6,957 research outputs found
How to Play Unique Games against a Semi-Random Adversary
In this paper, we study the average case complexity of the Unique Games
problem. We propose a natural semi-random model, in which a unique game
instance is generated in several steps. First an adversary selects a completely
satisfiable instance of Unique Games, then she chooses an epsilon-fraction of
all edges, and finally replaces ("corrupts") the constraints corresponding to
these edges with new constraints. If all steps are adversarial, the adversary
can obtain any (1-epsilon) satisfiable instance, so then the problem is as hard
as in the worst case. In our semi-random model, one of the steps is random, and
all other steps are adversarial. We show that known algorithms for unique games
(in particular, all algorithms that use the standard SDP relaxation) fail to
solve semi-random instances of Unique Games.
We present an algorithm that with high probability finds a solution
satisfying a (1-delta) fraction of all constraints in semi-random instances (we
require that the average degree of the graph is Omega(log k). To this end, we
consider a new non-standard SDP program for Unique Games, which is not a
relaxation for the problem, and show how to analyze it. We present a new
rounding scheme that simultaneously uses SDP and LP solutions, which we believe
is of independent interest.
Our result holds only for epsilon less than some absolute constant. We prove
that if epsilon > 1/2, then the problem is hard in one of the models, the
result assumes the 2-to-2 conjecture.
Finally, we study semi-random instances of Unique Games that are at most
(1-epsilon) satisfiable. We present an algorithm that with high probability,
distinguishes between the case when the instance is a semi-random instance and
the case when the instance is an (arbitrary) (1-delta) satisfiable instance if
epsilon > c delta
Minimax Policies for Combinatorial Prediction Games
We address the online linear optimization problem when the actions of the
forecaster are represented by binary vectors. Our goal is to understand the
magnitude of the minimax regret for the worst possible set of actions. We study
the problem under three different assumptions for the feedback: full
information, and the partial information models of the so-called "semi-bandit",
and "bandit" problems. We consider both -, and -type of
restrictions for the losses assigned by the adversary.
We formulate a general strategy using Bregman projections on top of a
potential-based gradient descent, which generalizes the ones studied in the
series of papers Gyorgy et al. (2007), Dani et al. (2008), Abernethy et al.
(2008), Cesa-Bianchi and Lugosi (2009), Helmbold and Warmuth (2009), Koolen et
al. (2010), Uchiya et al. (2010), Kale et al. (2010) and Audibert and Bubeck
(2010). We provide simple proofs that recover most of the previous results. We
propose new upper bounds for the semi-bandit game. Moreover we derive lower
bounds for all three feedback assumptions. With the only exception of the
bandit game, the upper and lower bounds are tight, up to a constant factor.
Finally, we answer a question asked by Koolen et al. (2010) by showing that the
exponentially weighted average forecaster is suboptimal against
adversaries
Chasing Ghosts: Competing with Stateful Policies
We consider sequential decision making in a setting where regret is measured
with respect to a set of stateful reference policies, and feedback is limited
to observing the rewards of the actions performed (the so called "bandit"
setting). If either the reference policies are stateless rather than stateful,
or the feedback includes the rewards of all actions (the so called "expert"
setting), previous work shows that the optimal regret grows like
in terms of the number of decision rounds .
The difficulty in our setting is that the decision maker unavoidably loses
track of the internal states of the reference policies, and thus cannot
reliably attribute rewards observed in a certain round to any of the reference
policies. In fact, in this setting it is impossible for the algorithm to
estimate which policy gives the highest (or even approximately highest) total
reward. Nevertheless, we design an algorithm that achieves expected regret that
is sublinear in , of the form . Our algorithm is based
on a certain local repetition lemma that may be of independent interest. We
also show that no algorithm can guarantee expected regret better than
Multireference Alignment using Semidefinite Programming
The multireference alignment problem consists of estimating a signal from
multiple noisy shifted observations. Inspired by existing Unique-Games
approximation algorithms, we provide a semidefinite program (SDP) based
relaxation which approximates the maximum likelihood estimator (MLE) for the
multireference alignment problem. Although we show that the MLE problem is
Unique-Games hard to approximate within any constant, we observe that our
poly-time approximation algorithm for the MLE appears to perform quite well in
typical instances, outperforming existing methods. In an attempt to explain
this behavior we provide stability guarantees for our SDP under a random noise
model on the observations. This case is more challenging to analyze than
traditional semi-random instances of Unique-Games: the noise model is on
vertices of a graph and translates into dependent noise on the edges.
Interestingly, we show that if certain positivity constraints in the SDP are
dropped, its solution becomes equivalent to performing phase correlation, a
popular method used for pairwise alignment in imaging applications. Finally, we
show how symmetry reduction techniques from matrix representation theory can
simplify the analysis and computation of the SDP, greatly decreasing its
computational cost
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