Mechanism design for one-sided markets has been investigated for several decades in economics and in computer science. More recently, there has been an increased attention on mechanisms for two-sided markets, in which buyers and sellers act strategically. For two-sided markets, an impossibility result of Myerson and Satterthwaite states that no mechanism can simultaneously satisfy individual rationality (IR), incentive compatibility (IC), strong budget-balance (SBB), and be efficient. On the other hand, important applications to web advertisement, stock exchange, and frequency spectrum allocation, require us to consider two-sided combinatorial auctions in which buyers have preferences on subsets of items, and sellers may offer multiple heterogeneous items. No efficient mechanism was known so far for such two-sided combinatorial markets. This work provides the first IR, IC and SBB mechanisms that provides an O(1)-approximation to the optimal social welfare for two-sided markets. An initial construction yields such a mechanism, but exposes a conceptual problem in the traditional SBB notion. This leads us to define the stronger notion of direct trade strong budget balance (DSBB). We then proceed to design mechanisms that are IR, IC, DSBB, and again provide an O(1)-approximation to the optimal social welfare. Our mechanisms work for any number of buyers with XOS valuations - a class in between submodular and subadditive functions - and any number of sellers. We provide a mechanism that is dominant strategy incentive compatible (DSIC) if the sellers each have one item for sale, and one that is bayesian incentive compatible (BIC) if sellers hold multiple items and have additive valuations over them. Finally, we present a DSIC mechanism for the case that the valuation functions of all buyers and sellers are additive.
Racial disparity in academia is a widely acknowledged problem. The quantitative understanding of racial-based systemic inequalities is an important step towards a more equitable research system. However, few large-scale analyses have been performed on this topic, mostly because of the lack of robust race-disambiguation algorithms. Identifying author information does not generally include the author's race. Therefore, an algorithm needs to be employed, using known information about authors, i.e., their names, to infer their perceived race. Nevertheless, as any other algorithm, the process of racial inference can generate biases if it is not carefully considered. When the research is focused on the understanding of racial-based inequalities, such biases undermine the objectives of the investigation and may perpetuate inequities. The goal of this article is to assess the biases introduced by the different approaches used name-based racial inference. We use information from US census and mortgage applications to infer the race of US author names in the Web of Science. We estimate the effects of using given and family names, thresholds or continuous distributions, and imputation. Our results demonstrate that the validity of name-based inference varies by race and ethnicity and that threshold approaches underestimate Black authors and overestimate White authors. We conclude with recommendations to avoid potential biases. This article fills an important research gap that will allow more systematic and unbiased studies on racial disparity in science.
High-order implicit shock tracking is a new class of numerical methods to approximate solutions of conservation laws with non-smooth features. These methods align elements of the computational mesh with non-smooth features to represent them perfectly, allowing high-order basis functions to approximate smooth regions of the solution without the need for nonlinear stabilization, which leads to accurate approximations on traditionally coarse meshes. The hallmark of these methods is the underlying optimization formulation whose solution is a feature-aligned mesh and the corresponding high-order approximation to the flow; the key challenge is robustly solving the central optimization problem. In this work, we develop a robust optimization solver for high-order implicit shock tracking methods so they can be reliably used to simulate complex, high-speed, compressible flows in multiple dimensions. The proposed method integrates practical robustness measures into a sequential quadratic programming method, including dimension- and order-independent simplex element collapses, mesh smoothing, and element-wise solution re-initialization, which prove to be necessary to reliably track complex discontinuity surfaces, such as curved and reflecting shocks, shock formation, and shock-shock interaction. A series of nine numerical experiments -- including two- and three-dimensional compressible flows with complex discontinuity surfaces -- are used to demonstrate: 1) the robustness of the solver, 2) the meshes produced are high-quality and track continuous, non-smooth features in addition to discontinuities, 3) the method achieves the optimal convergence rate of the underlying discretization even for flows containing discontinuities, and 4) the method produces highly accurate solutions on extremely coarse meshes relative to approaches based on shock capturing.
Approximate Message Passing (AMP) algorithms have seen widespread use across a variety of applications. However, the precise forms for their Onsager corrections and state evolutions depend on properties of the underlying random matrix ensemble, limiting the extent to which AMP algorithms derived for white noise may be applicable to data matrices that arise in practice. In this work, we study more general AMP algorithms for random matrices $W$ that satisfy orthogonal rotational invariance in law, where $W$ may have a spectral distribution that is different from the semicircle and Marcenko-Pastur laws characteristic of white noise. The Onsager corrections and state evolutions in these algorithms are defined by the free cumulants or rectangular free cumulants of the spectral distribution of $W$. Their forms were derived previously by Opper, \c{C}akmak, and Winther using non-rigorous dynamic functional theory techniques, and we provide rigorous proofs. Our motivating application is a Bayes-AMP algorithm for Principal Components Analysis, when there is prior structure for the principal components (PCs) and possibly non-white noise. For sufficiently large signal strengths and any non-Gaussian prior distributions for the PCs, we show that this algorithm provably achieves higher estimation accuracy than the sample PCs.
