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Vahideh Manshadi

Publications and source records attributed to Vahideh Manshadi.

12 recordsLinked to original sources

Markovian Search with Ex-Ante Constraints: Theory and Applications to Socially Aware Algorithmic Hiring

We develop an algorithmic framework to incorporate "ex-ante" constraints on outcomes (that hold only on average) into stateful sequential search with costly inspection. Our framework encompasses the classical Weitzman's Pandora's box [Weitzman, 1979] as well as its extensions to joint Markovian scheduling [Dumitriu et al., 2003; Gittins, 1979], modeling richer processes such as multistage search with multiple layers of inspection. Ex-ante constraints in search are particularly motivated by social considerations in algorithmic hiring, where they adjust outcome distributions to promote equity and access. Building on the optimality of index-based policies in the unconstrained problems, we show that optimal policies under a single ex-ante constraint (e.g., demographic parity) retain an index-based structure but require (i) dual-based adjustments of the indices and (ii) randomization between two such adjustments via a "tie-breaking rule," both easy to compute and economically interpretable. We then extend our results to handle multiple affine constraints by reduction to a variant of the exact Carathéodory problem and providing a polynomial-time algorithm to construct an optimal randomized dual-adjusted index-based policy that satisfies all constraints simultaneously. For general affine and convex constraints, we develop a primal-dual algorithm that randomizes over a polynomial number of dual-based adjustments, yielding a near-feasible, near-optimal policy. All these results rely on the key observation that a suitable relaxation of the Lagrange dual function for these constrained problems admits index-based policies akin to those in the unconstrained setting. Finally, through a numerical study, we investigate the implications of various socially aware ex-ante constraints on the utilitarian loss (price of fairness), and examine whether they achieve their intended socially desirable outcomes.

cs.DS↗

Robust Dynamic Staffing with Predictions

We consider a natural dynamic staffing problem in which a decision-maker sequentially hires workers over a finite horizon to meet an unknown demand revealed at the end. Predictions about demand arrive over time and become increasingly accurate, while worker availability decreases. This creates a fundamental trade-off between hiring early to avoid understaffing (when workers are more available but forecasts are less reliable) and hiring late to avoid overstaffing (when forecasts are more accurate but availability is lower). This problem is motivated by last-mile delivery operations, where companies such as Amazon rely on gig-economy workers whose availability declines closer to the operating day. To address practical limitations of Bayesian models (in particular, to remain agnostic to the underlying forecasting method), we study this problem under adversarial predictions. In this model, sequential predictions are adversarially chosen uncertainty intervals that (approximately) contain the true demand. The objective is to minimize worst-case staffing imbalance cost. Our main result is a simple and computationally efficient online algorithm that is minimax optimal. We first characterize the minimax cost against a restricted adversary via a polynomial-size linear program, then show how to emulate this solution in the general case. While our base model focuses on a single demand, we extend the framework to multiple demands (with egalitarian/utilitarian objectives), to settings with costly reversals of hiring decisions, and to inconsistent prediction intervals. We also introduce a practical "re-solving" variant of our algorithm, which we prove is also minimax optimal. Finally we conduct numerical experiments showing that our algorithms outperform Bayesian heuristics in both cost and speed, and are competitive with (approximate or exact) Bayesian-optimal policies when those can be computed.

cs.DS↗

Dynamic Matching with Post-allocation Service and its Application to Refugee Resettlement

Motivated by our collaboration with a major refugee resettlement agency in the U.S., we study a dynamic matching problem where each new arrival (a refugee case) must be matched immediately and irrevocably to one of the static resources (a location with a fixed annual quota). In addition to consuming the static resource, each case requires post-allocation services from a server, such as a translator. Given the uncertainty in service time, a server may not be available at a given time, thus we refer to it as a dynamic resource. Upon matching, the case will wait to avail service in a first-come-first-serve manner. Bursty matching to a location may result in undesirable congestion at its corresponding server. Consequently, the central planner (the agency) faces a dynamic matching problem with an objective that combines the matching reward (captured by pair-specific employment outcomes) with the cost for congestion for dynamic resources and over-allocation for the static ones. Motivated by the observed fluctuations in the composition of refugee pools across the years, we aim to design algorithms that do not rely on distributional knowledge. We develop learning-based algorithms that are asymptotically optimal in certain regimes, easy to interpret, and computationally fast. Our design is based on learning the dual variables of the underlying optimization problem; however, the main challenge lies in the time-varying nature of the dual variables associated with dynamic resources. Our theoretical development brings together techniques from Lyapunov analysis, adversarial online learning, and stochastic optimization. On the application side, when tested on real data from our partner agency and incorporating practical considerations, our method outperforms existing ones making it a viable candidate for replacing the current practice upon experimentation.

