Online Matroid Embeddings
Abstract
We introduce the notion of an online matroid embedding, which is an algorithm for mapping an unknown matroid that is revealed in an online fashion to a larger-but-known matroid. The existence of such embedding enables a reduction from the version of the matroid secretary problem where the matroid is unknown to the version where the matroid is known in advance. We establish the existence of such an embedding for binary matroids, and use it to relate variants of the binary matroid secretary problem to each other, showing that seemingly simpler problems are in fact equivalent to seemingly harder ones (up to constant-factors). Specifically, we show this to be the case for the version of the matroid secretary problem in which the binary matroid is not known in advance, and where it is known in advance. We also show that the version with known matroid structure is equivalent to the problem where weights are not fully adversarial but drawn from a known pairwise-independent distribution.
Keywords and phrases:
Matroids, Secretary Problem, Online AlgorithmCategory:
Track A: Algorithms, Complexity and GamesFunding:
Andrés Cristi: Partially funded by the Center for Mathematical Modeling (CMM), FB210005, BASAL funds for centers of excellence (ANID-Chile).Copyright and License:
2012 ACM Subject Classification:
Theory of computation Online algorithms ; Theory of computation Random projections and metric embeddingsEditors:
Sayan Bhattacharya, Danupon Nanongkai, Michael Benedikt, and Gabriele PuppisSeries and Publisher:
Leibniz International Proceedings in Informatics, Schloss Dagstuhl – Leibniz-Zentrum für Informatik
1 Introduction
A common setup in online algorithms is to have a matroid whose structure is revealed to the algorithm one element at a time. The algorithm processes the elements of the ground set in sequence, and at each point in time, it has access to the dependencies between the elements that have already arrived. Typical examples include the famous matroid secretary problem (MSP) [9, 7, 33, 22] and matroid prophet inequalities [15, 31].
In such problems, is there any advantage in knowing the matroid structure in advance? Imagine the following situation: we are processing an unknown matroid M; however, we know a fixed (potentially very large) matroid BigM that has an isomorphic copy of every possible matroid M, and we can construct this embedding online. We will show that if such an object exists, then we can reduce the version of the problem where the matroid is revealed online to the version of the problem where the matroid structure is known, by assuming our matroid is BigM. Moreover, if the on-the-fly embedding maintains uniform random order, then the existence of such an online embedding implies that in that class, the matroid secretary problem with unknown structure is no harder than the matroid secretary problem with known structure.
Important recent progress on the MSP has established that it is equivalent to the matroid prophet secretary problem with correlated distributions [18, 17]. Though seemingly unrelated, another consequence of the existence of such online embeddings will be that – for certain matroids – this equivalence holds even if we impose pairwise independence.
1.1 Our Contribution
Online Matroid Embedding.
Our main conceptual contribution is to define the notion of an online matroid embedding (OME) in Section 3. For a given class of matroids and a host matroid BigM, we define an OME as a set of matroid monomorphisms, i.e., mappings that preserve the matroid structure, from any matroid in the class into BigM that can be constructed sequentially, only using calls to an independence oracle over the set of elements observed so far.
The use of embeddings in algorithm design is an idea that has been successfully explored in other contexts, most notably, metric embeddings both in classic settings [12, 35, 10] as well as more recently in online settings [28, 11, 38]. While our motivation and main application is the matroid secretary problem, we believe that understanding maps between matroids preserving structure is an important mathematical question in its own right that can enable other algorithmic applications beyond the matroid secretary problem.
Consequences for the MSP.
We use the concept of online matroid embeddings to gain insights into the complexity of the matroid secretary problem (MSP) on binary matroids (see Section 2). Specifically, we relate different variants of the problem to each other and show that seemingly simpler ones are actually equivalent to harder ones (up to constant factors). See Figure 1 for an overview of the reductions that we establish in this paper.
The three variants we are interested in are: (1) the online-revealed-matroid MSP, where the matroid is a priori unknown to the online algorithm and the algorithm has access to an independence oracle on the already arrived elements, (2) the known-matroid MSP, where the structure of the matroid is known to the algorithm in advance, and (3) the prophet MSP, where the matroid structure is known in advance and additionally the weights of the elements are drawn from a known, but possibly correlated distribution.
Clearly, the online-revealed-matroid MSP is harder than the known-matroid MSP and the known-matroid MSP is harder than the prophet MSP, in the sense that if we have an -approximation for one problem, then we also have an -approximation for the other. Two main implications of our work are “inverses” of these statements for binary matroids, that hold up to a constant-factor loss, and apply even if we impose pairwise-independence in the prophet MSP. Such reductions between different average-case problems are notoriously difficult to achieve, as they need to ensure or maintain rather stringent assumptions on the input distribution that are essential for the target algorithm to be applicable in a meaningful way, and the required properties are easily disrupted.
Step 1: A Reduction From Online-Revealed Matroid MSP to Known-Matroid MSP. In Theorem 9 we show that the existence of an OME for a class of matroids enables a reduction from the online-revealed-matroid MSP to the known-matroid MSP. The challenge in proving this is to show that the online embedding can be used in a way that (almost) maintains uniform random arrival order. More precisely, let M be the unknown matroid that is revealed to the algorithm in an online fashion and let be an OME into BigM. Now consider the reduction: upon arrival of an element-weight pair in matroid M at iteration , we construct the corresponding element-weight pair as an input to MSP on BigM at iteration . However, this is not a valid input to known-matroid MSP on BigM as it does not construct a random arrival order over the elements that are not in the image of M.
To overcome the shortcoming of the above simple reduction, we interleave the elements in BigM that are in the image of M with the remaining elements in BigM. In the proof of Theorem 9, our main technical argument shows that, while this interleaving does not ensure uniformity of the arrival order of the elements in BigM, it leads to an arrival order over elements in BigM that is close to uniformly random arrival order in total variation distance (Section 5.1). We then complete the reduction with a coupling argument that shows that the existence of an -competitive algorithm for the known-matroid MSP implies the existence of an -competitive algorithm for the online-revealed-matroid MSP.
