AIMay 25, 2022
Formalizing Preferences Over Runtime DistributionsDevon R. Graham, Kevin Leyton-Brown, Tim Roughgarden
When trying to solve a computational problem, we are often faced with a choice between algorithms that are guaranteed to return the right answer but differ in their runtime distributions (e.g., SAT solvers, sorting algorithms). This paper aims to lay theoretical foundations for such choices by formalizing preferences over runtime distributions. It might seem that we should simply prefer the algorithm that minimizes expected runtime. However, such preferences would be driven by exactly how slow our algorithm is on bad inputs, whereas in practice we are typically willing to cut off occasional, sufficiently long runs before they finish. We propose a principled alternative, taking a utility-theoretic approach to characterize the scoring functions that describe preferences over algorithms. These functions depend on the way our value for solving our problem decreases with time and on the distribution from which captimes are drawn. We describe examples of realistic utility functions and show how to leverage a maximum-entropy approach for modeling underspecified captime distributions. Finally, we show how to efficiently estimate an algorithm's expected utility from runtime samples.
DCMay 13
Toward Optimal-Complexity Hash-Based Asynchronous MVBA with Optimal ResilienceJovan Komatovic, Joachim Neu, Tim Roughgarden
Multi-valued validated Byzantine agreement (MVBA), a fundamental primitive of distributed computing, allows $n$ processes to agree on a valid $\ell$-bit value, despite $t$ faulty processes behaving maliciously. Among hash-based solutions for the asynchronous setting with adaptive faults, the state-of-the-art HMVBA protocol achieves optimal $O(n^2)$ message complexity, (near-)optimal $O(n \ell + n^2 λ\log n)$ bit complexity, and optimal $O(1)$ time complexity. However, it only tolerates $t < \frac15 n$ failures. In contrast, the best-known optimally-resilient protocol, SQ, incurs a higher bit complexity of $O(n^2 \ell + n^3 λ)$. This poses a fundamental question: Can a hash-based protocol be designed for the asynchronous setting with adaptive faults that simultaneously achieves optimal complexity and optimal resilience? This paper takes a significant step toward answering this question. Namely, we introduce Reducer, an MVBA protocol that retains HMVBA's optimal complexity while improving its resilience to $t < \frac14 n$. Like HMVBA and SQ, Reducer relies exclusively on collision-resistant hash functions. A key innovation in Reducer's design is its internal use of strong multi-valued Byzantine agreement (SMBA), a new variant of Byzantine agreement we introduce and construct, which ensures that the decided value was proposed by a correct process. To further advance resilience toward the optimal one-third bound, we then propose Reducer++, an MVBA protocol that tolerates up to $t < (\frac13 - ε)n$ adaptive failures, for any fixed constant $ε> 0$. Unlike Reducer, Reducer++ does not rely on SMBA. Instead, it employs a novel approach involving hash functions modeled as random oracles to ensure termination. Reducer++ maintains constant time complexity, quadratic message complexity, and quasi-quadratic bit complexity, with constants dependent on $ε$.
AIOct 31, 2023
Utilitarian Algorithm ConfigurationDevon R. Graham, Kevin Leyton-Brown, Tim Roughgarden
We present the first nontrivial procedure for configuring heuristic algorithms to maximize the utility provided to their end users while also offering theoretical guarantees about performance. Existing procedures seek configurations that minimize expected runtime. However, very recent theoretical work argues that expected runtime minimization fails to capture algorithm designers' preferences. Here we show that the utilitarian objective also confers significant algorithmic benefits. Intuitively, this is because mean runtime is dominated by extremely long runs even when they are incredibly rare; indeed, even when an algorithm never gives rise to such long runs, configuration procedures that provably minimize mean runtime must perform a huge number of experiments to demonstrate this fact. In contrast, utility is bounded and monotonically decreasing in runtime, allowing for meaningful empirical bounds on a configuration's performance. This paper builds on this idea to describe effective and theoretically sound configuration procedures. We prove upper bounds on the runtime of these procedures that are similar to theoretical lower bounds, while also demonstrating their performance empirically.