cs.DS↗

Online Algorithms for Matching Platforms with Multi-Channel Traffic

Two-sided platforms rely on their recommendation algorithms to help visitors successfully find a match. However, on platforms such as VolunteerMatch (VM) -- which has facilitated millions of connections between volunteers and nonprofits -- a sizable fraction of website traffic arrives directly to a nonprofit's volunteering page via an external link, thus bypassing the platform's recommendation algorithm. We study how such platforms should account for this external traffic in the design of their recommendation algorithms, given the goal of maximizing successful matches. We model the platform's problem as a special case of online matching, where (using VM terminology) volunteers arrive sequentially and probabilistically match with one opportunity, each of which has finite need for volunteers. In our framework, external traffic is interested only in their targeted opportunity; by contrast, internal traffic may be interested in many opportunities, and the platform's online algorithm selects which opportunity to recommend. In evaluating different algorithms, we parameterize the competitive ratio based on the amount of external traffic. After demonstrating the shortcomings of a commonly-used algorithm that is optimal in the absence of external traffic, we propose a new algorithm -- Adaptive Capacity (AC) -- which accounts for matches differently based on whether they originate from internal or external traffic. We provide a lower bound on AC's competitive ratio that is increasing in the amount of external traffic and that is close to (and, in some regimes, exactly matches) the parameterized upper bound we establish on the competitive ratio of any online algorithm. We complement our theoretical results with a numerical study motivated by VM data that demonstrates the strong performance of AC and furthers our understanding of the difference between AC and other commonly-used algorithms.

cs.GT↗

Information Design for Congested Social Services: Optimal Need-Based Persuasion

We study the effectiveness of information design in reducing congestion in social services catering to users with varied levels of need. In the absence of price discrimination and centralized admission, the provider relies on sharing information about wait times to improve welfare. We consider a stylized model with heterogeneous users who differ in their private outside options: low-need users have an acceptable outside option to the social service, whereas high-need users have no viable outside option. Upon arrival, a user decides to wait for the service by joining an unobservable first-come-first-serve queue, or leave and seek her outside option. To reduce congestion and improve social outcomes, the service provider seeks to persuade more low-need users to avail their outside option, and thus better serve high-need users. We characterize the Pareto-optimal signaling mechanisms and compare their welfare outcomes against several benchmarks. We show that if either type is the overwhelming majority of the population, information design does not provide improvement over sharing full information or no information. On the other hand, when the population is a mixture of the two types, information design not only Pareto dominates full-information and no-information mechanisms, in some regimes it also achieves the same welfare as the "first-best", i.e., the Pareto-optimal centralized admission policy with knowledge of users' types.

cs.GT↗

Fair Dynamic Rationing

We study the allocative challenges that governmental and nonprofit organizations face when tasked with equitable and efficient rationing of a social good among agents whose needs (demands) realize sequentially and are possibly correlated. As one example, early in the COVID-19 pandemic, the Federal Emergency Management Agency faced overwhelming, temporally scattered, a priori uncertain, and correlated demands for medical supplies from different states. In such contexts, social planners aim to maximize the minimum fill rate across sequentially arriving agents, where each agent's fill rate is determined by an irrevocable, one-time allocation. For an arbitrarily correlated sequence of demands, we establish upper bounds on the expected minimum fill rate (ex-post fairness) and the minimum expected fill rate (ex-ante fairness) achievable by any policy. Our upper bounds are parameterized by the number of agents and the expected demand-to-supply ratio, yet we design a simple adaptive policy called projected proportional allocation (PPA) that simultaneously achieves matching lower bounds for both objectives (ex-post and ex-ante fairness), for any set of parameters. Our PPA policy is transparent and easy to implement, as it does not rely on distributional information beyond the first conditional moments. Despite its simplicity, we demonstrate that the PPA policy provides significant improvement over the canonical class of non-adaptive target-fill-rate policies. We complement our theoretical developments with a numerical study motivated by the rationing of COVID-19 medical supplies based on a standard SEIR modeling approach that is commonly used to forecast pandemic trajectories. In such a setting, our PPA policy significantly outperforms its theoretical guarantee as well as the optimal target-fill-rate policy.