Together with the existence of an OME that maps binary matroids into the complete binary matroid (see Section 4 and discussion below), our reduction implies that an algorithm for the MSP over binary matroids cannot meaningfully use any advance information about the matroid (Corollary 10). This is in contrast to all known -competitive algorithms for special cases of binary matroids [32, 16].
Step 2: A Reduction from Prophet MSP w/ Pairwise Independence to Known-Matroid MSP. In Theorem 11, we show that the existence of an OME from a class of matroids to BigM satisfying a -transitivity property (that is satisfied by complete binary matroids, see definition in Section 2), allows to translate an -competitive algorithm for prophet MSP with pairwise-independent weight distribution on BigM into a -competitive algorithm for known-matroid MSP on matroid , for some constant .
To establish Theorem 11, we build on [18, 17] and show how to reduce prophet MSP with arbitrary correlation on to prophet MSP with pairwise-independent weight distribution on BigM.111A technical detail that we are ignoring here is that our reduction is from a restricted version of the prophet MSP with arbitrary correlation, which results in an additional constant-factor loss. To prove this, we first show that any uniformly random automorphism satisfies the following property: for any pair of elements , and for any two pairs of independent elements and , , where (Lemma 2).
This property allows us to construct an “almost pairwise independent” randomized OME by simply composing the given OME with a uniformly random automorphism on BigM. The resulting weight distribution is approximately pairwise independent in the sense that for any pair of elements and weights it holds that .
To conclude the proof, we show that there exists a pairwise-independent distribution that is close to the induced weight distribution over BigM (Theorem 18). This is one of the most technical results of the paper (see discussion below). Combining Theorem 18 with a coupling argument similar to the one in our other reduction completes the proof.
We note that constructing an exactly -wise independent distribution from an approximately -wise independent distribution has been studied in previous work [4, 5, 3]. However, their techniques focus on a set of Bernoulli random variables with identical marginals [4, 3] or “uniformity” of the underlying random variables [5] – both conditions do not hold in our setting as the weight distribution in the prophet MSP instance can be arbitrarily correlated. In fact, in both works [4, 5], they show that if the random variables satisfy “uniformity” and then there exists pairwise independent random variables within a distance of – which is not enough for our purpose as in our case. In the following, we explain why simple approaches would tend to fail.
Technical Challenges for Step 2. One natural and simple approach could be to apply small weight perturbations to the input distribution to make and then apply results from [4, 5].
To demonstrate the technical difficulties, suppose we are given a weight distribution over a set of elements of M supported over such that for any , at most one element can take the weight (This assumption can be made due to Lemma 16). However, we cannot ensure that each weight is definitely assigned to one of the elements of M. Since can be arbitrarily correlated, we can have , with . Suppose, for any and , we let random variables iff . Now, via simple probability calculations we have
This implies that are almost pairwise independent. However, directly applying the results from [4, 5] only yields the existence of an exact pairwise independent distribution within distance from the original distribution. This is insufficient when . To fix this, one could simply make large by introducing new weights via small perturbations to the weight distribution. However, as such a procedure increases , the corresponding decreases, and on average, it shrinks by a factor of . Therefore, naive approaches which apply small weight perturbations to the input distribution to increase the number of weights fail. Therefore, we have to introduce new and arguably technically involved ideas to carry out the result.
To obtain Theorem 18, we construct an explicit pairwise-independent weight distribution over BigM by a sequence of “small” perturbations to a naturally induced “almost” pairwise-independent distribution. At each step, we perturb the original distribution such that many pairs of random variables end up being independent while always decreasing the pairwise correlation of the rest of the pairs. Then the main technical work is devoted to showing that the total deviation from our procedures is of the order of , which, combined with the fact that leads to the desired result. Since this construction and proof is rather technical, we defer it to the full version of the paper. We believe that our idea of sequentially constructing small perturbations would find further applications to obtain exact pairwise (or -wise) independent distributions from their approximate counterparts in other settings.
Constructing OMEs.
In Section 4 (Theorem 4 and Theorem 6), we provide a complete analysis for binary matroids. Namely, for the class of binary matroids M with elements, there is an online matroid embedding into BigM the complete binary matroid . We also develop a technique for making the OME order-independent: we use properties of the automorphism group of together with randomization to ensure that the images of the elements in M are not correlated with the arrival order. This technique is in fact more general (Theorem 8) and can be applied whenever the group of automorphisms of the host matroid is “sufficiently rich” in a sense that the theorem statement makes precise.
The key property of binary matroids that we exploit to establish these results is that in , there is a unique element that completes a circuit, in the sense that there cannot be two circuits of the same size that intersect in all but one element of each.
In the full version of the paper, we explore to which extent similar results can be obtained for other classes of matroids. We show that there cannot be an online matroid embedding that embeds graphic matroids into graphic matroids or, more generally, regular matroids. We also give an online matroid embedding that embeds laminar matroids into linear matroids, and show that it is impossible to embed laminar matroids into laminar matroids. Finally, we show that there is no universal host matroid that allows embedding of all matroids on elements of a given rank. See Section 6 for an extended discussion of these results.
We believe that the lack of online matroid embeddings for graphic matroids/regular matroids that “don’t leave the class” may shed light on why progress on the known-matroid MSP for graphic and regular matroids has not extended to the online-revealed version of these problems, and more generally the MSP for general binary matroids.
Approximate OMEs.
