5,373 research outputs found
Knapsack based Optimal Policies for Budget-Limited Multi-Armed Bandits
In budget-limited multi-armed bandit (MAB) problems, the learner's actions
are costly and constrained by a fixed budget. Consequently, an optimal
exploitation policy may not be to pull the optimal arm repeatedly, as is the
case in other variants of MAB, but rather to pull the sequence of different
arms that maximises the agent's total reward within the budget. This difference
from existing MABs means that new approaches to maximising the total reward are
required. Given this, we develop two pulling policies, namely: (i) KUBE; and
(ii) fractional KUBE. Whereas the former provides better performance up to 40%
in our experimental settings, the latter is computationally less expensive. We
also prove logarithmic upper bounds for the regret of both policies, and show
that these bounds are asymptotically optimal (i.e. they only differ from the
best possible regret by a constant factor)
Scheduling Monotone Moldable Jobs in Linear Time
A moldable job is a job that can be executed on an arbitrary number of
processors, and whose processing time depends on the number of processors
allotted to it. A moldable job is monotone if its work doesn't decrease for an
increasing number of allotted processors. We consider the problem of scheduling
monotone moldable jobs to minimize the makespan.
We argue that for certain compact input encodings a polynomial algorithm has
a running time polynomial in n and log(m), where n is the number of jobs and m
is the number of machines. We describe how monotony of jobs can be used to
counteract the increased problem complexity that arises from compact encodings,
and give tight bounds on the approximability of the problem with compact
encoding: it is NP-hard to solve optimally, but admits a PTAS.
The main focus of this work are efficient approximation algorithms. We
describe different techniques to exploit the monotony of the jobs for better
running times, and present a (3/2+{\epsilon})-approximate algorithm whose
running time is polynomial in log(m) and 1/{\epsilon}, and only linear in the
number n of jobs
Proximity results and faster algorithms for Integer Programming using the Steinitz Lemma
We consider integer programming problems in standard form where , and . We show that such an integer program can be solved in time , where is an upper bound on each
absolute value of an entry in . This improves upon the longstanding best
bound of Papadimitriou (1981) of , where in addition,
the absolute values of the entries of also need to be bounded by .
Our result relies on a lemma of Steinitz that states that a set of vectors in
that is contained in the unit ball of a norm and that sum up to zero can
be ordered such that all partial sums are of norm bounded by . We also use
the Steinitz lemma to show that the -distance of an optimal integer and
fractional solution, also under the presence of upper bounds on the variables,
is bounded by . Here is again an
upper bound on the absolute values of the entries of . The novel strength of
our bound is that it is independent of . We provide evidence for the
significance of our bound by applying it to general knapsack problems where we
obtain structural and algorithmic results that improve upon the recent
literature.Comment: We achieve much milder dependence of the running time on the largest
entry in $b
Submodular Optimization with Submodular Cover and Submodular Knapsack Constraints
We investigate two new optimization problems -- minimizing a submodular
function subject to a submodular lower bound constraint (submodular cover) and
maximizing a submodular function subject to a submodular upper bound constraint
(submodular knapsack). We are motivated by a number of real-world applications
in machine learning including sensor placement and data subset selection, which
require maximizing a certain submodular function (like coverage or diversity)
while simultaneously minimizing another (like cooperative cost). These problems
are often posed as minimizing the difference between submodular functions [14,
35] which is in the worst case inapproximable. We show, however, that by
phrasing these problems as constrained optimization, which is more natural for
many applications, we achieve a number of bounded approximation guarantees. We
also show that both these problems are closely related and an approximation
algorithm solving one can be used to obtain an approximation guarantee for the
other. We provide hardness results for both problems thus showing that our
approximation factors are tight up to log-factors. Finally, we empirically
demonstrate the performance and good scalability properties of our algorithms.Comment: 23 pages. A short version of this appeared in Advances of NIPS-201
Improved Online Algorithms for Knapsack and GAP in the Random Order Model
The knapsack problem is one of the classical problems in combinatorial optimization: Given a set of items, each specified by its size and profit, the goal is to find a maximum profit packing into a knapsack of bounded capacity. In the online setting, items are revealed one by one and the decision, if the current item is packed or discarded forever, must be done immediately and irrevocably upon arrival. We study the online variant in the random order model where the input sequence is a uniform random permutation of the item set.
We develop a randomized (1/6.65)-competitive algorithm for this problem, outperforming the current best algorithm of competitive ratio 1/8.06 [Kesselheim et al. SIAM J. Comp. 47(5)]. Our algorithm is based on two new insights: We introduce a novel algorithmic approach that employs two given algorithms, optimized for restricted item classes, sequentially on the input sequence. In addition, we study and exploit the relationship of the knapsack problem to the 2-secretary problem.
The generalized assignment problem (GAP) includes, besides the knapsack problem, several important problems related to scheduling and matching. We show that in the same online setting, applying the proposed sequential approach yields a (1/6.99)-competitive randomized algorithm for GAP. Again, our proposed algorithm outperforms the current best result of competitive ratio 1/8.06 [Kesselheim et al. SIAM J. Comp. 47(5)]
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