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Balasubramanian Sivan

Publications and source records attributed to Balasubramanian Sivan.

At least 19 recordsLinked to original sources

DLB: Distributed Load Balancing at Scale for Generative AI Inference

The reliance on scarce and expensive accelerators such as GPUs and TPUs in modern datacenters places unprecedented demands on backend infrastructure. For workloads characterized by heterogeneous service times and complex multi-stage processing, such as Generative AI, conventional load balancing techniques are often inadequate, relying heavily on costly overprovisioning to maintain service level objectives. This paper introduces DLB, the Distributed Load Balancer, a novel system designed to minimize end-to-end user latency for large-scale, heterogeneous workloads. DLB employs a scalable, distributed design with peer-to-peer probing to maintain real-time visibility into server capacity across large-scale, geographically distributed infrastructure. The system continuously learns latency models to estimate the latency impact of routing decisions, allowing it to effectively manage heterogeneous hardware and diverse model architectures. We provide a novel theoretical analysis of our routing algorithms that establishes their stability and global performance guarantees over time. We also evaluate DLB through extensive simulations, which show substantial gains compared to state-of-the-art load balancing algorithms. Finally, following a 22-month deployment of DLB at Google, where it facilitates large-scale Generative AI inference for thousands of different machine learning models and millions of requests per second, we detail the design choices and practical experiences gained from the system in production. Analysis of production migrations demonstrates that DLB yields statistically significant latency reductions compared to the legacy baseline, including a 17\% decrease in median latency and a 13\% decrease at the p95 tail.

cs.DC

Resource Allocation and Conversion along the Org Chart

We consider the allocation of multiple heterogeneous resources to agents who are organized according to an organizational hierarchy. In a company those correspond to business units, departments, and engineering teams. In government it corresponds to federal, state, and municipal levels as well as various agencies within each. In a university it corresponds to schools, departments, and research groups. The resources are also distributed along the same organizational tree: part of the supply is available only to certain sub-trees since it is purchased for the exclusive use of certain departments or units, and some supply is available to the entire tree. We consider the allocation with multiple types of resources where there is a possibility of converting between certain pairs of resources. We formulate this allocation problem as a market equilibrium problem and derive the necessary conditions to find a feasible solution. We prove that such a feasible solution always exists and provide an algorithm to compute it. Finally, we test our algorithm on a real dataset of the allocation of computing resources, such as TPUs and GPUs at Google. Our results rely on a novel two-step process, differentiating it from previous approaches. First, we show how to solve ``easy'' (harmonic) instances of our problem that satisfy certain structural properties. Then, we show how to efficiently approximate general instances by a series of easier harmonic instances, whose solutions converge efficiently to the solution of the original problem.

cs.GT

Quota Marketplace: Dynamic Pricing for Efficient Allocation of ML Training Resources

The escalating demand for Machine Learning (ML) training resources in recent years has resulted in a substantial gap between the high demand and the available supply. Efficient allocation of these scarce and expensive resources is crucial for organizations to maximize their return on investment. Existing resource allocation mechanisms, like Karma [OSDI'23], are designed to guarantee Pareto efficiency and max-min fairness in settings with dynamic (time-varying) user demands, but fail to preserve these key properties in the presence of demands with heterogeneous values. Given the ubiquity and inevitability of heterogeneity in organizational values of different workloads, effective resource allocation policies must accommodate these variations. In this paper, we describe the design, implementation, deployment, and theoretical analysis of Quota Marketplace, a market-based mechanism to efficiently allocate ML training chips (like GPUs), explicitly addressing scenarios with demands of heterogeneous value. We detail the implementation of this mechanism within Google and present metrics that demonstrate its impact. We also discuss many business-critical requirements that the Quota Marketplace handles quite effectively, and document the gains and opportunities it has unlocked. We establish theoretically how this market-based approach achieves the essential properties of Pareto efficiency and max-min fairness by allowing the users to express the value of their workloads and enabling dynamic resource pricing based on supply and demand fluctuations. Ultimately, the market facilitates resource allocation that aligns with organizational priorities.

