arXiv subjects

Rathish Das

Publications and source records attributed to Rathish Das.

11 recordsLinked to original sources

arXiv2026

Offline Local Search for Online Stochastic Bandits

Combinatorial multi-armed bandits provide a fundamental online decision-making environment where a decision-maker interacts with an environment across $T$ time steps, each time selecting an action and learning the cost of that action. The goal is to minimize regret, defined as the loss compared to the optimal fixed action in hindsight under full-information. There has been substantial interest in leveraging what is known about offline algorithm design in this online setting. Offline greedy and linear optimization algorithms (both exact and approximate) have been shown to provide useful guarantees when deployed online. We investigate local search methods, a broad class of algorithms used widely in both theory and practice, which have thus far been under-explored in this context. We focus on problems where offline local search terminates in an approximately optimal solution and give a generic method for converting such an offline algorithm into an online stochastic combinatorial bandit algorithm with $O(\log^3 T)$ (approximate) regret. In contrast, existing offline-to-online frameworks yield regret (and approximate regret) which depend sub-linearly, but polynomially on $T$. We demonstrate the flexibility of our framework by applying it to three online stochastic combinatorial optimization problems: scheduling to minimize total completion time, finding a minimum cost base of a matroid and uncertain clustering.

cs.LG↗

arXiv2025

Almost Tight Approximation Hardness and Online Algorithms for Resource Scheduling

We study the precedence-constrained resource scheduling problem [SICOMP'75]. There are $n$ jobs where each job takes a certain time to finish and has a resource requirement throughout the execution time. There are precedence among the jobs. The problem asks that given a resource budget, schedule the jobs obeying the precedence constraints to minimize makespan (maximum completion time of a job) such that at any point in time, the total resource being used by all the jobs is at most the given resource budget. In the offline setting, an important open question is whether a polynomial-time $O(1)$-factor approximation algorithm can be found. We prove almost tight hardness of approximation: For some constant $\alpha > 0$, there is no $o((\log t_{\max})^{\alpha})$-factor ( or $o( ( \log n )^\alpha )$-factor ) approximation algorithm with $n$ jobs of maximum job length $t_{\max}$, unless P = NP ( or NP $\subset$ DTIME$(O( 2^{\text{polylog}(n)}))$ ). We further show a connection between this scheduling problem and a seemingly unrelated problem called the shortest common super-sequence (SCS) problem, which has wide application in Biology and Genomics. We prove that an $o(\log t_{\max})$-factor approximation of the scheduling problem would imply the existence of an $o(|\Sigma|)$-approximation algorithm for SCS with alphabet $\Sigma$. We then consider the online setting. We present $\Omega(\log n)$ and $\Omega(\log t_{\max})$ lower bounds of the competitive ratio of any randomized online algorithm. Moreover, we present a matching $O(\min\{\log n, \log t_{\max}\})$-competitive deterministic online algorithm.

cs.DS↗

arXiv2024

Robustly Guarding Polygons

We propose precise notions of what it means to guard a domain "robustly", under a variety of models. While approximation algorithms for minimizing the number of (precise) point guards in a polygon is a notoriously challenging area of investigation, we show that imposing various degrees of robustness on the notion of visibility coverage leads to a more tractable (and realistic) problem for which we can provide approximation algorithms with constant factor guarantees.

cs.CG↗

arXiv2023

Fast American Option Pricing using Nonlinear Stencils

We study the binomial, trinomial, and Black-Scholes-Merton models of option pricing. We present fast parallel discrete-time finite-difference algorithms for American call option pricing under the binomial and trinomial models and American put option pricing under the Black-Scholes-Merton model. For $T$-step finite differences, each algorithm runs in $O(\left(T\log^2{T}\right)/p + T)$ time under a greedy scheduler on $p$ processing cores, which is a significant improvement over the $Θ({T^2}/{p}) + Ω(T\log{T})$ time taken by the corresponding state-of-the-art parallel algorithm. Even when run on a single core, the $O(T\log^2{T})$ time taken by our algorithms is asymptotically much smaller than the $Θ(T^2)$ running time of the fastest known serial algorithms. Implementations of our algorithms significantly outperform the fastest implementations of existing algorithms in practice, e.g., when run for $T \approx 1000$ steps on a 48-core machine, our algorithm for the binomial model runs at least $15\times$ faster than the fastest existing parallel program for the same model with the speed-up factor gradually reaching beyond $500\times$ for $T \approx 0.5 \times 10^6$. It saves more than 80\% energy when $T \approx 4000$, and more than 99\% energy for $T > 60,000$. Our option pricing algorithms can be viewed as solving a class of nonlinear 1D stencil (i.e., finite-difference) computation problems efficiently using the Fast Fourier Transform (FFT). To our knowledge, ours are the first algorithms to handle such stencils in $o(T^2)$ time. These contributions are of independent interest as stencil computations have a wide range of applications beyond quantitative finance.

