Searcharxiv⌕ Search

arXiv subjects

Kostas Kollias

Publications and source records attributed to Kostas Kollias.

18 recordsLinked to original sources

Efficient Online Conformal Selection with Limited Feedback

We address the problem of conformal selection, where an agent must select a low-cost subset of options to ensure that at least one "success" is identified at a pre-specified target rate $ϕ$. While traditional online conformal prediction focuses on maintaining validity for the observed sequence, minimizing the resource cost (efficiency) of such selections, especially under limited feedback, remains a significant challenge. In this work, we consider highly restricted "bandit" feedback, where the agent only observes feedback about the subset it selected, and not the true label, point, or outcomes of unchosen options. We demonstrate that the simple Adaptive Conformal Inference (ACI) update rule, when applied to the appropriate control parameter or dual variable and paired with explicit boundary actions, is both adversarially valid, ensuring the success target is met on average for any input sequence (and hence under distribution shifts), and stochastically efficient, achieving sublinear efficiency regret for i.i.d. inputs against an optimal stochastic benchmark. The key algorithmic idea is to avoid the projected updates standard in constrained bandits: projections break the exact telescoping identity behind ACI validity, whereas boundary actions stabilize the unprojected update through actual decisions. We show these guarantees under canonical models capturing bandit feedback via a unified algorithmic technique and Lyapunov-based analysis. Our approach handles more general settings than prior work, while requiring significantly less feedback, and provides a new theoretical bridge between efficient online learning with limited feedback and distribution-free uncertainty quantification.

cs.LG↗

The Robotaxi Placement Problem: Minimizing Expected ETA for Stochastic Demand

Autonomous ride-hailing platforms must strategically position idle robotaxis to minimize the wait times of prospective riders. We formalize this as the \emph{robotaxi placement problem} ($k$-RP). Given a finite metric space and a demand distribution over its points, the goal is to position $k$ robotaxis to minimize the expected total distance in a perfect matching between the robotaxis and $k$ random riders. We present several theoretical results for this stochastic optimization problem. First, we observe that sampling robotaxi locations independently according to the demand distribution yields a randomized $2$-approximation algorithm. Second, we present an explicit inapproximability bound via a novel gap-preserving reduction from the maximum coverage problem. Furthermore, while it is not even clear whether the exact expected cost of a placement can be computed efficiently on general metrics, we design an exact polynomial-time dynamic programming algorithm for $k$-RP in tree metrics by decoupling the stochastic matching dependencies. Finally, empirical evaluations on real-world ride-hailing data reveal that a variance-reduced random placement strategy is highly effective in practice, yielding expected wait times that are very close to those obtained by computationally heavy exact algorithms for the uniform capacitated $k$-median problem.

cs.DS↗

Compact Conformal Subgraphs

Conformal prediction provides rigorous, distribution-free uncertainty guarantees, but often yields prohibitively large prediction sets in structured domains such as routing, planning, or sequential recommendation. We introduce "graph-based conformal compression", a framework for constructing compact subgraphs that preserve statistical validity while reducing structural complexity. We formulate compression as selecting a smallest subgraph capturing a prescribed fraction of the probability mass, and reduce to a weighted version of densest $k$-subgraphs in hypergraphs, in the regime where the subgraph has a large fraction of edges. We design efficient approximation algorithms that achieve constant factor coverage and size trade-offs. Crucially, we prove that our relaxation satisfies a monotonicity property, derived from a connection to parametric minimum cuts, which guarantees the nestedness required for valid conformal guarantees. Our results on the one hand bridge efficient conformal prediction with combinatorial graph compression via monotonicity, to provide rigorous guarantees on both statistical validity, and compression or size. On the other hand, they also highlight an algorithmic regime, distinct from classical densest-$k$-subgraph hardness settings, where the problem can be approximated efficiently. We finally validate our algorithmic approach via simulations for trip planning and navigation, and compare to natural baselines.