cs.LG

Distributed Load Balancing with Workload-Dependent Service Rates

Modern service systems, including cloud platforms and large language model inference endpoints, must distribute jobs across servers whose processing speeds depend on current workloads. At scale, centralized coordination is costly, while naive distributed policies can perform arbitrarily poorly. We study how to design a simple distributed load balancing policy that achieves globally optimal latency performance in such settings. We model the system as a bipartite queueing network with an arbitrary compatibility graph and servers with concave, workload-dependent service rates. We propose the Greatest Marginal Service Rate (GMSR) policy, which routes jobs to a connected server where it has the largest marginal impact on service rate. In a discrete-time stochastic model, we show that as time discretization is refined (shrinking time step and job size proportionally), the scaled workload process converges almost surely to a fluid limit governed by a differential inclusion. In the fluid regime, GMSR reaches an $ε$-suboptimal solution in $\mathcal{O}(δ+ \log(1/ε))$ time from any $δ$-suboptimal initial state, implying global convergence to the centrally optimal routing. When the system is overloaded, GMSR maximizes throughput, maximizes the number of stabilized backends among throughput-optimal policies, and minimizes total workload over those stabilized backends. GMSR yields a practical routing rule that requires neither demand-rate knowledge nor centralized coordination. By relying only on local information, service providers can achieve near-optimal latency performance through decentralized decisions, making the policy well suited to large-scale cloud computing, LLM serving, and other distributed service environments where centralized control is costly or infeasible.

cs.DC

Learning vs. Optimizing Bidders in Budgeted Auctions

The study of repeated interactions between a learner and a utility-maximizing optimizer has yielded deep insights into the manipulability of learning algorithms. However, existing literature primarily focuses on independent, unlinked rounds, largely ignoring the ubiquitous practical reality of budget constraints. In this paper, we study this interaction in repeated second-price auctions in a Bayesian setting between a learning agent and a strategic agent, both subject to strict budget constraints, showing that such cross-round constraints fundamentally alter the strategic landscape. First, we generalize the classic Stackelberg equilibrium to the Budgeted Stackelberg Equilibrium. We prove that an optimizer's optimal strategy in a budgeted setting requires time-multiplexing; for a $k$-dimensional budget constraint, the optimal strategy strictly decomposes into up to $k+1$ distinct phases, with each phase employing a possibly unique mixed strategy (the case of $k=0$ recovers the classic Stackelberg equilibrium where the optimizer repeatedly uses a single mixed strategy). Second, we address the intriguing question of non-manipulability. We prove that when the learner employs a standard Proportional controller (the "P" of the PID-controller) to pace their bids, the optimizer's utility is upper bounded by their objective value in the Budgeted Stackelberg Equilibrium baseline. By bounding the dynamics of the PID controller via a novel analysis, our results establish that this widely used control-theoretic heuristic is actually strategically robust.

cs.GT

Revenue Variance Minimization: Beyond First Price Auctions

We study revenue variance in the sale of $k$ homogeneous items to risk-neutral, unit-demand bidders with independent private values. Although the Revenue Equivalence Theorem implies that standard auctions generate the same expected revenue, the distribution of revenue differs across mechanisms. Prior work shows that, in single-item environments with ex-post individual rationality (IR), the first-price auction minimizes revenue variance. We show that this result is fragile. Under interim IR, the optimality of the first-price auction breaks down in asymmetric single-item settings, and we characterize the variance-minimizing mechanisms for any implementable allocation rule in this environment. In multi-item symmetric regular environments with interim IR, we construct a mechanism that implements the efficient allocation and guarantees constant revenue while maintaining non-negative payments. Under ex-post IR, we show that revenue variance can be reduced relative to winner-pays-bid formats by introducing negative correlations in payments. Nevertheless, we show that the variance ranking between the winner-pays-bid auction and the uniform $(k+1)$-st price auction is maintained in multi-unit settings.

cs.GT

Swap Regret and Correlated Equilibria Beyond Normal-Form Games

Swap regret is a notion that has proven itself to be central to the study of general-sum normal-form games, with swap-regret minimization leading to convergence to the set of correlated equilibria and guaranteeing non-manipulability against a self-interested opponent. However, the situation for more general classes of games -- such as Bayesian games and extensive-form games -- is less clear-cut, with multiple candidate definitions for swap-regret but no known efficiently minimizable variant of swap regret that implies analogous non-manipulability guarantees. In this paper, we present a new variant of swap regret for polytope games that we call ``profile swap regret'', with the property that obtaining sublinear profile swap regret is both necessary and sufficient for any learning algorithm to be non-manipulable by an opponent (resolving an open problem of Mansour et al., 2022). Although we show profile swap regret is NP-hard to compute given a transcript of play, we show it is nonetheless possible to design efficient learning algorithms that guarantee at most $O(\sqrt{T})$ profile swap regret. Finally, we explore the correlated equilibrium notion induced by low-profile-swap-regret play, and demonstrate a gap between the set of outcomes that can be implemented by this learning process and the set of outcomes that can be implemented by a third-party mediator (in contrast to the situation in normal-form games).

