We present an algorithm STRSAGA for efficiently maintaining a machine learning model over data points that arrive over time, quickly updating the model as new training data is observed. We present a competitive analysis comparing the suboptimality of the model maintained by STRSAGA with that of an offline algorithm that is given the entire data beforehand, and analyze the risk-competitiveness of STRSAGA under different arrival patterns. Our theoretical and experimental results show that the risk of STRSAGA is comparable to that of offline algorithms on a variety of input arrival patterns, and its experimental performance is significantly better than prior algorithms suited for streaming data, such as SGD and SSVRG.
more »
« less
Variance-Reduced Stochastic Gradient Descent on Streaming Data
We present an algorithm STRSAGA for efficiently maintaining a machine learning model over data points that arrive over time, quickly updating the model as new training data is observed. We present a competitive analysis comparing the sub-optimality of the model maintained by STRSAGA with that of an offline algorithm that is given the entire data beforehand, and analyze the risk-competitiveness of STRSAGA under different arrival patterns. Our theoretical and experimental results show that the risk of STRSAGA is comparable to that of offline algorithms on a variety of input arrival patterns, and its experimental performance is significantly better than prior algorithms suited for streaming data, such as SGD and SSVRG.
more »
« less
- Award ID(s):
- 1725702
- NSF-PAR ID:
- 10110864
- Date Published:
- Journal Name:
- Advances in neural information processing systems
- ISSN:
- 1049-5258
- Page Range / eLocation ID:
- 9928--9937
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
More Like this
-
-
Efficient allocation of tasks to workers is a central problem in crowdsourcing. In this paper, we consider a special setting inspired by spatial crowdsourcing platforms where both workers and tasks arrive dynamically. Additionally, we assume all tasks are heterogeneous and each worker-task assignment brings a known reward. The natural challenge lies in how to incorporate the uncertainty in the arrivals from both workers and tasks into our online allocation policy such that the total expected reward is maximized. To formulate this, we assume the arrival patterns of worker “types” and task “types” can be predicted from historical data. Specifically, we consider a finite time horizon T and assume that in each time-step, a single worker and task are sampled (i.e., “arrive”) from two respective distributions independently, and that this sampling process repeats identically and independently for the entire T online time-steps. Our model, called Online Task Assignment with Two-Sided Arrival (OTA-TSA), is a significant generalization of the classical online task assignment where the set of tasks is assumed to be available offline. For the general version of OTA-TSA, we present an optimal non-adaptive algorithm which achieves an online competitive ratio of 0.295. For the special case of OTA-TSA where the reward is a function of just the worker type, we present an improved algorithm (which is adaptive) and achieves a competitive ratio of at least 0.343. On the hardness side, along with showing that the ratio obtained by our non-adaptive algorithm is the best possible among all non-adaptive algorithms, we further show that no (adaptive) algorithm can achieve a ratio better than 0.581 (unconditionally), even for the special case of OTA-TSA with homogenous tasks (i.e., all rewards are the same). At the heart of our analysis lies a new technical tool (which is a refined notion of the birth-death process), called the two-stage birth-death process, which may be of independent interest. Finally, we perform numerical experiments on two real-world datasets obtained from crowdsourcing platforms to complement our theoretical results.more » « less
-
Online bipartite matching and allocation models are widely used to analyze and design markets such as Internet advertising, online labor, and crowdsourcing. Traditionally, vertices on one side of the market are fixed and known a priori, while vertices on the other side arrive online and are matched by a central agent to the offline side. The issue of possible conflicts among offline agents emerges in various real scenarios when we need to match each online agent with a set of offline agents. For example, in event-based social networks (e.g., Meetup), offline events conflict for some users since they will be unable to attend mutually-distant events at proximate times; in advertising markets, two competing firms may prefer not to be shown to one user simultaneously; and in online recommendation systems (e.g., Amazon Books), books of the same type “conflict” with each other in some sense due to the diversity requirement for each online buyer. The conflict nature inherent among certain offline agents raises significant challenges in both modeling and online algorithm design. In this paper, we propose a unifying model, generalizing the conflict models proposed in (She et al., TKDE 2016) and (Chen et al., TKDE 16). Our model can capture not only a broad class of conflict constraints on the offline side (which is even allowed to be sensitive to each online agent), but also allows a general arrival pattern for the online side (which is allowed to change over the online phase). We propose an efficient linear programming (LP) based online algorithm and prove theoretically that it has nearly-optimal online performance. Additionally, we propose two LP-based heuristics and test them against two natural baselines on both real and synthetic datasets. Our LP-based heuristics experimentally dominate the baseline algorithms, aligning with our theoretical predictions and supporting our unified approach.more » « less
-
In this paper, we consider a setting inspired by spatial crowdsourcing platforms, where both workers and tasks arrive at different times, and each worker-task assignment yields a given reward. The key challenge is to address the uncertainty in the stochastic arrivals from both workers and the tasks. In this work, we consider a ubiquitous scenario where the arrival patterns of worker “types” and task “types” are not erratic but can be predicted from historical data. Specifically, we consider a finite time horizon T and assume that in each time-step the arrival of a worker and a task can be seen as an independent sample from two (different) distributions. Our model, called "Online Task Assignment with Two-Sided Arrival" (OTA-TSA), is a significant generalization of the classical online task-assignment problem when all the tasks are statically available. For the general case of OTA-TSA, we present an optimal non-adaptive algorithm (NADAP), which achieves a competitive ratio (CR) of at least 0.295. For a special case of OTA-TSA when the reward depends only on the worker type, we present two adaptive algorithms, which achieve CRs of at least 0.343 and 0.355, respectively. On the hardness side, we show that (1) no non-adaptive can achieve a CR larger than that of NADAP, establishing the optimality of NADAP among all non-adaptive algorithms; and (2) no (adaptive) algorithm can achieve a CR better than 0.581 (unconditionally) or 0.423 (conditionally on the benchmark linear program), respectively. All aforementioned negative results apply to even unweighted OTA-TSA when every assignment yields a uniform reward. At the heart of our analysis is a new technical tool, called "two-stage birth-death process", which is a refined notion of the classical birth-death process. We believe it may be of independent interest. Finally, we perform extensive numerical experiments on a real-world ride-share dataset collected in Chicago and a synthetic dataset, and results demonstrate the effectiveness of our proposed algorithms in practice.more » « less
-
null (Ed.)more » « less
With the popularity of the Internet, traditional offline resource allocation has evolved into a new form, called online resource allocation. It features the online arrivals of agents in the system and the real-time decision-making requirement upon the arrival of each online agent. Both offline and online resource allocation have wide applications in various real-world matching markets ranging from ridesharing to crowdsourcing. There are some emerging applications such as rebalancing in bike sharing and trip-vehicle dispatching in ridesharing, which involve a two-stage resource allocation process. The process consists of an offline phase and another sequential online phase, and both phases compete for the same set of resources. In this paper, we propose a unified model which incorporates both offline and online resource allocation into a single framework. Our model assumes non-uniform and known arrival distributions for online agents in the second online phase, which can be learned from historical data. We propose a parameterized linear programming (LP)-based algorithm, which is shown to be at most a constant factor of 1/4 from the optimal. Experimental results on the real dataset show that our LP-based approaches outperform the LP-agnostic heuristics in terms of robustness and effectiveness.
- Free Publicly Accessible Full Text
-
Accepted Manuscript1.0
- Conference Paper:
- The DOI is not currently available.