cs.GT↗

Designing Approximately Optimal Search on Matching Platforms

We study the design of a decentralized two-sided matching market in which agents' search is guided by the platform. There are finitely many agent types, each with (potentially random) preferences drawn from known type-specific distributions. Equipped with knowledge of these distributions, the platform guides the search process by determining the meeting rate between each pair of types from the two sides. Focusing on symmetric pairwise preferences in a continuum model, we first characterize the unique stationary equilibrium that arises given a feasible set of meeting rates. We then introduce the platform's optimal directed search problem, which involves optimizing meeting rates to maximize equilibrium social welfare. We first show that incentive issues arising from congestion and cannibalization make the design problem fairly intricate. Nonetheless, we develop an efficiently computable search design whose corresponding equilibrium achieves at least 1/4 the social welfare of the optimal design. In fact, our construction always recovers at least 1/4 the first-best social welfare, where agents' incentives are disregarded. Our directed search design is simple and easy-to-implement, as its corresponding bipartite graph consists of disjoint stars. Furthermore, our design implies the platform can substantially limit choice and yet induce an equilibrium with an approximately optimal welfare. Finally, we show that approximation is likely the best we can hope for by establishing that the problem of designing optimal directed search is NP-hard to even approximate beyond a certain constant factor.

cs.GT↗

Online Policies for Efficient Volunteer Crowdsourcing

Nonprofit crowdsourcing platforms such as food recovery organizations rely on volunteers to perform time-sensitive tasks. To encourage volunteers to complete a task, platforms use nudging mechanisms to notify a subset of volunteers with the hope that at least one of them responds positively. However, since excessive notifications may reduce volunteer engagement, the platform faces a trade-off between notifying more volunteers for the current task and saving them for future ones. Motivated by these applications, we introduce the online volunteer notification problem, a generalization of online stochastic bipartite matching where tasks arrive following a known time-varying distribution over task types. Upon arrival of a task, the platform notifies a subset of volunteers with the objective of minimizing the number of missed tasks. To capture each volunteer's adverse reaction to excessive notifications, we assume that a notification triggers a random period of inactivity, during which she will ignore all notifications. However, if a volunteer is active and notified, she will perform the task with a given pair-specific match probability that captures her preference for the task. We develop an online randomized policy that achieves a constant-factor guarantee close to the upper bound we establish for the performance of any online policy. Our policy as well as hardness results are parameterized by the minimum discrete hazard rate of the inter-activity time distribution. The design of our policy relies on sparsifying an ex-ante feasible solution by solving a sequence of dynamic programs. Further, in collaboration with Food Rescue U.S., a volunteer-based food recovery platform, we demonstrate the effectiveness of our policy by testing them on the platform's data from various locations across the U.S.

cs.DS↗

Commitment on Volunteer Crowdsourcing Platforms: Implications for Growth and Engagement

Volunteer crowdsourcing platforms match volunteers with tasks which are often recurring. To ensure completion of such tasks, platforms frequently use a lever known as "adoption," which amounts to a commitment by the volunteer to repeatedly perform the task. Despite reducing match uncertainty, high levels of adoption can decrease the probability of forming new matches, which in turn can suppress growth. We study how platforms should manage this trade-off. Our research is motivated by a collaboration with Food Rescue U.S. (FRUS), a volunteer-based food recovery organization active in over 30 locations. For platforms such as FRUS, success crucially depends on volunteer engagement. Consequently, effectively utilizing non-monetary levers, such as adoption, is critical. Motivated by the volunteer management literature and our analysis of FRUS data, we develop a model for two-sided markets which repeatedly match volunteers with tasks. Our model incorporates match uncertainty as well as the negative impact of failing to match on future engagement. We study the platform's optimal policy for setting the adoption level to maximize the total discounted number of matches. We fully characterize the optimal myopic policy and show that it takes a simple form: depending on volunteer characteristics and market thickness, either allow for full adoption or disallow adoption. In the long run, we show that such a policy is either optimal or achieves a constant-factor approximation. Our finding is robust to incorporating heterogeneity in volunteer behavior. Our work sheds light on how two-sided platforms need to carefully control the double-edged impacts that commitment levers have on growth and engagement. A one-size-fits-all solution may not be effective, as the optimal design crucially depends on the characteristics of the volunteer population.