GTMar 29
Beyond Winner-Take-All Procurement AuctionsPranav Garimidi, Michael Neuder, Tim Roughgarden
Blockchain protocols often seek to procure computationally challenging work from a decentralized set of participants. While there are simple procurement auctions that result in the minimal cost of acquisition and maximal efficiency, they also lead to concentration in the provider set due to the winner-take-all market structure. We design and analyze single-good procurement auctions that balance social-cost minimization (at the extreme, a winner-take-all auction) with decentralization (at the extreme, a uniform allocation). We first give a dominant-strategy incentive-compatible (DSIC) mechanism explicitly designed to implement non-winner-take-all allocations. Our allocation rule uniquely solves an optimization with respect to a modified social-cost metric that penalizes large, single-player concentrations and is parameterized with a curvature value, $α$, with $α\rightarrow 0$ implementing the uniform allocation and $α\rightarrow \infty$ implementing the winner-take-all allocation. We further quantify the loss in social cost of this mechanism as a function of $α$. We then propose two alternative mechanisms, each addressing a limitation of the DSIC mechanism, namely a lack of Sybil-resistance and a complex payment rule. First, we examine a variation of Tullock contests to achieve a non-winner-take-all Sybil-proof procurement mechanism. Second, we consider a mechanism with the same allocation rule as the DSIC mechanism but with an alternative payment rule in which producers are simply paid proportionally to their bids. This provides a much simpler payment rule which, while not DSIC, still results in the mechanism being ex-post ``safe'' (where there exists a bidding strategy that is guaranteed to result in non-negative utility) for participating bidders. For both non-DSIC mechanisms, we characterize the equilibrium allocations and prove price of anarchy bounds.
GTMar 10, 2025
Incentive-Compatible Recovery from Manipulated Signals, with Applications to Decentralized Physical InfrastructureJason Milionis, Jens Ernstberger, Joseph Bonneau et al.
We introduce the first formal model capturing the elicitation of unverifiable information from a party (the "source") with implicit signals derived by other players (the "observers"). Our model is motivated in part by applications in decentralized physical infrastructure networks (a.k.a. "DePIN"), an emerging application domain in which physical services (e.g., sensor information, bandwidth, or energy) are provided at least in part by untrusted and self-interested parties. A key challenge in these signal network applications is verifying the level of service that was actually provided by network participants. We first establish a condition called source identifiability, which we show is necessary for the existence of a mechanism for which truthful signal reporting is a strict equilibrium. For a converse, we build on techniques from peer prediction to show that in every signal network that satisfies the source identifiability condition, there is in fact a strictly truthful mechanism, where truthful signal reporting gives strictly higher total expected payoff than any less informative equilibrium. We furthermore show that this truthful equilibrium is in fact the unique equilibrium of the mechanism if there is positive probability that any one observer is unconditionally honest (e.g., if an observer were run by the network owner). Also, by extending our condition to coalitions, we show that there are generally no collusion-resistant mechanisms in the settings that we consider. We apply our framework and results to two DePIN applications: proving location, and proving bandwidth. In the location-proving setting observers learn (potentially enlarged) Euclidean distances to the source. Here, our condition has an appealing geometric interpretation, implying that the source's location can be truthfully elicited if and only if it is guaranteed to lie inside the convex hull of the observers.
LGJun 27, 2024
Online Stackelberg Optimization via Nonlinear ControlWilliam Brown, Christos Papadimitriou, Tim Roughgarden
In repeated interaction problems with adaptive agents, our objective often requires anticipating and optimizing over the space of possible agent responses. We show that many problems of this form can be cast as instances of online (nonlinear) control which satisfy \textit{local controllability}, with convex losses over a bounded state space which encodes agent behavior, and we introduce a unified algorithmic framework for tractable regret minimization in such cases. When the instance dynamics are known but otherwise arbitrary, we obtain oracle-efficient $O(\sqrt{T})$ regret by reduction to online convex optimization, which can be made computationally efficient if dynamics are locally \textit{action-linear}. In the presence of adversarial disturbances to the state, we give tight bounds in terms of either the cumulative or per-round disturbance magnitude (for \textit{strongly} or \textit{weakly} locally controllable dynamics, respectively). Additionally, we give sublinear regret results for the cases of unknown locally action-linear dynamics as well as for the bandit feedback setting. Finally, we demonstrate applications of our framework to well-studied problems including performative prediction, recommendations for adaptive agents, adaptive pricing of real-valued goods, and repeated gameplay against no-regret learners, directly yielding extensions beyond prior results in each case.