cs.GT

Approximately Efficient Bilateral Trade with Samples

We study the social efficiency of bilateral trade between a seller and a buyer. In the classical Bayesian setting, the celebrated Myerson-Satterthwaite impossibility theorem states that no Bayesian incentive-compatible, individually rational, and budget-balanced mechanism can achieve full efficiency. As a counterpoint, Deng, Mao, Sivan, and Wang (STOC 2022) show that if pricing power is delegated to the right person (either the seller or the buyer), the resulting mechanism can guarantee at least a constant fraction of the ideal (yet unattainable) gains from trade. In practice, the agent with pricing power may not have perfect knowledge of the value distribution of the other party, and instead may rely on samples of that distribution to set a price. We show that for a broad class of sampling and pricing behaviors, the resulting market still guarantees a constant fraction of the ideal gains from trade in expectation. Our analysis hinges on the insight that social welfare under sample-based pricing approximates the seller's optimal revenue -- a result we establish via a reduction to a random walk.

cs.GT

Auto-bidding and Auctions in Online Advertising: A Survey

In this survey, we summarize recent developments in research fueled by the growing adoption of automated bidding strategies in online advertising. We explore the challenges and opportunities that have arisen as markets embrace this autobidding and cover a range of topics in this area, including bidding algorithms, equilibrium analysis and efficiency of common auction formats, and optimal auction design.

cs.GT

Rate-Preserving Reductions for Blackwell Approachability

Abernethy et al. (2011) showed that Blackwell approachability and no-regret learning are equivalent, in the sense that any algorithm that solves a specific Blackwell approachability instance can be converted to a sublinear regret algorithm for a specific no-regret learning instance, and vice versa. In this paper, we study a more fine-grained form of such reductions, and ask when this translation between problems preserves not only a sublinear rate of convergence, but also preserves the optimal rate of convergence. That is, in which cases does it suffice to find the optimal regret bound for a no-regret learning instance in order to find the optimal rate of convergence for a corresponding approachability instance? We show that the reduction of Abernethy et al. (2011) does not preserve rates: their reduction may reduce a $d$-dimensional approachability instance $I_1$ with optimal convergence rate $R_1$ to a no-regret learning instance $I_2$ with optimal regret-per-round of $R_2$, with $R_{2}/R_{1}$ arbitrarily large (in particular, it is possible that $R_1 = 0$ and $R_{2} > 0$). On the other hand, we show that it is possible to tightly reduce any approachability instance to an instance of a generalized form of regret minimization we call improper $ϕ$-regret minimization (a variant of the $ϕ$-regret minimization of Gordon et al. (2008) where the transformation functions may map actions outside of the action set). Finally, we characterize when linear transformations suffice to reduce improper $ϕ$-regret minimization problems to standard classes of regret minimization problems in a rate preserving manner. We prove that some improper $ϕ$-regret minimization instances cannot be reduced to either subclass of instance in this way, suggesting that approachability can capture some problems that cannot be phrased in the language of online learning.

stat.ML

Strategically-Robust Learning Algorithms for Bidding in First-Price Auctions

Learning to bid in repeated first-price auctions is a fundamental problem at the interface of game theory and machine learning, which has seen a recent surge in interest due to the transition of display advertising to first-price auctions. In this work, we propose a novel concave formulation for pure-strategy bidding in first-price auctions, and use it to analyze natural Gradient-Ascent-based algorithms for this problem. Importantly, our analysis goes beyond regret, which was the typical focus of past work, and also accounts for the strategic backdrop of online-advertising markets where bidding algorithms are deployed -- we provide the first guarantees of strategic-robustness and incentive-compatibility for Gradient Ascent. Concretely, we show that our algorithms achieve $O(\sqrt{T})$ regret when the highest competing bids are generated adversarially, and show that no online algorithm can do better. We further prove that the regret reduces to $O(\log T)$ when the competition is stationary and stochastic, which drastically improves upon the previous best of $O(\sqrt{T})$. Moving beyond regret, we show that a strategic seller cannot exploit our algorithms to extract more revenue on average than is possible under the optimal mechanism. Finally, we prove that our algorithm is also incentive compatible -- it is a (nearly) dominant strategy for the buyer to report her values truthfully to the algorithm as a whole. Altogether, these guarantees make our algorithms the first to simultaneously achieve both optimal regret and strategic-robustness.