cs.LG↗

First Passage Percolation with Queried Hints

Solving optimization problems leads to elegant and practical solutions in a wide variety of real-world applications. In many of those real-world applications, some of the information required to specify the relevant optimization problem is noisy, uncertain, and expensive to obtain. In this work, we study how much of that information needs to be queried in order to obtain an approximately optimal solution to the relevant problem. In particular, we focus on the shortest path problem in graphs with dynamic edge costs. We adopt the $\textit{first passage percolation}$ model from probability theory wherein a graph $G'$ is derived from a weighted base graph $G$ by multiplying each edge weight by an independently chosen random number in $[1, ρ]$. Mathematicians have studied this model extensively when $G$ is a $d$-dimensional grid graph, but the behavior of shortest paths in this model is still poorly understood in general graphs. We make progress in this direction for a class of graphs that resemble real-world road networks. Specifically, we prove that if $G$ has a constant continuous doubling dimension, then for a given $s-t$ pair, we only need to probe the weights on $((ρ\log n )/ ε)^{O(1)}$ edges in $G'$ in order to obtain a $(1 + ε)$-approximation to the $s-t$ distance in $G'$. We also generalize the result to a correlated setting and demonstrate experimentally that probing improves accuracy in estimating $s-t$ distances.

cs.DS↗

Why is My Route Different Today? An Algorithm for Explaining Route Selection

Users of routing services like Apple Maps, Google Maps, and Waze frequently wonder why a given route is proposed. This question particularly arises when dynamic conditions like traffic and road closures cause unusual routes to be proposed. While many dynamic conditions may exist in a road network at any time, only a small fraction of those conditions are typically relevant to a given user's route. In this work, we introduce the concept of a simple valid explanation (SVE), which consists of a small set of traffic-laden road segments that answer the following question: Which traffic conditions cause a particular shortest traffic-aware route to differ from the shortest traffic-free route? We give an efficient algorithm for finding SVEs and show that they theoretically and experimentally lead to small and interpretable answers to the question.

cs.DS↗

Online Distributed Queue Length Estimation

Queue length monitoring is a commonly arising problem in numerous applications such as queue management systems, scheduling, and traffic monitoring. Motivated by such applications, we formulate a queue monitoring problem, where there is a FIFO queue with arbitrary arrivals and departures, and a server needs to monitor the length of a queue by using decentralized pings from packets in the queue. Packets can send pings informing the server about the number of packets ahead of them in the queue. Via novel online policies and lower bounds, we tightly characterize the trade-off between the number of pings sent and the accuracy of the server's real time estimates. Our work studies the trade-off under various arrival and departure processes, including constant-rate, Poisson, and adversarial processes.

cs.DS↗

Machine-Learned Prediction Equilibrium for Dynamic Traffic Assignment

We study a dynamic traffic assignment model, where agents base their instantaneous routing decisions on real-time delay predictions. We formulate a mathematically concise model and define dynamic prediction equilibrium (DPE) in which no agent can at any point during their journey improve their predicted travel time by switching to a different route. We demonstrate the versatility of our framework by showing that it subsumes the well-known full information and instantaneous information models, in addition to admitting further realistic predictors as special cases. We then proceed to derive properties of the predictors that ensure a dynamic prediction equilibrium exists. Additionally, we define $\varepsilon$-approximate DPE wherein no agent can improve their predicted travel time by more than $\varepsilon$ and provide further conditions of the predictors under which such an approximate equilibrium can be computed. Finally, we complement our theoretical analysis by an experimental study, in which we systematically compare the induced average travel times of different predictors, including two machine-learning based models trained on data gained from previously computed approximate equilibrium flows, both on synthetic and real world road networks.

