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Avinatan Hassidim

Publications and source records attributed to Avinatan Hassidim.

At least 73 records · Page 4Linked to original sources

ML for Flood Forecasting at Scale

Effective riverine flood forecasting at scale is hindered by a multitude of factors, most notably the need to rely on human calibration in current methodology, the limited amount of data for a specific location, and the computational difficulty of building continent/global level models that are sufficiently accurate. Machine learning (ML) is primed to be useful in this scenario: learned models often surpass human experts in complex high-dimensional scenarios, and the framework of transfer or multitask learning is an appealing solution for leveraging local signals to achieve improved global performance. We propose to build on these strengths and develop ML systems for timely and accurate riverine flood prediction.

cs.LG↗

Towards Global Remote Discharge Estimation: Using the Few to Estimate The Many

Learning hydrologic models for accurate riverine flood prediction at scale is a challenge of great importance. One of the key difficulties is the need to rely on in-situ river discharge measurements, which can be quite scarce and unreliable, particularly in regions where floods cause the most damage every year. Accordingly, in this work we tackle the problem of river discharge estimation at different river locations. A core characteristic of the data at hand (e.g. satellite measurements) is that we have few measurements for many locations, all sharing the same physics that underlie the water discharge. We capture this scenario in a simple but powerful common mechanism regression (CMR) model with a local component as well as a shared one which captures the global discharge mechanism. The resulting learning objective is non-convex, but we show that we can find its global optimum by leveraging the power of joining local measurements across sites. In particular, using a spectral initialization with provable near-optimal accuracy, we can find the optimum using standard descent methods. We demonstrate the efficacy of our approach for the problem of discharge estimation using simulations.

cs.LG↗

Looking to Listen at the Cocktail Party: A Speaker-Independent Audio-Visual Model for Speech Separation

We present a joint audio-visual model for isolating a single speech signal from a mixture of sounds such as other speakers and background noise. Solving this task using only audio as input is extremely challenging and does not provide an association of the separated speech signals with speakers in the video. In this paper, we present a deep network-based model that incorporates both visual and auditory signals to solve this task. The visual features are used to "focus" the audio on desired speakers in a scene and to improve the speech separation quality. To train our joint audio-visual model, we introduce AVSpeech, a new dataset comprised of thousands of hours of video segments from the Web. We demonstrate the applicability of our method to classic speech separation tasks, as well as real-world scenarios involving heated interviews, noisy bars, and screaming children, only requiring the user to specify the face of the person in the video whose speech they want to isolate. Our method shows clear advantage over state-of-the-art audio-only speech separation in cases of mixed speech. In addition, our model, which is speaker-independent (trained once, applicable to any speaker), produces better results than recent audio-visual speech separation methods that are speaker-dependent (require training a separate model for each speaker of interest).

cs.SD↗

Online Linear Quadratic Control

We study the problem of controlling linear time-invariant systems with known noisy dynamics and adversarially chosen quadratic losses. We present the first efficient online learning algorithms in this setting that guarantee $O(\sqrt{T})$ regret under mild assumptions, where $T$ is the time horizon. Our algorithms rely on a novel SDP relaxation for the steady-state distribution of the system. Crucially, and in contrast to previously proposed relaxations, the feasible solutions of our SDP all correspond to "strongly stable" policies that mix exponentially fast to a steady state.

cs.LG↗

Double Auctions in Markets for Multiple Kinds of Goods

Motivated by applications such as stock exchanges and spectrum auctions, there is a growing interest in mechanisms for arranging trade in two-sided markets. Existing mechanisms are either not truthful, or do not guarantee an asymptotically-optimal gain-from-trade, or rely on a prior on the traders' valuations, or operate in limited settings such as a single kind of good. We extend the random market-halving technique used in earlier works to markets with multiple kinds of goods, where traders have gross-substitute valuations. We present MIDA: a Multi Item-kind Double-Auction mechanism. It is prior-free, truthful, strongly-budget-balanced, and guarantees near-optimal gain from trade when market sizes of all goods grow to $\infty$ at a similar rate.

cs.GT↗

Waste Makes Haste: Bounded Time Protocols for Envy-Free Cake Cutting with Free Disposal

