Leximin is a common approach to multi-objective optimization, frequently employed in fair division applications. In leximin optimization, one first aims to maximize the smallest objective value; subject to this, one maximizes the second-smallest objective; and so on. Often, even the single-objective problem of maximizing the smallest value cannot be solved accurately, e.g. due to computational hardness. What can we hope to accomplish for leximin optimization in this situation? Recently, Henzinger et al (2022) defined a notion of approximate leximin optimality, and showed how it can be computed for the problem of representative cohort selection. However, their definition considers only an additive approximation in the single-objective problem. In this work, we define approximate leximin optimality allowing approximations that have multiplicative and additive errors. We show how to compute a solution that approximates leximin in polynomial time, using an oracle that finds an approximation to the single-objective problem. The approximation factors of the algorithms are closely related: a factor of $(\alpha,\epsilon)$ for the single-objective problem translates into a factor of $\left(\frac{\alpha^2}{1-\alpha + \alpha^2}, \frac{\alpha(2-\alpha)\epsilon}{1-\alpha +\alpha^2}\right)$ for the multi-objective leximin problem, regardless of the number of objectives. As a usage example, we apply our algorithm to the problem of stochastic allocations of indivisible goods. For this problem, assuming sub-modular objectives functions, the single-objective egalitarian welfare can be approximated, with only a multiplicative error, to an optimal $1-\frac{1}{e}\approx 0.632$ factor w.h.p. We show how to extend the approximation to leximin, over all the objective functions, to a multiplicative factor of $\frac{(e-1)^2}{e^2-e+1}\approx 0.52$ w.h.p or $\frac{1}{3}$ deterministically.
Objective. Algorithmic differentiation (AD) can be a useful technique to numerically optimize design and algorithmic parameters by, and quantify uncertainties in, computer simulations. However, the effectiveness of AD depends on how "well-linearizable" the software is. In this study, we assess how promising derivative information of a typical proton computed tomography (pCT) scan computer simulation is for the aforementioned applications. Approach. This study is mainly based on numerical experiments, in which we repeatedly evaluate three representative computational steps with perturbed input values. We support our observations with a review of the algorithmic steps and arithmetic operations performed by the software, using debugging techniques. Main results. The model-based iterative reconstruction (MBIR) subprocedure (at the end of the software pipeline) and the Monte Carlo (MC) simulation (at the beginning) were piecewise differentiable. Jumps in the MBIR function arose from the discrete computation of the set of voxels intersected by a proton path. Jumps in the MC function likely arose from changes in the control flow that affect the amount of consumed random numbers. The tracking algorithm solves an inherently non-differentiable problem. Significance. The MC and MBIR codes are ready for the integration of AD, and further research on surrogate models for the tracking subprocedure is necessary.
Imitation is a key component of human social behavior, and is widely used by both children and adults as a way to navigate uncertain or unfamiliar situations. But in an environment populated by multiple heterogeneous agents pursuing different goals or objectives, indiscriminate imitation is unlikely to be an effective strategy -- the imitator must instead determine who is most useful to copy. There are likely many factors that play into these judgements, depending on context and availability of information. Here we investigate the hypothesis that these decisions involve inferences about other agents' reward functions. We suggest that people preferentially imitate the behavior of others they deem to have similar reward functions to their own. We further argue that these inferences can be made on the basis of very sparse or indirect data, by leveraging an inductive bias toward positing the existence of different \textit{groups} or \textit{types} of people with similar reward functions, allowing learners to select imitation targets without direct evidence of alignment.
We develop the first active learning method in the predict-then-optimize framework. Specifically, we develop a learning method that sequentially decides whether to request the "labels" of feature samples from an unlabeled data stream, where the labels correspond to the parameters of an optimization model for decision-making. Our active learning method is the first to be directly informed by the decision error induced by the predicted parameters, which is referred to as the Smart Predict-then-Optimize (SPO) loss. Motivated by the structure of the SPO loss, our algorithm adopts a margin-based criterion utilizing the concept of distance to degeneracy and minimizes a tractable surrogate of the SPO loss on the collected data. In particular, we develop an efficient active learning algorithm with both hard and soft rejection variants, each with theoretical excess risk (i.e., generalization) guarantees. We further derive bounds on the label complexity, which refers to the number of samples whose labels are acquired to achieve a desired small level of SPO risk. Under some natural low-noise conditions, we show that these bounds can be better than the naive supervised learning approach that labels all samples. Furthermore, when using the SPO+ loss function, a specialized surrogate of the SPO loss, we derive a significantly smaller label complexity under separability conditions. We also present numerical evidence showing the practical value of our proposed algorithms in the settings of personalized pricing and the shortest path problem.