cs.CE↗

arXiv2023

An Associativity Threshold Phenomenon in Set-Associative Caches

In an $α$-way set-associative cache, the cache is partitioned into disjoint sets of size $α$, and each item can only be cached in one set, typically selected via a hash function. Set-associative caches are widely used and have many benefits, e.g., in terms of latency or concurrency, over fully associative caches, but they often incur more cache misses. As the set size $α$ decreases, the benefits increase, but the paging costs worsen. In this paper we characterize the performance of an $α$-way set-associative LRU cache of total size $k$, as a function of $α= α(k)$. We prove the following, assuming that sets are selected using a fully random hash function: - For $α= ω(\log k)$, the paging cost of an $α$-way set-associative LRU cache is within additive $O(1)$ of that a fully-associative LRU cache of size $(1-o(1))k$, with probability $1 - 1/\operatorname{poly}(k)$, for all request sequences of length $\operatorname{poly}(k)$. - For $α= o(\log k)$, and for all $c = O(1)$ and $r = O(1)$, the paging cost of an $α$-way set-associative LRU cache is not within a factor $c$ of that a fully-associative LRU cache of size $k/r$, for some request sequence of length $O(k^{1.01})$. - For $α= ω(\log k)$, if the hash function can be occasionally changed, the paging cost of an $α$-way set-associative LRU cache is within a factor $1 + o(1)$ of that a fully-associative LRU cache of size $(1-o(1))k$, with probability $1 - 1/\operatorname{poly}(k)$, for request sequences of arbitrary (e.g., super-polynomial) length. Some of our results generalize to other paging algorithms besides LRU, such as least-frequently used (LFU).

cs.DS↗

arXiv2022

External-memory dictionaries with worst-case update cost

The $B^ε$-tree [Brodal and Fagerberg 2003] is a simple I/O-efficient external-memory-model data structure that supports updates orders of magnitude faster than B-tree with a query performance comparable to the B-tree: for any positive constant $ε<1$ insertions and deletions take $O(\frac{1}{B^{1-ε}}\log_{B}N)$ time (rather than $O(\log_BN)$ time for the classic B-tree), queries take $O(\log_BN)$ time and range queries returning $k$ items take $O(\log_BN+\frac{k}{B})$ time. Although the $B^ε$-tree has an optimal update/query tradeoff, the runtimes are amortized. Another structure, the write-optimized skip list, introduced by Bender et al. [PODS 2017], has the same performance as the $B^ε$-tree but with runtimes that are randomized rather than amortized. In this paper, we present a variant of the $B^ε$-tree with deterministic worst-case running times that are identical to the original's amortized running times.

cs.DS↗

arXiv2022

Shortest Beer Path Queries in Interval Graphs

Our interest is in paths between pairs of vertices that go through at least one of a subset of the vertices known as beer vertices. Such a path is called a beer path, and the beer distance between two vertices is the length of the shortest beer path. We show that we can represent unweighted interval graphs using $2n \log n + O(n) + O(|B|\log n)$ bits where $|B|$ is the number of beer vertices. This data structure answers beer distance queries in $O(\log^\varepsilon n)$ time for any constant $\varepsilon > 0$ and shortest beer path queries in $O(\log^\varepsilon n + d)$ time, where $d$ is the beer distance between the two nodes. We also show that proper interval graphs may be represented using $3n + o(n)$ bits to support beer distance queries in $O(f(n)\log n)$ time for any $f(n) \in ω(1)$ and shortest beer path queries in $O(d)$ time. All of these results also have time-space trade-offs. Lastly we show that the information theoretic lower bound for beer proper interval graphs is very close to the space of our structure, namely $\log(4+2\sqrt{3})n - o(n)$ (or about $ 2.9 n$) bits.

