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Robert Kleinberg

Publications and source records attributed to Robert Kleinberg.

At least 73 records · Page 4Linked to original sources
arXiv2014

Behavioral Mechanism Design: Optimal Contests for Simple Agents

Incentives are more likely to elicit desired outcomes when they are designed based on accurate models of agents' strategic behavior. A growing literature, however, suggests that people do not quite behave like standard economic agents in a variety of environments, both online and offline. What consequences might such differences have for the optimal design of mechanisms in these environments? In this paper, we explore this question in the context of optimal contest design for simple agents---agents who strategically reason about whether or not to participate in a system, but not about the input they provide to it. Specifically, consider a contest where $n$ potential contestants with types $(q_i,c_i)$ each choose between participating and producing a submission of quality $q_i$ at cost $c_i$, versus not participating at all, to maximize their utilities. How should a principal distribute a total prize $V$ amongst the $n$ ranks to maximize some increasing function of the qualities of elicited submissions in a contest with such simple agents? We first solve the optimal contest design problem for settings with homogenous participation costs $c_i = c$. Here, the optimal contest is always a simple contest, awarding equal prizes to the top $j^*$ contestants for a suitable choice of $j^*$. (In comparable models with strategic effort choices, the optimal contest is either a winner-take-all contest or awards possibly unequal prizes, depending on the curvature of agents' effort cost functions.) We next address the general case with heterogeneous costs where agents' types are inherently two-dimensional, significantly complicating equilibrium analysis. Our main result here is that the winner-take-all contest is a 3-approximation of the optimal contest when the principal's objective is to maximize the quality of the best elicited contribution.

cs.GT↗
arXiv2013

Dynamic Pricing with Limited Supply

We consider the problem of dynamic pricing with limited supply. A seller has $k$ identical items for sale and is facing $n$ potential buyers ("agents") that are arriving sequentially. Each agent is interested in buying one item. Each agent's value for an item is an IID sample from some fixed distribution with support $[0,1]$. The seller offers a take-it-or-leave-it price to each arriving agent (possibly different for different agents), and aims to maximize his expected revenue. We focus on "prior-independent" mechanisms -- ones that do not use any information about the distribution. They are desirable because knowing the distribution is unrealistic in many practical scenarios. We study how the revenue of such mechanisms compares to the revenue of the optimal offline mechanism that knows the distribution ("offline benchmark"). We present a prior-independent dynamic pricing mechanism whose revenue is at most $O((k \log n)^{2/3})$ less than the offline benchmark, for every distribution that is regular. In fact, this guarantee holds without *any* assumptions if the benchmark is relaxed to fixed-price mechanisms. Further, we prove a matching lower bound. The performance guarantee for the same mechanism can be improved to $O(\sqrt{k} \log n)$, with a distribution-dependent constant, if $k/n$ is sufficiently small. We show that, in the worst case over all demand distributions, this is essentially the best rate that can be obtained with a distribution-specific constant. On a technical level, we exploit the connection to multi-armed bandits (MAB). While dynamic pricing with unlimited supply can easily be seen as an MAB problem, the intuition behind MAB approaches breaks when applied to the setting with limited supply. Our high-level conceptual contribution is that even the limited supply setting can be fruitfully treated as a bandit problem.

cs.GT↗
arXiv2013

Trace Complexity of Network Inference

The network inference problem consists of reconstructing the edge set of a network given traces representing the chronology of infection times as epidemics spread through the network. This problem is a paradigmatic representative of prediction tasks in machine learning that require deducing a latent structure from observed patterns of activity in a network, which often require an unrealistically large number of resources (e.g., amount of available data, or computational time). A fundamental question is to understand which properties we can predict with a reasonable degree of accuracy with the available resources, and which we cannot. We define the trace complexity as the number of distinct traces required to achieve high fidelity in reconstructing the topology of the unobserved network or, more generally, some of its properties. We give algorithms that are competitive with, while being simpler and more efficient than, existing network inference approaches. Moreover, we prove that our algorithms are nearly optimal, by proving an information-theoretic lower bound on the number of traces that an optimal inference algorithm requires for performing this task in the general case. Given these strong lower bounds, we turn our attention to special cases, such as trees and bounded-degree graphs, and to property recovery tasks, such as reconstructing the degree distribution without inferring the network. We show that these problems require a much smaller (and more realistic) number of traces, making them potentially solvable in practice.

