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Christodoulos Santorinaios

Publications and source records attributed to Christodoulos Santorinaios.

7 recordsLinked to original sources

Improved Last-iterate Convergence Properties for the FLBR-MWU Dynamics

We revisit a variant of Multiplicative Weights Update (MWU), defined recently by Fasoulakis et al. [AISTATS; 2022], and denoted as Forward Looking Best Response MWU (FLBR-MWU). These dynamics are based on the approach of extra-gradient methods, with the tweak of using different learning rates in the intermediate step and the actual update step. So far, it has been proved that this algorithm attains asymptotic last-iterate convergence but no explicit rate has been known. We answer the open question from Fasoulakis et al. by establishing a concrete convergence rate for the duality gap. In particular, we show a geometric convergence rate, of the form $O(c^t)$, where $c<1$ is independent of time but dependent on game parameters, such as the maximum eigenvalue of the Jacobian matrix. We also complement our theoretical analysis with an experimental comparison to OGDA (Optimistic Gradient Descent-Ascent), which ranks among the best last-iterate methods for solving zero-sum games. We demonstrate that the performance of the FLBR-MWU method matches or, in some cases, outperforms OGDA.

cs.GT

Improved Approximation Guarantees for Groupwise Maximin Share Fairness

We study the problem of fairly allocating a set of indivisible goods to a set of $n$ agents with additive valuation functions. We focus on the very demanding notion of \textit{groupwise maximin share fairness} (GMMS), which requires that each agent $i$ receives value comparable to their maximin share, where the latter is computed \textit{with respect to any subset of agents that contains $i$}. We show that it is possible to compute $(ϕ-1)$-approximate GMMS allocations in polynomial time, where $ϕ\approx 1.618$ is the golden ratio). This improves on the previously known guarantee of $4/7$ of Chaudhury et al. [SICOMP; 2021] and Amanatidis et al. [TCS; 2020]. We propose a simple algorithm that maintains the same main properties as the Draft-and-Eliminate algorithm of Amanatidis et al. [TCS, 2020] and we improve on the approximation guarantee analysis by carefully bounding the relevant value within any subinstance induced by the restriction of our allocation to a subset of agents. Our analysis is asymptotically tight for algorithms that share these properties and has the additional benefit of giving improved guarantees for restricted settings; in particular, when the agents agree on the top $n$ goods or when the number of agents is small. To illustrate the challenges of going beyond the guarantees of our algorithm, we also present a variant with an improved approximation of $(\sqrt{10}-1)/3 \approx 0.72$ for the case of three agents. To achieve this improvement we partially characterize the maximin share guarantees of short picking sequences for a small number of goods.

cs.GT

Online Budget-Feasible Mechanism Design with Predictions

Augmenting the input of algorithms with predictions is an algorithm design paradigm that suggests leveraging a (possibly erroneous) prediction to improve worst-case performance guarantees when the prediction is perfect (consistency), while also providing a performance guarantee when the prediction fails (robustness). Recently, Xu and Lu [2022] and Agrawal et al. [2024] proposed to consider settings with strategic agents under this framework. In this paper, we initiate the study of budget-feasible mechanism design with predictions. These mechanisms model a procurement auction scenario in which an auctioneer (buyer) with a strict budget constraint seeks to purchase goods or services from a set of strategic agents, so as to maximize her own valuation function. We focus on the online version of the problem where the arrival order of agents is random. We design mechanisms that are truthful, budget-feasible, and achieve a significantly improved competitive ratio for both monotone and non-monotone submodular valuation functions compared to their state-of-the-art counterparts without predictions. Our results assume access to a prediction for the value of the optimal solution to the offline problem. We complement our positive results by showing that for the offline version of the problem, access to predictions is mostly ineffective in improving approximation guarantees.