cs.GT

Analysis of Dual-Based PID Controllers through Convolutional Mirror Descent

Dual-based proportional-integral-derivative (PID) controllers are often employed in practice to solve online allocation problems with global constraints, such as budget pacing in online advertising. However, controllers are used in a heuristic fashion and come with no provable guarantees on their performance. This paper provides the first regret bounds on the performance of dual-based PID controllers for online allocation problems. We do so by first establishing a fundamental connection between dual-based PID controllers and a new first-order algorithm for online convex optimization called \emph{Convolutional Mirror Descent} (CMD), which updates iterates based on a weighted moving average of past gradients. CMD recovers, in a special case, online mirror descent with momentum and optimistic mirror descent. We establish sufficient conditions under which CMD attains low regret for general online convex optimization problems with adversarial inputs. We leverage this new result to give the first regret bound for dual-based PID controllers for online allocation problems. As a byproduct of our proofs, we provide the first regret bound for CMD for non-smooth convex optimization, which might be of independent interest.

math.OC

A Field Guide for Pacing Budget and ROS Constraints

Budget pacing is a popular service that has been offered by major internet advertising platforms since their inception. Budget pacing systems seek to optimize advertiser returns subject to budget constraints by smoothly spending advertiser budgets. In the past few years, autobidding products that provide real-time bidding as a service to advertisers have seen a prominent rise in adoption. A popular autobidding strategy is value maximization subject to return-on-spend (ROS) constraints. For historical/business reasons, the systems that govern these two services, namely budget pacing and ROS pacing, are not always a unified and coordinated entity that optimizes a global objective subject to both constraints. The purpose of this work is to theoretically and empirically compare algorithms with different degrees of coordination between these two pacing systems. In particular, we compare (a) a fully-decoupled sequential algorithm that first constructs the advertiser's ROS-pacing bid and then lowers that bid for budget pacing; (b) a minimally-coupled min-pacing algorithm that runs these two services independently, obtains the bid multipliers from both of them and applies the minimum of the two multipliers as the effective multiplier; and (c) a fully-coupled dual-based algorithm that optimally combines the dual variables from both the systems. Our main contribution is to theoretically analyze the min-pacing algorithm and show that it attains similar guarantees to the fully-coupled canonical dual-based algorithm. On the other hand, we show that the sequential algorithm, even though appealing by virtue of being fully decoupled, could badly violate the constraints. We validate our theoretical findings empirically by showing that the min-pacing algorithm performs almost as well as the canonical dual-based algorithm on a semi-synthetic dataset based on a large online advertising platform's data.

cs.GT

Description Complexity of Regular Distributions

Myerson's regularity condition of a distribution is a standard assumption in economics. In this paper, we study the complexity of describing a regular distribution within a small statistical distance. Our main result is that $\tildeΘ{(ε^{-0.5})}$ bits are necessary and sufficient to describe a regular distribution with support $[0,1]$ within $ε$ Levy distance. We prove this by showing that we can learn the regular distribution approximately with $\tilde{O}(ε^{-0.5})$ queries to the cumulative density function. As a corollary, we show that the pricing query complexity to learn the class of regular distribution with support $[0,1]$ within $ε$ Levy distance is $\tildeΘ{(ε^{-2.5})}$. To learn the mixture of two regular distributions, $\tildeΘ(ε^{-3})$ pricing queries are required.

cs.GT

Optimal Pricing Schemes for an Impatient Buyer

A patient seller aims to sell a good to an impatient buyer (i.e., one who discounts utility over time). The buyer will remain in the market for a period of time $T$, and her private value is drawn from a publicly known distribution. What is the revenue-optimal pricing-curve (sequence of (price, time) pairs) for the seller? Is randomization of help here? Is the revenue-optimal pricing curve computable in polynomial time? We answer these questions in this paper. We give an efficient algorithm for computing the revenue-optimal pricing curve. We show that pricing curves, that post a price at each point of time and let the buyer pick her utility maximizing time to buy, are revenue-optimal among a much broader class of sequential lottery mechanisms. I.e., mechanisms that allow the seller to post a menu of lotteries at each point of time cannot get any higher revenue than pricing curves. We also show that the even broader class of mechanisms that allow the menu of lotteries to be adaptively set, can earn strictly higher revenue than that of pricing curves, and the revenue gap can be as big as the support size of the buyer's value distribution.

