online stochastic matching barna saha vahid liaghat

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Online Stochastic Matching Barna Saha Vahid Liaghat

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Page 1: Online Stochastic Matching Barna Saha Vahid Liaghat

Online Stochastic Matching

Barna SahaVahid Liaghat

Page 2: Online Stochastic Matching Barna Saha Vahid Liaghat

Matching?

Adwords

Biddersπ’›πŸ π’›πŸ π’›πŸ‘ π’›πŸ“π’›πŸ’

π’šπŸπ’šπŸ π’šπŸ‘π’šπŸ π’šπŸ’π’šπŸ‘π’šπŸ’π’šπŸπ’šπŸ

Adword Types: , , ,

Page 3: Online Stochastic Matching Barna Saha Vahid Liaghat

Matching?

Adword Types

Biddersπ’›πŸ π’›πŸ π’›πŸ‘ π’›πŸ“π’›πŸ’

𝒏 ( π’šπŸ )=πŸπ’ ( π’šπŸ )=πŸ‘π’ ( π’šπŸ‘ )=πŸπ’ ( π’šπŸ’ )=𝟐

Page 4: Online Stochastic Matching Barna Saha Vahid Liaghat

Offline LP Relaxation

Page 5: Online Stochastic Matching Barna Saha Vahid Liaghat

Online Matching

β€’ Adversarial, Unknown GraphVazirani et al.[1] 1-1/e can’t do better

β€’ Random Arrival, Unknown GraphGoel & Mehta[2] 1-1/e

can’t do better than 0.83

β€’ i.i.d Model: Known Graph and Arrival Ratios– Integral: Bahmani et al.[3] 0.699 Can’t do better than

0.902– General: Saberi et al.[4] 0.702 Can’t do better than

0.823

π’›πŸ π’›πŸ π’›πŸ‘ π’›πŸ“π’›πŸ’

π’šπŸπ’šπŸ π’šπŸ‘π’šπŸ π’šπŸ’π’šπŸ‘π’šπŸ’π’šπŸπ’šπŸ

Page 6: Online Stochastic Matching Barna Saha Vahid Liaghat

i.i.d. Model

𝔼 [𝑛 (𝑦 ) ]=π‘Ÿ 𝑦≀1

Competitive Ratio:

Page 7: Online Stochastic Matching Barna Saha Vahid Liaghat

Fractional Matching

𝑓 =βˆ‘πœ”

𝐹 (πœ” )β„™ (πœ” )

Fractional Degree:

(Corollary 2.1 [4]) It is possible to efficiently and explicitlyconstruct (and sample from) a distribution on the set of

matchings in such that for all edges

Page 8: Online Stochastic Matching Barna Saha Vahid Liaghat

Non-Adaptive Algorithm

Page 9: Online Stochastic Matching Barna Saha Vahid Liaghat

Algorithm 1 - Analysis

β‰₯0.684

Page 10: Online Stochastic Matching Barna Saha Vahid Liaghat

Adaptive Algorithm - idea

β€’ arrives!

β€’ A Joint Distribution from which and are chosen.

β€’ (i) The probability that (and ) is equal to some , is

equal to .

β€’ (ii) Given (i), the joint the distribution is such that

the probability of is minimized.

Page 11: Online Stochastic Matching Barna Saha Vahid Liaghat

Adaptive Algorithm - partitions

𝑓 𝑒1β‰₯ 𝑓 𝑒2β‰₯…β‰₯ 𝑓 π‘’π‘˜

β‰₯ 𝑓 π‘’π‘˜+1

Page 12: Online Stochastic Matching Barna Saha Vahid Liaghat

Adaptive Algorithm

Page 13: Online Stochastic Matching Barna Saha Vahid Liaghat

Upper Bounds

β€’ For , no online algorithm can do better than .

β€’ For , no online algorithm can do better than .

β€’ For , no non-adaptive algorithm can do better than .

Page 14: Online Stochastic Matching Barna Saha Vahid Liaghat

Questions?

Page 15: Online Stochastic Matching Barna Saha Vahid Liaghat

References

β€’ [1] R. M. Karp, U. V. Vazirani, and V. V. Vazirani. An optimal algorithm for online bipartite matching. In STOC, pages 352–358. ACM, 1990.

β€’ [2] G. Goel and A. Mehta. Online budgeted matching in random input models with applications to adwords. In SODA, pages 982–991, 2008.

β€’ [3] B. Bahmani and M. Kapralov. Improved bounds for online stochastic matching. In ESA, pages 170–181, 2010.

β€’ [4] V. H. Manshadi, S. Oveis Gharan, A. Saberi. Online Stochastic Matching: Online Actions Based on Offline Statistics. In SODA, 2011.