In the full version of the paper, we extend the notion of an OME to allow distortion, i.e., the map approximately preserves the rank. We observe that the -partition property in [6] and [19] can be viewed as an approximate matroid embedding into the free matroid. We thus inherit the lower bound of lower bound in [19] of the distortion of embedding the complete binary matroid into the free matroid.
We show tightness of this bound by constructing an online embedding which achieves a distortion of We also show that there is no constant approximate online embedding of the class of graphic matroids into a free matroid when the underlying matroid is not known upfront. Therefore, any constant competitive algorithm for unknown graphic matroid secretary that relies on constructing an online embedding of the graph into a free-matroid has to exploit the random arrival order of the underlying elements or develop new techniques that do not rely on online embedding into a free matroid. A more detailed discussion appears in Section 6.
1.2 Discussion and Significance of Results
We believe that the existence or non-existence of (approximate) online matroid embeddings can shed new light on different classes of matroids and how they relate to each other. In this work, we demonstrate two implications for the matroid secretary problem.
-
Our first implication (Theorem 9) offers the first formalization of the intuition that, in general, advance knowledge of the matroid structure should not help in the design of a constant-competitive algorithm for the matroid secretary problem. In light of this, it would be interesting to develop algorithms for classes of matroids for which constant-competitive algorithms exist when the algorithm has advance knowledge of the matroid structure, such as graphic matroids [32] and regular matroids [16].
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Our second implication (Theorem 11), in turn, presents a novel “line of attack” for obtaining such an algorithm for the class of binary matroids (for which no constant-competitive algorithm is known). While it was already known that it suffices to find such an algorithm for the secretary prophet version with correlated weights [18, 17], general correlated weight distributions offer little additional structure. Our result shifts the challenge away from intractable arbitrary correlations, towards the better-understood realm of pairwise independent distributions. Pairwise independent distributions admit powerful tools like concentration inequalities and have found application in areas such as hashing and constructions of pseudo-random generators (for more details, see surveys [36, 43]), and prophet inequalities [13].
1.3 Related Work
Matroid Secretary Problem.
The matroid secretary problem was first studied in [9, 7, 8], who gave a -competitive algorithm for general matroids. This bound was improved to in [14], and the state-of-the-art is a -competitive algorithm [33, 22]. The algorithms of [33, 22] only uses independence oracle calls on subsets of the elements revealed so far.
For graphic matroids there is a -competitive algorithm, provided that the graphic matroid is known in advance [32]. The same is true for the more general class of regular matroids [16]. Laminar matroids also admit an -competitive algorithm [26, 29, 25]. Some evidence for the difficulty of the matroid secretary problem for general binary matroids can be found in [34] and [1], showing that binary matroids are not -decomposable, ruling out a promising approach to obtaining an -competitive algorithm for this class.
Oveis Gharan and Vondrák [39] systematized the study of matroid secretary problem variants, establishing a notation for classifying problem variants according to whether the elements arrive in adversarial or random order, whether the assignment of weights to elements is adversarial or random, and whether or not the matroid structure is known in advance. In their nomenclature, the main question addressed in our work is whether the RO-AA-MK variant is equivalent to the RO-AA-MN variant for matroids in general, or for specific classes of matroids. Interestingly, for variants with adversarial arrival order but random weight assignment, [39] demonstrates a stark qualitative difference in approximability: the AO-RA-MK model (when the matroid structure is known in advance) admits a 64-competitive algorithm for all matroids, whereas the AO-RA-MN model (when the number of elements is known in advance but the matroid structure is revealed online) has no constant-competitive algorithm even for the class of rank one matroids!
Very recently, [41] gave a -competitive algorithm for the matroid secretary problem in the random assignment model when the matroid structure is not known in advance, and instead is only revealed over time. In a similar spirit, [40] presents an online contention resolution scheme for graphic matroids, that uses almost no advance information about the graph. However, they assume that the endpoints of the edges are revealed upon their arrival, which leads to an obvious OME into a graphic matroid.
Matroid Prophet Inequalities.
The matroid prophet inequality problem was first studied in [24]. An asymptotically optimal -competitive algorithm for -uniform matroids was given in [2]. A tight -competitive algorithm for the matroid prophet inequality problem was given in [31], also see [20] for the problem of maximizing submodular functions subject to matroid constraints. Constant-factor competitive algorithms can also be obtained via online contention resolution schemes (OCRS) [23]. Random-order versions of the matroid prophet inequality problem are studied in [21].
To the best of our knowledge, all these algorithms exploit that the matroid structure is known in advance. An additional difficulty for reductions of the type we present in this paper, is that typically these algorithms need to know the identity of the distribution that a certain element’s weight is drawn from. For the i.i.d. case this is obviously not an obstacle, and so our reductions apply. We believe that extensions of our techniques might shed further light on the variant of the matroid prophet inequality problem, in which the matroid is revealed online.
Metric Embeddings and Distortion.
An important inspiration for this work comes from the literature on metric embeddings. A classic result in this context is Bourgain’s theorem [12]. The algorithmic importance of such embeddings, and Bourgain’s theorem in particular, was first highlighted in the seminal papers of [35, 10].
Since then metric embeddings have found applications in a host of algorithmic problems, see, e.g., the survey of [27] and Chapter 15 of [37]. Closer to our notion of online matroid embeddings is a recent line of work on online metric embeddings [28, 11, 38] in which points of a metric space are presented one at a time to an algorithm who must then decide on a mapping to the host metric space. The main difference is that instead of preserving a matroid structure, those papers try to minimize metric distortion.
2 Matroids, Morphisms, and -representations
Throughout the paper, we will use to denote the set of integers .
Matroid Definition.
A matroid M is composed of a ground set and a rank function satisfying the following properties:
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;
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-
(submodularity)
It follows from the second condition that . Whenever we say that is an independent set of the matroid. Otherwise, we say that is dependent. A minimal dependent set is called a circuit, i.e., is a circuit if is dependent but every strict subset is independent. We say that a matroid has rank if .