LGFeb 22, 2022
No-Regret Learning with Unbounded Losses: The Case of Logarithmic PoolingEric Neyman, Tim Roughgarden
For each of $T$ time steps, $m$ experts report probability distributions over $n$ outcomes; we wish to learn to aggregate these forecasts in a way that attains a no-regret guarantee. We focus on the fundamental and practical aggregation method known as logarithmic pooling -- a weighted average of log odds -- which is in a certain sense the optimal choice of pooling method if one is interested in minimizing log loss (as we take to be our loss function). We consider the problem of learning the best set of parameters (i.e. expert weights) in an online adversarial setting. We assume (by necessity) that the adversarial choices of outcomes and forecasts are consistent, in the sense that experts report calibrated forecasts. Imposing this constraint creates a (to our knowledge) novel semi-adversarial setting in which the adversary retains a large amount of flexibility. In this setting, we present an algorithm based on online mirror descent that learns expert weights in a way that attains $O(\sqrt{T} \log T)$ expected regret as compared with the best weights in hindsight.
GTNov 4, 2021
Are You Smarter Than a Random Expert? The Robust Aggregation of Substitutable SignalsEric Neyman, Tim Roughgarden
The problem of aggregating expert forecasts is ubiquitous in fields as wide-ranging as machine learning, economics, climate science, and national security. Despite this, our theoretical understanding of this question is fairly shallow. This paper initiates the study of forecast aggregation in a context where experts' knowledge is chosen adversarially from a broad class of information structures. While in full generality it is impossible to achieve a nontrivial performance guarantee, we show that doing so is possible under a condition on the experts' information structure that we call \emph{projective substitutes}. The projective substitutes condition is a notion of informational substitutes: that there are diminishing marginal returns to learning the experts' signals. We show that under the projective substitutes condition, taking the average of the experts' forecasts improves substantially upon the strategy of trusting a random expert. We then consider a more permissive setting, in which the aggregator has access to the prior. We show that by averaging the experts' forecasts and then \emph{extremizing} the average by moving it away from the prior by a constant factor, the aggregator's performance guarantee is substantially better than is possible without knowledge of the prior. Our results give a theoretical grounding to past empirical research on extremization and help give guidance on the appropriate amount to extremize.
CRSep 10, 2021
How Does Blockchain Security Dictate Blockchain Implementation?Andrew Lewis-Pye, Tim Roughgarden
Blockchain protocols come with a variety of security guarantees. For example, BFT-inspired protocols such as Algorand tend to be secure in the partially synchronous setting, while longest chain protocols like Bitcoin will normally require stronger synchronicity to be secure. Another fundamental distinction, directly relevant to scalability solutions such as sharding, is whether or not a single untrusted user is able to point to *certificates*, which provide incontrovertible proof of block confirmation. Algorand produces such certificates, while Bitcoin does not. Are these properties accidental? Or are they inherent consequences of the paradigm of protocol design? Our aim in this paper is to understand what, fundamentally, governs the nature of security for permissionless blockchain protocols. Using the framework developed in (Lewis-Pye and Roughgarden, 2021), we prove general results showing that these questions relate directly to properties of the user selection process, i.e., the method (such as proof-of-work or proof-of-stake) which is used to select users with the task of updating state. Our results suffice to establish, for example, that the production of certificates is impossible for proof-of-work protocols, but is automatic for standard forms of proof-of-stake protocols. As a byproduct of our work, we also define a number of security notions and identify the equivalences and inequivalences among them.