cs.GT↗

Learning Product Rankings Robust to Fake Users

In many online platforms, customers' decisions are substantially influenced by product rankings as most customers only examine a few top-ranked products. Concurrently, such platforms also use the same data corresponding to customers' actions to learn how these products must be ranked or ordered. These interactions in the underlying learning process, however, may incentivize sellers to artificially inflate their position by employing fake users, as exemplified by the emergence of click farms. Motivated by such fraudulent behavior, we study the ranking problem of a platform that faces a mixture of real and fake users who are indistinguishable from one another. We first show that existing learning algorithms---that are optimal in the absence of fake users---may converge to highly sub-optimal rankings under manipulation by fake users. To overcome this deficiency, we develop efficient learning algorithms under two informational environments: in the first setting, the platform is aware of the number of fake users, and in the second setting, it is agnostic to the number of fake users. For both these environments, we prove that our algorithms converge to the optimal ranking, while being robust to the aforementioned fraudulent behavior; we also present worst-case performance guarantees for our methods, and show that they significantly outperform existing algorithms. At a high level, our work employs several novel approaches to guarantee robustness such as: (i) constructing product-ordering graphs that encode the pairwise relationships between products inferred from the customers' actions; and (ii) implementing multiple levels of learning with a judicious amount of bi-directional cross-learning between levels.

cs.LG↗

Online Resource Allocation under Partially Predictable Demand

For online resource allocation problems, we propose a new demand arrival model where the sequence of arrivals contains both an adversarial component and a stochastic one. Our model requires no demand forecasting; however, due to the presence of the stochastic component, we can partially predict future demand as the sequence of arrivals unfolds. Under the proposed model, we study the problem of the online allocation of a single resource to two types of customers, and design online algorithms that outperform existing ones. Our algorithms are adjustable to the relative size of the stochastic component, and our analysis reveals that as the portion of the stochastic component grows, the loss due to making online decisions decreases. This highlights the value of (even partial) predictability in online resource allocation. We impose no conditions on how the resource capacity scales with the maximum number of customers. However, we show that using an adaptive algorithm---which makes online decisions based on observed data---is particularly beneficial when capacity scales linearly with the number of customers. Our work serves as a first step in bridging the long-standing gap between the two well-studied approaches to the design and analysis of online algorithms based on (1) adversarial models and (2) stochastic ones. Using novel algorithm design, we demonstrate that even if the arrival sequence contains an adversarial component, we can take advantage of the limited information that the data reveals to improve allocation decisions. We also study the classical secretary problem under our proposed arrival model, and we show that randomizing over multiple stopping rules may increase the probability of success.

cs.DS↗

On Matching and Thickness in Heterogeneous Dynamic Markets

We study dynamic matching in an infinite-horizon stochastic market. While all agents are potentially compatible with each other, some are hard-to-match and others are easy-to-match. Agents prefer to be matched as soon as possible and matches are formed either bilaterally or indirectly through chains. We adopt an asymptotic approach and compute tight bounds on the limit of waiting time of agents under myopic policies that differ in matching technology and prioritization. We find that the market composition is a key factor in the desired matching technology and prioritization level. When hard-to-match agents arrive less frequently than easy-to-match ones (i) bilateral matching is almost as efficient as chains (waiting times scale similarly under both, though chains always outperform bilateral matching by a constant factor), and (ii) assigning priorities to hard-to-match agents improves their waiting times. When hard-to-match agents arrive more frequently, chains are much more efficient than bilateral matching and prioritization has no impact. We further conduct comparative statics on arrival rates. Somewhat surprisingly, we find that in a heterogeneous market and under bilateral matching, increasing arrival rate has a non-monotone effect on waiting times, due to the fact that, under some market compositions, there is an adverse effect of competition. Our comparative statics shed light on the impact of merging markets and attracting altruistic agents (that initiate chains) or easy-to-match agents. This work uncovers fundamental differences between heterogeneous and homogeneous dynamic markets, and potentially helps policy makers to generate insights on the operations of matching markets such as kidney exchange programs.

cs.DS↗