We say that an element is a loop if . We say that a matroid is loop-free if every set of one element is independent. Given a set we define the span as .
Matroid Morphisms.
We will use the same notation to refer to a matroid and its ground set. Given two matroids M and N we will define a morphism to be a map between their ground sets that preserves rank, i.e.:
Whenever the matroid morphism is an injective map, we will say it is a matroid monomorphism or a matroid embedding. Whenever it is bijective, we will say it is a matroid isomorphism. An isomorphism from a matroid to itself is called an automorphism. (Aside: this paragraph defines the category of matroids in the sense of category theory. However, we won’t use any other fact from category theory other than borrowing its very convenient language.)
We refer to the set of automorphisms as , which forms a group under composition, i.e., given , then (and satisfies the group axioms).
Element Copies.
Given a matroid M and an integer we will define the matroid by creating copies of each element of M. Formally, the ground set of is . The rank function of is induced by the projection that maps , i.e., . By definition, the projection is a matroid morphism from .
If N is a matroid of at most elements, every morphism can be written as: where is a monomorphism.
Direct Sum.
Given two matroids M and N, we define their direct sum as the matroid whose ground set is the disjoint union of the ground sets of M and N and for all in the disjoint union of ground sets.
Graphic Matroids.
We will define a few special classes of interest. We start with graphic matroids. Given a graph with edge set , we can define a matroid with ground set by defining the of a subset as the maximum number of edges in that don’t form a cycle. We say that a matroid M is graphic if it is isomorphic to the matroid obtained from an undirected graph as we just described.
As an example, consider the matroid M with ground set and rank function such that . The matroid is graphic since it is isomorphic to the matroid that can be obtained from any of the graphs in Figure 2. An important thing to note, however, is that the matroid description contains no information about vertices. It only tells us which sets of edges are independent and which are not. As we can see in the figure, this is typically not enough to fully determine the graph structure.
-representable Matroids.
Let be a field (e.g. ) and let be the vector space formed by -dimensional vectors with coordinates in . We say that a subset of vectors is independent if the unique solution to for is . Any subset of together with the independency relation above defines a matroid. From now on, we will use the notation to represent both the vector space and the corresponding matroid. We say that a matroid M is -representable if there is a matroid morphism for some integer .
If a matroid M is -representable for every field we say that M is a regular matroid. Every graphic matroid is representable over any field by mapping an edge to the vector where the the -th unit vector. (This is true even over where .)
For example, the matroids in Figure 2 can be represented by the vectors , , . As it is the case for graphic matroids, the matroid description has no information about vectors and the representation is again not unique. An equally good representation is .
We will be specially interested in binary matroids which are matroids that are representable over (the finite field of elements where addition and multiplication are performed mod ).
Laminar matroids.
A family of sets, , is called laminar if it satisfies the property that for any , at least one of the sets is empty. A laminar matroid M is one for which there exists a laminar family of sets consisting of subsets of the ground set of M and a function , such that the independent sets of M are precisely those sets such that for all .
Uniform Matroid.
We will denote by the uniform matroid of elements and rank . This is the matroid with ground set and whose rank function is . We call the the free matroid of rank , i.e., a matroid of elements in which every set is independent.
Trivial Matroid.
Let T be the trivial matroid which has ground set and rank function for all sets .
-transitive Matroid.
We say that a simple matroid M (loop-free and no parallel elements) is -transitive if for any pair of independent sets of size two, there exists an automorphism satisfying and . There are several matroids that satisfies the -transitive property including complete affine matroids, complete projective matroids, free matroids, and their truncations [30].
3 Online Matroid Embeddings
We are interested in studying matroids whose structure is revealed to an algorithm in an online fashion. For that, it will be useful to take into account the order in which elements are processed, which we will represent by an indexing of the ground set: .
A matroid N is a restriction of matroid M if the ground set of N is a subset of the ground set of M and coincides with on the ground set of N.
Given a matroid with ordered ground set specified by a pair , we say that is a prefix-restriction of if , is the restriction of M to and is the restriction of to .
Let be a class of matroids that is closed under restriction (e.g., the class of all matroids, graphic matroids, binary matroids, -representable matroids, matroids of rank at most ). An online matroid morphism (OMM) for class consists of a host matroid BigM, together with matroid morphisms
for every and every indexing of the ground set of M, such that for every prefix-restriction of , the map is the restriction of to the ground set of .
If all morphisms are monomorphisms, we say that they form an online matroid embedding (OME). Given an online matroid morphism it is easy to construct an online matroid embedding by copying the elements of BigM.
Lemma 1.
Let be a class of matroids, where each matroid has at most elements and form an online matroid morphism. Then there is an online matroid embedding .
Proof.
We define as follows: for each if let where . The functions are injective by construction and they are matroid morphisms by the definition of . In fact: where is the natural projection . Finally note that they can be constructed online since the identity of the copy used is only a function of the set of elements that arrived up to this point.
With this definition we can ensure that an online algorithm is able to construct a monomorphism from an unknown matroid M to BigM in an online fashion. Consider a matroid M for which the elements arrive according to . At each time , we can observe the structure of the matroid which is the restriction of M to . Let be the restriction of to . If we have an online matroid embedding, we can first construct , then extend to and so forth.
It will also be convenient to define a randomized online matroid morphism (embedding) which for every matroid and ordering specifies a distribution over (mono)morphisms such that for every prefix-restriction the distribution of the restriction of to the ground set of coincides with the distribution of .
Finally, we say that a randomized online matroid embedding is order-independent if the distribution of doesn’t depend on . In other words, for any two orderings and , the morphisms and are equally distributed.
Uniform Order-Independent Embedding.