cs.DS↗
arXiv2013

Improved Lower Bounds for Testing Triangle-freeness in Boolean Functions via Fast Matrix Multiplication

Understanding the query complexity for testing linear-invariant properties has been a central open problem in the study of algebraic property testing. Triangle-freeness in Boolean functions is a simple property whose testing complexity is unknown. Three Boolean functions $f_1$, $f_2$ and $f_3: \mathbb{F}_2^k \to \{0, 1\}$ are said to be triangle free if there is no $x, y \in \mathbb{F}_2^k$ such that $f_1(x) = f_2(y) = f_3(x + y) = 1$. This property is known to be strongly testable (Green 2005), but the number of queries needed is upper-bounded only by a tower of twos whose height is polynomial in $1 / \epsislon$, where $\epsislon$ is the distance between the tested function triple and triangle-freeness, i.e., the minimum fraction of function values that need to be modified to make the triple triangle free. A lower bound of $(1 / ε)^{2.423}$ for any one-sided tester was given by Bhattacharyya and Xie (2010). In this work we improve this bound to $(1 / ε)^{6.619}$. Interestingly, we prove this by way of a combinatorial construction called \emph{uniquely solvable puzzles} that was at the heart of Coppersmith and Winograd's renowned matrix multiplication algorithm.

cs.CC↗
arXiv2013

Polymatroid Prophet Inequalities

Consider a gambler and a prophet who observe a sequence of independent, non-negative numbers. The gambler sees the numbers one-by-one whereas the prophet sees the entire sequence at once. The goal of both is to decide on fractions of each number they want to keep so as to maximize the weighted fractional sum of the numbers chosen. The classic result of Krengel and Sucheston (1977-78) asserts that if both the gambler and the prophet can pick one number, then the gambler can do at least half as well as the prophet. Recently, Kleinberg and Weinberg (2012) have generalized this result to settings where the numbers that can be chosen are subject to a matroid constraint. In this note we go one step further and show that the bound carries over to settings where the fractions that can be chosen are subject to a polymatroid constraint. This bound is tight as it is already tight for the simple setting where the gambler and the prophet can pick only one number. An interesting application of our result is in mechanism design, where it leads to improved results for various problems.

cs.DS↗
arXiv2013

Prophet Inequalities with Limited Information

In the classical prophet inequality, a gambler observes a sequence of stochastic rewards $V_1,...,V_n$ and must decide, for each reward $V_i$, whether to keep it and stop the game or to forfeit the reward forever and reveal the next value $V_i$. The gambler's goal is to obtain a constant fraction of the expected reward that the optimal offline algorithm would get. Recently, prophet inequalities have been generalized to settings where the gambler can choose $k$ items, and, more generally, where he can choose any independent set in a matroid. However, all the existing algorithms require the gambler to know the distribution from which the rewards $V_1,...,V_n$ are drawn. The assumption that the gambler knows the distribution from which $V_1,...,V_n$ are drawn is very strong. Instead, we work with the much simpler assumption that the gambler only knows a few samples from this distribution. We construct the first single-sample prophet inequalities for many settings of interest, whose guarantees all match the best possible asymptotically, \emph{even with full knowledge of the distribution}. Specifically, we provide a novel single-sample algorithm when the gambler can choose any $k$ elements whose analysis is based on random walks with limited correlation. In addition, we provide a black-box method for converting specific types of solutions to the related \emph{secretary problem} to single-sample prophet inequalities, and apply it to several existing algorithms. Finally, we provide a constant-sample prophet inequality for constant-degree bipartite matchings. We apply these results to design the first posted-price and multi-dimensional auction mechanisms with limited information in settings with asymmetric bidders.

