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Documents authored by Bradac, Domagoj

Document
DOI: 10.4230/LIPIcs.ITCS.2020.32
Robust Algorithms for the Secretary Problem

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

Published in: LIPIcs, Volume 151, 11th Innovations in Theoretical Computer Science Conference (ITCS 2020)

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.
Cite as

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)

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@InProceedings{bradac_et_al:LIPIcs.ITCS.2020.32,
  author =	{Bradac, Domagoj and Gupta, Anupam and Singla, Sahil and Zuzic, Goran},
  title =	{{Robust Algorithms for the Secretary Problem}},
  booktitle =	{11th Innovations in Theoretical Computer Science Conference (ITCS 2020)},
  pages =	{32:1--32:26},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-95977-134-4},
  ISSN =	{1868-8969},
  year =	{2020},
  volume =	{151},
  editor =	{Vidick, Thomas},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.ITCS.2020.32},
  URN =		{urn:nbn:de:0030-drops-117171},
  doi =		{10.4230/LIPIcs.ITCS.2020.32},
  annote =	{Keywords: stochastic optimization, robust optimization, secretary problem, matroid secretary, robust secretary}
}
Document
RANDOM
DOI: 10.4230/LIPIcs.APPROX-RANDOM.2019.49
(Near) Optimal Adaptivity Gaps for Stochastic Multi-Value Probing

Authors: Domagoj Bradac, Sahil Singla, and Goran Zuzic

Published in: LIPIcs, Volume 145, Approximation, Randomization, and Combinatorial Optimization. Algorithms and Techniques (APPROX/RANDOM 2019)

Abstract
Consider a kidney-exchange application where we want to find a max-matching in a random graph. To find whether an edge e exists, we need to perform an expensive test, in which case the edge e appears independently with a known probability p_e. Given a budget on the total cost of the tests, our goal is to find a testing strategy that maximizes the expected maximum matching size. The above application is an example of the stochastic probing problem. In general the optimal stochastic probing strategy is difficult to find because it is adaptive - decides on the next edge to probe based on the outcomes of the probed edges. An alternate approach is to show the adaptivity gap is small, i.e., the best non-adaptive strategy always has a value close to the best adaptive strategy. This allows us to focus on designing non-adaptive strategies that are much simpler. Previous works, however, have focused on Bernoulli random variables that can only capture whether an edge appears or not. In this work we introduce a multi-value stochastic probing problem, which can also model situations where the weight of an edge has a probability distribution over multiple values. Our main technical contribution is to obtain (near) optimal bounds for the (worst-case) adaptivity gaps for multi-value stochastic probing over prefix-closed constraints. For a monotone submodular function, we show the adaptivity gap is at most 2 and provide a matching lower bound. For a weighted rank function of a k-extendible system (a generalization of intersection of k matroids), we show the adaptivity gap is between O(k log k) and k. None of these results were known even in the Bernoulli case where both our upper and lower bounds also apply, thereby resolving an open question of Gupta et al. [Gupta et al., 2017].
Cite as

Domagoj Bradac, Sahil Singla, and Goran Zuzic. (Near) Optimal Adaptivity Gaps for Stochastic Multi-Value Probing. In Approximation, Randomization, and Combinatorial Optimization. Algorithms and Techniques (APPROX/RANDOM 2019). Leibniz International Proceedings in Informatics (LIPIcs), Volume 145, pp. 49:1-49:21, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2019)

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@InProceedings{bradac_et_al:LIPIcs.APPROX-RANDOM.2019.49,
  author =	{Bradac, Domagoj and Singla, Sahil and Zuzic, Goran},
  title =	{{(Near) Optimal Adaptivity Gaps for Stochastic Multi-Value Probing}},
  booktitle =	{Approximation, Randomization, and Combinatorial Optimization. Algorithms and Techniques (APPROX/RANDOM 2019)},
  pages =	{49:1--49:21},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-95977-125-2},
  ISSN =	{1868-8969},
  year =	{2019},
  volume =	{145},
  editor =	{Achlioptas, Dimitris and V\'{e}gh, L\'{a}szl\'{o} A.},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.APPROX-RANDOM.2019.49},
  URN =		{urn:nbn:de:0030-drops-112641},
  doi =		{10.4230/LIPIcs.APPROX-RANDOM.2019.49},
  annote =	{Keywords: stochastic programming, adaptivity gaps, stochastic multi-value probing, submodular functions, k-extendible systems, adaptive strategy, matroid intersection}
}
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