We investigate the problem of fair recommendation in the context of two-sided online platforms, comprising customers on one side and producers on the other. Traditionally, recommendation services in these platforms have focused on maximizing customer satisfaction by tailoring the results according to the personalized preferences of individual customers. However, our investigation reveals that such customer-centric design may lead to unfair distribution of exposure among the producers, which may adversely impact their well-being. On the other hand, a producer-centric design might become unfair to the customers. Thus, we consider fairness issues that span both customers and producers. Our approach involves a novel mapping of the fair recommendation problem to a constrained version of the problem of fairly allocating indivisible goods. Our proposed FairRec algorithm guarantees at least Maximin Share (MMS) of exposure for most of the producers and Envy-Free up to One item (EF1) fairness for every customer. Extensive evaluations over multiple real-world datasets show the effectiveness of FairRec in ensuring two-sided fairness while incurring a marginal loss in the overall recommendation quality.
In this paper, from a theoretical perspective, we study how powerful graph neural networks (GNNs) can be for learning approximation algorithms for combinatorial problems. To this end, we first establish a new class of GNNs that can solve strictly a wider variety of problems than existing GNNs. Then, we bridge the gap between GNN theory and the theory of distributed local algorithms to theoretically demonstrate that the most powerful GNN can learn approximation algorithms for the minimum dominating set problem and the minimum vertex cover problem with some approximation ratios and that no GNN can perform better than with these ratios. This paper is the first to elucidate approximation ratios of GNNs for combinatorial problems. Furthermore, we prove that adding coloring or weak-coloring to each node feature improves these approximation ratios. This indicates that preprocessing and feature engineering theoretically strengthen model capabilities.
The availability of large microarray data has led to a growing interest in biclustering methods in the past decade. Several algorithms have been proposed to identify subsets of genes and conditions according to different similarity measures and under varying constraints. In this paper we focus on the exclusive row biclustering problem for gene expression data sets, in which each row can only be a member of a single bicluster while columns can participate in multiple ones. This type of biclustering may be adequate, for example, for clustering groups of cancer patients where each patient (row) is expected to be carrying only a single type of cancer, while each cancer type is associated with multiple (and possibly overlapping) genes (columns). We present a novel method to identify these exclusive row biclusters through a combination of existing biclustering algorithms and combinatorial auction techniques. We devise an approach for tuning the threshold for our algorithm based on comparison to a null model in the spirit of the Gap statistic approach. We demonstrate our approach on both synthetic and real-world gene expression data and show its power in identifying large span non-overlapping rows sub matrices, while considering their unique nature. The Gap statistic approach succeeds in identifying appropriate thresholds in all our examples.
This paper addresses the problem of formally verifying desirable properties of neural networks, i.e., obtaining provable guarantees that neural networks satisfy specifications relating their inputs and outputs (robustness to bounded norm adversarial perturbations, for example). Most previous work on this topic was limited in its applicability by the size of the network, network architecture and the complexity of properties to be verified. In contrast, our framework applies to a general class of activation functions and specifications on neural network inputs and outputs. We formulate verification as an optimization problem (seeking to find the largest violation of the specification) and solve a Lagrangian relaxation of the optimization problem to obtain an upper bound on the worst case violation of the specification being verified. Our approach is anytime i.e. it can be stopped at any time and a valid bound on the maximum violation can be obtained. We develop specialized verification algorithms with provable tightness guarantees under special assumptions and demonstrate the practical significance of our general verification approach on a variety of verification tasks.
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.
Many resource allocation problems in the cloud can be described as a basic Virtual Network Embedding Problem (VNEP): finding mappings of request graphs (describing the workloads) onto a substrate graph (describing the physical infrastructure). In the offline setting, the two natural objectives are profit maximization, i.e., embedding a maximal number of request graphs subject to the resource constraints, and cost minimization, i.e., embedding all requests at minimal overall cost. The VNEP can be seen as a generalization of classic routing and call admission problems, in which requests are arbitrary graphs whose communication endpoints are not fixed. Due to its applications, the problem has been studied intensively in the networking community. However, the underlying algorithmic problem is hardly understood. This paper presents the first fixed-parameter tractable approximation algorithms for the VNEP. Our algorithms are based on randomized rounding. Due to the flexible mapping options and the arbitrary request graph topologies, we show that a novel linear program formulation is required. Only using this novel formulation the computation of convex combinations of valid mappings is enabled, as the formulation needs to account for the structure of the request graphs. Accordingly, to capture the structure of request graphs, we introduce the graph-theoretic notion of extraction orders and extraction width and show that our algorithms have exponential runtime in the request graphs' maximal width. Hence, for request graphs of fixed extraction width, we obtain the first polynomial-time approximations. Studying the new notion of extraction orders we show that (i) computing extraction orders of minimal width is NP-hard and (ii) that computing decomposable LP solutions is in general NP-hard, even when restricting request graphs to planar ones.
This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image of the matrix, called a sketch. These methods can preserve structural properties of the input matrix, such as positive-semidefiniteness, and they can produce approximations with a user-specified rank. The algorithms are simple, accurate, numerically stable, and provably correct. Moreover, each method is accompanied by an informative error bound that allows users to select parameters a priori to achieve a given approximation quality. These claims are supported by numerical experiments with real and synthetic data.