CRJun 2, 2021
Transaction Fee Mechanism DesignTim Roughgarden
Demand for blockchains such as Bitcoin and Ethereum is far larger than supply, necessitating a mechanism that selects a subset of transactions to include "on-chain" from the pool of all pending transactions. This paper investigates the problem of designing a blockchain transaction fee mechanism through the lens of mechanism design. We introduce two new forms of incentive-compatibility that capture some of the idiosyncrasies of the blockchain setting, one (MMIC) that protects against deviations by profit-maximizing miners and one (OCA-proofness) that protects against off-chain collusion between miners and users. This study is immediately applicable to a recent (August 5, 2021) and major change to Ethereum's transaction fee mechanism, based on a proposal called "EIP-1559." Historically, Ethereum's transaction fee mechanism was a first-price (pay-as-bid) auction. EIP-1559 suggested making several tightly coupled changes, including the introduction of variable-size blocks, a history-dependent reserve price, and the burning of a significant portion of the transaction fees. We prove that this new mechanism earns an impressive report card: it satisfies the MMIC and OCA-proofness conditions, and is also dominant-strategy incentive compatible (DSIC) except when there is a sudden demand spike. We also introduce an alternative design, the "tipless mechanism," which offers an incomparable slate of incentive-compatibility guarantees -- it is MMIC and DSIC, and OCA-proof unless in the midst of a demand spike.
LGFeb 16, 2021
Smoothed Analysis with Adaptive AdversariesNika Haghtalab, Tim Roughgarden, Abhishek Shetty
We prove novel algorithmic guarantees for several online problems in the smoothed analysis model. In this model, at each time an adversary chooses an input distribution with density function bounded above by $\tfrac{1}σ$ times that of the uniform distribution; nature then samples an input from this distribution. Crucially, our results hold for {\em adaptive} adversaries that can choose an input distribution based on the decisions of the algorithm and the realizations of the inputs in the previous time steps. This paper presents a general technique for proving smoothed algorithmic guarantees against adaptive adversaries, in effect reducing the setting of adaptive adversaries to the simpler case of oblivious adversaries. We apply this technique to prove strong smoothed guarantees for three problems: -Online learning: We consider the online prediction problem, where instances are generated from an adaptive sequence of $σ$-smooth distributions and the hypothesis class has VC dimension $d$. We bound the regret by $\tilde{O}\big(\sqrt{T d\ln(1/σ)} + d\sqrt{\ln(T/σ)}\big)$. This answers open questions of [RST11,Hag18]. -Online discrepancy minimization: We consider the online Komlós problem, where the input is generated from an adaptive sequence of $σ$-smooth and isotropic distributions on the $\ell_2$ unit ball. We bound the $\ell_\infty$ norm of the discrepancy vector by $\tilde{O}\big(\ln^2\!\big( \frac{nT}σ\big) \big)$. -Dispersion in online optimization: We consider online optimization of piecewise Lipschitz functions where functions with $\ell$ discontinuities are chosen by a smoothed adaptive adversary and show that the resulting sequence is $\big( σ/{\sqrt{T\ell}}, \tilde O\big(\sqrt{T\ell} \big)\big)$-dispersed. This matches the parameters of [BDV18] for oblivious adversaries, up to log factors.
DCSep 20, 2020
A General Framework for the Security Analysis of Blockchain ProtocolsAndrew Lewis-Pye, Tim Roughgarden
Blockchain protocols differ in fundamental ways, including the mechanics of selecting users to produce blocks (e.g., proof-of-work vs. proof-of-stake) and the method to establish consensus (e.g., longest chain rules vs. Byzantine fault-tolerant (BFT) inspired protocols). These fundamental differences have hindered "apples-to-apples" comparisons between different categories of blockchain protocols and, in turn, the development of theory to formally discuss their relative merits. This paper presents a parsimonious abstraction sufficient for capturing and comparing properties of many well-known permissionless blockchain protocols, simultaneously capturing essential properties of both proof-of-work (PoW) and proof-of-stake (PoS) protocols, and of both longest-chain-type and BFT-type protocols. Our framework blackboxes the precise mechanics of the user selection process, allowing us to isolate the properties of the selection process that are significant for protocol design. We demonstrate the utility of our general framework with several concrete results: 1. We prove a CAP-type impossibility theorem asserting that liveness with an unknown level of participation rules out security in a partially synchronous setting. 2. Delving deeper into the partially synchronous setting, we prove that a necessary and sufficient condition for security is the production of "certificates," meaning stand-alone proofs of block confirmation. 3. Restricting to synchronous settings, we prove that typical protocols with a known level of participation (including longest chain-type PoS protocols) can be adapted to provide certificates, but those with an unknown level of participation cannot. 4. Finally, we use our framework to articulate a modular two-step approach to blockchain security analysis that effectively reduces the permissionless case to the permissioned case.