Let be an order-independent online embedding from . We consider an order independent-randomized embedding by composing with uniformly random automorphism , i.e. .
Interestingly, whenever BigM satisfies -transitive property then the embedding maps each element of uniformly at random over the matroid BigM. In addition, for any independent set of pair of elements and pair of elements , the events and are “almost” independent. More formally,
Lemma 2.
Given a simple host matroid (loop-free and no parallel elements) BigM such that for any two pairs of distinct elements and there exists an automorphism satisfying and , then a uniformly random automorphism sampled from satisfies:
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1.
For any , .
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2.
For any two pairs of elements and (s.t. and ), we have
Proof.
Consider the action of the group of automorphisms on the set of pairs of distinct elements . For two pairs , the set of automorphisms that satisfy is nonempty, and therefore, it is a coset of the subgroup of stabilizers of (i.e., the set of automorphisms that satisfy ). Since all cosets of a subgroup must have the same size, and because all pairs define a different coset, for a uniformly drawn automorphism ,
An analogous argument gives that .
Online vs. Offline Embeddings.
The difficulty of constructing an online matroid embedding is that the elements of BigM corresponding to certain elements of M must be chosen before the full matroid structure of M is known. If we merely wanted to construct a matroid BigM that contains an isomorphic copy of every matroid in , that would be very easy: BigM could be taken to be the direct sum of all the matroids in .
4 OMEs for Binary Matroids
Before we discuss how to use online matroid embeddings in online algorithms, it is important to show first that they exist in non-trivial cases. For that, we will provide a complete analysis for binary matroids. Recall that is the complete binary matroid of rank and that graphic matroids and regular matroids are special cases of binary matroids. Our first result is the existence of an OME for this class. This will be done by showing the existence of an OMM and using Lemma 1 to convert an OMM to an OME.
Our first step is to show a lemma that the matroid is special in the sense that its group of matroid automorphisms coincides with its group of vector space automorphisms:
Lemma 3.
A mapping is a matroid automorphism iff it is an automorphism of vector spaces.
Proof.
An automorphism of vector spaces is a bijection such that for any vectors it holds that . This in particular implies that a set of vectors is independent iff the vectors are independent. This is because a coefficient vector satisfies the equation if and only if it satisfies , so the first equation has only trivial solutions if and only if the second equation has only trivial solutions.
For the opposite direction, if is a matroid automorphism and is the standard basis of then must be linearly independent elements of . Now, take any vector . Since forms a circuit, then must form a circuit. Since the only non-zero constant in is , it must hold that: and hence . Hence is also an automorphism of vector spaces.
Theorem 4.
Let be the class of binary matroids of at most elements and let BigM be the complete binary matroid . Then there exists an OMM for into BigM.
Proof.
Given a binary matroid M we construct a mapping as follows. We keep a counter initially set to . For each element we process, if it is independent of the previously arrived elements (i.e. there are no circuits containing and the elements seen so far), we set and increment . Otherwise, forms a circuit with a set of previously arrived elements for some integer . This means that their image must be a minimal -linearly dependent set. Since the only non-zero constant in is , then it must hold that:
and hence we can map: to (recall that in ).
Finally, we need to argue that is a matroid morphism. Observe that if M is a binary matroid, then there exists a morphism . Let be the elements of M such that . By the fact that is matroid morphism, are linearly independent elements in . By Lemma 3 there is an automorphism that takes to . Since matroid morphisms compose, is matroid morphism.
Finally, we argue that for all in M. We show this by induction. For each element processed by the algorithm, if it is independent from previously arrived elements, then by construction. Otherwise, there are previously arrived elements such that form a circuit. Hence their image under must be a linearly dependent set of -vectors, which means that:
where the second equality holds by induction. Since coincides with , is a matroid morphism.
Furthermore, there is a randomized OME that is order-independent. We will show it as a consequence of the following lemmas:
Lemma 5.
Given a binary matroid M and the complete binary matroid , if there are two matroid morphisms , then there exist an automorphism such that .
Proof.
Let be the rank of M and let be a basis of M. Then and are both sets of independent vectors in . Then there exists an automorphism of vector spaces (and hence a matroid automorphism) that sends to . For any other element in consider any circuit formed with a subset of the basis. If is a circuit then it must be the case that: and . Given that is a automorphism of vector spaces, then: .
Theorem 6.
There is a order-independent randomized OMM from the class of binary matroids into the complete binary matroid.
Proof.
Let be the online matroid morphism constructed in Theorem 4 and consider when is drawn uniformly at random from . It is clear that for every fixed the morphisms still form an OMM. We only need to check that they are order-independent. To see that, observe that if and are two different orderings of the ground set of M then and are two morphisms . By the previous lemma, there is such that . Now, the distribution of for a random is the same distribution as which is the same distribution of , since is also uniformly distributed over .
Extending to Copies.
In the following section we will be needing an online matroid embedding. For that reason, we need to extend the last two theorems to deal with copies. The extension is rather simple: we only need to observe that a matroid autormorphism of the commplete binary matroid with copies of each element can be decomposed into an automorphism and indexings of the identities of the copies.
Lemma 7.
If then there exists and indexings for each such that
Proof.
Let be the identity map and the natural projection. Now, and are two matroid morphisms from so by Theorem 5 there is such that (see the commutative diagram below). This means in particular that for some indexings .
With that, Theorem 6 automatically extends to the matroid with copies by taking a random automorphism from group .
Remark A (Single Orbit Morphisms).
Theorem 6 is not particular to binary matroids. The only fact it uses is that all the morphisms of the OMM belong to the same orbit under the action of the automorphism group . We can state it more generally as follows. The proof is identical to Theorem 6, so we omit it here.
Theorem 8 (Generalization of Theorem 6).
Let be an OMM of class into BigM such that given two orderings and of the ground set of M, there is an automorphism such that . Then there is an order independent randomized OMM of class into BigM.