cs.DS↗
arXiv2013

Multi-parameter Mechanisms with Implicit Payment Computation

In this paper we show that payment computation essentially does not present any obstacle in designing truthful mechanisms, even for multi-parameter domains, and even when we can only call the allocation rule once. We present a general reduction that takes any allocation rule which satisfies "cyclic monotonicity" (a known necessary and sufficient condition for truthfulness) and converts it to a truthful mechanism using a single call to the allocation rule, with arbitrarily small loss to the expected social welfare. A prominent example for a multi-parameter setting in which an allocation rule can only be called once arises in sponsored search auctions. These are multi-parameter domains when each advertiser has multiple possible ads he may display, each with a different value per click. Moreover, the mechanism typically does not have complete knowledge of the click-realization or the click-through rates (CTRs); it can only call the allocation rule a single time and observe the click information for ads that were presented. % are not known. On the negative side, we show that an allocation that is truthful for any realization essentially cannot depend on the bids, and hence cannot do better than random selection for one agent. We then consider a relaxed requirement of truthfulness, only in expectation over the CTRs. Even for that relaxed version, making any progress is challenging as standard techniques for construction of truthful mechanisms (as using VCG or an MIDR allocation rule) cannot be used in this setting. We design an allocation rule with non-trivial performance and directly prove it is cyclic-monotone, and thus it can be used to create a truthful mechanism using our general reduction.

cs.GT↗
arXiv2013

On the Ratio of Revenue to Welfare in Single-Parameter Mechanism Design

What fraction of the potential social surplus in an environment can be extracted by a revenue-maximizing monopolist? We investigate this problem in Bayesian single-parameter environments with independent private values. The precise answer to the question obviously depends on the particulars of the environment: the feasibility constraint and the distributions from which the bidders' private values are sampled. Rather than solving the problem in particular special cases, our work aims to provide universal lower bounds on the revenue-to-welfare ratio that hold under the most general hypotheses that allow for non-trivial such bounds. Our results can be summarized as follows. For general feasibility constraints, the revenue-to-welfare ratio is at least a constant times the inverse-square-root of the number of agents, and this is tight up to constant factors. For downward-closed feasibility constraints, the revenue-to-welfare ratio is bounded below by a constant. Both results require the bidders' distributions to satisfy hypotheses somewhat stronger than regularity; we show that the latter result cannot avoid this requirement.

cs.GT↗
arXiv2012

Optimal Mechanisms for Selling Information

The buying and selling of information is taking place at a scale unprecedented in the history of commerce, thanks to the formation of online marketplaces for user data. Data providing agencies sell user information to advertisers to allow them to match ads to viewers more effectively. In this paper we study the design of optimal mechanisms for a monopolistic data provider to sell information to a buyer, in a model where both parties have (possibly correlated) private signals about a state of the world, and the buyer uses information learned from the seller, along with his own signal, to choose an action (e.g., displaying an ad) whose payoff depends on the state of the world. We provide sufficient conditions under which there is a simple one-round protocol (i.e. a protocol where the buyer and seller each sends a single message, and there is a single money transfer) achieving optimal revenue. In these cases we present a polynomial-time algorithm that computes the optimal mechanism. Intriguingly, we show that multiple rounds of partial information disclosure (interleaved by payment to the seller) are sometimes necessary to achieve optimal revenue if the buyer is allowed to abort his interaction with the seller prematurely. We also prove some negative results about the inability of simple mechanisms for selling information to approximate more complicated ones in the worst case.

cs.GT↗
arXiv2012

An Analysis of One-Dimensional Schelling Segregation

We analyze the Schelling model of segregation in which a society of n individuals live in a ring. Each individual is one of two races and is only satisfied with his location so long as at least half his 2w nearest neighbors are of the same race as him. In the dynamics, randomly-chosen unhappy individuals successively swap locations. We consider the average size of monochromatic neighborhoods in the final stable state. Our analysis is the first rigorous analysis of the Schelling dynamics. We note that, in contrast to prior approximate analyses, the final state is nearly integrated: the average size of monochromatic neighborhoods is independent of n and polynomial in w.