cs.GT↗

When Are Two Lists Better than One?: Benefits and Harms in Joint Decision-making

Historically, much of machine learning research has focused on the performance of the algorithm alone, but recently more attention has been focused on optimizing joint human-algorithm performance. Here, we analyze a specific type of human-algorithm collaboration where the algorithm has access to a set of $n$ items, and presents a subset of size $k$ to the human, who selects a final item from among those $k$. This scenario could model content recommendation, route planning, or any type of labeling task. Because both the human and algorithm have imperfect, noisy information about the true ordering of items, the key question is: which value of $k$ maximizes the probability that the best item will be ultimately selected? For $k=1$, performance is optimized by the algorithm acting alone, and for $k=n$ it is optimized by the human acting alone. Surprisingly, we show that for multiple of noise models, it is optimal to set $k \in [2, n-1]$ - that is, there are strict benefits to collaborating, even when the human and algorithm have equal accuracy separately. We demonstrate this theoretically for the Mallows model and experimentally for the Random Utilities models of noisy permutations. However, we show this pattern is reversed when the human is anchored on the algorithm's presented ordering - the joint system always has strictly worse performance. We extend these results to the case where the human and algorithm differ in their accuracy levels, showing that there always exist regimes where a more accurate agent would strictly benefit from collaborating with a less accurate one, but these regimes are asymmetric between the human and the algorithm's accuracy.

cs.LG↗

Data Exchange Markets via Utility Balancing

This paper explores the design of a balanced data-sharing marketplace for entities with heterogeneous datasets and machine learning models that they seek to refine using data from other agents. The goal of the marketplace is to encourage participation for data sharing in the presence of such heterogeneity. Our market design approach for data sharing focuses on interim utility balance, where participants contribute and receive equitable utility from refinement of their models. We present such a market model for which we study computational complexity, solution existence, and approximation algorithms for welfare maximization and core stability. We finally support our theoretical insights with simulations on a mean estimation task inspired by road traffic delay estimation.

cs.GT↗

Network Flow Problems with Electric Vehicles

Electric vehicle (EV) adoption in long-distance logistics faces challenges such as range anxiety and uneven distribution of charging stations. Two pivotal questions emerge: How can EVs be efficiently routed in a charging network considering range limits, charging speeds and prices? And, can the existing charging infrastructure sustain the increasing demand for EVs in long-distance logistics? This paper addresses these questions by introducing a novel theoretical and computational framework to study the EV network flow problems. We present an EV network flow model that incorporates range constraints and nonlinear charging rates, and identify conditions under which polynomial-time solutions can be obtained for optimal single EV routing, maximum flow, and minimum-cost flow problems. Our findings provide insights for optimizing EV routing in logistics, ensuring an efficient and sustainable future.

cs.DS↗

Congested Bandits: Optimal Routing via Short-term Resets

For traffic routing platforms, the choice of which route to recommend to a user depends on the congestion on these routes -- indeed, an individual's utility depends on the number of people using the recommended route at that instance. Motivated by this, we introduce the problem of Congested Bandits where each arm's reward is allowed to depend on the number of times it was played in the past $Δ$ timesteps. This dependence on past history of actions leads to a dynamical system where an algorithm's present choices also affect its future pay-offs, and requires an algorithm to plan for this. We study the congestion aware formulation in the multi-armed bandit (MAB) setup and in the contextual bandit setup with linear rewards. For the multi-armed setup, we propose a UCB style algorithm and show that its policy regret scales as $\tilde{O}(\sqrt{K ΔT})$. For the linear contextual bandit setup, our algorithm, based on an iterative least squares planner, achieves policy regret $\tilde{O}(\sqrt{dT} + Δ)$. From an experimental standpoint, we corroborate the no-regret properties of our algorithms via a simulation study.

