We study an envy-free pricing problem, in which each buyer wishes to buy a shortest path connecting her individual pair of vertices in a network owned by a single vendor. The vendor sets the prices of individual edges with the aim of maximizing the total revenue generated by all buyers. Each customer buys a path as long as its cost does not exceed her individual budget. In this case, the revenue generated by her equals the sum of prices of edges along this path. We consider the unlimited supply setting, where each edge can be sold to arbitrarily many customers. The problem is to find a price assignment which maximizes vendor's revenue. A special case in which the network is a tree is known under the name of the tollbooth problem. Gamzu and Segev proposed a $\mathcal{O} \left( \frac{\log m}{\log \log m} \right)$-approximation algorithm for revenue maximization in that setting. Note that paths in a tree network are unique, and hence the tollbooth problem falls under the category of single-minded bidders, i.e., each buyer is interested in a single fixed set of goods. In this work we step out of the single-minded setting and consider more general networks that may contain cycles. We obtain an algorithm for pricing cactus shaped networks, namely networks in which each edge can belong to at most one simple cycle. Our result is a polynomial time $\mathcal{0} \left( \frac{\log m}{\log \log m}\right)$-approximation algorithm for revenue maximization in tollbooth pricing on a cactus graph. It builds upon the framework of Gamzu and Segev, but requires substantially extending its main ideas: the recursive decomposition of the graph, the dynamic programming for rooted instances and rounding the prices.
This paper introduces general methodologies for constructing closed-form solutions to several important partial differential equations (PDEs) with polynomial right-hand sides in two and three spatial dimensions. The covered equations include the isotropic and anisotropic Poisson, Helmholtz, Stokes, and elastostatic equations, as well as the time-harmonic linear elastodynamic and Maxwell equations. Polynomial solutions have recently regained significance in the development of numerical techniques for evaluating volume integral operators and have potential applications in certain kinds of Trefftz finite element methods. Our approach to all of these PDEs relates the particular solution to polynomial solutions of the Poisson and Helmholtz polynomial particular solutions, solutions that can in turn be obtained, respectively, from expansions using homogeneous polynomials and the Neumann series expansion of the operator $(k^2+\Delta)^{-1}$. No matrix inversion is required to compute the solution. The method naturally incorporates divergence constraints on the solution, such as in the case of Maxwell and Stokes flow equations. This work is accompanied by a freely available Julia library, \texttt{PolynomialSolutions.jl}, which implements the proposed methodology in a non-symbolic format and efficiently constructs and provides access to rapid evaluation of the desired solution.
An important tool in algorithm design is the ability to build algorithms from other algorithms that run as subroutines. In the case of quantum algorithms, a subroutine may be called on a superposition of different inputs, which complicates things. For example, a classical algorithm that calls a subroutine $Q$ times, where the average probability of querying the subroutine on input $i$ is $p_i$, and the cost of the subroutine on input $i$ is $T_i$, incurs expected cost $Q\sum_i p_i E[T_i]$ from all subroutine queries. While this statement is obvious for classical algorithms, for quantum algorithms, it is much less so, since naively, if we run a quantum subroutine on a superposition of inputs, we need to wait for all branches of the superposition to terminate before we can apply the next operation. We nonetheless show an analogous quantum statement (*): If $q_i$ is the average query weight on $i$ over all queries, the cost from all quantum subroutine queries is $Q\sum_i q_i E[T_i]$. Here the query weight on $i$ for a particular query is the probability of measuring $i$ in the input register if we were to measure right before the query. We prove this result using the technique of multidimensional quantum walks, recently introduced in arXiv:2208.13492. We present a more general version of their quantum walk edge composition result, which yields variable-time quantum walks, generalizing variable-time quantum search, by, for example, replacing the update cost with $\sqrt{\sum_{u,v}\pi_u P_{u,v} E[T_{u,v}^2]}$, where $T_{u,v}$ is the cost to move from vertex $u$ to vertex $v$. The same technique that allows us to compose quantum subroutines in quantum walks can also be used to compose in any quantum algorithm, which is how we prove (*).