We consider the classic problem of envy-free division of a heterogeneous good ("cake") among several agents. It is known that, when the allotted pieces must be connected, the problem cannot be solved by a finite algorithm for 3 or more agents. The impossibility result, however, assumes that the entire cake must be allocated. In this paper we replace the entire-allocation requirement with a weaker \emph{partial-proportionality} requirement: the piece given to each agent must be worth for it at least a certain positive fraction of the entire cake value. We prove that this version of the problem is solvable in bounded time even when the pieces must be connected. We present simple, bounded-time envy-free cake-cutting algorithms for: (1) giving each of $n$ agents a connected piece with a positive value; (2) giving each of 3 agents a connected piece worth at least 1/3; (3) giving each of 4 agents a connected piece worth at least 1/7; (4) giving each of 4 agents a disconnected piece worth at least 1/4; (5) giving each of $n$ agents a disconnected piece worth at least $(1-ε)/n$ for any positive $ε$.

cs.DS↗

MUDA: A Truthful Multi-Unit Double-Auction Mechanism

In a seminal paper, McAfee (1992) presented a truthful mechanism for double auctions, attaining asymptotically-optimal gain-from-trade without any prior information on the valuations of the traders. McAfee's mechanism handles single-parametric agents, allowing each seller to sell a single unit and each buyer to buy a single unit. This paper presents a double-auction mechanism that handles multi-parametric agents and allows multiple units per trader, as long as the valuation functions of all traders have decreasing marginal returns. The mechanism is prior-free, ex-post individually-rational, dominant-strategy truthful and strongly-budget-balanced. Its gain-from-trade approaches the optimum when the market size is sufficiently large.

cs.GT↗

Truthful Bilateral Trade is Impossible even with Fixed Prices

A seminal theorem of Myerson and Satterthwaite (1983) proves that, in a game of bilateral trade between a single buyer and a single seller, no mechanism can be simultaneously individually-rational, budget-balanced, incentive-compatible and socially-efficient. However, the impossibility disappears if the price is fixed exogenously and the social-efficiency goal is subject to individual-rationality at the given price. We show that the impossibility comes back if there are multiple units of the same good, or multiple types of goods, even when the prices are fixed exogenously. Particularly, if there are $M$ units of the same good or $M$ kinds of goods, for some $M\geq 2$, then no truthful mechanism can guarantee more than $1/M$ of the optimal gain-from-trade. In the single-good multi-unit case, if both agents have submodular valuations (decreasing marginal returns), then no truthful mechanism can guarantee more than $1/H_M$ of the optimal gain-from-trade, where $H_M$ is the $M$-th harmonic number ($H_M\approx \ln{M}+1/2$). All upper bounds are tight.

cs.GT↗

New Approximations for Coalitional Manipulation in General Scoring Rules

We study the problem of coalitional manipulation---where $k$ manipulators try to manipulate an election on $m$ candidates---under general scoring rules, with a focus on the Borda protocol. We do so both in the weighted and unweighted settings. We focus on minimizing the maximum score obtainable by a non-preferred candidate. In the strongest, most general setting, we provide an algorithm for any scoring rule as described by a vector $\vecα=(α_1,\ldots,α_m)$: for some $β=O(\sqrt{m\log m})$, it obtains an additive approximation equal to $W\cdot \max_i \lvert α_{i+β}-α_i \rvert$, where $W$ is the sum of voter weights. For Borda, both the weighted and unweighted variants are known to be $NP$-hard. For the unweighted case, our simpler algorithm provides a randomized, additive $O(k \sqrt{m \log m} )$ approximation; in other words, if there exists a strategy enabling the preferred candidate to win by an $Ω(k \sqrt{m \log m} )$ margin, our method, with high probability, will find a strategy enabling her to win (albeit with a possibly smaller margin). It thus provides a somewhat stronger guarantee compared to the previous methods, which implicitly implied a strategy that provides an $Ω(m)$-additive approximation to the maximum score of a non-preferred candidate. For the weighted case, our generalized algorithm provides an $O(W \sqrt{m \log m} )$-additive approximation, where $W$ is the sum of voter weights. This is a clear advantage over previous methods: some of them do not generalize to the weighted case, while others---which approximate the number of manipulators---pose restrictions on the weights of extra manipulators added. Our methods are based on carefully rounding an exponentially-large configuration linear program that is solved by using the ellipsoid method with an efficient separation oracle.