cs.DS↗

arXiv2021

Fast Stencil Computations using Fast Fourier Transforms

Stencil computations are widely used to simulate the change of state of physical systems across a multidimensional grid over multiple timesteps. The state-of-the-art techniques in this area fall into three groups: cache-aware tiled looping algorithms, cache-oblivious divide-and-conquer trapezoidal algorithms, and Krylov subspace methods. In this paper, we present two efficient parallel algorithms for performing linear stencil computations. Current direct solvers in this domain are computationally inefficient, and Krylov methods require manual labor and mathematical training. We solve these problems for linear stencils by using DFT preconditioning on a Krylov method to achieve a direct solver which is both fast and general. Indeed, while all currently available algorithms for solving general linear stencils perform $Θ(NT)$ work, where $N$ is the size of the spatial grid and $T$ is the number of timesteps, our algorithms perform $o(NT)$ work. To the best of our knowledge, we give the first algorithms that use fast Fourier transforms to compute final grid data by evolving the initial data for many timesteps at once. Our algorithms handle both periodic and aperiodic boundary conditions, and achieve polynomially better performance bounds (i.e., computational complexity and parallel runtime) than all other existing solutions. Initial experimental results show that implementations of our algorithms that evolve grids of roughly $10^7$ cells for around $10^5$ timesteps run orders of magnitude faster than state-of-the-art implementations for periodic stencil problems, and 1.3$\times$ to 8.5$\times$ faster for aperiodic stencil problems.

cs.DS↗

arXiv2020

Low-Depth Parallel Algorithms for the Binary-Forking Model without Atomics

The binary-forking model is a parallel computation model, formally defined by Blelloch et al. very recently, in which a thread can fork a concurrent child thread, recursively and asynchronously. The model incurs a cost of $Θ(\log n)$ to spawn or synchronize $n$ tasks or threads. The binary-forking model realistically captures the performance of parallel algorithms implemented using modern multithreaded programming languages on multicore shared-memory machines. In contrast, the widely studied theoretical PRAM model does not consider the cost of spawning and synchronizing threads, and as a result, algorithms achieving optimal performance bounds in the PRAM model may not be optimal in the binary-forking model. Often, algorithms need to be redesigned to achieve optimal performance bounds in the binary-forking model and the non-constant synchronization cost makes the task challenging. Though the binary-forking model allows the use of atomic {\em test-and-set} (TS) instructions to reduce some synchronization overhead, assuming the availability of such instructions puts a stronger requirement on the hardware and may limit the portability of the algorithms using them. In this paper, we avoid the use of locks and atomic instructions in our algorithms except possibly inside the join operation which is implemented by the runtime system. In this paper, we design efficient parallel algorithms in the binary-forking model without atomics for three fundamental problems: Strassen's (and Strassen-like) matrix multiplication (MM), comparison-based sorting, and the Fast Fourier Transform (FFT). All our results improve over known results for the corresponding problem in the binary-forking model both with and without atomics.

cs.DS↗

arXiv2020

Cutting Polygons into Small Pieces with Chords: Laser-Based Localization

Motivated by indoor localization by tripwire lasers, we study the problem of cutting a polygon into small-size pieces, using the chords of the polygon. Several versions are considered, depending on the definition of the "size" of a piece. In particular, we consider the area, the diameter, and the radius of the largest inscribed circle as a measure of the size of a piece. We also consider different objectives, either minimizing the maximum size of a piece for a given number of chords, or minimizing the number of chords that achieve a given size threshold for the pieces. We give hardness results for polygons with holes and approximation algorithms for multiple variants of the problem.

cs.CG↗

arXiv2019

Data Races and the Discrete Resource-time Tradeoff Problem with Resource Reuse over Paths

A determinacy race occurs if two or more logically parallel instructions access the same memory location and at least one of them tries to modify its content. Races often lead to nondeterministic and incorrect program behavior. A data race is a special case of a determinacy race which can be eliminated by associating a mutual-exclusion lock or allowing atomic accesses to the memory location. However, such solutions can reduce parallelism by serializing all accesses to that location. For associative and commutative updates, reducers allow parallel race-free updates at the expense of using some extra space. We ask the following question. Given a fixed budget of extra space to mitigate the cost of races in a parallel program, which memory locations should be assigned reducers and how should the space be distributed among the reducers in order to minimize the overall running time? We argue that the races can be captured by a directed acyclic graph (DAG), with nodes representing memory cells and arcs representing read-write dependencies between cells. We then formulate our optimization problem on DAGs. We concentrate on a variation of this problem where space reuse among reducers is allowed by routing extra space along a source to sink path of the DAG and using it in the construction of reducers along the path. We consider two reducers and the corresponding duration functions (i.e., reduction time as a function of space budget). We generalize our race-avoiding space-time tradeoff problem to a discrete resource-time tradeoff problem with general non-increasing duration functions and resource reuse over paths. For general DAGs, the offline problem is strongly NP-hard under all three duration functions, and we give approximation algorithms. We also prove hardness of approximation for the general resource-time tradeoff problem and give a pseudo-polynomial time algorithm for series-parallel DAGs.

cs.DC↗