cs.GT

Pseudonorm Approachability and Applications to Regret Minimization

Blackwell's celebrated approachability theory provides a general framework for a variety of learning problems, including regret minimization. However, Blackwell's proof and implicit algorithm measure approachability using the $\ell_2$ (Euclidean) distance. We argue that in many applications such as regret minimization, it is more useful to study approachability under other distance metrics, most commonly the $\ell_\infty$-metric. But, the time and space complexity of the algorithms designed for $\ell_\infty$-approachability depend on the dimension of the space of the vectorial payoffs, which is often prohibitively large. Thus, we present a framework for converting high-dimensional $\ell_\infty$-approachability problems to low-dimensional pseudonorm approachability problems, thereby resolving such issues. We first show that the $\ell_\infty$-distance between the average payoff and the approachability set can be equivalently defined as a pseudodistance between a lower-dimensional average vector payoff and a new convex set we define. Next, we develop an algorithmic theory of pseudonorm approachability, analogous to previous work on approachability for $\ell_2$ and other norms, showing that it can be achieved via online linear optimization (OLO) over a convex set given by the Fenchel dual of the unit pseudonorm ball. We then use that to show, modulo mild normalization assumptions, that there exists an $\ell_\infty$-approachability algorithm whose convergence is independent of the dimension of the original vectorial payoff. We further show that that algorithm admits a polynomial-time complexity, assuming that the original $\ell_\infty$-distance can be computed efficiently. We also give an $\ell_\infty$-approachability algorithm whose convergence is logarithmic in that dimension using an FTRL algorithm with a maximum-entropy regularizer.

cs.LG

Robust Budget Pacing with a Single Sample

Major Internet advertising platforms offer budget pacing tools as a standard service for advertisers to manage their ad campaigns. Given the inherent non-stationarity in an advertiser's value and also competing advertisers' values over time, a commonly used approach is to learn a target expenditure plan that specifies a target spend as a function of time, and then run a controller that tracks this plan. This raises the question: how many historical samples are required to learn a good expenditure plan? We study this question by considering an advertiser repeatedly participating in $T$ second-price auctions, where the tuple of her value and the highest competing bid is drawn from an unknown time-varying distribution. The advertiser seeks to maximize her total utility subject to her budget constraint. Prior work has shown the sufficiency of $T\log T$ samples per distribution to achieve the optimal $O(\sqrt{T})$-regret. We dramatically improve this state-of-the-art and show that just one sample per distribution is enough to achieve the near-optimal $\tilde O(\sqrt{T})$-regret, while still being robust to noise in the sampling distributions.

cs.LG

Online Bipartite Matching with Reusable Resources

We study the classic online bipartite matching problem with a twist: offline vertices, called resources, are $\textit{reusable}$. In particular, when a resource is matched to an online vertex it is unavailable for a deterministic time duration $d$ after which it becomes available again for a re-match. Thus, a resource can be matched to many different online vertices over a period of time. While recent work on the problem have resolved the asymptotic case where we have large starting inventory (i.e., many copies) of every resource, we consider the (more general) case of $\textit{unit inventory}$ and give the first algorithms that are provably better than the naive greedy approach which has a competitive ratio of (exactly) 0.5. Our first algorithm, which achieves a competitive ratio of $0.589$, generalizes the classic RANKING algorithm for online bipartite matching of non-reusable resources (Karp et al., 1990), by $\textit{reranking}$ resources independently over time. While reranking resources frequently has the same worst case performance as greedy, we show that reranking intermittently on a periodic schedule succeeds in addressing reusability of resources and performs significantly better than greedy in the worst case. Our second algorithm, which achieves a competitive ratio of $0.505$, is a primal-dual randomized algorithm that works by suggesting up to two resources as candidate matches for every online vertex, and then breaking the tie to make the final matching selection in a randomized correlated fashion over time. As a key component of our algorithm, we suitably adapt and extend the powerful technique of online correlated selection (Fahrbach et al., 2020) to reusable resources, in order to induce negative correlation in our tie breaking step and to beat the competitive ratio of $0.5$. Both of our results also extend to the case where offline vertices have weights.

cs.DS