Matroid Bandits: Fast Combinatorial Optimization with Learning

A matroid is a notion of independence in combinatorial optimization which is closely related to computational efficiency. In particular, it is well known that the maximum of a constrained modular function can be found greedily if and only if the constraints are associated with a matroid. In this paper, we bring together the ideas of bandits and matroids, and propose a new class of combinatorial bandits, matroid bandits. The objective in these problems is to learn how to maximize a modular function on a matroid. This function is stochastic and initially unknown. We propose a practical algorithm for solving our problem, Optimistic Matroid Maximization (OMM); and prove two upper bounds, gap-dependent and gap-free, on its regret. Both bounds are sublinear in time and at most linear in all other quantities of interest. The gap-dependent upper bound is tight and we prove a matching lower bound on a partition matroid bandit. Finally, we evaluate our method on three real-world problems and show that it is practical

Robust randomized matchings

The following game is played on a weighted graph: Alice selects a matching $M$ and Bob selects a number $k$. Alice's payoff is the ratio of the weight of the $k$ heaviest edges of $M$ to the maximum weight of a matching of size at most $k$. If $M$ guarantees a payoff of at least $\alpha$ then it is called $\alpha$-robust. In 2002, Hassin and Rubinstein gave an algorithm that returns a $1/\sqrt{2}$-robust matching, which is best possible. We show that Alice can improve her payoff to $1/\ln(4)$ by playing a randomized strategy. This result extends to a very general class of independence systems that includes matroid intersection, b-matchings, and strong 2-exchange systems. It also implies an improved approximation factor for a stochastic optimization variant known as the maximum priority matching problem and translates to an asymptotic robustness guarantee for deterministic matchings, in which Bob can only select numbers larger than a given constant. Moreover, we give a new LP-based proof of Hassin and Rubinstein's bound

Stanley-Reisner resolution of constant weight linear codes

Given a constant weight linear code, we investigate its weight hierarchy and the Stanley-Reisner resolution of its associated matroid regarded as a simplicial complex. We also exhibit conditions on the higher weights sufficient to conclude that the code is of constant weigh