10,132 research outputs found
Dispersion for Data-Driven Algorithm Design, Online Learning, and Private Optimization
Data-driven algorithm design, that is, choosing the best algorithm for a
specific application, is a crucial problem in modern data science.
Practitioners often optimize over a parameterized algorithm family, tuning
parameters based on problems from their domain. These procedures have
historically come with no guarantees, though a recent line of work studies
algorithm selection from a theoretical perspective. We advance the foundations
of this field in several directions: we analyze online algorithm selection,
where problems arrive one-by-one and the goal is to minimize regret, and
private algorithm selection, where the goal is to find good parameters over a
set of problems without revealing sensitive information contained therein. We
study important algorithm families, including SDP-rounding schemes for problems
formulated as integer quadratic programs, and greedy techniques for canonical
subset selection problems. In these cases, the algorithm's performance is a
volatile and piecewise Lipschitz function of its parameters, since tweaking the
parameters can completely change the algorithm's behavior. We give a sufficient
and general condition, dispersion, defining a family of piecewise Lipschitz
functions that can be optimized online and privately, which includes the
functions measuring the performance of the algorithms we study. Intuitively, a
set of piecewise Lipschitz functions is dispersed if no small region contains
many of the functions' discontinuities. We present general techniques for
online and private optimization of the sum of dispersed piecewise Lipschitz
functions. We improve over the best-known regret bounds for a variety of
problems, prove regret bounds for problems not previously studied, and give
matching lower bounds. We also give matching upper and lower bounds on the
utility loss due to privacy. Moreover, we uncover dispersion in auction design
and pricing problems
An Investigation Report on Auction Mechanism Design
Auctions are markets with strict regulations governing the information
available to traders in the market and the possible actions they can take.
Since well designed auctions achieve desirable economic outcomes, they have
been widely used in solving real-world optimization problems, and in
structuring stock or futures exchanges. Auctions also provide a very valuable
testing-ground for economic theory, and they play an important role in
computer-based control systems.
Auction mechanism design aims to manipulate the rules of an auction in order
to achieve specific goals. Economists traditionally use mathematical methods,
mainly game theory, to analyze auctions and design new auction forms. However,
due to the high complexity of auctions, the mathematical models are typically
simplified to obtain results, and this makes it difficult to apply results
derived from such models to market environments in the real world. As a result,
researchers are turning to empirical approaches.
This report aims to survey the theoretical and empirical approaches to
designing auction mechanisms and trading strategies with more weights on
empirical ones, and build the foundation for further research in the field
Learning to Prune: Speeding up Repeated Computations
It is common to encounter situations where one must solve a sequence of
similar computational problems. Running a standard algorithm with worst-case
runtime guarantees on each instance will fail to take advantage of valuable
structure shared across the problem instances. For example, when a commuter
drives from work to home, there are typically only a handful of routes that
will ever be the shortest path. A naive algorithm that does not exploit this
common structure may spend most of its time checking roads that will never be
in the shortest path. More generally, we can often ignore large swaths of the
search space that will likely never contain an optimal solution.
We present an algorithm that learns to maximally prune the search space on
repeated computations, thereby reducing runtime while provably outputting the
correct solution each period with high probability. Our algorithm employs a
simple explore-exploit technique resembling those used in online algorithms,
though our setting is quite different. We prove that, with respect to our model
of pruning search spaces, our approach is optimal up to constant factors.
Finally, we illustrate the applicability of our model and algorithm to three
classic problems: shortest-path routing, string search, and linear programming.
We present experiments confirming that our simple algorithm is effective at
significantly reducing the runtime of solving repeated computations
Optimization of vehicular networks in smart cities: from agile optimization to learnheuristics and simheuristics
Vehicular ad hoc networks (VANETs) are a fundamental component of intelligent transportation systems in smart cities. With the support of open and real-time data, these networks of inter-connected vehicles constitute an ‘Internet of vehicles’ with the potential to significantly enhance citizens’ mobility and last-mile delivery in urban, peri-urban, and metropolitan areas. However, the proper coordination and logistics of VANETs raise a number of optimization challenges that need to be solved. After reviewing the state of the art on the concepts of VANET optimization and open data in smart cities, this paper discusses some of the most relevant optimization challenges in this area. Since most of the optimization problems are related to the need for real-time solutions or to the consideration of uncertainty and dynamic environments, the paper also discusses how some VANET challenges can be addressed with the use of agile optimization algorithms and the combination of metaheuristics with simulation and machine learning methods. The paper also offers a numerical analysis that measures the impact of using these optimization techniques in some related problems. Our numerical analysis, based on real data from Open Data Barcelona, demonstrates that the constructive heuristic outperforms the random scenario in the CDP combined with vehicular networks, resulting in maximizing the minimum distance between facilities while meeting capacity requirements with the fewest facilities.Peer ReviewedPostprint (published version
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