This paper considers a variant of zero-sum matrix games where at each timestep the row player chooses row $i$, the column player chooses column $j$, and the row player receives a noisy reward with mean $A_{i,j}$. The objective of the row player is to accumulate as much reward as possible, even against an adversarial column player. If the row player uses the EXP3 strategy, an algorithm known for obtaining $\sqrt{T}$ regret against an arbitrary sequence of rewards, it is immediate that the row player also achieves $\sqrt{T}$ regret relative to the Nash equilibrium in this game setting. However, partly motivated by the fact that the EXP3 strategy is myopic to the structure of the game, O'Donoghue et al. (2021) proposed a UCB-style algorithm that leverages the game structure and demonstrated that this algorithm greatly outperforms EXP3 empirically. While they showed that this UCB-style algorithm achieved $\sqrt{T}$ regret, in this paper we ask if there exists an algorithm that provably achieves $\text{polylog}(T)$ regret against any adversary, analogous to results from stochastic bandits. We propose a novel algorithm that answers this question in the affirmative for the simple $2 \times 2$ setting, providing the first instance-dependent guarantees for games in the regret setting. Our algorithm overcomes two major hurdles: 1) obtaining logarithmic regret even though the Nash equilibrium is estimable only at a $1/\sqrt{T}$ rate, and 2) designing row-player strategies that guarantee that either the adversary provides information about the Nash equilibrium, or the row player incurs negative regret. Moreover, in the full information case we address the general $n \times m$ case where the first hurdle is still relevant. Finally, we show that EXP3 and the UCB-based algorithm necessarily cannot perform better than $\sqrt{T}$.
Reinforcement learning often needs to deal with the exponential growth of states and actions when exploring optimal control in high-dimensional spaces (often known as the curse of dimensionality). In this work, we address this issue by learning the inherent structure of action-wise similar MDP to appropriately balance the performance degradation versus sample/computational complexity. In particular, we partition the action spaces into multiple groups based on the similarity in transition distribution and reward function, and build a linear decomposition model to capture the difference between the intra-group transition kernel and the intra-group rewards. Both our theoretical analysis and experiments reveal a \emph{surprising and counter-intuitive result}: while a more refined grouping strategy can reduce the approximation error caused by treating actions in the same group as identical, it also leads to increased estimation error when the size of samples or the computation resources is limited. This finding highlights the grouping strategy as a new degree of freedom that can be optimized to minimize the overall performance loss. To address this issue, we formulate a general optimization problem for determining the optimal grouping strategy, which strikes a balance between performance loss and sample/computational complexity. We further propose a computationally efficient method for selecting a nearly-optimal grouping strategy, which maintains its computational complexity independent of the size of the action space.
Many multivariate data sets exhibit a form of positive dependence, which can either appear globally between all variables or only locally within particular subgroups. A popular notion of positive dependence that allows for localized positivity is positive association. In this work we introduce the notion of extremal positive association for multivariate extremes from threshold exceedances. Via a sufficient condition for extremal association, we show that extremal association generalizes extremal tree models. For H\"usler--Reiss distributions the sufficient condition permits a parametric description that we call the metric property. As the parameter of a H\"usler--Reiss distribution is a Euclidean distance matrix, the metric property relates to research in electrical network theory and Euclidean geometry. We show that the metric property can be localized with respect to a graph and study surrogate likelihood inference. This gives rise to a two-step estimation procedure for locally metrical H\"usler--Reiss graphical models. The second step allows for a simple dual problem, which is implemented via a gradient descent algorithm. Finally, we demonstrate our results on simulated and real data.
In this paper, we present distributed fault-tolerant algorithms that approximate the centroid of a set of n data points in $\mathbb{R}^d$. Our work falls into the broader area of approximate multidimensional Byzantine agreement. The standard approach used in existing algorithms is to agree on a vector inside the convex hull of all correct vectors. This strategy dismisses many possibly correct data points. As a result, the algorithm does not necessarily agree on a representative value. In fact, this does not allow us to compute a better approximation than $2d$ of the centroid in the synchronous case. To find better approximation algorithms for the centroid, we investigate the trade-off between the quality of the approximation, the resilience of the algorithm, and the validity of the solution. For the synchronous case, we show that it is possible to achieve a $1$-approximation of the centroid with up to $t<n/(d+1)$ Byzantine data points. This approach however does not give any guarantee on the validity of the solution. Therefore, we develop a second approach that reaches a $2\sqrt{d}$-approximation of the centroid, while satisfying the standard validity condition for agreement protocols. We are even able to restrict the validity condition to agreement inside the box of correct data points, while achieving optimal resilience of $t< n/3$. For the asynchronous case, we can adapt all three algorithms to reach the same approximation results (up to a constant factor). Our results suggest that it is reasonable to study the trade-off between validity conditions and the quality of the solution.
