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Bi-Objective Online Matching and Submodular Allocations

Neural Information Processing Systems

Online allocation problems have been widely studied due to their numerous practical applications (particularly to Internet advertising), as well as considerable theoretical interest. The main challenge in such problems is making assignment decisions in the face of uncertainty about future input; effective algorithms need to predict which constraints are most likely to bind, and learn the balance between short-term gain and the value of long-term resource availability. In many important applications, the algorithm designer is faced with multiple objectives to optimize. In particular, in online advertising it is fairly common to optimize multiple metrics, such as clicks, conversions, and impressions, as well as other metrics which may be largely uncorrelated such as'share of voice', and'buyer surplus'. While there has been considerable work on multi-objective offline optimization (when the entire input is known in advance), very little is known about the online case, particularly in the case of adversarial input. In this paper, we give the first results for bi-objective online submodular optimization, providing almost matching upper and lower bounds for allocating items to agents with two submodular value functions. We also study practically relevant special cases of this problem related to Internet advertising, and obtain improved results. All our algorithms are nearly best possible, as well as being efficient and easy to implement in practice.


Harnessing the Power of Choices in Decision Tree Learning

Neural Information Processing Systems

We propose a simple generalization of standard and empirically successful decision tree learning algorithms such as ID3, C4.5, and CART. These algorithms, which have been central to machine learning for decades, are greedy in nature: they grow a decision tree by iteratively splitting on the best attribute. Our algorithm, Top-k, considers the k best attributes as possible splits instead of just the single best attribute.We demonstrate, theoretically and empirically, the power of this simple generalization. We first prove a greediness hierarchy theorem showing that for every k N, Top-(k +1) can be dramatically more powerful than Top-k: there are data distributions for which the former achieves accuracy 1 ε, whereas the latter only achieves accuracy 12 +ε. We then show, through extensive experiments, that Top-k outperforms the two main approaches to decision tree learning: classic greedy algorithms and more recent "optimal decision tree" algorithms. On one hand, Top-k consistently enjoys significant accuracy gains over greedy algorithms across a wide range of benchmarks. On the other hand, Top-k is markedly more scalable than optimal decision tree algorithms and is able to handle dataset and feature set sizes that remain far beyond the reach of these algorithms.



Submodular Cover Problem Bicriteria Approximation Algorithms for the

Neural Information Processing Systems

Another example is when expected advertising revenue if we set τ = max{f(X): X U}, SCP asks to find the set of minimum size in U that achieves measure how effectively a subset X summarizes the entire dataset U [Tschiatschek et al., 2014].


Bandit Social Learning under Myopic Behavior

Neural Information Processing Systems

We study social learning dynamics motivated by reviews on online platforms. The agents collectively follow a simple multi-armed bandit protocol, but each agent acts myopically, without regards to exploration. We allow a wide range of myopic behaviors that are consistent with (parameterized) confidence intervals for the arms' expected rewards. We derive stark exploration failures for any such behavior, and provide matching positive results. As a special case, we obtain the first general results on failure of the greedy algorithm in bandits, thus providing a theoretical foundation for why bandit algorithms should explore.1


161882dd2d19c716819081aee2c08b98-Supplemental.pdf

Neural Information Processing Systems

We restate the theoretical statements and the algorithms here for completeness and convenience. Given a normalized monotone submodular function f:2 V! The objective aims to find the partition such that the minimum-valued block in the partition is maximized. For a ground set V and its elements (v1,v2,...,v n) coming in an arbitrary streaming order, the output solution of Alg. 1 has The output solution of Alg. 2 has We construct a set cover function as the tight example for Corollary 1. We illustrate the set cover function graphically in Figure 1. The circles are the areas to cover for the set cover function and the green inner circles and the red triangles are elements in the ground set (the outer yellow circles are not elements). The inner circles (green) largely overlap with the outer circles (yellow).



Lazy and Fast Greedy MAPInference for Determinantal Point Process

Neural Information Processing Systems

The maximum a posteriori (MAP) inference for determinantal point processes (DPPs) is crucial for selecting diverse items in many machine learning applications. Although DPPMAP inference is NP-hard, the greedy algorithm often finds highquality solutions, and many researchers have studied its efficient implementation. One classical and practical method is the lazy greedy algorithm, which is applicable to general submodular function maximization, while a recent fast greedy algorithm based on the Cholesky factorization is more efficient for DPPMAP inference. This paper presents how to combine the ideas of "lazy" and "fast", which have been considered incompatible in the literature. Our lazy and fast greedy algorithm achieves almost the same time complexity as the current best one and runs faster in practice. The idea of "lazy + fast" is extendable to other greedy-type algorithms. We also give a fast version of the double greedy algorithm for unconstrained DPP MAP inference.