cs.LG↗

Online Learning and Bandits with Queried Hints

We consider the classic online learning and stochastic multi-armed bandit (MAB) problems, when at each step, the online policy can probe and find out which of a small number ($k$) of choices has better reward (or loss) before making its choice. In this model, we derive algorithms whose regret bounds have exponentially better dependence on the time horizon compared to the classic regret bounds. In particular, we show that probing with $k=2$ suffices to achieve time-independent regret bounds for online linear and convex optimization. The same number of probes improve the regret bound of stochastic MAB with independent arms from $O(\sqrt{nT})$ to $O(n^2 \log T)$, where $n$ is the number of arms and $T$ is the horizon length. For stochastic MAB, we also consider a stronger model where a probe reveals the reward values of the probed arms, and show that in this case, $k=3$ probes suffice to achieve parameter-independent constant regret, $O(n^2)$. Such regret bounds cannot be achieved even with full feedback after the play, showcasing the power of limited ``advice'' via probing before making the play. We also present extensions to the setting where the hints can be imperfect, and to the case of stochastic MAB where the rewards of the arms can be correlated.

cs.DS↗

Improved Price of Anarchy via Predictions

A central goal in algorithmic game theory is to analyze the performance of decentralized multiagent systems, like communication and information networks. In the absence of a central planner who can enforce how these systems are utilized, the users can strategically interact with the system, aiming to maximize their own utility, possibly leading to very inefficient outcomes, and thus a high price of anarchy. To alleviate this issue, the system designer can use decentralized mechanisms that regulate the use of each resource (e.g., using local queuing protocols or scheduling mechanisms), but with only limited information regarding the state of the system. These information limitations have a severe impact on what such decentralized mechanisms can achieve, so most of the success stories in this literature have had to make restrictive assumptions (e.g., by either restricting the structure of the networks or the types of cost functions). In this paper, we overcome some of the obstacles that the literature has imposed on decentralized mechanisms, by designing mechanisms that are enhanced with predictions regarding the missing information. Specifically, inspired by the big success of the literature on "algorithms with predictions", we design decentralized mechanisms with predictions and evaluate their price of anarchy as a function of the prediction error, focusing on two very well-studied classes of games: scheduling games and multicast network formation games.

cs.GT↗

Cost Sharing in Two-Sided Markets

Motivated by the emergence of popular service-based two-sided markets where sellers can serve multiple buyers at the same time, we formulate and study the {\em two-sided cost sharing} problem. In two-sided cost sharing, sellers incur different costs for serving different subsets of buyers and buyers have different values for being served by different sellers. Both buyers and sellers are self-interested agents whose values and costs are private information. We study the problem from the perspective of an intermediary platform that matches buyers to sellers and assigns prices and wages in an effort to maximize welfare (i.e., buyer values minus seller costs) subject to budget-balance in an incentive compatible manner. In our markets of interest, agents trade the (often same) services multiple times. Moreover, the value and cost for the same service differs based on the context (e.g., location, urgency, weather conditions, etc). In this framework, we design mechanisms that are efficient, ex-ante budget-balanced, ex-ante individually rational, dominant strategy incentive compatible, and ex-ante in the core (a natural generalization of the core that we define here).

cs.GT↗

Contextual Recommendations and Low-Regret Cutting-Plane Algorithms

We consider the following variant of contextual linear bandits motivated by routing applications in navigational engines and recommendation systems. We wish to learn a hidden $d$-dimensional value $w^*$. Every round, we are presented with a subset $\mathcal{X}_t \subseteq \mathbb{R}^d$ of possible actions. If we choose (i.e. recommend to the user) action $x_t$, we obtain utility $\langle x_t, w^* \rangle$ but only learn the identity of the best action $\arg\max_{x \in \mathcal{X}_t} \langle x, w^* \rangle$. We design algorithms for this problem which achieve regret $O(d\log T)$ and $\exp(O(d \log d))$. To accomplish this, we design novel cutting-plane algorithms with low "regret" -- the total distance between the true point $w^*$ and the hyperplanes the separation oracle returns. We also consider the variant where we are allowed to provide a list of several recommendations. In this variant, we give an algorithm with $O(d^2 \log d)$ regret and list size $\mathrm{poly}(d)$. Finally, we construct nearly tight algorithms for a weaker variant of this problem where the learner only learns the identity of an action that is better than the recommendation. Our results rely on new algorithmic techniques in convex geometry (including a variant of Steiner's formula for the centroid of a convex set) which may be of independent interest.