cs.DS↗

Concentration Inequalities for Random Sets

In a large, possibly infinite population, each subject is colored red with probability $p$, independently of the others. Then, a finite sub-population is selected, possibly as a function of the coloring. The imbalance in the sub-population is defined as the difference between the number of reds in it and p times its size. This paper presents high-probability upper bounds (tail-bounds) on this imbalance. To present the upper bounds we define the *UI dimension* --- a new measure for the richness of a set-family. We present three simple rules for upper-bounding the UI dimension of a set-family. Our upper bounds on the imbalance in a sub-population depend only on the size of the sub-population and on the UI dimension of its support. We relate our results to known concepts from machine learning, particularly the VC dimension and Rademacher complexity.

math.PR↗

Submodular Optimization under Noise

We consider the problem of maximizing a monotone submodular function under noise. There has been a great deal of work on optimization of submodular functions under various constraints, resulting in algorithms that provide desirable approximation guarantees. In many applications, however, we do not have access to the submodular function we aim to optimize, but rather to some erroneous or noisy version of it. This raises the question of whether provable guarantees are obtainable in presence of error and noise. We provide initial answers, by focusing on the question of maximizing a monotone submodular function under a cardinality constraint when given access to a noisy oracle of the function. We show that: - For a cardinality constraint $k \geq 2$, there is an approximation algorithm whose approximation ratio is arbitrarily close to $1-1/e$; - For $k=1$ there is an algorithm whose approximation ratio is arbitrarily close to $1/2$. No randomized algorithm can obtain an approximation ratio better than $1/2+o(1)$; -If the noise is adversarial, no non-trivial approximation guarantee can be obtained.

cs.DS↗

Demand-Flow of Agents with Gross-Substitute Valuations

We consider the class of valuations on indivisible items called gross-substitute (GS). This class was introduced by Kelso and Crawford (1982) and is widely used in studies of markets with indivisibilities. GS is a condition on the demand-flow in a specific scenario: some items become more expensive while other items retain their price. We prove that GS implies a much stronger condition, describing the demand-flow in the general scenario in which all prices may change. We prove that the demand of GS agents always flows (weakly) downwards, i.e, from items with higher price-increase to items with lower price-increase. We show that this property is equivalent to GS and is not true when there are complementarities.

cs.GT↗

SBBA: a Strongly-Budget-Balanced Double-Auction Mechanism

In a seminal paper, McAfee (1992) presented the first dominant strategy truthful mechanism for double auction. His mechanism attains nearly optimal gain-from-trade when the market is sufficiently large. However, his mechanism may leave money on the table, since the price paid by the buyers may be higher than the price paid to the sellers. This money is included in the gain-from-trade and in some cases it accounts for almost all the gain-from-trade, leaving almost no gain-from-trade to the traders. We present SBBA: a variant of McAfee's mechanism which is strongly budget-balanced. There is a single price, all money is exchanged between buyers and sellers and no money is left on the table. This means that all gain-from-trade is enjoyed by the traders. We generalize this variant to spatially-distributed markets with transit costs.

cs.GT↗

Optimistic-Conservative Bidding in Sequential Auctions

In this work we consider selling items using a sequential first price auction mechanism. We generalize the assumption of conservative bidding to extensive form games (henceforth optimistic conservative bidding), and show that for both linear and unit demand valuations, the only pure subgame perfect equilibrium where buyers are bidding in an optimistic conservative manner is the minimal Walrasian equilibrium. In addition, we show examples where without the requirement of conservative bidding, subgame perfect equilibria can admit a variety of unlikely predictions, including high price of anarchy and low revenue in markets composed of additive bidders, equilibria which elicit all the surplus as revenue, and more. We also show that the order in which the items are sold can influence the outcome.