DSJul 26, 2020
Beyond the Worst-Case Analysis of Algorithms (Introduction)Tim Roughgarden
One of the primary goals of the mathematical analysis of algorithms is to provide guidance about which algorithm is the "best" for solving a given computational problem. Worst-case analysis summarizes the performance profile of an algorithm by its worst performance on any input of a given size, implicitly advocating for the algorithm with the best-possible worst-case performance. Strong worst-case guarantees are the holy grail of algorithm design, providing an application-agnostic certification of an algorithm's robustly good performance. However, for many fundamental problems and performance measures, such guarantees are impossible and a more nuanced analysis approach is called for. This chapter surveys several alternatives to worst-case analysis that are discussed in detail later in the book.
CYJul 7, 2020
Mathematical Foundations for Social ComputingYiling Chen, Arpita Ghosh, Michael Kearns et al.
Social computing encompasses the mechanisms through which people interact with computational systems: crowdsourcing systems, ranking and recommendation systems, online prediction markets, citizen science projects, and collaboratively edited wikis, to name a few. These systems share the common feature that humans are active participants, making choices that determine the input to, and therefore the output of, the system. The output of these systems can be viewed as a joint computation between machine and human, and can be richer than what either could produce alone. The term social computing is often used as a synonym for several related areas, such as "human computation" and subsets of "collective intelligence"; we use it in its broadest sense to encompass all of these things. Social computing is blossoming into a rich research area of its own, with contributions from diverse disciplines including computer science, economics, and other social sciences. Yet a broad mathematical foundation for social computing is yet to be established, with a plethora of under-explored opportunities for mathematical research to impact social computing. As in other fields, there is great potential for mathematical work to influence and shape the future of social computing. However, we are far from having the systematic and principled understanding of the advantages, limitations, and potentials of social computing required to match the impact on applications that has occurred in other fields. In June 2015, we brought together roughly 25 experts in related fields to discuss the promise and challenges of establishing mathematical foundations for social computing. This document captures several of the key ideas discussed.
LGJun 17, 2020
Smoothed Analysis of Online and Differentially Private LearningNika Haghtalab, Tim Roughgarden, Abhishek Shetty
Practical and pervasive needs for robustness and privacy in algorithms have inspired the design of online adversarial and differentially private learning algorithms. The primary quantity that characterizes learnability in these settings is the Littlestone dimension of the class of hypotheses [Ben-David et al., 2009, Alon et al., 2019]. This characterization is often interpreted as an impossibility result because classes such as linear thresholds and neural networks have infinite Littlestone dimension. In this paper, we apply the framework of smoothed analysis [Spielman and Teng, 2004], in which adversarially chosen inputs are perturbed slightly by nature. We show that fundamentally stronger regret and error guarantees are possible with smoothed adversaries than with worst-case adversaries. In particular, we obtain regret and privacy error bounds that depend only on the VC dimension and the bracketing number of a hypothesis class, and on the magnitudes of the perturbations.
LGJul 3, 2018
On the Computational Power of Online Gradient DescentVaggos Chatziafratis, Tim Roughgarden, Joshua R. Wang
We prove that the evolution of weight vectors in online gradient descent can encode arbitrary polynomial-space computations, even in very simple learning settings. Our results imply that, under weak complexity-theoretic assumptions, it is impossible to reason efficiently about the fine-grained behavior of online gradient descent.