We propose a new model, independent linear Markov game, for multi-agent reinforcement learning with a large state space and a large number of agents. This is a class of Markov games with independent linear function approximation, where each agent has its own function approximation for the state-action value functions that are marginalized by other players' policies. We design new algorithms for learning the Markov coarse correlated equilibria (CCE) and Markov correlated equilibria (CE) with sample complexity bounds that only scale polynomially with each agent's own function class complexity, thus breaking the curse of multiagents. In contrast, existing works for Markov games with function approximation have sample complexity bounds scale with the size of the \emph{joint action space} when specialized to the canonical tabular Markov game setting, which is exponentially large in the number of agents. Our algorithms rely on two key technical innovations: (1) utilizing policy replay to tackle non-stationarity incurred by multiple agents and the use of function approximation; (2) separating learning Markov equilibria and exploration in the Markov games, which allows us to use the full-information no-regret learning oracle instead of the stronger bandit-feedback no-regret learning oracle used in the tabular setting. Furthermore, we propose an iterative-best-response type algorithm that can learn pure Markov Nash equilibria in independent linear Markov potential games. In the tabular case, by adapting the policy replay mechanism for independent linear Markov games, we propose an algorithm with $\widetilde{O}(\epsilon^{-2})$ sample complexity to learn Markov CCE, which improves the state-of-the-art result $\widetilde{O}(\epsilon^{-3})$ in Daskalakis et al. 2022, where $\epsilon$ is the desired accuracy, and also significantly improves other problem parameters.
The approximate stabilizer rank of a quantum state is the minimum number of terms in any approximate decomposition of that state into stabilizer states. Bravyi and Gosset showed that the approximate stabilizer rank of a so-called "magic" state like $|T\rangle^{\otimes n}$, up to polynomial factors, is an upper bound on the number of classical operations required to simulate an arbitrary quantum circuit with Clifford gates and $n$ number of $T$ gates. As a result, an exponential lower bound on this quantity seems inevitable. Despite this intuition, several attempts using various techniques could not lead to a better than a linear lower bound on the "exact" rank of ${|T\rangle}^{\otimes n}$, meaning the minimal size of a decomposition that exactly produces the state. For the "approximate" rank, which is more realistically related to the cost of simulating quantum circuits, no lower bound better than $\tilde \Omega(\sqrt n)$ has been known. In this paper, we improve the lower bound on the approximate rank to $\tilde \Omega (n^2)$ for a wide range of the approximation parameters. An immediate corollary of our result is the existence of polynomial time computable functions which require a super-linear number of terms in any decomposition into exponentials of quadratic forms over $\mathbb{F}_2$, resolving a question in [Wil18]. Our approach is based on a strong lower bound on the approximate rank of a quantum state sampled from the Haar measure, a step-by-step analysis of the approximate rank of a magic-state teleportation protocol to sample from the Haar measure, and a result about trading Clifford operations with $T$ gates by [LKS18].
Information Retrieval (IR) and Recommender Systems (RS) tasks are moving from computing a ranking of final results based on a single metric to multi-objective problems. Solving these problems leads to a set of Pareto-optimal solutions, known as Pareto frontier, in which no objective can be further improved without hurting the others. In principle, all the points on the Pareto frontier are potential candidates to represent the best model selected with respect to the combination of two, or more, metrics. To our knowledge, there are no well-recognized strategies to decide which point should be selected on the frontier. In this paper, we propose a novel, post-hoc, theoretically-justified technique, named "Population Distance from Utopia" (PDU), to identify and select the one-best Pareto-optimal solution from the frontier. In detail, PDU analyzes the distribution of the points by investigating how far each point is from its utopia point (the ideal performance for the objectives). The possibility of considering fine-grained utopia points allows PDU to select solutions tailored to individual user preferences, a novel feature we call "calibration". We compare PDU against existing state-of-the-art strategies through extensive experiments on tasks from both IR and RS. Experimental results show that PDU and combined with calibration notably impact the solution selection. Furthermore, the results show that the proposed framework selects a solution in a principled way, irrespective of its position on the frontier, thus overcoming the limits of other strategies.
Knowledge graph embedding (KGE) is a increasingly popular technique that aims to represent entities and relations of knowledge graphs into low-dimensional semantic spaces for a wide spectrum of applications such as link prediction, knowledge reasoning and knowledge completion. In this paper, we provide a systematic review of existing KGE techniques based on representation spaces. Particularly, we build a fine-grained classification to categorise the models based on three mathematical perspectives of the representation spaces: (1) Algebraic perspective, (2) Geometric perspective, and (3) Analytical perspective. We introduce the rigorous definitions of fundamental mathematical spaces before diving into KGE models and their mathematical properties. We further discuss different KGE methods over the three categories, as well as summarise how spatial advantages work over different embedding needs. By collating the experimental results from downstream tasks, we also explore the advantages of mathematical space in different scenarios and the reasons behind them. We further state some promising research directions from a representation space perspective, with which we hope to inspire researchers to design their KGE models as well as their related applications with more consideration of their mathematical space properties.