Let $G$ be a graph on $n$ vertices of maximum degree $\Delta$. We show that, for any $\delta > 0$, the down-up walk on independent sets of size $k \leq (1-\delta)\alpha_c(\Delta)n$ mixes in time $O_{\Delta,\delta}(k\log{n})$, thereby resolving a conjecture of Davies and Perkins in an optimal form. Here, $\alpha_{c}(\Delta)n$ is the NP-hardness threshold for the problem of counting independent sets of a given size in a graph on $n$ vertices of maximum degree $\Delta$. Our mixing time has optimal dependence on $k,n$ for the entire range of $k$; previously, even polynomial mixing was not known. In fact, for $k = \Omega_{\Delta}(n)$ in this range, we establish a log-Sobolev inequality with optimal constant $\Omega_{\Delta,\delta}(1/n)$. At the heart of our proof are three new ingredients, which may be of independent interest. The first is a method for lifting $\ell_\infty$-independence from a suitable distribution on the discrete cube -- in this case, the hard-core model -- to the slice by proving stability of an Edgeworth expansion using a multivariate zero-free region for the base distribution. The second is a generalization of the Lee-Yau induction to prove log-Sobolev inequalities for distributions on the slice with considerably less symmetry than the uniform distribution. The third is a sharp decomposition-type result which provides a lossless comparison between the Dirichlet form of the original Markov chain and that of the so-called projected chain in the presence of a contractive coupling.
Deep neural networks (DNNs) are increasingly being deployed to perform safety-critical tasks. The opacity of DNNs, which prevents humans from reasoning about them, presents new safety and security challenges. To address these challenges, the verification community has begun developing techniques for rigorously analyzing DNNs, with numerous verification algorithms proposed in recent years. While a significant amount of work has gone into developing these verification algorithms, little work has been devoted to rigorously studying the computability and complexity of the underlying theoretical problems. Here, we seek to contribute to the bridging of this gap. We focus on two kinds of DNNs: those that employ piecewise-linear activation functions (e.g., ReLU), and those that employ piecewise-smooth activation functions (e.g., Sigmoids). We prove the two following theorems: 1) The decidability of verifying DNNs with piecewise-smooth activation functions is equivalent to a well-known, open problem formulated by Tarski; and 2) The DNN verification problem for any quantifier-free linear arithmetic specification can be reduced to the DNN reachability problem, whose approximation is NP-complete. These results answer two fundamental questions about the computability and complexity of DNN verification, and the ways it is affected by the network's activation functions and error tolerance; and could help guide future efforts in developing DNN verification tools.
We give an $\widetilde{O}(\sqrt{n})$-space single-pass $0.483$-approximation streaming algorithm for estimating the maximum directed cut size (Max-DICUT) in a directed graph on $n$ vertices. This improves over an $O(\log n)$-space $4/9 < 0.45$ approximation algorithm due to Chou, Golovnev, and Velusamy (FOCS 2020), which was known to be optimal for $o(\sqrt{n})$-space algorithms. Max-DICUT is a special case of a constraint satisfaction problem (CSP). In this broader context, we give the first CSP for which algorithms with $\widetilde{O}(\sqrt{n})$ space can provably outperform $o(\sqrt{n})$-space algorithms. The key technical contribution of our work is development of the notions of a first-order snapshot of a (directed) graph and of estimates of such snapshots. These snapshots can be used to simulate certain (non-streaming) Max-DICUT algorithms, including the "oblivious" algorithms introduced by Feige and Jozeph (Algorithmica, 2015), who showed that one such algorithm achieves a 0.483-approximation. Previous work of the authors (SODA 2023) studied the restricted case of bounded-degree graphs, and observed that in this setting, it is straightforward to estimate the snapshot with $\ell_1$ errors and this suffices to simulate oblivious algorithms. But for unbounded-degree graphs, even defining an achievable and sufficient notion of estimation is subtle. We describe a new notion of snapshot estimation and prove its sufficiency using careful smoothing techniques, and then develop an algorithm which sketches such an estimate via a delicate process of intertwined vertex- and edge-subsampling. Prior to our work, the only streaming algorithms for any CSP on general instances were based on generalizations of the $O(\log n)$-space algorithm for Max-DICUT, and thus our work opens the possibility of a new class of algorithms for approximating CSPs.
