4,104 research outputs found
Approximation Algorithms for Correlated Knapsacks and Non-Martingale Bandits
In the stochastic knapsack problem, we are given a knapsack of size B, and a
set of jobs whose sizes and rewards are drawn from a known probability
distribution. However, we know the actual size and reward only when the job
completes. How should we schedule jobs to maximize the expected total reward?
We know O(1)-approximations when we assume that (i) rewards and sizes are
independent random variables, and (ii) we cannot prematurely cancel jobs. What
can we say when either or both of these assumptions are changed?
The stochastic knapsack problem is of interest in its own right, but
techniques developed for it are applicable to other stochastic packing
problems. Indeed, ideas for this problem have been useful for budgeted learning
problems, where one is given several arms which evolve in a specified
stochastic fashion with each pull, and the goal is to pull the arms a total of
B times to maximize the reward obtained. Much recent work on this problem focus
on the case when the evolution of the arms follows a martingale, i.e., when the
expected reward from the future is the same as the reward at the current state.
What can we say when the rewards do not form a martingale?
In this paper, we give constant-factor approximation algorithms for the
stochastic knapsack problem with correlations and/or cancellations, and also
for budgeted learning problems where the martingale condition is not satisfied.
Indeed, we can show that previously proposed LP relaxations have large
integrality gaps. We propose new time-indexed LP relaxations, and convert the
fractional solutions into distributions over strategies, and then use the LP
values and the time ordering information from these strategies to devise a
randomized adaptive scheduling algorithm. We hope our LP formulation and
decomposition methods may provide a new way to address other correlated bandit
problems with more general contexts
Algorithms and Adaptivity Gaps for Stochastic k-TSP
Given a metric and a , the classic
\textsf{k-TSP} problem is to find a tour originating at the
of minimum length that visits at least nodes in . In this work,
motivated by applications where the input to an optimization problem is
uncertain, we study two stochastic versions of \textsf{k-TSP}.
In Stoch-Reward -TSP, originally defined by Ene-Nagarajan-Saket [ENS17],
each vertex in the given metric contains a stochastic reward .
The goal is to adaptively find a tour of minimum expected length that collects
at least reward ; here "adaptively" means our next decision may depend on
previous outcomes. Ene et al. give an -approximation adaptive
algorithm for this problem, and left open if there is an -approximation
algorithm. We totally resolve their open question and even give an
-approximation \emph{non-adaptive} algorithm for this problem.
We also introduce and obtain similar results for the Stoch-Cost -TSP
problem. In this problem each vertex has a stochastic cost , and the
goal is to visit and select at least vertices to minimize the expected
\emph{sum} of tour length and cost of selected vertices. This problem
generalizes the Price of Information framework [Singla18] from deterministic
probing costs to metric probing costs.
Our techniques are based on two crucial ideas: "repetitions" and "critical
scaling". We show using Freedman's and Jogdeo-Samuels' inequalities that for
our problems, if we truncate the random variables at an ideal threshold and
repeat, then their expected values form a good surrogate. Unfortunately, this
ideal threshold is adaptive as it depends on how far we are from achieving our
target , so we truncate at various different scales and identify a
"critical" scale.Comment: ITCS 202
Surrogate Assisted Optimisation for Travelling Thief Problems
The travelling thief problem (TTP) is a multi-component optimisation problem
involving two interdependent NP-hard components: the travelling salesman
problem (TSP) and the knapsack problem (KP). Recent state-of-the-art TTP
solvers modify the underlying TSP and KP solutions in an iterative and
interleaved fashion. The TSP solution (cyclic tour) is typically changed in a
deterministic way, while changes to the KP solution typically involve a random
search, effectively resulting in a quasi-meandering exploration of the TTP
solution space. Once a plateau is reached, the iterative search of the TTP
solution space is restarted by using a new initial TSP tour. We propose to make
the search more efficient through an adaptive surrogate model (based on a
customised form of Support Vector Regression) that learns the characteristics
of initial TSP tours that lead to good TTP solutions. The model is used to
filter out non-promising initial TSP tours, in effect reducing the amount of
time spent to find a good TTP solution. Experiments on a broad range of
benchmark TTP instances indicate that the proposed approach filters out a
considerable number of non-promising initial tours, at the cost of omitting
only a small number of the best TTP solutions
Caching with Partial Adaptive Matching
