The common way to optimize auction and pricing systems is to set aside a small fraction of the traffic to run experiments. This leads to the question: how can we learn the most with the smallest amount of data? For truthful auctions, this is the \emph{sample complexity} problem. For posted price auctions, we no longer have access to samples. Instead, the algorithm is allowed to choose a price $p_t$; then for a fresh sample $v_t \sim \mathcal{D}$ we learn the sign $s_t = sign(p_t - v_t) \in \{-1,+1\}$. How many pricing queries are needed to estimate a given parameter of the underlying distribution? We give tight upper and lower bounds on the number of pricing queries required to find an approximately optimal reserve price for general, regular and MHR distributions. Interestingly, for regular distributions, the pricing query and sample complexities match. But for general and MHR distributions, we show a strict separation between them. All known results on sample complexity for revenue optimization follow from a variant of using the optimal reserve price of the empirical distribution. In the pricing query complexity setting, we show that learning the entire distribution within an error of $\epsilon$ in Levy distance requires strictly more pricing queries than to estimate the reserve. Instead, our algorithm uses a new property we identify called \emph{relative flatness} to quickly zoom into the right region of the distribution to get the optimal pricing query complexity.
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The Maximum Induced Matching problem asks to find the maximum $k$ such that, given a graph $G=(V,E)$, can we find a subset of vertices $S$ of size $k$ for which every vertices $v$ in the induced graph $G[S]$ has exactly degree $1$. In this paper, we design an exact algorithm running in $O(1.2630^n)$ time and polynomial space to solve the Maximum Induced Matching problem for graphs where each vertex has degree at most 3. Prior work solved the problem by finding the Maximum Independent Set using polynomial space in the line graph $L(G^2)$; this method uses $O(1.3139^n)$ time.
General policy improvement (GPI) and trust-region learning (TRL) are the predominant frameworks within contemporary reinforcement learning (RL), which serve as the core models for solving Markov decision processes (MDPs). Unfortunately, in their mathematical form, they are sensitive to modifications, and thus, the practical instantiations that implement them do not automatically inherit their improvement guarantees. As a result, the spectrum of available rigorous MDP-solvers is narrow. Indeed, many state-of-the-art (SOTA) algorithms, such as TRPO and PPO, are not proven to converge. In this paper, we propose \textsl{mirror learning} -- a general solution to the RL problem. We reveal GPI and TRL to be but small points within this far greater space of algorithms which boasts the monotonic improvement property and converges to the optimal policy. We show that virtually all SOTA algorithms for RL are instances of mirror learning, and thus suggest that their empirical performance is a consequence of their theoretical properties, rather than of approximate analogies. Excitingly, we show that mirror learning opens up a whole new space of policy learning methods with convergence guarantees.
We study the online influence maximization (OIM) problem in social networks, where in multiple rounds the learner repeatedly chooses seed nodes to generate cascades, observes the cascade feedback, and gradually learns the best seeds that generate the largest cascade. We focus on two major challenges in this paper. First, we work with node-level feedback instead of edge-level feedback. The edge-level feedback reveals all edges that pass through information in a cascade, where the node-level feedback only reveals the activated nodes with timestamps. The node-level feedback is arguably more realistic since in practice it is relatively easy to observe who is influenced but very difficult to observe from which relationship (edge) the influence comes from. Second, we use standard offline oracle instead of offline pair-oracle. To compute a good seed set for the next round, an offline pair-oracle finds the best seed set and the best parameters within the confidence region simultaneously, and such an oracle is difficult to compute due to the combinatorial core of OIM problem. So we focus on how to use the standard offline influence maximization oracle which finds the best seed set given the edge parameters as input. In this paper, we resolve these challenges for the two most popular diffusion models, the independent cascade (IC) and the linear threshold (LT) model. For the IC model, the past research only achieves edge-level feedback, while we present the first $\widetilde{O}(\sqrt{T})$-regret algorithm for the node-level feedback. Besides, the algorithm only invokes standard offline oracles. For the LT model, a recent study only provides an OIM solution that meets the first challenge but still requires a pair-oracle. In this paper, we apply a similar technique as in the IC model to replace the pair-oracle with a standard oracle while maintaining $\widetilde{O}(\sqrt{T})$-regret.
We consider zero-sum games on infinite graphs, with objectives specified as sets of infinite words over some alphabet of colors. A well-studied class of objectives is the one of $\omega$-regular objectives, due to its relation to many natural problems in theoretical computer science. We focus on the strategy complexity question: given an objective, how much memory does each player require to play as well as possible? A classical result is that finite-memory strategies suffice for both players when the objective is $\omega$-regular. We show a reciprocal of that statement: when both players can play optimally with a chromatic finite-memory structure (i.e., whose updates can only observe colors) in all infinite game graphs, then the objective must be $\omega$-regular. This provides a game-theoretic characterization of $\omega$-regular objectives, and this characterization can help in obtaining memory bounds. Moreover, a by-product of our characterization is a new one-to-two-player lift: to show that chromatic finite-memory structures suffice to play optimally in two-player games on infinite graphs, it suffices to show it in the simpler case of one-player games on infinite graphs. We illustrate our results with the family of discounted-sum objectives, for which $\omega$-regularity depends on the value of some parameters.
