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Robust Algorithms for the Secretary Problem

Authors Domagoj Bradac , Anupam Gupta, Sahil Singla , Goran Zuzic



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Author Details

Domagoj Bradac
  • ETH Zurich, Switzerland
  • University of Zagreb, Croatia
Anupam Gupta
  • Carnegie Mellon University, Pittsburgh, PA, USA
Sahil Singla
  • Princeton University, Princeton, NJ, USA
  • Institute for Advanced Study, Princeton, NJ, USA
Goran Zuzic
  • Carnegie Mellon University, Pittsburgh, PA, USA

Acknowledgements

We thank Thomas Kesselheim and Marco Molinaro for sharing their model and thoughts on robust secretary problems with us; these have directly inspired our model.

Cite AsGet BibTex

Domagoj Bradac, Anupam Gupta, Sahil Singla, and Goran Zuzic. Robust Algorithms for the Secretary Problem. In 11th Innovations in Theoretical Computer Science Conference (ITCS 2020). Leibniz International Proceedings in Informatics (LIPIcs), Volume 151, pp. 32:1-32:26, Schloss Dagstuhl - Leibniz-Zentrum für Informatik (2020)
https://doi.org/10.4230/LIPIcs.ITCS.2020.32

Abstract

In classical secretary problems, a sequence of n elements arrive in a uniformly random order, and we want to choose a single item, or a set of size K. The random order model allows us to escape from the strong lower bounds for the adversarial order setting, and excellent algorithms are known in this setting. However, one worrying aspect of these results is that the algorithms overfit to the model: they are not very robust. Indeed, if a few "outlier" arrivals are adversarially placed in the arrival sequence, the algorithms perform poorly. E.g., Dynkin’s popular 1/e-secretary algorithm is sensitive to even a single adversarial arrival: if the adversary gives one large bid at the beginning of the stream, the algorithm does not select any element at all. We investigate a robust version of the secretary problem. In the Byzantine Secretary model, we have two kinds of elements: green (good) and red (rogue). The values of all elements are chosen by the adversary. The green elements arrive at times uniformly randomly drawn from [0,1]. The red elements, however, arrive at adversarially chosen times. Naturally, the algorithm does not see these colors: how well can it solve secretary problems? We show that selecting the highest value red set, or the single largest green element is not possible with even a small fraction of red items. However, on the positive side, we show that these are the only bad cases, by giving algorithms which get value comparable to the value of the optimal green set minus the largest green item. (This benchmark reminds us of regret minimization and digital auctions, where we subtract an additive term depending on the "scale" of the problem.) Specifically, we give an algorithm to pick K elements, which gets within (1-ε) factor of the above benchmark, as long as K ≥ poly(ε^{-1} log n). We extend this to the knapsack secretary problem, for large knapsack size K. For the single-item case, an analogous benchmark is the value of the second-largest green item. For value-maximization, we give a poly log^* n-competitive algorithm, using a multi-layered bucketing scheme that adaptively refines our estimates of second-max over time. For probability-maximization, we show the existence of a good randomized algorithm, using the minimax principle. We hope that this work will spur further research on robust algorithms for the secretary problem, and for other problems in sequential decision-making, where the existing algorithms are not robust and often tend to overfit to the model.

Subject Classification

ACM Subject Classification
  • Theory of computation → Adversary models
  • Theory of computation → Streaming models
  • Theory of computation → Design and analysis of algorithms
  • Theory of computation → Packing and covering problems
  • Theory of computation → Algorithmic game theory and mechanism design
Keywords
  • stochastic optimization
  • robust optimization
  • secretary problem
  • matroid secretary
  • robust secretary

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