arXiv subjects

Siddharth Barman

Publications and source records attributed to Siddharth Barman.

72 records · Page 4Linked to original sources

arXiv2015

A Tale of Two Metrics: Simultaneous Bounds on Competitiveness and Regret

We consider algorithms for "smoothed online convex optimization" problems, a variant of the class of online convex optimization problems that is strongly related to metrical task systems. Prior literature on these problems has focused on two performance metrics: regret and the competitive ratio. There exist known algorithms with sublinear regret and known algorithms with constant competitive ratios; however, no known algorithm achieves both simultaneously. We show that this is due to a fundamental incompatibility between these two metrics - no algorithm (deterministic or randomized) can achieve sublinear regret and a constant competitive ratio, even in the case when the objective functions are linear. However, we also exhibit an algorithm that, for the important special case of one-dimensional decision spaces, provides sublinear regret while maintaining a competitive ratio that grows arbitrarily slowly.

cs.DS↗

arXiv2015

Computing Optimal Tolls in Routing Games without Knowing the Latency Functions

We consider the following question: in a nonatomic routing game, can the tolls that induce the minimum latency flow be computed without knowing the latency functions? Since the latency functions are unknown, we assume we are given an oracle that has access to the underlying routing game. A query to the oracle consists of tolls on edges, and the response is the resulting equilibrium flow. We show that in this model, it is impossible to obtain optimal tolls. However, if we augment the oracle so that it returns the total latency of the equilibrium flow induced by the tolls in addition to the flow itself, then the required tolls can be computed with a polynomial number of queries.

cs.GT↗

arXiv2015

Online Convex Optimization Using Predictions

Making use of predictions is a crucial, but under-explored, area of online algorithms. This paper studies a class of online optimization problems where we have external noisy predictions available. We propose a stochastic prediction error model that generalizes prior models in the learning and stochastic control communities, incorporates correlation among prediction errors, and captures the fact that predictions improve as time passes. We prove that achieving sublinear regret and constant competitive ratio for online algorithms requires the use of an unbounded prediction window in adversarial settings, but that under more realistic stochastic prediction error models it is possible to use Averaging Fixed Horizon Control (AFHC) to simultaneously achieve sublinear regret and constant competitive ratio in expectation using only a constant-sized prediction window. Furthermore, we show that the performance of AFHC is tightly concentrated around its mean.

cs.LG↗

arXiv2015

Finding Any Nontrivial Coarse Correlated Equilibrium Is Hard

One of the most appealing aspects of the (coarse) correlated equilibrium concept is that natural dynamics quickly arrive at approximations of such equilibria, even in games with many players. In addition, there exist polynomial-time algorithms that compute exact (coarse) correlated equilibria. In light of these results, a natural question is how good are the (coarse) correlated equilibria that can arise from any efficient algorithm or dynamics. In this paper we address this question, and establish strong negative results. In particular, we show that in multiplayer games that have a succinct representation, it is NP-hard to compute any coarse correlated equilibrium (or approximate coarse correlated equilibrium) with welfare strictly better than the worst possible. The focus on succinct games ensures that the underlying complexity question is interesting; many multiplayer games of interest are in fact succinct. Our results imply that, while one can efficiently compute a coarse correlated equilibrium, one cannot provide any nontrivial welfare guarantee for the resulting equilibrium, unless P=NP. We show that analogous hardness results hold for correlated equilibria, and persist under the egalitarian objective or Pareto optimality. To complement the hardness results, we develop an algorithmic framework that identifies settings in which we can efficiently compute an approximate correlated equilibrium with near-optimal welfare. We use this framework to develop an efficient algorithm for computing an approximate correlated equilibrium with near-optimal welfare in aggregative games.

cs.GT↗

arXiv2015

Approximating Nash Equilibria and Dense Subgraphs via an Approximate Version of Carathéodory's Theorem