cs.GT↗
arXiv2012

Matroid Prophet Inequalities

Consider a gambler who observes a sequence of independent, non-negative random numbers and is allowed to stop the sequence at any time, claiming a reward equal to the most recent observation. The famous prophet inequality of Krengel, Sucheston, and Garling asserts that a gambler who knows the distribution of each random variable can achieve at least half as much reward, in expectation, as a "prophet" who knows the sampled values of each random variable and can choose the largest one. We generalize this result to the setting in which the gambler and the prophet are allowed to make more than one selection, subject to a matroid constraint. We show that the gambler can still achieve at least half as much reward as the prophet; this result is the best possible, since it is known that the ratio cannot be improved even in the original prophet inequality, which corresponds to the special case of rank-one matroids. Generalizing the result still further, we show that under an intersection of p matroid constraints, the prophet's reward exceeds the gambler's by a factor of at most O(p), and this factor is also tight. Beyond their interest as theorems about pure online algorithms or optimal stopping rules, these results also have applications to mechanism design. Our results imply improved bounds on the ability of sequential posted-price mechanisms to approximate Bayesian optimal mechanisms in both single-parameter and multi-parameter settings. In particular, our results imply the first efficiently computable constant-factor approximations to the Bayesian optimal revenue in certain multi-parameter settings.

cs.DS↗
arXiv2011

Approximating Low-Dimensional Coverage Problems

We study the complexity of the maximum coverage problem, restricted to set systems of bounded VC-dimension. Our main result is a fixed-parameter tractable approximation scheme: an algorithm that outputs a $(1-\eps)$-approximation to the maximum-cardinality union of $k$ sets, in running time $O(f(\eps,k,d)\cdot poly(n))$ where $n$ is the problem size, $d$ is the VC-dimension of the set system, and $f(\eps,k,d)$ is exponential in $(kd/\eps)^c$ for some constant $c$. We complement this positive result by showing that the function $f(\eps,k,d)$ in the running-time bound cannot be replaced by a function depending only on $(\eps,d)$ or on $(k,d)$, under standard complexity assumptions. We also present an improved upper bound on the approximation ratio of the greedy algorithm in special cases of the problem, including when the sets have bounded cardinality and when they are two-dimensional halfspaces. Complementing these positive results, we show that when the sets are four-dimensional halfspaces neither the greedy algorithm nor local search is capable of improving the worst-case approximation ratio of $1-1/e$ that the greedy algorithm achieves on arbitrary instances of maximum coverage.

cs.CG↗
arXiv2011

Improving Christofides' Algorithm for the s-t Path TSP

We present a deterministic (1+sqrt(5))/2-approximation algorithm for the s-t path TSP for an arbitrary metric. Given a symmetric metric cost on n vertices including two prespecified endpoints, the problem is to find a shortest Hamiltonian path between the two endpoints; Hoogeveen showed that the natural variant of Christofides' algorithm is a 5/3-approximation algorithm for this problem, and this asymptotically tight bound in fact has been the best approximation ratio known until now. We modify this algorithm so that it chooses the initial spanning tree based on an optimal solution to the Held-Karp relaxation rather than a minimum spanning tree; we prove this simple but crucial modification leads to an improved approximation ratio, surpassing the 20-year-old barrier set by the natural Christofides' algorithm variant. Our algorithm also proves an upper bound of (1+sqrt(5))/2 on the integrality gap of the path-variant Held-Karp relaxation. The techniques devised in this paper can be applied to other optimization problems as well: these applications include improved approximation algorithms and improved LP integrality gap upper bounds for the prize-collecting s-t path problem and the unit-weight graphical metric s-t path TSP.