cs.GT

Do Not Discretize, Optimize: Almost Greedy Fictitious Play

Our work revolves around Fictitious Play, one of the first iterative methods that is known to converge to a Nash equilibrium in zero-sum games. In recent years, there has been a revived interest, due to applications in various machine learning problems, which has motivated a line of work on its convergence properties and on proposing new variants of the initial algorithm. Our paper is along this direction and introduces one new variant, which we refer to as Almost Greedy Fictitious Play. The proposed algorithm greedily attempts to find the optimal stepsize at each iteration but its search space is constrained and includes almost all the line between the cumulative mixed strategy and the current best response. Our main result is that the method achieves an instance dependent convergence rate of $\mathcal{O}(1/T)$ with respect to the duality gap. This matches the rate of Continuous Fictitious Play, and offers an alternative to discretization. We complement our theoretical findings with experiments that demonstrate the effectiveness of the method.

cs.GT

A Descent-based method on the Duality Gap for solving zero-sum games

We focus on the design of algorithms for finding equilibria in 2-player zero-sum games. Although it is well known that such problems can be solved by a single linear program, there has been a surge of interest in recent years for simpler algorithms, motivated in part by applications in machine learning. Our work proposes such a method, inspired by the observation that the duality gap (a standard metric for evaluating convergence in min-max optimization problems) is a convex function for bilinear zero-sum games. To this end, we analyze a descent-based approach, variants of which have also been used as a subroutine in a series of algorithms for approximating Nash equilibria in general non-zero-sum games. In particular, we study a steepest descent approach, by finding the direction that minimises the directional derivative of the duality gap function. Our main theoretical result is that the derived algorithms achieve a geometric decrease in the duality gap and improved complexity bounds until we reach an approximate equilibrium. Finally, we complement this with an experimental evaluation, which provides promising findings. Our algorithm is comparable with (and in some cases outperforms) some of the standard approaches for solving 0-sum games, such as OGDA (Optimistic Gradient Descent/Ascent), even with thousands of available strategies per player.

cs.GT

On The Pursuit of EFX for Chores: Non-Existence and Approximations

We study the problem of fairly allocating a set of chores to a group of agents. The existence of envy-free up to any item (EFX) allocations is a long-standing open question for both goods and chores. We resolve this question by providing a negative answer for the latter, presenting a simple construction that admits no EFX solutions for allocating six items to three agents equipped with superadditive cost functions, thus proving a separation result between goods and bads. In fact, we uncover a deeper insight, showing that the instance has unbounded approximation ratio. Moreover, we show that deciding whether an EFX allocation exists is NP-complete. On the positive side, we establish the existence of EFX allocations under general monotone cost functions when the number of items is at most $n+2$. We then shift our attention to additive cost functions. We employ a general framework in order to improve the approximation guarantees in the well-studied case of three additive agents, and provide several conditional approximation bounds that leverage ordinal information.

cs.GT

Improved EFX Approximation Guarantees under Ordinal-based Assumptions

Our work studies the fair allocation of indivisible items to a set of agents, and falls within the scope of establishing improved approximation guarantees. It is well known by now that the classic solution concepts in fair division, such as envy-freeness and proportionality, fail to exist in the presence of indivisible items. Unfortunately, the lack of existence remains unresolved even for some relaxations of envy-freeness, and most notably for the notion of EFX, which has attracted significant attention in the relevant literature. This in turn has motivated the quest for approximation algorithms, resulting in the currently best known $(ϕ-1)$-approximation guarantee by Amanatidis et al (2020), where $ϕ$ equals the golden ratio. So far, it has been notoriously hard to obtain any further advancements beyond this factor. Our main contribution is that we achieve better approximations, for certain special cases, where the agents agree on their perception of some items in terms of their worth. In particular, we first provide an algorithm with a $2/3$-approximation, when the agents agree on what are the top $n$ items (but not necessarily on their exact ranking), with $n$ being the number of agents. To do so, we also study a general framework that can be of independent interest for obtaining further guarantees.

cs.GT