We present algorithmic applications of an approximate version of Carathéodory's theorem. The theorem states that given a set of vectors $X$ in $\mathbb{R}^d$, for every vector in the convex hull of $X$ there exists an $\varepsilon$-close (under the $p$-norm distance, for $2\leq p < \infty$) vector that can be expressed as a convex combination of at most $b$ vectors of $X$, where the bound $b$ depends on $\varepsilon$ and the norm $p$ and is independent of the dimension $d$. This theorem can be derived by instantiating Maurey's lemma, early references to which can be found in the work of Pisier (1981) and Carl (1985). However, in this paper we present a self-contained proof of this result. Using this theorem we establish that in a bimatrix game with $ n \times n$ payoff matrices $A, B$, if the number of non-zero entries in any column of $A+B$ is at most $s$ then an $\varepsilon$-Nash equilibrium of the game can be computed in time $n^{O\left(\frac{\log s }{\varepsilon^2}\right)}$. This, in particular, gives us a polynomial-time approximation scheme for Nash equilibrium in games with fixed column sparsity $s$. Moreover, for arbitrary bimatrix games---since $s$ can be at most $n$---the running time of our algorithm matches the best-known upper bound, which was obtained by Lipton, Markakis, and Mehta (2003). The approximate Carathéodory's theorem also leads to an additive approximation algorithm for the normalized densest $k$-subgraph problem. Given a graph with $n$ vertices and maximum degree $d$, the developed algorithm determines a subgraph with exactly $k$ vertices with normalized density within $\varepsilon$ (in the additive sense) of the optimal in time $n^{O\left( \frac{\log d}{\varepsilon^2}\right)}$. Additionally, we show that a similar approximation result can be achieved for the problem of finding a $k \times k$-bipartite subgraph of maximum normalized density.

cs.GT↗

arXiv2014

Empirical Distribution of Equilibrium Play and Its Testing Application

We show that in any $n$-player $m$-action normal-form game, we can obtain an approximate equilibrium by sampling any mixed-action equilibrium a small number of times. We study three types of equilibria: Nash, correlated and coarse correlated. For each one of them we obtain upper and lower bounds on the number of samples required for the empirical distribution over the sampled action profiles to form an approximate equilibrium with probability close to one. These bounds imply that using a small number of samples we can test whether or not players are playing according to an approximate equilibrium, even in games where $n$ and $m$ are large. In addition, our results substantially improve previously known upper bounds on the support size of approximate equilibria in games with many players. In particular, for all the three types of equilibria we show the existence of approximate equilibrium with support size polylogarithmic in $n$ and $m$, whereas the previously best-known upper bounds were polynomial in $n$.

cs.GT↗

arXiv2014

On the Existence of Low-Rank Explanations for Mixed Strategy Behavior

Nash equilibrium is used as a model to explain the observed behavior of players in strategic settings. For example, in many empirical applications we observe player behavior, and the problem is to determine if there exist payoffs for the players for which the equilibrium corresponds to observed player behavior. Computational complexity of Nash equilibria is an important consideration in this framework. If the instance of the model that explains observed player behavior requires players to have solved a computationally hard problem, then the explanation provided is questionable. In this paper we provide conditions under which Nash equilibrium is a reasonable explanation for strategic behavior, i.e., conditions under which observed behavior of players can be explained by games in which Nash equilibria are easy to compute. We identify three structural conditions and show that if the data set of observed behavior satisfies any of these conditions, then it is consistent with payoff matrices for which the observed Nash equilibria could have been computed efficiently. Our conditions admit large and structurally complex data sets of observed behavior, showing that even with complexity considerations, Nash equilibrium is often a reasonable model.

cs.GT↗

arXiv2013

On Load Shedding in Complex Event Processing

Complex Event Processing (CEP) is a stream processing model that focuses on detecting event patterns in continuous event streams. While the CEP model has gained popularity in the research communities and commercial technologies, the problem of gracefully degrading performance under heavy load in the presence of resource constraints, or load shedding, has been largely overlooked. CEP is similar to "classical" stream data management, but addresses a substantially different class of queries. This unfortunately renders the load shedding algorithms developed for stream data processing inapplicable. In this paper we study CEP load shedding under various resource constraints. We formalize broad classes of CEP load-shedding scenarios as different optimization problems. We demonstrate an array of complexity results that reveal the hardness of these problems and construct shedding algorithms with performance guarantees. Our results shed some light on the difficulty of developing load-shedding algorithms that maximize utility.

cs.DB↗

arXiv2013

Decomposition Methods for Large Scale LP Decoding

When binary linear error-correcting codes are used over symmetric channels, a relaxed version of the maximum likelihood decoding problem can be stated as a linear program (LP). This LP decoder can be used to decode error-correcting codes at bit-error-rates comparable to state-of-the-art belief propagation (BP) decoders, but with significantly stronger theoretical guarantees. However, LP decoding when implemented with standard LP solvers does not easily scale to the block lengths of modern error correcting codes. In this paper we draw on decomposition methods from optimization theory, specifically the Alternating Directions Method of Multipliers (ADMM), to develop efficient distributed algorithms for LP decoding. The key enabling technical result is a "two-slice" characterization of the geometry of the parity polytope, which is the convex hull of all codewords of a single parity check code. This new characterization simplifies the representation of points in the polytope. Using this simplification, we develop an efficient algorithm for Euclidean norm projection onto the parity polytope. This projection is required by ADMM and allows us to use LP decoding, with all its theoretical guarantees, to decode large-scale error correcting codes efficiently. We present numerical results for LDPC codes of lengths more than 1000. The waterfall region of LP decoding is seen to initiate at a slightly higher signal-to-noise ratio than for sum-product BP, however an error floor is not observed for LP decoding, which is not the case for BP. Our implementation of LP decoding using ADMM executes as fast as our baseline sum-product BP decoder, is fully parallelizable, and can be seen to implement a type of message-passing with a particularly simple schedule.