Remark B (Other Fields).
In this section we repeatedly use the fact that has only one non-zero constant, so whenever we identify a circuit in the matroid, we know exactly what is the linear dependency between the elements in the corresponding vector field. This is no longer true even in slightly larger fields like . If vectors form a circuit, it could be that: in the representation. As a consequence, given two matroid morphisms there may not exist a vector-space automorphism of such that . In the previous example, if , but but no such automorphism can exist.
5 OMEs and the Matroid Secretary Problem
In this section, we use OMEs to explore the complexity of the matroid secretary problem (MSP) on binary matroids. We consider three versions of the problem, each making different assumptions on the data generation process and what’s known to the algorithm. We will use OMEs to establish equivalences between these problems, showing that seemingly simpler problems are actually equivalent to harder ones (up to constants).
Three Versions of the MSP.
We consider the following three versions of the MSP, and aim to establish the relations in Figure 1. In all three variants, the goal is an algorithm for selecting elements that form an independent set, and whose combined weight is in expectation an -approximation to the weight of the optimal basis.
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Online-revealed-matroid MSP: In this version of the problem, there is an underlying matroid M, which is a priori unknown to the algorithm. The algorithm has only access to the number of elements and to a promise that for a class of matroids . For each element , an adversary determines a weight . The algorithm processes pairs in random order at each time, but it only knows the rank function restricted to the subset of elements that have already arrived. Upon seeing the element, the algorithm must irrevocably decide whether to accept that element or not, subject to the constraint that the set of accepted elements must be an independent set of M.
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Known-matroid MSP: In this version, the matroid M is known to the algorithm ahead of time. The only information missing is the weight of each element, which is again chosen adversarially. As before elements arrive in random order, and the algorithm must make immediate accept/reject decisions, with the restriction that the chosen set of elements must be an independent set of M.
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Prophet MSP: In this version, the matroid M is again known to the algorithm ahead of time. However, this time the weight of each element is drawn from a known distribution , which can potentially sample weights in a correlated manner. As in the other versions elements are then presented to the algorithm in random order, and the algorithm aims to select an independent set of high weight in an online manner.
Note that the first version is clearly harder than the second and the second version is clearly harder than the third, in the sense that an -approximation to the harder problem immediately implies an -approximation to the simpler one. We derive approximate “inverses” of these comparisons from the existence of OMEs, even if we restrict prophet MSP to pairwise-independent distributions.
Our Reductions.
We first use OMEs to show an (essentially exact) “inverse” of the comparison between the online-revealed-matroid MSP and the known-matroid MSP, implying that for binary matroids the latter is as hard as the former.
Theorem 9.
If a class of matroids admits a randomized order-independent online matroid embedding into matroid BigM, then an -approximation to the known-matroid MSP for implies that for every there is a -approximation to the online-revealed-matroid MSP for .
For the case of binary matroids that we previously discussed, the matroids BigM and themselves are binary in which case we can obtain the following corollary:
Corollary 10.
For binary matroids, there is no gap in approximability between the known-matroid MSP and the online-revealed-matroid MSP.
As our second result, we use the existence of OMEs into a 2-transitive host matroid as a tool to establish the approximate equivalence of known-matroid MSP and prophet MSP with pairwise-independent distributions.
Theorem 11.
Suppose a class of matroids admits a randomized order-independent online matroid embedding into matroid BigM which is -transitive. Then an -approximation to the prophet MSP with pairwise-independent weight distributions for , implies that for some constant there is a -approximation to the known-matroid MSP for .
Noting that the full binary matroid is -transitive, and there exists an order-independent OME from the class of binary matroids into a full binary matroid, we obtain the following corollary.
Corollary 12.
For binary matroids, there is a constant-factor gap in approximability between the known-matroid MSP and the prophet MSP with pairwise-independent weight distributions.
We note that we can also chain the two reductions, and this way relate the online-revealed-matroid MSP to the Prophet MSP with pairwise-independent distributions. The rest of this section is devoted to the proofs of the reductions.
5.1 Proof of Theorem 9
Let M be the unknown matroid that is revealed to the algorithm in an online fashion and let be an order-independent randomized OME into BigM. Let , and be two larger integers (to be specified later) where is a multiple of .
An instance of the MSP consists of a sequence of weighted elements from M that are presented to the algorithm in random order. Our goal is to map it on the fly to a random instance of the MSP on . The main difficulty is, as usual, doing it online and preserving the random order. Our strategy will be to first provide an offline reduction which preserves random order and obtains the desired approximation, but can’t be implemented online. After that we will provide a mostly-online implementation of this reduction, i.e. a procedure that samples from the same distribution generated by the offline reduction and that with probability can be implemented online. With the remaining probability, the process raises a flag. Raising a flag will indicate that from that point on, the reduction can no longer be implemented online. Algorithmically, we will stop the algorithm whenever we raise a flag and obtain zero reward. Finally, we will show that the probability of raising a flag is very small for large values of and .
Offline Reduction.
We will view a weighted element of M as a pair with and . In the offline reduction, we assume we have access to the entire matroid M and the entire sequence of weights. Now, we will produce a distribution of instances of as follows.
For each element in BigM sample different i.i.d. timestamps for from the distribution. Those timestamps specify the arrival time of each of the copies of the elements in BigM and induce a random ordering over the ground set of . For the matroid M, sample a random embedding from the OME. (Since the embedding is order independent, we don’t need to know the arrival order of elements in M to sample such embedding). For each , pick a random copy of and set its weight to . For the remaining elements, set the weight equal to zero.