LGJun 8, 2018
An Optimal Algorithm for Online Unconstrained Submodular MaximizationTim Roughgarden, Joshua R. Wang
We consider a basic problem at the interface of two fundamental fields: submodular optimization and online learning. In the online unconstrained submodular maximization (online USM) problem, there is a universe $[n]=\{1,2,...,n\}$ and a sequence of $T$ nonnegative (not necessarily monotone) submodular functions arrive over time. The goal is to design a computationally efficient online algorithm, which chooses a subset of $[n]$ at each time step as a function only of the past, such that the accumulated value of the chosen subsets is as close as possible to the maximum total value of a fixed subset in hindsight. Our main result is a polynomial-time no-$1/2$-regret algorithm for this problem, meaning that for every sequence of nonnegative submodular functions, the algorithm's expected total value is at least $1/2$ times that of the best subset in hindsight, up to an error term sublinear in $T$. The factor of $1/2$ cannot be improved upon by any polynomial-time online algorithm when the submodular functions are presented as value oracles. Previous work on the offline problem implies that picking a subset uniformly at random in each time step achieves zero $1/4$-regret. A byproduct of our techniques is an explicit subroutine for the two-experts problem that has an unusually strong regret guarantee: the total value of its choices is comparable to twice the total value of either expert on rounds it did not pick that expert. This subroutine may be of independent interest.
DSMay 24, 2018
Optimal Algorithms for Continuous Non-monotone Submodular and DR-Submodular MaximizationRad Niazadeh, Tim Roughgarden, Joshua R. Wang
In this paper we study the fundamental problems of maximizing a continuous non-monotone submodular function over the hypercube, both with and without coordinate-wise concavity. This family of optimization problems has several applications in machine learning, economics, and communication systems. Our main result is the first $\frac{1}{2}$-approximation algorithm for continuous submodular function maximization; this approximation factor of $\frac{1}{2}$ is the best possible for algorithms that only query the objective function at polynomially many points. For the special case of DR-submodular maximization, i.e. when the submodular functions is also coordinate wise concave along all coordinates, we provide a different $\frac{1}{2}$-approximation algorithm that runs in quasilinear time. Both of these results improve upon prior work [Bian et al, 2017, Soma and Yoshida, 2017]. Our first algorithm uses novel ideas such as reducing the guaranteed approximation problem to analyzing a zero-sum game for each coordinate, and incorporates the geometry of this zero-sum game to fix the value at this coordinate. Our second algorithm exploits coordinate-wise concavity to identify a monotone equilibrium condition sufficient for getting the required approximation guarantee, and hunts for the equilibrium point using binary search. We further run experiments to verify the performance of our proposed algorithms in related machine learning applications.
GTJul 26, 2016
The Price of Anarchy in AuctionsTim Roughgarden, Vasilis Syrgkanis, Eva Tardos
This survey outlines a general and modular theory for proving approximation guarantees for equilibria of auctions in complex settings. This theory complements traditional economic techniques, which generally focus on exact and optimal solutions and are accordingly limited to relatively stylized settings. We highlight three user-friendly analytical tools: smoothness-type inequalities, which immediately yield approximation guarantees for many auction formats of interest in the special case of complete information and deterministic strategies; extension theorems, which extend such guarantees to randomized strategies, no-regret learning outcomes, and incomplete-information settings; and composition theorems, which extend such guarantees from simpler to more complex auctions. Combining these tools yields tight worst-case approximation guarantees for the equilibria of many widely-used auction formats.
LGApr 11, 2016
Learning Simple AuctionsJamie Morgenstern, Tim Roughgarden
We present a general framework for proving polynomial sample complexity bounds for the problem of learning from samples the best auction in a class of "simple" auctions. Our framework captures all of the most prominent examples of "simple" auctions, including anonymous and non-anonymous item and bundle pricings, with either a single or multiple buyers. The technique we propose is to break the analysis of auctions into two natural pieces. First, one shows that the set of allocation rules have large amounts of structure; second, fixing an allocation on a sample, one shows that the set of auctions agreeing with this allocation on that sample have revenue functions with low dimensionality. Our results effectively imply that whenever it's possible to compute a near-optimal simple auction with a known prior, it is also possible to compute such an auction with an unknown prior (given a polynomial number of samples).