Minimum flow decomposition (MFD) is the NP-hard problem of finding a smallest decomposition of a network flow/circulation $X$ on a directed graph $G$ into weighted source-to-sink paths whose superposition equals $X$. We show that, for acyclic graphs, considering the \emph{width} of the graph (the minimum number of paths needed to cover all of its edges) yields advances in our understanding of its approximability. For the version of the problem that uses only non-negative weights, we identify and characterise a new class of \emph{width-stable} graphs, for which a popular heuristic is a \gwsimple-approximation ($|X|$ being the total flow of $X$), and strengthen its worst-case approximation ratio from $\Omega(\sqrt{m})$ to $\Omega(m / \log m)$ for sparse graphs, where $m$ is the number of edges in the graph. We also study a new problem on graphs with cycles, Minimum Cost Circulation Decomposition (MCCD), and show that it generalises MFD through a simple reduction. For the version allowing also negative weights, we give a $(\lceil \log \Vert X \Vert \rceil +1)$-approximation ($\Vert X \Vert$ being the maximum absolute value of $X$ on any edge) using a power-of-two approach, combined with parity fixing arguments and a decomposition of unitary circulations ($\Vert X \Vert \leq 1$), using a generalised notion of width for this problem. Finally, we disprove a conjecture about the linear independence of minimum (non-negative) flow decompositions posed by Kloster et al. [ALENEX 2018], but show that its useful implication (polynomial-time assignments of weights to a given set of paths to decompose a flow) holds for the negative version.
This paper combines modern numerical computation with theoretical results to improve our understanding of the growth factor problem for Gaussian elimination. On the computational side we obtain lower bounds for the maximum growth for complete pivoting for $n=1:75$ and $n=100$ using the Julia JuMP optimization package. At $n=100$ we obtain a growth factor bigger than $3n$. The numerical evidence suggests that the maximum growth factor is bigger than $n$ if and only if $n \ge 11$. We also present a number of theoretical results. We show that the maximum growth factor over matrices with entries restricted to a subset of the reals is nearly equal to the maximum growth factor over all real matrices. We also show that the growth factors under floating point arithmetic and exact arithmetic are nearly identical. Finally, through numerical search, and stability and extrapolation results, we provide improved lower bounds for the maximum growth factor. Specifically, we find that the largest growth factor is bigger than $1.0045n$, and the lim sup of the ratio with $n$ is greater than or equal to $3.317$. In contrast to the old conjecture that growth might never be bigger than $n$, it seems likely that the maximum growth divided by $n$ goes to infinity as $n \rightarrow \infty$.
Bid optimization for online advertising from single advertiser's perspective has been thoroughly investigated in both academic research and industrial practice. However, existing work typically assume competitors do not change their bids, i.e., the wining price is fixed, leading to poor performance of the derived solution. Although a few studies use multi-agent reinforcement learning to set up a cooperative game, they still suffer the following drawbacks: (1) They fail to avoid collusion solutions where all the advertisers involved in an auction collude to bid an extremely low price on purpose. (2) Previous works cannot well handle the underlying complex bidding environment, leading to poor model convergence. This problem could be amplified when handling multiple objectives of advertisers which are practical demands but not considered by previous work. In this paper, we propose a novel multi-objective cooperative bid optimization formulation called Multi-Agent Cooperative bidding Games (MACG). MACG sets up a carefully designed multi-objective optimization framework where different objectives of advertisers are incorporated. A global objective to maximize the overall profit of all advertisements is added in order to encourage better cooperation and also to protect self-bidding advertisers. To avoid collusion, we also introduce an extra platform revenue constraint. We analyze the optimal functional form of the bidding formula theoretically and design a policy network accordingly to generate auction-level bids. Then we design an efficient multi-agent evolutionary strategy for model optimization. Offline experiments and online A/B tests conducted on the Taobao platform indicate both single advertiser's objective and global profit have been significantly improved compared to state-of-art methods.
Since deep neural networks were developed, they have made huge contributions to everyday lives. Machine learning provides more rational advice than humans are capable of in almost every aspect of daily life. However, despite this achievement, the design and training of neural networks are still challenging and unpredictable procedures. To lower the technical thresholds for common users, automated hyper-parameter optimization (HPO) has become a popular topic in both academic and industrial areas. This paper provides a review of the most essential topics on HPO. The first section introduces the key hyper-parameters related to model training and structure, and discusses their importance and methods to define the value range. Then, the research focuses on major optimization algorithms and their applicability, covering their efficiency and accuracy especially for deep learning networks. This study next reviews major services and toolkits for HPO, comparing their support for state-of-the-art searching algorithms, feasibility with major deep learning frameworks, and extensibility for new modules designed by users. The paper concludes with problems that exist when HPO is applied to deep learning, a comparison between optimization algorithms, and prominent approaches for model evaluation with limited computational resources.