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In this survey, we summarize recent developments in research fueled by the growing adoption of automated bidding strategies in online advertising. We explore the challenges and opportunities that have arisen as markets embrace this autobidding and cover a range of topics in this area, including bidding algorithms, equilibrium analysis and efficiency of common auction formats, and optimal auction design.

We study the price of anarchy of the generalized second-price auction where bidders are value maximizers (i.e., autobidders). We show that in general the price of anarchy can be as bad as $0$. For comparison, the price of anarchy of running VCG is $1/2$ in the autobidding world. We further show a fined-grained price of anarchy with respect to the discount factors (i.e., the ratios of click probabilities between lower slots and the highest slot in each auction) in the generalized second-price auction, which highlights the qualitative relation between the smoothness of the discount factors and the efficiency of the generalized second-price auction.

In this paper, we study the setting in which data owners train machine learning models collaboratively under a privacy notion called joint differential privacy [Kearns et al., 2018]. In this setting, the model trained for each data owner $j$ uses $j$'s data without privacy consideration and other owners' data with differential privacy guarantees. This setting was initiated in [Jain et al., 2021] with a focus on linear regressions. In this paper, we study this setting for stochastic convex optimization (SCO). We present an algorithm that is a variant of DP-SGD [Song et al., 2013; Abadi et al., 2016] and provides theoretical bounds on its population loss. We compare our algorithm to several baselines and discuss for what parameter setups our algorithm is more preferred. We also empirically study joint differential privacy in the multi-class classification problem over two public datasets. Our empirical findings are well-connected to the insights from our theoretical results.

Hierarchical Clustering is a popular unsupervised machine learning method with decades of history and numerous applications. We initiate the study of differentially private approximation algorithms for hierarchical clustering under the rigorous framework introduced by (Dasgupta, 2016). We show strong lower bounds for the problem: that any $\epsilon$-DP algorithm must exhibit $O(|V|^2/ \epsilon)$-additive error for an input dataset $V$. Then, we exhibit a polynomial-time approximation algorithm with $O(|V|^{2.5}/ \epsilon)$-additive error, and an exponential-time algorithm that meets the lower bound. To overcome the lower bound, we focus on the stochastic block model, a popular model of graphs, and, with a separation assumption on the blocks, propose a private $1+o(1)$ approximation algorithm which also recovers the blocks exactly. Finally, we perform an empirical study of our algorithms and validate their performance., Comment: 28 pages, 1 figure

In a typical optimization problem, the task is to pick one of a number of options with the lowest cost or the highest value. In practice, these cost/value quantities often come through processes such as measurement or machine learning, which are noisy, with quantifiable noise distributions. To take these noise distributions into account, one approach is to assume a prior for the values, use it to build a posterior, and then apply standard stochastic optimization to pick a solution. However, in many practical applications, such prior distributions may not be available. In this paper, we study such scenarios using a regret minimization model. In our model, the task is to pick the highest one out of $n$ values. The values are unknown and chosen by an adversary, but can be observed through noisy channels, where additive noises are stochastically drawn from known distributions. The goal is to minimize the regret of our selection, defined as the expected difference between the highest and the selected value on the worst-case choices of values. We show that the na\"ive algorithm of picking the highest observed value has regret arbitrarily worse than the optimum, even when $n = 2$ and the noises are unbiased in expectation. On the other hand, we propose an algorithm which gives a constant-approximation to the optimal regret for any $n$. Our algorithm is conceptually simple, computationally efficient, and requires only minimal knowledge of the noise distributions.

Streaming computation plays an important role in large-scale data analysis. The sliding window model is a model of streaming computation which also captures the recency of the data. In this model, data arrives one item at a time, but only the latest $W$ data items are considered for a particular problem. The goal is to output a good solution at the end of the stream by maintaining a small summary during the stream. In this work, we propose a new algorithmic framework for designing efficient sliding window algorithms via bucketing-based sketches. Based on this new framework, we develop space-efficient sliding window algorithms for $k$-cover, $k$-clustering and diversity maximization problems. For each of the above problems, our algorithm achieves $(1\pm \varepsilon)$-approximation. Compared with the previous work, it improves both the approximation ratio and the space., Comment: SODA 2022