cs.IT↗

arXiv2013

Small-Support Approximate Correlated Equilibria

We prove the existence of approximate correlated equilibrium of support size polylogarithmic in the number of players and the number of actions per player. In particular, using the probabilistic method, we show that there exists a multiset of polylogarithmic size such that the uniform distribution over this multiset forms an approximate correlated equilibrium. Along similar lines, we establish the existence of approximate coarse correlated equilibrium with logarithmic support. We complement these results by considering the computational complexity of determining small-support approximate equilibria. We show that random sampling can be used to efficiently determine an approximate coarse correlated equilibrium with logarithmic support. But, such a tight result does not hold for correlated equilibrium, i.e., sampling might generate an approximate correlated equilibrium of support size Ω(m) where m is the number of actions per player. Finally, we show that finding an exact correlated equilibrium with smallest possible support is NP-hard under Cook reductions, even in the case of two-player zero-sum games.

cs.GT↗

arXiv2013

Network Design with Coverage Costs

We study network design with a cost structure motivated by redundancy in data traffic. We are given a graph, g groups of terminals, and a universe of data packets. Each group of terminals desires a subset of the packets from its respective source. The cost of routing traffic on any edge in the network is proportional to the total size of the distinct packets that the edge carries. Our goal is to find a minimum cost routing. We focus on two settings. In the first, the collection of packet sets desired by source-sink pairs is laminar. For this setting, we present a primal-dual based 2-approximation, improving upon a logarithmic approximation due to Barman and Chawla (2012). In the second setting, packet sets can have non-trivial intersection. We focus on the case where each packet is desired by either a single terminal group or by all of the groups, and the graph is unweighted. For this setting we present an O(log g)-approximation. Our approximation for the second setting is based on a novel spanner-type construction in unweighted graphs that, given a collection of g vertex subsets, finds a subgraph of cost only a constant factor more than the minimum spanning tree of the graph, such that every subset in the collection has a Steiner tree in the subgraph of cost at most O(log g) that of its minimum Steiner tree in the original graph. We call such a subgraph a group spanner.

cs.DS↗

arXiv2013

Query Complexity of Correlated Equilibrium

We study lower bounds on the query complexity of determining correlated equilibrium. In particular, we consider a query model in which an n-player game is specified via a black box that returns players' utilities at pure action profiles. In this model we establish that in order to compute a correlated equilibrium any deterministic algorithm must query the black box an exponential (in n) number of times.

cs.GT↗

arXiv2013

The Empirical Implications of Rank in Bimatrix Games

We study the structural complexity of bimatrix games, formalized via rank, from an empirical perspective. We consider a setting where we have data on player behavior in diverse strategic situations, but where we do not observe the relevant payoff functions. We prove that high complexity (high rank) has empirical consequences when arbitrary data is considered. Additionally, we prove that, in more restrictive classes of data (termed laminar), any observation is rationalizable using a low-rank game: specifically a zero-sum game. Hence complexity as a structural property of a game is not always testable. Finally, we prove a general result connecting the structure of the feasible data sets with the highest rank that may be needed to rationalize a set of observations.

cs.GT↗

arXiv2012

A Bicriteria Approximation for the Reordering Buffer Problem

In the reordering buffer problem (RBP), a server is asked to process a sequence of requests lying in a metric space. To process a request the server must move to the corresponding point in the metric. The requests can be processed slightly out of order; in particular, the server has a buffer of capacity k which can store up to k requests as it reads in the sequence. The goal is to reorder the requests in such a manner that the buffer constraint is satisfied and the total travel cost of the server is minimized. The RBP arises in many applications that require scheduling with a limited buffer capacity, such as scheduling a disk arm in storage systems, switching colors in paint shops of a car manufacturing plant, and rendering 3D images in computer graphics. We study the offline version of RBP and develop bicriteria approximations. When the underlying metric is a tree, we obtain a solution of cost no more than 9OPT using a buffer of capacity 4k + 1 where OPT is the cost of an optimal solution with buffer capacity k. Constant factor approximations were known previously only for the uniform metric (Avigdor-Elgrabli et al., 2012). Via randomized tree embeddings, this implies an O(log n) approximation to cost and O(1) approximation to buffer size for general metrics. Previously the best known algorithm for arbitrary metrics by Englert et al. (2007) provided an O(log^2 k log n) approximation without violating the buffer constraint.

