Optimal Algorithms for Free Order Multiple-Choice Secretary

Suppose we are given integer $k \leq n$ and $n$ boxes labeled $1,\ldots, n$ by an adversary, each containing a number chosen from an unknown distribution. We have to choose an order to sequentially open these boxes, and each time we open the next box in this order, we learn its number. If we reject a number in a box, the box cannot be recalled. Our goal is to accept the $k$ largest of these numbers, without necessarily opening all boxes. This is the free order multiple-choice secretary problem. Free order variants were studied extensively for the secretary and prophet problems. Kesselheim, Kleinberg, and Niazadeh KKN (STOC'15) initiated a study of randomness-efficient algorithms (with the cheapest order in terms of used random bits) for the free order secretary problems. We present an algorithm for free order multiple-choice secretary, which is simultaneously optimal for the competitive ratio and used amount of randomness. I.e., we construct a distribution on orders with optimal entropy $\Theta(\log\log n)$ such that a deterministic multiple-threshold algorithm is $1-O(\sqrt{\log k/k})$-competitive. This improves in three ways the previous best construction by KKN, whose competitive ratio is $1 - O(1/k^{1/3}) - o(1)$. Our competitive ratio is (near)optimal for the multiple-choice secretary problem; it works for exponentially larger parameter $k$; and our algorithm is a simple deterministic multiple-threshold algorithm, while that in KKN is randomized. We also prove a corresponding lower bound on the entropy of optimal solutions for the multiple-choice secretary problem, matching entropy of our algorithm, where no such previous lower bound was known. We obtain our algorithmic results with a host of new techniques, and with these techniques we also improve significantly the previous results of KKN about constructing entropy-optimal distributions for the classic free order secretary

Near-optimal irrevocable sample selection for periodic data streams with applications to marine robotics

We consider the task of monitoring spatiotemporal phenomena in real-time by deploying limited sampling resources at locations of interest irrevocably and without knowledge of future observations. This task can be modeled as an instance of the classical secretary problem. Although this problem has been studied extensively in theoretical domains, existing algorithms require that data arrive in random order to provide performance guarantees. These algorithms will perform arbitrarily poorly on data streams such as those encountered in robotics and environmental monitoring domains, which tend to have spatiotemporal structure. We focus on the problem of selecting representative samples from phenomena with periodic structure and introduce a novel sample selection algorithm that recovers a near-optimal sample set according to any monotone submodular utility function. We evaluate our algorithm on a seven-year environmental dataset collected at the Martha's Vineyard Coastal Observatory and show that it selects phytoplankton sample locations that are nearly optimal in an information-theoretic sense for predicting phytoplankton concentrations in locations that were not directly sampled. The proposed periodic secretary algorithm can be used with theoretical performance guarantees in many real-time sensing and robotics applications for streaming, irrevocable sample selection from periodic data streams.Comment: 8 pages, accepted for presentation in IEEE Int. Conf. on Robotics and Automation, ICRA '18, Brisbane, Australia, May 201

Prophet Secretary for Combinatorial Auctions and Matroids

The secretary and the prophet inequality problems are central to the field of Stopping Theory. Recently, there has been a lot of work in generalizing these models to multiple items because of their applications in mechanism design. The most important of these generalizations are to matroids and to combinatorial auctions (extends bipartite matching). Kleinberg-Weinberg \cite{KW-STOC12} and Feldman et al. \cite{feldman2015combinatorial} show that for adversarial arrival order of random variables the optimal prophet inequalities give a $1/2$-approximation. For many settings, however, it's conceivable that the arrival order is chosen uniformly at random, akin to the secretary problem. For such a random arrival model, we improve upon the $1/2$-approximation and obtain $(1-1/e)$-approximation prophet inequalities for both matroids and combinatorial auctions. This also gives improvements to the results of Yan \cite{yan2011mechanism} and Esfandiari et al. \cite{esfandiari2015prophet} who worked in the special cases where we can fully control the arrival order or when there is only a single item. Our techniques are threshold based. We convert our discrete problem into a continuous setting and then give a generic template on how to dynamically adjust these thresholds to lower bound the expected total welfare.Comment: Preliminary version appeared in SODA 2018. This version improves the writeup on Fixed-Threshold algorithm

Online Knapsack Problem under Expected Capacity Constraint

Online knapsack problem is considered, where items arrive in a sequential fashion that have two attributes; value and weight. Each arriving item has to be accepted or rejected on its arrival irrevocably. The objective is to maximize the sum of the value of the accepted items such that the sum of their weights is below a budget/capacity. Conventionally a hard budget/capacity constraint is considered, for which variety of results are available. In modern applications, e.g., in wireless networks, data centres, cloud computing, etc., enforcing the capacity constraint in expectation is sufficient. With this motivation, we consider the knapsack problem with an expected capacity constraint. For the special case of knapsack problem, called the secretary problem, where the weight of each item is unity, we propose an algorithm whose probability of selecting any one of the optimal items is equal to $1-1/e$ and provide a matching lower bound. For the general knapsack problem, we propose an algorithm whose competitive ratio is shown to be $1/4e$ that is significantly better than the best known competitive ratio of $1/10e$ for the knapsack problem with the hard capacity constraint.Comment: To appear in IEEE INFOCOM 2018, April 2018, Honolulu H