Timezone: »
Motivated by sequential budgeted allocation problems, we investigate online matching problems where connections between vertices are not i.i.d., but they have fixed degree distributions -- the so-called configuration model. We estimate the competitive ratio of the simplest algorithm, GREEDY, by approximating some relevant stochastic discrete processes by their continuous counterparts, that are solutions of an explicit system of partial differential equations. This technique gives precise bounds on the estimation errors, with arbitrarily high probability as the problem size increases. In particular, it allows the formal comparison between different configuration models. We also prove that, quite surprisingly, GREEDY can have better performance guarantees than RANKING, another celebrated algorithm for online matching that usually outperforms the former.
Author Information
Nathan Noiry (Télécom Paris)
Vianney Perchet (ENSAE & Criteo AI Lab)
Flore Sentenac (Ensae ParisTech)
More from the Same Authors
-
2021 Spotlight: Online Sign Identification: Minimization of the Number of Errors in Thresholding Bandits »
Reda Ouhamma · Odalric-Ambrym Maillard · Vianney Perchet -
2021 Spotlight: Decentralized Learning in Online Queuing Systems »
Flore Sentenac · Etienne Boursier · Vianney Perchet -
2022 Poster: What are the best Systems? New Perspectives on NLP Benchmarking »
Pierre Colombo · Nathan Noiry · Ekhine Irurozki · Stephan Clémençon -
2022 Poster: Beyond Mahalanobis Distance for Textual OOD Detection »
Pierre Colombo · Eduardo Dadalto · Guillaume Staerman · Nathan Noiry · Pablo Piantanida -
2021 Poster: Local Differential Privacy for Regret Minimization in Reinforcement Learning »
Evrard Garcelon · Vianney Perchet · Ciara Pike-Burke · Matteo Pirotta -
2021 Poster: ROI Maximization in Stochastic Online Decision-Making »
Nicolò Cesa-Bianchi · Tom Cesari · Yishay Mansour · Vianney Perchet -
2021 Poster: Making the most of your day: online learning for optimal allocation of time »
Etienne Boursier · Tristan Garrec · Vianney Perchet · Marco Scarsini -
2021 Poster: Stochastic Online Linear Regression: the Forward Algorithm to Replace Ridge »
Reda Ouhamma · Odalric-Ambrym Maillard · Vianney Perchet -
2021 Poster: Online Sign Identification: Minimization of the Number of Errors in Thresholding Bandits »
Reda Ouhamma · Odalric-Ambrym Maillard · Vianney Perchet -
2021 Poster: Decentralized Learning in Online Queuing Systems »
Flore Sentenac · Etienne Boursier · Vianney Perchet -
2017 Poster: Fast Rates for Bandit Optimization with Upper-Confidence Frank-Wolfe »
Quentin Berthet · Vianney Perchet -
2017 Spotlight: Fast Rates for Bandit Optimization with Upper-Confidence Frank-Wolfe »
Quentin Berthet · Vianney Perchet