This random input is clearly in random order as it is equivalent to starting with copies of the elements of BigM where all but one copy has weight zero if that corresponds to an element of M and randomly permuting those elements. Now, feed this instance to the -competitive algorithm for the MSP on . From the set selected by the algorithm, discard any element with zero weight chosen by the algorithm. The elements with non-zero weight chosen in BigM correspond to an independent set of M with the same weight. Hence, in expectation, we select an -approximation to the optimal basis of M.
Mostly-online Implementation.
The drawback of the previous reduction is that it can’t be implemented online as we are assuming we know everything in advance. We will describe the same sampling procedure in a way that with high probability we can generate the instance as we go. In the sampling procedure, we will also define an event raise a flag which will mean that we can’t generate that instance online as we learn the structure of the matroid M.
The process will again start by sampling i.i.d. timestamps for and from . In addition, we will also sample additional timestamps from sort them in increasing order and denote the sorted list by .
We will now divide the interval into intervals for . If more than one timestamp falls in the same interval , we will raise a flag. We will count how many of the timestamps fall in each interval:
With that, also define:
Now, process the elements of the matroid M according to order (which will be sampled at random). As we process the -th element , we will map it to an element in using the randomized OME. Now, we will apply the following procedure to choose a copy of in to assign weight :
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find the interval containing .
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with probability , choose one of the timestamps in interval
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with remaining probability (if any), raise a flag and choose a different interval with probability proportional to and choose a timestamp in that interval.
We assign weight to the element with the chosen timestamp and zero weight to others. Now, we will show the following facts.
Lemma 13.
The mostly online implementation samples sequences with the same probability as the offline reduction.
Proof.
Observe that if we ignore the weights, the order of the elements of BigM is the same in both processes since they are determined by the timestamps . What we are left to argue is that for each we select uniformly random timestamp to assign the non-negative weight. For that, observe that since is order independent, it has the same distribution as if we first sampled a monomorphism , and then we sampled an independent uniform indexing for the arrival order of the elements in . This implies that when we assign the timestamps according to , the resulting distribution is the same as if we assigned i.i.d. Uniform timestamps to each element , and therefore, the interval lands in is uniformly chosen and independent across elements . Now fix a certain timestamp and let be the interval containing it. We will show that the probability that this timestamp is selected is exactly .
Consider two cases: either in which case the probability of sampling is the probability that the timestamp is in (which is ), times the probability we decide to sample a timestamp inside (which is ), times the probability that out of those, we choose (which is ). The total probability is:
In the case where , then it is possible that we sample also when is outside . The probability that we sample and is in is:
The probability that we sample when it is outside is the probability that we choose a different interval , raise a flag and then move to interval , which is:
because . Taking those two probabilities together, we have:
Lemma 14.
If no flags were raised, we can produce the instance on the fly as we process M.
Proof.
Let be the indices of the intervals such that . Since no flag was raised, then each landed in a different interval and the -th element that arrives from matroid M is mapped to a copy inside . This enables the following online reduction: once the -th element arrives we can decide the weights of all the elements in intervals to and feed to the MSP algorithm for . In this sub-sequence there will be at most one element on non-zero weight which corresponds to the arriving element of M. We can observe if that element was selected in and if so, we can select it in M.
Lemma 15.
For any and , there are large enough and , such that the probability that we raise a flag is at most .
Proof.
The first event in which we raise a flag is when two timestamps land in the same interval. The probability that this happens is at most . Now, note that for each interval and each of the elements in BigM that have non-zero weights, we have by the Chernoff bound that:
Hence with probability at most , the timestamps are such that the probability we raise a flag when we try to choose a timestamp in the same interval as is more than . Taking the union bound of those events, we get:
Taking , and large enough, we get that the total probability of raising a flag is at most .
Taking those lemmas together, we can conclude the proof of Theorem 9. For that, let Alg be an -competitive algorithm for and let represent the sequence of the MSP sampled by the offline reduction. Let’s represent by the weight of the elements selected by Alg and Opt the weight of the optimal basis. By the fact that the offline reduction produces an instance in random order, we know that .
Our online reduction, will attempt to construct on the fly. If we raise the flag, we will stop the algorithm and pretend we had zero reward. If not, we will continue the reduction and collect reward. We will denote by Flag the event that the flag was raised and by its complement. Our total reward will be:
5.2 Proof of Theorem 11
Let M be the unknown matroid with that is revealed to the algorithm in an online fashion, which admits an order-independent randomized OME into BigM with . First, we obtain the following simple reduction that allows us to focus on a special class of the prophet MSP in which each element takes a weight from the set of weights with . In addition, we can restrict the weight distribution such that each element has a distinct weight from the weight class.
Lemma 16.
If there exists an -approximation to the prophet MSP on M with weight distribution supported over the set of weights with , , with and such that for all , there exists at most one element assigned weight of with probability one, then there exists an -approximation to prophet MSP on matroid M with any arbitrary weight distribution.
The proof of the above lemma simply follows from Sublemma-4.2 from [18] that reduces any arbitrary prophet MSP with many weights and . We then add distinct noise of the order of to ensure that the weight of each element is distinct. We defer the details of this reduction to the full version.
For simplicity, we let and consider the prophet MSP on matroid M and weight distribution supported over the set of weights satisfying the conditions from Lemma 16.
Extending BigM with Copies.
We let be a matroid with parallel copies of each element of BigM with and integer . We divide the set of copies into sets of size , each part corresponding to weight class . We use to denote the set of labels corresponding to weight for all with . We sometimes denote by whenever it is clear from the context which we are referring to. In addition, the -th copy of the weight class corresponding to weight of element is denoted as .
Reduction to “Almost” Pairwise Independent Prophet MSP.
We first define the weight distribution over in Definition 17, which is “almost” pairwise independent. Then in Theorem 18, we show an existence of exact pairwise independent weight distribution over which is “close” to the distribution defined in Definition 17 in total-variation distance. This allows us to utilize the fact that any algorithm can not distinguish between the almost pairwise independent weight distribution and with high probability. Finally, we complete the proof of Theorem 11.