In this paper, we study the $r$-gather problem, a natural formulation of minimum-size clustering in metric spaces. The goal of $r$-gather is to partition $n$ points into clusters such that each cluster has size at least $r$, and the maximum radius of the clusters is minimized. This additional constraint completely changes the algorithmic nature of the problem, and many clustering techniques fail. Also previous dynamic and parallel algorithms do not achieve desirable complexity. We propose algorithms both in the Massively Parallel Computation (MPC) model and in the dynamic setting. Our MPC algorithm handles input points from the Euclidean space $\mathbb{R}^d$. It computes an $O(1)$-approximate solution of $r$-gather in $O(\log^{\varepsilon} n)$ rounds using total space $O(n^{1+\gamma}\cdot d)$ for arbitrarily small constants $\varepsilon,\gamma > 0$. In addition our algorithm is fully scalable, i.e., there is no lower bound on the memory per machine. Our dynamic algorithm maintains an $O(1)$-approximate $r$-gather solution under insertions/deletions of points in a metric space with doubling dimension $d$. The update time is $r \cdot 2^{O(d)}\cdot \log^{O(1)}\Delta$ and the query time is $2^{O(d)}\cdot \log^{O(1)}\Delta$, where $\Delta$ is the ratio between the largest and the smallest distance.

In this paper, we study a number of well-known combinatorial optimization problems that fit in the following paradigm: the input is a collection of (potentially inconsistent) local relationships between the elements of a ground set (e.g., pairwise comparisons, similar/dissimilar pairs, or ancestry structure of triples of points), and the goal is to aggregate this information into a global structure (e.g., a ranking, a clustering, or a hierarchical clustering) in a way that maximizes agreement with the input. Well-studied problems such as rank aggregation, correlation clustering, and hierarchical clustering with triplet constraints fall in this class of problems. We study these problems on stochastic instances with a hidden embedded ground truth solution. Our main algorithmic contribution is a unified technique that uses the maximum cut problem in graphs to approximately solve these problems. Using this technique, we can often get approximation guarantees in the stochastic setting that are better than the known worst case inapproximability bounds for the corresponding problem. On the negative side, we improve the worst case inapproximability bound on several hierarchical clustering formulations through a reduction to related ranking problems., Comment: AISTATS 2021 accepted paper

Recently, Hierarchical Clustering (HC) has been considered through the lens of optimization. In particular, two maximization objectives have been defined. Moseley and Wang defined the \emph{Revenue} objective to handle similarity information given by a weighted graph on the data points (w.l.o.g., $[0,1]$ weights), while Cohen-Addad et al. defined the \emph{Dissimilarity} objective to handle dissimilarity information. In this paper, we prove structural lemmas for both objectives allowing us to convert any HC tree to a tree with constant number of internal nodes while incurring an arbitrarily small loss in each objective. Although the best-known approximations are 0.585 and 0.667 respectively, using our lemmas we obtain approximations arbitrarily close to 1, if not all weights are small (i.e., there exist constants $\epsilon, \delta$ such that the fraction of weights smaller than $\delta$, is at most $1 - \epsilon$); such instances encompass many metric-based similarity instances, thereby improving upon prior work. Finally, we introduce Hierarchical Correlation Clustering (HCC) to handle instances that contain similarity and dissimilarity information simultaneously. For HCC, we provide an approximation of 0.4767 and for complementary similarity/dissimilarity weights (analogous to $+/-$ correlation clustering), we again present nearly-optimal approximations.

A soft-max function has two main efficiency measures: (1) approximation - which corresponds to how well it approximates the maximum function, (2) smoothness - which shows how sensitive it is to changes of its input. Our goal is to identify the optimal approximation-smoothness tradeoffs for different measures of approximation and smoothness. This leads to novel soft-max functions, each of which is optimal for a different application. The most commonly used soft-max function, called exponential mechanism, has optimal tradeoff between approximation measured in terms of expected additive approximation and smoothness measured with respect to R\'enyi Divergence. We introduce a soft-max function, called "piecewise linear soft-max", with optimal tradeoff between approximation, measured in terms of worst-case additive approximation and smoothness, measured with respect to $\ell_q$-norm. The worst-case approximation guarantee of the piecewise linear mechanism enforces sparsity in the output of our soft-max function, a property that is known to be important in Machine Learning applications [Martins et al. '16, Laha et al. '18] and is not satisfied by the exponential mechanism. Moreover, the $\ell_q$-smoothness is suitable for applications in Mechanism Design and Game Theory where the piecewise linear mechanism outperforms the exponential mechanism. Finally, we investigate another soft-max function, called power mechanism, with optimal tradeoff between expected \textit{multiplicative} approximation and smoothness with respect to the R\'enyi Divergence, which provides improved theoretical and practical results in differentially private submodular optimization., Comment: Accepted for spotlight presentation at NeurIPS 2020

