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Match Made with Matrix Completion: Efficient Learning under Matching Interference

Tang, Zhiyuan, Chen, Wanning, Xu, Kan

arXiv.org Machine Learning

Matching markets face increasing needs to learn the matching qualities between demand and supply for effective design of matching policies. In practice, the matching rewards are high-dimensional due to the growing diversity of participants. We leverage a natural low-rank matrix structure of the matching rewards in these two-sided markets, and propose to utilize matrix completion to accelerate reward learning with limited offline data. A unique property for matrix completion in this setting is that the entries of the reward matrix are observed with matching interference -- i.e., the entries are not observed independently but dependently due to matching or budget constraints. Such matching dependence renders unique technical challenges, such as sub-optimality or inapplicability of the existing analytical tools in the matrix completion literature, since they typically rely on sample independence. In this paper, we first show that standard nuclear norm regularization remains theoretically effective under matching interference. We provide a near-optimal Frobenius norm guarantee in this setting, coupled with a new analytical technique. Next, to guide certain matching decisions, we develop a novel ``double-enhanced'' estimator, based off the nuclear norm estimator, with a near-optimal entry-wise guarantee. Our double-enhancement procedure can apply to broader sampling schemes even with dependence, which may be of independent interest. Additionally, we extend our approach to online learning settings with matching constraints such as optimal matching and stable matching, and present improved regret bounds in matrix dimensions. Finally, we demonstrate the practical value of our methods using both synthetic data and real data of labor markets.


our technical contributions and the importance of the work

Neural Information Processing Systems

We thank the reviewers for their constructive comments. We provide the first convergence result for alternating GDA for more general problems. Unlike simultaneous GDA, our alternating GDA uses different learning rates for the primal and dual variables. PL function and introducing a balancing parameter to establish the contraction. Significant advance has been recognized by utilizing the PL conditions in these field.