cs.LG↗

Almost Envy-free Repeated Matching in Two-sided Markets

A two-sided market consists of two sets of agents, each of whom have preferences over the other (Airbnb, Upwork, Lyft, Uber, etc.). We propose and analyze a repeated matching problem, where some set of matches occur on each time step, and our goal is to ensure fairness with respect to the cumulative allocations over an infinite time horizon. Our main result is a polynomial-time algorithm for additive, symmetric (v_i(j) = v_j(i)), and binary (v_i(j) \in \{a,1\}) valuations that both (1) guarantees "envy-freeness up to a single match" (EF1) and (2) selects a maximum weight matching on each time step. Thus for this class of valuations, fairness can be achieved without sacrificing economic efficiency. This result holds even for "dynamic valuations", i.e., valuations that change over time. Although symmetry is a strong assumption, we show that this result cannot be extended to asymmetric binary valuations: (1) and (2) together are impossible even when valuations do not change over time, and for dynamic valuations, even (1) alone is impossible. To our knowledge, this is the first analysis of envy-freeness in a repeated matching setting.

cs.GT↗

On the Price of Anarchy of Cost-Sharing in Real-Time Scheduling Systems

We study cost-sharing games in real-time scheduling systems where the activation cost of the server at any given time is a function of its load. We focus on monomial cost functions and consider both the case when the degree is less than one (inducing positive externalities for the jobs) and when it is greater than one (inducing negative externalities for the jobs). For the former case, we provide tight price of anarchy bounds which show that the price of anarchy grows to infinity as a polynomial of the number of jobs in the game. For the latter, we observe that existing results provide constant and tight (asymptotically in the degree of the monomial) bounds on the price of anarchy. We then switch our attention to improving the price of anarchy by means of a simple coordination mechanism that has no knowledge of the instance. We show that our mechanism reduces the price of anarchy of games with $n$ jobs and unit activation costs from $Θ(\sqrt{n})$ to $2$. We also show that for a restricted class of instances a similar improvement is achieved for monomial activation costs. This is not the case, however, for unrestricted instances of monomial costs for which we prove that the price of anarchy remains super-constant for our mechanism.

cs.GT↗

Two-sided Facility Location

Recent years have witnessed the rise of many successful e-commerce marketplace platforms like the Amazon marketplace, AirBnB, Uber/Lyft, and Upwork, where a central platform mediates economic transactions between buyers and sellers. Motivated by these platforms, we formulate a set of facility location problems that we term Two-sided Facility location. In our model, agents arrive at nodes in an underlying metric space, where the metric distance between any buyer and seller captures the quality of the corresponding match. The platform posts prices and wages at the nodes, and opens a set of facilities to route the agents to. The agents at any facility are assumed to be matched. The platform ensures high match quality by imposing a distance constraint between a node and the facilities it is routed to. It ensures high service availability by ensuring flow to the facility is at least a pre-specified lower bound. Subject to these constraints, the goal of the platform is to maximize the social surplus (or gains from trade) subject to weak budget balance, i.e., profit being non-negative. We present an approximation algorithm for this problem that yields a $(1 + ε)$ approximation to surplus for any constant $ε> 0$, while relaxing the match quality (i.e., maximum distance of any match) by a constant factor. We use an LP rounding framework that easily extends to other objectives such as maximizing volume of trade or profit. We justify our models by considering a dynamic marketplace setting where agents arrive according to a stochastic process and have finite patience (or deadlines) for being matched. We perform queueing analysis to show that for policies that route agents to facilities and match them, ensuring a low abandonment probability of agents reduces to ensuring sufficient flow arrives at each facility.

cs.GT↗