LGNov 23, 2015
A PAC Approach to Application-Specific Algorithm SelectionRishi Gupta, Tim Roughgarden
The best algorithm for a computational problem generally depends on the "relevant inputs," a concept that depends on the application domain and often defies formal articulation. While there is a large literature on empirical approaches to selecting the best algorithm for a given application domain, there has been surprisingly little theoretical analysis of the problem. This paper adapts concepts from statistical and online learning theory to reason about application-specific algorithm selection. Our models capture several state-of-the-art empirical and theoretical approaches to the problem, ranging from self-improving algorithms to empirical performance models, and our results identify conditions under which these approaches are guaranteed to perform well. We present one framework that models algorithm selection as a statistical learning problem, and our work here shows that dimension notions from statistical learning theory, historically used to measure the complexity of classes of binary- and real-valued functions, are relevant in a much broader algorithmic context. We also study the online version of the algorithm selection problem, and give possibility and impossibility results for the existence of no-regret learning algorithms.
LGSep 19, 2014
Tight Error Bounds for Structured PredictionAmir Globerson, Tim Roughgarden, David Sontag et al.
Structured prediction tasks in machine learning involve the simultaneous prediction of multiple labels. This is typically done by maximizing a score function on the space of labels, which decomposes as a sum of pairwise elements, each depending on two specific labels. Intuitively, the more pairwise terms are used, the better the expected accuracy. However, there is currently no theoretical account of this intuition. This paper takes a significant step in this direction. We formulate the problem as classifying the vertices of a known graph $G=(V,E)$, where the vertices and edges of the graph are labelled and correlate semi-randomly with the ground truth. We show that the prospects for achieving low expected Hamming error depend on the structure of the graph $G$ in interesting ways. For example, if $G$ is a very poor expander, like a path, then large expected Hamming error is inevitable. Our main positive result shows that, for a wide class of graphs including 2D grid graphs common in machine vision applications, there is a polynomial-time algorithm with small and information-theoretically near-optimal expected error. Our results provide a first step toward a theoretical justification for the empirical success of the efficient approximate inference algorithms that are used for structured prediction in models where exact inference is intractable.
DSFeb 15, 2014
Privately Solving Linear ProgramsJustin Hsu, Aaron Roth, Tim Roughgarden et al.
In this paper, we initiate the systematic study of solving linear programs under differential privacy. The first step is simply to define the problem: to this end, we introduce several natural classes of private linear programs that capture different ways sensitive data can be incorporated into a linear program. For each class of linear programs we give an efficient, differentially private solver based on the multiplicative weights framework, or we give an impossibility result.
GTNov 12, 2013
Private Matchings and AllocationsJustin Hsu, Zhiyi Huang, Aaron Roth et al.
We consider a private variant of the classical allocation problem: given k goods and n agents with individual, private valuation functions over bundles of goods, how can we partition the goods amongst the agents to maximize social welfare? An important special case is when each agent desires at most one good, and specifies her (private) value for each good: in this case, the problem is exactly the maximum-weight matching problem in a bipartite graph. Private matching and allocation problems have not been considered in the differential privacy literature, and for good reason: they are plainly impossible to solve under differential privacy. Informally, the allocation must match agents to their preferred goods in order to maximize social welfare, but this preference is exactly what agents wish to hide. Therefore, we consider the problem under the relaxed constraint of joint differential privacy: for any agent i, no coalition of agents excluding i should be able to learn about the valuation function of agent i. In this setting, the full allocation is no longer published---instead, each agent is told what good to get. We first show that with a small number of identical copies of each good, it is possible to efficiently and accurately solve the maximum weight matching problem while guaranteeing joint differential privacy. We then consider the more general allocation problem, when bidder valuations satisfy the gross substitutes condition. Finally, we prove that the allocation problem cannot be solved to non-trivial accuracy under joint differential privacy without requiring multiple copies of each type of good.