We study the caching problem when we are allowed to match each user to one of
a subset of caches after its request is revealed. We focus on non-uniformly
popular content, specifically when the file popularities obey a Zipf
distribution. We study two extremal schemes, one focusing on coded server
transmissions while ignoring matching capabilities, and the other focusing on
adaptive matching while ignoring potential coding opportunities. We derive the
rates achieved by these schemes and characterize the regimes in which one
outperforms the other. We also compare them to information-theoretic outer
bounds, and finally propose a hybrid scheme that generalizes ideas from the two
schemes and performs at least as well as either of them in most memory regimes.Comment: 35 pages, 7 figures. Shorter versions have appeared in IEEE ISIT 2017
and IEEE ITW 201
Natural Selection of Paths in Networks
We present a novel algorithm that exhibits natural selection of paths in a network. If each node and weighted directed edge has a unique identifier, a path in the network is defined as an ordered list of these unique identifiers. We take a population perspective and view each path as a genotype. If each node has a node phenotype then a path phenotype is defined as the list of node phenotypes in order of traversal. We show that given appropriate path traversal, weight change and structural plasticity rules, a path is a unit of evolution because it can exhibit multiplicative growth (i.e. change it’s probability of being traversed), and have variation and heredity. Thus, a unit of evolution need not be a spatially distinct physical individual. The total set of paths in a network consists of all possible paths from the start node to a finish node. Each path phenotype is associated with a reward that determines whether the edges of that path will be multiplicatively strengthened (or weakened). A pair-wise tournament selection algorithm is implemented which compares the reward obtained by two paths. The directed edges of the winning path are strengthened, whilst the directed edges of the losing path are weakened. Edges shared by both paths are not changed (or weakened if diversity is desired). Each time a node is activated there is a probability that the path will mutate, i.e. find an alternative route that bypasses that node. This generates the potential for a novel but correlated path with a novel but correlated phenotype. By this process the more frequently traversed paths are responsible for most of the exploration. Nodes that are inactive for some period of time are lost (which is equivalent to connections to and from them being broken). This network-based natural selection compares favourably with a standard pair-wise tournament-selection based genetic algorithm on a range of combinatorial optimization problems and continuous parametric optimization problems. The network also exhibits memory of past selective environments and can store previously discovered characters for reuse in later optimization tasks. The pathway evolution algorithm has several possible implementations and permits natural selection with unlimited heredity without template replication
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Combinatorial optimization and metaheuristics
Today, combinatorial optimization is one of the youngest and most active areas of discrete mathematics. It is a branch of optimization in applied mathematics and computer science, related to operational research, algorithm theory and computational complexity theory. It sits at the intersection of several fields, including artificial intelligence, mathematics and software engineering. Its increasing interest arises for the fact that a large number of scientific and industrial problems can be formulated as abstract combinatorial optimization problems, through graphs and/or (integer) linear programs. Some of these problems have polynomial-time (“efficient”) algorithms, while most of them are NP-hard, i.e. it is not proved that they can be solved in polynomial-time. Mainly, it means that it is not possible to guarantee that an exact solution to the problem can be found and one has to settle for an approximate solution with known performance guarantees. Indeed, the goal of approximate methods is to find “quickly” (reasonable run-times), with “high” probability, provable “good” solutions (low error from the real optimal solution). In the last 20 years, a new kind of algorithm commonly called metaheuristics have emerged in this class, which basically try to combine heuristics in high level frameworks aimed at efficiently and effectively exploring the search space. This report briefly outlines the components, concepts, advantages and disadvantages of different metaheuristic approaches from a conceptual point of view, in order to analyze their similarities and differences. The two very significant forces of intensification and diversification, that mainly determine the behavior of a metaheuristic, will be pointed out. The report concludes by exploring the importance of hybridization and integration methods
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