arXiv subjects

Prakirt Raj Jhunjhunwala

Publications and source records attributed to Prakirt Raj Jhunjhunwala.

5 recordsLinked to original sources

arXiv2026

Right-Sizing Communication and Recommendation Set Size in AI-Assisted Search

We model the interaction between a user and an AI driven recommendation system. The user initiates the process by conveying preference information through a costly and noisy message. The AI assistant, acting as a Bayesian agent, interprets the user's message to form a posterior belief about their true preferences and make product recommendations. In particular, it determines how many recommendations to present so as to maximize the user's expected utility from their final choice, while accounting for the search cost induced by the size of the recommendation set. We use mutual information based cost functions to model the two distinct costs incurred by the user during the interaction: (i) a communication cost, which increases with the precision of their preference message, and (ii) a search cost, which increases with the size of the recommendation set provided by the AI assistant. We study products and preferences which live in d dimensional space, and ask how the user's expected payoff can be maximized. For large d, we characterize how optimal message precision and recommendation set size depend on the cost parameters, under two distinct distributions from which recommendations can be sampled from the product universe: (i) Bayes' posterior belief, and (ii) an optimized tilted distribution. Under the posterior sampling scheme (i), we identify a hybrid regime, in which an efficient interaction policy requires jointly optimizing the amount of information (in bits) conveyed by the user and the number of recommendations provided by the AI assistant. In the tilted sampling scheme (ii), our results show that the optimal interaction policy uses only one of communication and search, favoring whichever of them is less costly.

cs.AI↗

arXiv2023

Heavy Traffic Joint Queue Length Distribution without Resource Pooling

This paper studies the heavy-traffic joint distribution of queue lengths in two stochastic processing networks (SPN), viz., an input-queued switch operating under the MaxWeight scheduling policy and a two-server parallel server system called the $\mathcal{N}$-system. These two systems serve as representatives of SPNs that do not satisfy the so-called Complete Resource Pooling (CRP) condition, and consequently exhibit a multidimensional State Space Collapse (SSC). Except in special cases, only mean queue lengths of such non-CRP systems is known in the literature. In this paper, we develop the Transform method to study the joint distribution of queue lengths in non-CRP systems. The key challenge is in solving an implicit functional equation involving the Laplace transform of the heavy-traffic limiting distribution. For the $\mathcal{N}$-system and a special case of an input-queued switch involving only three queues, we obtain the exact limiting heavy-traffic joint distribution in terms of a linear combination of two iid exponentials. For the general $n\times n$ input-queued switch that has $n^2$ queues, under a conjecture on uniqueness of the solution of the functional equation, we obtain an exact joint distribution of the heavy-traffic limiting queue-lengths in terms of a non-linear combination of $2n$ iid exponentials.

math.PR↗

arXiv2023

Exponential Tail Bounds on Queues: A Confluence of Non-Asymptotic Heavy Traffic and Large Deviations

In general, obtaining the exact steady-state distribution of queue lengths is not feasible. Therefore, we establish bounds for the tail probabilities of queue lengths. Specifically, we examine queueing systems under Heavy-Traffic (HT) conditions and provide exponentially decaying bounds for the probability $\mathbb P(εq > x)$, where $ε$ is the HT parameter denoting how far the load is from the maximum allowed load. Our bounds are not limited to asymptotic cases and are applicable even for finite values of $ε$, and they get sharper as $ε\to 0$. Consequently, we derive non-asymptotic convergence rates for the tail probabilities. Unlike other approaches such as moment bounds based on drift arguments and bounds on Wasserstein distance using Stein's method, our method yields sharper tail bounds. Furthermore, our results offer bounds on the exponential rate of decay of the tail, given by $-\frac{1}{x} \log \mathbb P(εq > x)$ for any finite value of $x$. These can be interpreted as non-asymptotic versions of Large Deviation (LD) results. We demonstrate our approach by presenting tail bounds for: (i) a continuous time Join-the-shortest queue (JSQ) load balancing system, (ii) a discrete time single-server queue and (iii) an $M/M/n$ queue. We not only bridge the gap between classical-HT and LD regimes but also explore the large system HT regimes for JSQ and $M/M/n$ systems. In these regimes, both the system size and the system load increase simultaneously. Our results also close a gap in the existing literature on the limiting distribution of JSQ in the super-NDS (a.k.a. super slowdown) regime. This contribution is of an independent interest. Here, a key ingredient is a more refined characterization of state space collapse for JSQ system, achieved by using an exponential Lyapunov function designed to approximate the $\ell_{\infty}$ norm.

math.PR↗

arXiv2023

Join-the-Shortest Queue with Abandonment: Critically Loaded and Heavily Overloaded Regimes

We consider a load balancing system comprised of a fixed number of single server queues, operating under the well-known Join-the-Shortest Queue policy, and where jobs/customers are impatient and abandon if they do not receive service after some (random) amount of time. In this setting, we characterize the centered and appropriately scaled steady state queue length distribution (hereafter referred to as limiting distribution), in the limit as the abandonment rate goes to zero at the same time as the load either converges to one or is larger than one. Depending on the arrival, service, and abandonment rates, we observe three different regimes of operation that yield three different limiting distributions. The first regime is when the system is underloaded and its load converges relatively slowly to one. In this case, abandonments do not affect the limiting distribution, and we obtain the same exponential distribution as in the system without abandonments. When the load converges to one faster, we have the second regime, where abandonments become significant. Here, the system undergoes a phase transition, and the limiting distribution is a truncated Gaussian. Further, the third regime is when the system is heavily overloaded, and so the queue lengths are very large. In this case, we show the limiting distribution converges to a normal distribution. To establish our results, we first prove a weaker form of State Space Collapse by providing a uniform bound on the second moment of the (unscaled) perpendicular component of the queue lengths, which shows that the system behaves like a single server queue. We then use exponential Lyapunov functions to characterize the limiting distribution of the steady state queue length vector.

math.PR↗

arXiv2021

On the Linear convergence of Natural Policy Gradient Algorithm

Markov Decision Processes are classically solved using Value Iteration and Policy Iteration algorithms. Recent interest in Reinforcement Learning has motivated the study of methods inspired by optimization, such as gradient ascent. Among these, a popular algorithm is the Natural Policy Gradient, which is a mirror descent variant for MDPs. This algorithm forms the basis of several popular Reinforcement Learning algorithms such as Natural actor-critic, TRPO, PPO, etc, and so is being studied with growing interest. It has been shown that Natural Policy Gradient with constant step size converges with a sublinear rate of O(1/k) to the global optimal. In this paper, we present improved finite time convergence bounds, and show that this algorithm has geometric (also known as linear) asymptotic convergence rate. We further improve this convergence result by introducing a variant of Natural Policy Gradient with adaptive step sizes. Finally, we compare different variants of policy gradient methods experimentally.

cs.LG↗