cs.DS↗

arXiv2011

Secretary Problems with Convex Costs

We consider online resource allocation problems where given a set of requests our goal is to select a subset that maximizes a value minus cost type of objective function. Requests are presented online in random order, and each request possesses an adversarial value and an adversarial size. The online algorithm must make an irrevocable accept/reject decision as soon as it sees each request. The "profit" of a set of accepted requests is its total value minus a convex cost function of its total size. This problem falls within the framework of secretary problems. Unlike previous work in that area, one of the main challenges we face is that the objective function can be positive or negative and we must guard against accepting requests that look good early on but cause the solution to have an arbitrarily large cost as more requests are accepted. This requires designing new techniques. We study this problem under various feasibility constraints and present online algorithms with competitive ratios only a constant factor worse than those known in the absence of costs for the same feasibility constraints. We also consider a multi-dimensional version of the problem that generalizes multi-dimensional knapsack within a secretary framework. In the absence of any feasibility constraints, we present an O(l) competitive algorithm where l is the number of dimensions; this matches within constant factors the best known ratio for multi-dimensional knapsack secretary.

cs.DS↗

arXiv2011

Traffic-Redundancy Aware Network Design

We consider network design problems for information networks where routers can replicate data but cannot alter it. This functionality allows the network to eliminate data-redundancy in traffic, thereby saving on routing costs. We consider two problems within this framework and design approximation algorithms. The first problem we study is the traffic-redundancy aware network design (RAND) problem. We are given a weighted graph over a single server and many clients. The server owns a number of different data packets and each client desires a subset of the packets; the client demand sets form a laminar set system. Our goal is to connect every client to the source via a single path, such that the collective cost of the resulting network is minimized. Here the transportation cost over an edge is its weight times times the number of distinct packets that it carries. The second problem is a facility location problem that we call RAFL. Here the goal is to find an assignment from clients to facilities such that the total cost of routing packets from the facilities to clients (along unshared paths), plus the total cost of "producing" one copy of each desired packet at each facility is minimized. We present a constant factor approximation for the RAFL and an O(log P) approximation for RAND, where P is the total number of distinct packets. We remark that P is always at most the number of different demand sets desired or the number of clients, and is generally much smaller.

cs.DS↗

arXiv2009

Region growing for multi-route cuts

We study a number of multi-route cut problems: given a graph G=(V,E) and connectivity thresholds k_(u,v) on pairs of nodes, the goal is to find a minimum cost set of edges or vertices the removal of which reduces the connectivity between every pair (u,v) to strictly below its given threshold. These problems arise in the context of reliability in communication networks; They are natural generalizations of traditional minimum cut problems where the thresholds are either 1 (we want to completely separate the pair) or infinity (we don't care about the connectivity for the pair). We provide the first non-trivial approximations to a number of variants of the problem including for both node-disjoint and edge-disjoint connectivity thresholds. A main contribution of our work is an extension of the region growing technique for approximating minimum multicuts to the multi-route setting. When the connectivity thresholds are either 2 or infinity (the "2-route cut" case), we obtain polylogarithmic approximations while satisfying the thresholds exactly. For arbitrary connectivity thresholds this approach leads to bicriteria approximations where we approximately satisfy the thresholds and approximately minimize the cost. We present a number of different algorithms achieving different cost-connectivity tradeoffs.

cs.DS↗

arXiv2008

Packing multiway cuts in capacitated graphs

We consider the following "multiway cut packing" problem in undirected graphs: we are given a graph G=(V,E) and k commodities, each corresponding to a set of terminals located at different vertices in the graph; our goal is to produce a collection of cuts {E_1,...,E_k} such that E_i is a multiway cut for commodity i and the maximum load on any edge is minimized. The load on an edge is defined to be the number of cuts in the solution crossing the edge. In the capacitated version of the problem the goal is to minimize the maximum relative load on any edge--the ratio of the edge's load to its capacity. Multiway cut packing arises in the context of graph labeling problems where we are given a partial labeling of a set of items and a neighborhood structure over them, and, informally, the goal is to complete the labeling in the most consistent way. This problem was introduced by Rabani, Schulman, and Swamy (SODA'08), who developed an O(log n/log log n) approximation for it in general graphs, as well as an improved O(log^2 k) approximation in trees. Here n is the number of nodes in the graph. We present the first constant factor approximation for this problem in arbitrary undirected graphs. Our approach is based on the observation that every instance of the problem admits a near-optimal laminar solution (that is, one in which no pair of cuts cross each other).

cs.DS↗