We study the problem of query evaluation on probabilistic graphs, namely, tuple-independent probabilistic databases over signatures of arity two. We focus on the class of queries closed under homomorphisms, or, equivalently, the infinite unions of conjunctive queries. Our main result states that the probabilistic query evaluation problem is #P-hard for all unbounded queries from this class. As bounded queries from this class are equivalent to a union of conjunctive queries, they are already classified by the dichotomy of Dalvi and Suciu (2012). Hence, our result and theirs imply a complete data complexity dichotomy, between polynomial time and #P-hardness, on evaluating homomorphism-closed queries over probabilistic graphs. This dichotomy covers in particular all fragments of infinite unions of conjunctive queries over arity-two signatures, such as negation-free (disjunctive) Datalog, regular path queries, and a large class of ontology-mediated queries. The dichotomy also applies to a restricted case of probabilistic query evaluation called generalized model counting, where fact probabilities must be 0, 0.5, or 1. We show the main result by reducing from the problem of counting the valuations of positive partitioned 2-DNF formulae, or from the source-to-target reliability problem in an undirected graph, depending on properties of minimal models for the query.
Let $\kappa(s,t)$ denote the maximum number of internally disjoint paths in an undirected graph $G$. We consider designing a data structure that includes a list of cuts, and answers the following query: given $s,t \in V$, determine whether $\kappa(s,t) \leq k$, and if so, return a pointer to an $st$-cut of size $\leq k$ (or to a minimum $st$-cut) in the list. A trivial data structure that includes a list of $n(n-1)/2$ cuts and requires $\Theta(kn^2)$ space can answer each query in $O(1)$ time. We obtain the following results. In the case when $G$ is $k$-connected, we show that $n$ cuts suffice, and that these cuts can be partitioned into $(2k+1)$ laminar families. Thus using space $O(kn)$ we can answers each min-cut query in $O(1)$ time, slightly improving and substantially simplifying a recent result of Pettie and Yin. We then extend this data structure to subset $k$-connectivity. In the general case we show that $(2k+1)n$ cuts suffice to return an $st$-cut of size $\leq k$,and a list of size $k(k+2)n$ contains a minimum $st$-cut for every $s,t \in V$. Combining our subset $k$-connectivity data structure with the data structure of Hsu and Lu for checking $k$-connectivity, we give an $O(k^2 n)$ space data structure that returns an $st$-cut of size $\leq k$ in $O(\log k)$ time, while $O(k^3 n)$ space enables to return a minimum $st$-cut.
A graph is called a sum graph if its vertices can be labelled by distinct positive integers such that there is an edge between two vertices if and only if the sum of their labels is the label of another vertex of the graph. Most papers on sum graphs consider combinatorial questions like the minimum number of isolated vertices that need to be added to a given graph to make it a sum graph. In this paper, we initiate the study of sum graphs from the viewpoint of computational complexity. Notice that every $n$-vertex sum graph can be represented by a sorted list of $n$ positive integers where edge queries can be answered in $O(\log n)$ time. Therefore, limiting the size of the vertex labels also upper-bounds the space complexity of storing the graph in the database. We show that every $n$-vertex, $m$-edge, $d$-degenerate graph can be made a sum graph by adding at most $m$ isolated vertices to it, such that the size of each vertex label is at most $O(n^2d)$. This enables us to store the graph using $O(m\log n)$ bits of memory. For sparse graphs (graphs with $O(n)$ edges), this matches the trivial lower bound of $\Omega(n\log n)$. Since planar graphs and forests have constant degeneracy, our result implies an upper bound of $O(n^2)$ on their label size. The previously best known upper bound on the label size of general graphs with the minimum number of isolated vertices was $O(4^n)$, due to Kratochv\'il, Miller & Nguyen. Furthermore, their proof was existential, whereas our labelling can be constructed in polynomial time.
Stochastic majorization-minimization (SMM) is an online extension of the classical principle of majorization-minimization, which consists of sampling i.i.d. data points from a fixed data distribution and minimizing a recursively defined majorizing surrogate of an objective function. In this paper, we introduce stochastic block majorization-minimization, where the surrogates can now be only block multi-convex and a single block is optimized at a time within a diminishing radius. Relaxing the standard strong convexity requirements for surrogates in SMM, our framework gives wider applicability including online CANDECOMP/PARAFAC (CP) dictionary learning and yields greater computational efficiency especially when the problem dimension is large. We provide an extensive convergence analysis on the proposed algorithm, which we derive under possibly dependent data streams, relaxing the standard i.i.d. assumption on data samples. We show that the proposed algorithm converges almost surely to the set of stationary points of a nonconvex objective under constraints at a rate $O((\log n)^{1+\eps}/n^{1/2})$ for the empirical loss function and $O((\log n)^{1+\eps}/n^{1/4})$ for the expected loss function, where $n$ denotes the number of data samples processed. Under some additional assumption, the latter convergence rate can be improved to $O((\log n)^{1+\eps}/n^{1/2})$. Our results provide first convergence rate bounds for various online matrix and tensor decomposition algorithms under a general Markovian data setting.
Many-user MAC is an important model for understanding energy efficiency of massive random access in 5G and beyond. Introduced in Polyanskiy'2017 for the AWGN channel, subsequent works have provided improved bounds on the asymptotic minimum energy-per-bit required to achieve a target per-user error at a given user density and payload, going beyond the AWGN setting. The best known rigorous bounds use spatially coupled codes along with the optimal AMP algorithm. But these bounds are infeasible to compute beyond a few (around 10) bits of payload. In this paper, we provide new achievability bounds for the many-user AWGN and quasi-static Rayleigh fading MACs using the spatially coupled codebook design along with a scalar AMP algorithm. The obtained bounds are computable even up to 100 bits and outperform the previous ones at this payload.
Implicit probabilistic models are models defined naturally in terms of a sampling procedure and often induces a likelihood function that cannot be expressed explicitly. We develop a simple method for estimating parameters in implicit models that does not require knowledge of the form of the likelihood function or any derived quantities, but can be shown to be equivalent to maximizing likelihood under some conditions. Our result holds in the non-asymptotic parametric setting, where both the capacity of the model and the number of data examples are finite. We also demonstrate encouraging experimental results.
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