Budget Feasible Mechanisms for Experimental Design

In the classical experimental design setting, an experimenter E has access to a population of $n$ potential experiment subjects $i\in \{1,...,n\}$, each associated with a vector of features $x_i\in R^d$. Conducting an experiment with subject $i$ reveals an unknown value $y_i\in R$ to E. E typically assumes some hypothetical relationship between $x_i$'s and $y_i$'s, e.g., $y_i \approx \beta x_i$, and estimates $\beta$ from experiments, e.g., through linear regression. As a proxy for various practical constraints, E may select only a subset of subjects on which to conduct the experiment. We initiate the study of budgeted mechanisms for experimental design. In this setting, E has a budget $B$. Each subject $i$ declares an associated cost $c_i >0$ to be part of the experiment, and must be paid at least her cost. In particular, the Experimental Design Problem (EDP) is to find a set $S$ of subjects for the experiment that maximizes V(S) = \log\det(I_d+\sum_{i\in S}x_i\T{x_i}) under the constraint $\sum_{i\in S}c_i\leq B$; our objective function corresponds to the information gain in parameter $\beta$ that is learned through linear regression methods, and is related to the so-called $D$-optimality criterion. Further, the subjects are strategic and may lie about their costs. We present a deterministic, polynomial time, budget feasible mechanism scheme, that is approximately truthful and yields a constant factor approximation to EDP. In particular, for any small $\delta > 0$ and $\epsilon > 0$, we can construct a (12.98, $\epsilon$)-approximate mechanism that is $\delta$-truthful and runs in polynomial time in both $n$ and $\log\log\frac{B}{\epsilon\delta}$. We also establish that no truthful, budget-feasible algorithms is possible within a factor 2 approximation, and show how to generalize our approach to a wide class of learning problems, beyond linear regression

Recognizing Coverage Functions

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The Limitations of Optimization from Samples

In this paper we consider the following question: can we optimize objective functions from the training data we use to learn them? We formalize this question through a novel framework we call optimization from samples (OPS). In OPS, we are given sampled values of a function drawn from some distribution and the objective is to optimize the function under some constraint. While there are interesting classes of functions that can be optimized from samples, our main result is an impossibility. We show that there are classes of functions which are statistically learnable and optimizable, but for which no reasonable approximation for optimization from samples is achievable. In particular, our main result shows that there is no constant factor approximation for maximizing coverage functions under a cardinality constraint using polynomially-many samples drawn from any distribution. We also show tight approximation guarantees for maximization under a cardinality constraint of several interesting classes of functions including unit-demand, additive, and general monotone submodular functions, as well as a constant factor approximation for monotone submodular functions with bounded curvature

FPT-Algorithms for the l-Matchoid Problem with Linear and Submodular Objectives

We design a fixed-parameter deterministic algorithm for computing a maximum weight feasible set under a $\ell$-matchoid of rank $k$, parameterized by $\ell$ and $k$. Unlike previous work that presumes linear representativity of matroids, we consider the general oracle model. Our result, combined with the lower bounds of Lovasz, and Jensen and Korte, demonstrates a separation between the $\ell$-matchoid and the matroid $\ell$-parity problems in the setting of fixed-parameter tractability. Our algorithms are obtained by means of kernelization: we construct a small representative set which contains an optimal solution. Such a set gives us much flexibility in adapting to other settings, allowing us to optimize not only a linear function, but also several important submodular functions. It also helps to transform our algorithms into streaming algorithms. In the streaming setting, we show that we can find a feasible solution of value $z$ and the number of elements to be stored in memory depends only on $z$ and $\ell$ but totally independent of $n$. This shows that it is possible to circumvent the recent space lower bound of Feldman et al., by parameterizing the solution value. This result, combined with existing lower bounds, also provides a new separation between the space and time complexity of maximizing an arbitrary submodular function and a coverage function in the value oracle model