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PAC Learning with Bandit Feedback: Sharp Sample Complexity in the Realizable Setting Algorithms with Polynomially-Improved Approximation Factors for the $2 \rightarrow q$ Norm, and Applications A computational phase transition for learning-to-sample from Ising models Covering vertices by sequential stars Fermi-Dirac machines as quantizations of neurons A Comprehensive Evaluation of Vertex Elimination Algorithms for Algorithmic Differentiation A Tight Bound on Localization of Electrical Flows Optimal Dimension-Free Sampling for Regularized Classification Reducing the Randomness in Partition Oracles for Bounded Degree Minor-Free Graphs Beyond the Half-Approximation: Fair and Efficient Online Class Matching Efficient Uniform Sampling of Surjections via their Profiles Tractable Maximization of Budgeted Phylogenetic Diversity on Networks Utilizing Node Scanwidth Fairness in Aggregation: Optimal Top-$k$ and Improved Full Ranking Learning-Augmented Online Scheduling with Parsimonious Preemption Entropy Equivalence Testing Lumberjack: Better Differentially Private Random Forests through Heavy Hitter Detection in Trees The Secretary Problem with a Stochastic Precursor Polynomial-Time Robust Multiclass Linear Classification under Gaussian Marginals Efficient Banzhaf-Based Data Valuation for $k$-Nearest Neighbors Classification Block-Sphere Vector Quantization An Approximation Algorithm for Graph Label Selection Iterative Chow Filtering for Learning with Distribution Shift Complexity of Non-Log-Concave Sampling in Fisher Information Stochastic Matching via Local Sparsification Finite Sample Bounds for Learning with Score Matching What is Learnable in Valiant's Theory of the Learnable? Provable Quantization with Randomized Hadamard Transform Min-Max Optimization Requires Exponentially Many Queries Fast and Compact Graph Cuts for the Boykov-Kolmogorov Algorithm A proximal gradient algorithm for composite log-concave sampling
Sample-driven optimal stopping: From the secretary proble...
José Correa, Andrés Cristi, Boris Epstein, José Soto · 2020-11-13 · via cs.DS updates on arXiv.org

We take a unifying approach to single selection optimal stopping problems with random arrival order and independent sampling of items. In the problem we consider, a decision maker (DM) initially gets to sample each of $N$ items independently with probability $p$, and can observe the relative rankings of these sampled items. Then, the DM faces the remaining items in an online fashion, observing the relative rankings of all revealed items. While scanning the sequence the DM makes irrevocable stop/continue decisions and her reward for stopping the sequence facing the item with rank $i$ is $Y_i$. The goal of the DM is to maximize her reward. We start by studying the case in which the values $Y_i$ are known to the DM, and then move to the case in which these values are adversarial. For the former case, we write the natural linear program that captures the performance of an algorithm, and take its continuous limit. We prove a structural result about this continuous limit, which allows us to reduce the problem to a relatively simple real optimization problem. We establish that the optimal algorithm is given by a sequence of thresholds $t_1\le t_2\le\cdots$ such that the DM should stop if seeing an item with current ranking $i$ after time $t_i$. Additionally we are able to recover several classic results in the area such as those for secretary problem and the minimum ranking problem. For the adversarial case, we obtain a similar linear program with an additional stochastic dominance constraint. Using the same machinery we are able to pin down the optimal competitive ratios for all values of $p$. Notably, we prove that as $p$ approaches 1, our guarantee converges linearly to 0.745, matching that of the i.i.d.~prophet inequality. Also interesting is the case $p=1/2$, where our bound evaluates to $0.671$, which improves upon the state of the art.