As machine learning has become more prevalent, researchers have begun to recognize the necessity of ensuring machine learning systems are fair. Recently, there has been an interest in defining a notion of fairness that mitigates over-representation in traditional clustering. In this paper we extend this notion to hierarchical clustering, where the goal is to recursively partition the data to optimize a specific objective. For various natural objectives, we obtain simple, efficient algorithms to find a provably good fair hierarchical clustering. Empirically, we show that our algorithms can find a fair hierarchical clustering, with only a negligible loss in the objective.

In this paper, we study correlation clustering under fairness constraints. Fair variants of $k$-median and $k$-center clustering have been studied recently, and approximation algorithms using a notion called fairlet decomposition have been proposed. We obtain approximation algorithms for fair correlation clustering under several important types of fairness constraints. Our results hinge on obtaining a fairlet decomposition for correlation clustering by introducing a novel combinatorial optimization problem. We define a fairlet decomposition with cost similar to the $k$-median cost and this allows us to obtain approximation algorithms for a wide range of fairness constraints. We complement our theoretical results with an in-depth analysis of our algorithms on real graphs where we show that fair solutions to correlation clustering can be obtained with limited increase in cost compared to the state-of-the-art (unfair) algorithms.

Hierarchical Clustering is an unsupervised data analysis method which has been widely used for decades. Despite its popularity, it had an underdeveloped analytical foundation and to address this, Dasgupta recently introduced an optimization viewpoint of hierarchical clustering with pairwise similarity information that spurred a line of work shedding light on old algorithms (e.g., Average-Linkage), but also designing new algorithms. Here, for the maximization dual of Dasgupta's objective (introduced by Moseley-Wang), we present polynomial-time .4246 approximation algorithms that use Max-Uncut Bisection as a subroutine. The previous best worst-case approximation factor in polynomial time was .336, improving only slightly over Average-Linkage which achieves 1/3. Finally, we complement our positive results by providing APX-hardness (even for 0-1 similarities), under the Small Set Expansion hypothesis.

Companies like Google and Microsoft run billions of auctions every day to sell advertising opportunities. Any change to the rules of these auctions can have a tremendous effect on the revenue of the company and the welfare of the advertisers and the users. Therefore, any change requires careful evaluation of its potential impacts. Currently, such impacts are often evaluated by running simulations or small controlled experiments. This, however, misses the important factor that the advertisers respond to changes. Our goal is to build a theoretical framework for predicting the actions of an agent (the advertiser) that is optimizing her actions in an uncertain environment. We model this problem using a variant of the multi-armed bandit setting where playing an arm is costly. The cost of each arm changes over time and is publicly observable. The value of playing an arm is drawn stochastically from a static distribution and is observed by the agent and not by us. We, however, observe the actions of the agent. Our main result is that assuming the agent is playing a strategy with a regret of at most $f(T)$ within the first $T$ rounds, we can learn to play the multi-armed bandits game (without observing the rewards) in such a way that the regret of our selected actions is at most $O(k^4(f(T)+1)\log(T))$, where $k$ is the number of arms.

