuous flow control problem from the literature.
Standard multiparameter eigenvalue problems (MEPs) are systems of $k\ge 2$ linear $k$-parameter square matrix pencils. Recently, a new form of multiparameter eigenvalue problems has emerged: a rectangular MEP (RMEP) with only one multivariate rectangular matrix pencil, where we are looking for combinations of the parameters for which the rank of the pencil is not full. Applications include finding the optimal least squares autoregressive moving average (ARMA) model and the optimal least squares realization of autonomous linear time-invariant (LTI) dynamical system. For linear and polynomial RMEPs, we give the number of solutions and show how these problems can be solved numerically by a transformation into a standard MEP. For the transformation we provide new linearizations for quadratic multivariate matrix polynomials with a specific structure of monomials and consider mixed systems of rectangular and square multivariate matrix polynomials. This numerical approach seems computationally considerably more attractive than the block Macaulay method, the only other currently available numerical method for polynomial RMEPs.
We consider the problem of query-efficient global max-cut on a weighted undirected graph in the value oracle model examined by [RSW18]. This model arises as a natural special case of submodular function maximization: on query $S \subseteq V$, the oracle returns the total weight of the cut between $S$ and $V \backslash S$. For most constants $c \in (0,1]$, we nail down the query complexity of achieving a $c$-approximation, for both deterministic and randomized algorithms (up to logarithmic factors). Analogously to general submodular function maximization in the same model, we observe a phase transition at $c = 1/2$: we design a deterministic algorithm for global $c$-approximate max-cut in $O(\log n)$ queries for any $c < 1/2$, and show that any randomized algorithm requires $\tilde{\Omega}(n)$ queries to find a $c$-approximate max-cut for any $c > 1/2$. Additionally, we show that any deterministic algorithm requires $\Omega(n^2)$ queries to find an exact max-cut (enough to learn the entire graph), and develop a $\tilde{O}(n)$-query randomized $c$-approximation for any $c < 1$. Our approach provides two technical contributions that may be of independent interest. One is a query-efficient sparsifier for undirected weighted graphs (prior work of [RSW18] holds only for unweighted graphs). Another is an extension of the cut dimension to rule out approximation (prior work of [GPRW20] introducing the cut dimension only rules out exact solutions).
We define the relative fractional independence number of two graphs, $G$ and $H$, as $$\alpha^*(G|H)=\max_{W}\frac{\alpha(G\boxtimes W)}{\alpha(H\boxtimes W)},$$ where the maximum is taken over all graphs $W$, $G\boxtimes W$ is the strong product of $G$ and $W$, and $\alpha$ denotes the independence number. We give a non-trivial linear program to compute $\alpha^*(G|H)$ and discuss some of its properties. We show that $$\alpha^*(G|H)\geq \frac{X(G)}{X(H)},$$ where $X(G)$ can be the independence number, the zero-error Shannon capacity, the fractional independence number, the Lov'{a}sz number, or the Schrijver's or Szegedy's variants of the Lov'{a}sz number of a graph $G$. This inequality is the first explicit non-trivial upper bound on the ratio of the invariants of two arbitrary graphs, as mentioned earlier, which can also be used to obtain upper or lower bounds for these invariants. As explicit applications, we present new upper bounds for the ratio of the zero-error Shannon capacity of two Cayley graphs and compute the Haemers number of certain Johnson graphs. Moreover, we show that the relative fractional independence number can be used to present a stronger version of the well-known No-Homomorphism Lemma. The No-Homomorphism Lemma is widely used to show the non-existence of a homomorphism between two graphs and is also used to give an upper bound on the independence number of a graph. Our extension of the No-Homomorphism Lemma is computationally more accessible than its original version.
We consider a voting model, where a number of candidates need to be selected subject to certain feasibility constraints. The model generalises committee elections (where there is a single constraint on the number of candidates that need to be selected), various elections with diversity constraints, the model of public decisions (where decisions needs to be taken on a number of independent issues), and the model of collective scheduling. A critical property of voting is that it should be fair -- not only to individuals but also to groups of voters with similar opinions on the subject of the vote; in other words, the outcome of an election should proportionally reflect the voters' preferences. We formulate axioms of proportionality in this general model. Our axioms do not require predefining groups of voters; to the contrary, we ensure that the opinion of every subset of voters whose preferences are cohesive-enough are taken into account to the extent that is proportional to the size of the subset. Our axioms are always satisfiable, and generalize the strongest known satisfiable axioms for the more specific models. We explain how to adapt two prominent committee election rules, Proportional Approval Voting (PAV) and Phragmen Sequential Rule, as well as the concept of stable-priceability to our general model. The two rules satisfy our proportionality axioms if and only if the feasibility constraints are matroids.
This paper introduces a novel framework for assessing risk and decision-making in the presence of uncertainty, the \emph{$\varphi$-Divergence Quadrangle}. This approach expands upon the traditional Risk Quadrangle, a model that quantifies uncertainty through four key components: \emph{risk, deviation, regret}, and \emph{error}. The $\varphi$-Divergence Quadrangle incorporates the $\varphi$-divergence as a measure of the difference between probability distributions, thereby providing a more nuanced understanding of risk. Importantly, the $\varphi$-Divergence Quadrangle is closely connected with the distributionally robust optimization based on the $\varphi$-divergence approach through the duality theory of convex functionals. To illustrate its practicality and versatility, several examples of the $\varphi$-Divergence Quadrangle are provided, including the Quantile Quadrangle. The final portion of the paper outlines a case study implementing regression with the Entropic Value-at-Risk Quadrangle. The proposed $\varphi$-Divergence Quadrangle presents a refined methodology for understanding and managing risk, contributing to the ongoing development of risk assessment and management strategies.
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