We proceed with the formal proof. We begin by defining the almost pairwise independent weight distribution over .
Definition 17 (Almost P.W. Independent Distribution).
Consider the weight distribution over the elements of defined as follows:
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1.
Given an order independent OMM , we sample a random automorphism and obtain an order independent matroid morphism .
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2.
For any with , let . We sample and assign the weight of .
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3.
We assign the weight of the rest of the elements of to be zero.
We first observe that when is much larger than , the distribution in the above definition is almost pairwise independent. To see this, we first observe that for any and , can potentially either take a weight of or zero. For simplicity, now consider any two distinct elements and weight distribution such that there always exists a pair of elements that are assigned weights of , respectively. Since is a random automorphism , we have . On the other hand, we have
which is close to the product . However, in general, we can not guarantee that will always assign weights to some pair of elements of of M. In addition, the above argument also fails if we have or as in both of these cases, . Intuitively, we can circumvent these pairwise correlation issues by taking large enough as it makes pairwise correlations small enough. More precisely,
Using this observation, we prove the following technical theorem.
Theorem 18.
For , let weight distribution over be defined as in Definition 17, then there exist a pairwise-independent weight distribution over such that .
The proof of the above theorem is highly technical and deferred to the full version. The idea is to construct an explicit by a sequence of small perturbations to . We emphasize that the choice of is required due to the limitations of the techniques developed to prove Theorem 18. We conjecture that one can prove the similar theorem for , which we leave as an intriguing technical open problem.
Proof of Theorem 11.
To prove the main theorem, we first prove the following: if there exists an -approximate algorithm to the prophet MSP instance with a pairwise independent weight distribution for the matroid , then there exists an -approximate algorithm for the prophet MSP instance for the matroid M with weight distribution supported over the set of weights with , and with and such that for all , there exists at most one element assigned weight of with probability one. Combining this with Lemma 16, we will conclude the proof of the Theorem 11.
Given an order-independent matroid morphism , we sample a random automorphism and obtain an order-independent matroid morphism . Given , we obtain that maps each to iff and . We then consider , i.e. matroid with many copies of each element.
We first consider an offline reduction as follows: for all , sample many independent arrival times from denoting the uniformly random arrival times of elements of . Given any and pair , with , let uniformly random from .
Since does not require any information about the arrival order, the above-described offline reduction is a valid instance of matroid prophet secretary over . In addition, the induced weight assignment over BigM due to offline reduction is identical to the distribution defined in Definition 17.
Given the uniformly random arrival of elements of M, we construct an “almost online implementation” of the above offline reduction similar to the proof of Theorem 9. We let be large enough () such that the probability of “almost online implementation” raising a flag is at most . In fact, for the proof of Theorem 18, we let which satisfies the required condition.
We let be an -approximate algorithm for the pairwise-independent prophet MSP on matroid . Since there exists a pairwise independent weight distribution over BigM within the total variation distance of , the algorithm can not distinguish the weight distribution from with probability at least .
Let be the event when the algorithm can not distinguish between and . We note that when event does not hold, the offline optimal can be bounded by
where the second inequality follows because and for all .
Now, let be the selected set of elements of BigM by w.r.t. weight distribution . We can bound,
Above, the first inequality holds because and the second inequality holds because . Due to our reduction, the performance of the algorithm on the original Prophet MSP instance is lower bounded by , next we lower bound the expectation ,
Above, the second inequality holds because is an approximate algorithm for Prophet MSP with pairwise independent prior and . The third inequality holds because . Finally, since the performance of the reduction on the original matroid secretary is
This concludes the proof.
6 Additional Results
OMEs Beyond Binary Matroids.
Our main result from Section 4 is an online matroid embedding that embeds binary matroids into binary matroids. We refer to online matroid embeddings where both M and BigM are of the same class as “within-class” OMEs. In the full version of the paper, we explore whether such within-class OMEs can exist for graphic matroids. We show that such embeddings cannot exist, and in fact, we show that graphic matroids cannot be embedded in an online-fashion to regular matroids. To rule out the existence of such an online embedding, we show that if it would exist, then BigM must contain an isomorphic copy of . However, contains an isomorphic copy of the Fano plane which is not representable over [42]. Hence BigM can’t be regular.
We then we give another example of an OME, namely for laminar matroids. We show how to embed the class of laminar matroids M with at most elements into BigM which is a complete linear matroid of rank over any field with sufficiently many elements. On the flip side, we show that there is no OME if we require BigM to also be laminar.
Finally, we show an impossibility result of constructing an OME for the class of all matroids. This is shown by studying finite projective planes and showing that for those matroids, elements that haven’t arrived yet impose non-trivial constraints on the already arrived elements. As a corollary we obtain an impossibility of constructing an OME for the class of all matroids representable over fields of characteristic at least .
Approximate Embeddings.
Motivated by these negative results, in the full version we also define and study matroid embeddings that allow some degree of distortion. We define a -approximate embedding as a map between ground sets that approximately preserves rank, i.e.,
together with corresponding randomized and online versions of this notion.
By connecting the -partition property of [1, 19] to our notion of -approximate embedding, we obtain a lower bound of on the distortion that any randomized offline embedding from a complete binary matroid into a free matroid must incur. We complement this lower bound with a matching upper bound of , and show that this randomized embedding can be computed in an online manner.
Finally, we explore approximate embeddings for graphic matroids. We translate a result of [32] to our formalism, obtaining a -approximate offline embedding from graphic matroids into a free matroid. This embedding requires knowledge of the precise graphical structure, in particular, whether two edges are adjacent to the same node. We show that there is no constant-approximate online embedding when the elements are revealed online, and the algorithm only has access to an independence oracle.
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