cs.GT↗

Sorting and Selection with Imprecise Comparisons

We consider a simple model of imprecise comparisons: there exists some $δ>0$ such that when a subject is given two elements to compare, if the values of those elements (as perceived by the subject) differ by at least $δ$, then the comparison will be made correctly; when the two elements have values that are within $δ$, the outcome of the comparison is unpredictable. This model is inspired by both imprecision in human judgment of values and also by bounded but potentially adversarial errors in the outcomes of sporting tournaments. Our model is closely related to a number of models commonly considered in the psychophysics literature where $δ$ corresponds to the {\em just noticeable difference unit (JND)} or {\em difference threshold}. In experimental psychology, the method of paired comparisons was proposed as a means for ranking preferences amongst $n$ elements of a human subject. The method requires performing all $\binom{n}{2}$ comparisons, then sorting elements according to the number of wins. The large number of comparisons is performed to counter the potentially faulty decision-making of the human subject, who acts as an imprecise comparator. We show that in our model the method of paired comparisons has optimal accuracy, minimizing the errors introduced by the imprecise comparisons. However, it is also wasteful, as it requires all $\binom{n}{2}$. We show that the same optimal guarantees can be achieved using $4 n^{3/2}$ comparisons, and we prove the optimality of our method. We then explore the general tradeoff between the guarantees on the error that can be made and number of comparisons for the problems of sorting, max-finding, and selection. Our results provide strong lower bounds and close-to-optimal solutions for each of these problems.

cs.DS↗

Probe Scheduling for Efficient Detection of Silent Failures

Most discovery systems for silent failures work in two phases: a continuous monitoring phase that detects presence of failures through probe packets and a localization phase that pinpoints the faulty element(s). This separation is important because localization requires significantly more resources than detection and should be initiated only when a fault is present. We focus on improving the efficiency of the detection phase, where the goal is to balance the overhead with the cost associated with longer failure detection times. We formulate a general model which unifies the treatment of probe scheduling mechanisms, stochastic or deterministic, and different cost objectives - minimizing average detection time (SUM) or worst-case detection time (MAX). We then focus on two classes of schedules. {\em Memoryless schedules} -- a subclass of stochastic schedules which is simple and suitable for distributed deployment. We show that the optimal memorlyess schedulers can be efficiently computed by convex programs (for SUM objectives) or linear programs (for MAX objectives), and surprisingly perhaps, are guaranteed to have expected detection times that are not too far off the (NP hard) stochastic optima. {\em Deterministic schedules} allow us to bound the maximum (rather than expected) cost of undetected faults, but like stochastic schedules, are NP hard to optimize. We develop novel efficient deterministic schedulers with provable approximation ratios. An extensive simulation study on real networks, demonstrates significant performance gains of our memoryless and deterministic schedulers over previous approaches. Our unified treatment also facilitates a clear comparison between different objectives and scheduling mechanisms.

cs.NI↗

Local computation mechanism design

We introduce the notion of Local Computation Mechanism Design - designing game theoretic mechanisms which run in polylogarithmic time and space. Local computation mechanisms reply to each query in polylogarithmic time and space, and the replies to different queries are consistent with the same global feasible solution. In addition, the computation of the payments is also done in polylogarithmic time and space. Furthermore, the mechanisms need to maintain incentive compatibility with respect to the allocation and payments. We present local computation mechanisms for a variety of classical game-theoretical problems: 1. stable matching, 2. job scheduling, 3. combinatorial auctions for unit-demand and k-minded bidders, and 4. the housing allocation problem. For stable matching, some of our techniques may have general implications. Specifically, we show that when the men's preference lists are bounded, we can achieve an arbitrarily good approximation to the stable matching within a fixed number of iterations of the Gale-Shapley algorithm.

cs.GT↗

An Approximate "Law of One Price" in Random Assignment Games

Assignment games represent a tractable yet versatile model of two-sided markets with transfers. We study the likely properties of the core of randomly generated assignment games. If the joint productivities of every firm and worker are i.i.d bounded random variables, then with high probability all workers are paid roughly equal wages, and all firms make similar profits. This implies that core allocations vary significantly in balanced markets, but that there is core convergence in even slightly unbalanced markets. For the benchmark case of uniform distribution, we provide a tight bound for the workers' share of the surplus under the firm-optimal core allocation. We present simulation results suggesting that the phenomena analyzed appear even in medium-sized markets. Finally, we briefly discuss the effects of unbounded distributions and the ways in which they may affect wage dispersion.

cs.GT↗