cs.DS↗
arXiv2011

Lexicographic products and the power of non-linear network coding

We introduce a technique for establishing and amplifying gaps between parameters of network coding and index coding. The technique uses linear programs to establish separations between combinatorial and coding-theoretic parameters and applies hypergraph lexicographic products to amplify these separations. This entails combining the dual solutions of the lexicographic multiplicands and proving that they are a valid dual of the product. Our result is general enough to apply to a large family of linear programs. This blend of linear programs and lexicographic products gives a recipe for constructing hard instances in which the gap between combinatorial or coding-theoretic parameters is polynomially large. We find polynomial gaps in cases in which the largest previously known gaps were only small constant factors or entirely unknown. Most notably, we show a polynomial separation between linear and non-linear network coding rates. This involves exploiting a connection between matroids and index coding to establish a previously unknown separation between linear and non-linear index coding rates. We also construct index coding problems with a polynomial gap between the broadcast rate and the trivial lower bound for which no gap was previously known.

cs.IT↗
arXiv2011

Index coding via linear programming

Index Coding has received considerable attention recently motivated in part by real-world applications and in part by its connection to Network Coding. The basic setting of Index Coding encodes the problem input as an undirected graph and the fundamental parameter is the broadcast rate $β$, the average communication cost per bit for sufficiently long messages (i.e. the non-linear vector capacity). Recent nontrivial bounds on $β$ were derived from the study of other Index Coding capacities (e.g. the scalar capacity $β_1$) by Bar-Yossef et al (2006), Lubetzky and Stav (2007) and Alon et al (2008). However, these indirect bounds shed little light on the behavior of $β$: there was no known polynomial-time algorithm for approximating $β$ in a general network to within a nontrivial (i.e. $o(n)$) factor, and the exact value of $β$ remained unknown for any graph where Index Coding is nontrivial. Our main contribution is a direct information-theoretic analysis of the broadcast rate $β$ using linear programs, in contrast to previous approaches that compared $β$ with graph-theoretic parameters. This allows us to resolve the aforementioned two open questions. We provide a polynomial-time algorithm with a nontrivial approximation ratio for computing $β$ in a general network along with a polynomial-time decision procedure for recognizing instances with $β=2$. In addition, we pinpoint $β$ precisely for various classes of graphs (e.g. for various Cayley graphs of cyclic groups) thereby simultaneously improving the previously known upper and lower bounds for these graphs. Via this approach we construct graphs where the difference between $β$ and its trivial lower bound is linear in the number of vertices and ones where $β$ is uniformly bounded while its upper bound derived from the naive encoding scheme is polynomially worse.

cs.IT↗
arXiv2010

Truthfulness via Proxies

This short note exhibits a truthful-in-expectation $O(\frac {\log m} {\log \log m})$-approximation mechanism for combinatorial auctions with subadditive bidders that uses polynomial communication.

cs.GT↗
arXiv2010

Optimal Auctions with Correlated Bidders are Easy

We consider the problem of designing a revenue-maximizing auction for a single item, when the values of the bidders are drawn from a correlated distribution. We observe that there exists an algorithm that finds the optimal randomized mechanism that runs in time polynomial in the size of the support. We leverage this result to show that in the oracle model introduced by Ronen and Saberi [FOCS'02], there exists a polynomial time truthful in expectation mechanism that provides a $(\frac 3 2+ε)$-approximation to the revenue achievable by an optimal truthful-in-expectation mechanism, and a polynomial time deterministic truthful mechanism that guarantees $\frac 5 3$ approximation to the revenue achievable by an optimal deterministic truthful mechanism. We show that the $\frac 5 3$-approximation mechanism provides the same approximation ratio also with respect to the optimal truthful-in-expectation mechanism. This shows that the performance gap between truthful-in-expectation and deterministic mechanisms is relatively small. En route, we solve an open question of Mehta and Vazirani [EC'04]. Finally, we extend some of our results to the multi-item case, and show how to compute the optimal truthful-in-expectation mechanisms for bidders with more complex valuations.

cs.GT↗