In this paper we consider clustering problems in which each point is endowed with a color. The goal is to cluster the points to minimize the classical clustering cost but with the additional constraint that no color is over-represented in any cluster. This problem is motivated by practical clustering settings, e.g., in clustering news articles where the color of an article is its source, it is preferable that no single news source dominates any cluster. For the most general version of this problem, we obtain an algorithm that has provable guarantees of performance; our algorithm is based on finding a fractional solution using a linear program and rounding the solution subsequently. For the special case of the problem where no color has an absolute majority in any cluster, we obtain a simpler combinatorial algorithm also with provable guarantees. Experiments on real-world data shows that our algorithms are effective in finding good clustering without over-representation., Comment: 10 pages, 6 figures, in KDD 2019

In the classical contextual bandits problem, in each round $t$, a learner observes some context $c$, chooses some action $i$ to perform, and receives some reward $r_{i,t}(c)$. We consider the variant of this problem where in addition to receiving the reward $r_{i,t}(c)$, the learner also learns the values of $r_{i,t}(c')$ for some other contexts $c'$ in set $\mathcal{O}_i(c)$; i.e., the rewards that would have been achieved by performing that action under different contexts $c'\in \mathcal{O}_i(c)$. This variant arises in several strategic settings, such as learning how to bid in non-truthful repeated auctions, which has gained a lot of attention lately as many platforms have switched to running first-price auctions. We call this problem the contextual bandits problem with cross-learning. The best algorithms for the classical contextual bandits problem achieve $\tilde{O}(\sqrt{CKT})$ regret against all stationary policies, where $C$ is the number of contexts, $K$ the number of actions, and $T$ the number of rounds. We design and analyze new algorithms for the contextual bandits problem with cross-learning and show that their regret has better dependence on the number of contexts. Under complete cross-learning where the rewards for all contexts are learned when choosing an action, i.e., set $\mathcal{O}_i(c)$ contains all contexts, we show that our algorithms achieve regret $\tilde{O}(\sqrt{KT})$, removing the dependence on $C$. For any other cases, i.e., under partial cross-learning where $|\mathcal{O}_i(c)|< C$ for some context-action pair of $(i,c)$, the regret bounds depend on how the sets $\mathcal O_i(c)$ impact the degree to which cross-learning between contexts is possible. We simulate our algorithms on real auction data from an ad exchange running first-price auctions and show that they outperform traditional contextual bandit algorithms., Comment: 58 pages, 4 figures

Many online social networks allow directed edges: Alice can unilaterally add an "edge" to Bob, typically indicating interest in Bob or Bob's content, without Bob's permission or reciprocation. In directed social networks we observe the rise of two distinctive classes of users: celebrities who accrue unreciprocated incoming links, and follow spammers, who generate unreciprocated outgoing links. Identifying users in these two classes is important for abuse detection, user and content ranking, privacy choices, and other social network features. In this paper we develop SCRank, an iterative algorithm to identify such users. We analyze SCRank both theoretically and experimentally. The spammer-celebrity definition is not amenable to analysis using standard power iteration, so we develop a novel potential function argument to show convergence to an approximate equilibrium point for a class of algorithms including SCRank. We then use experimental evaluation on a real global-scale social network and on synthetically generated graphs to observe that the algorithm converges quickly and consistently. Using synthetic data with built-in ground truth, we also experimentally show that the algorithm provides a good approximation to planted celebrities and spammers.

Over the last decade, Sudoku, a combinatorial number-placement puzzle, has become a favorite pastimes of many all around the world. In this puzzle, the task is to complete a partially filled $9 \times 9$ square with numbers 1 through 9, subject to the constraint that each number must appear once in each row, each column, and each of the nine $3 \times 3$ blocks. Sudoku squares can be considered a subclass of the well-studied class of Latin squares. In this paper, we study natural extensions of a classical result on Latin square completion to Sudoku squares. Furthermore, we use the procedure developed in the proof to obtain asymptotic bounds on the number of Sudoku squares of order $n$.

Daily deals platforms such as Amazon Local, Google Offers, GroupOn, and LivingSocial have provided a new channel for merchants to directly market to consumers. In order to maximize consumer acquisition and retention, these platforms would like to offer deals that give good value to users. Currently, selecting such deals is done manually; however, the large number of submarkets and localities necessitates an automatic approach to selecting good deals and determining merchant payments. We approach this challenge as a market design problem. We postulate that merchants already have a good idea of the attractiveness of their deal to consumers as well as the amount they are willing to pay to offer their deal. The goal is to design an auction that maximizes a combination of the revenue of the auctioneer (platform), welfare of the bidders (merchants), and the positive externality on a third party (the consumer), despite the asymmetry of information about this consumer benefit. We design auctions that truthfully elicit this information from the merchants and maximize the social welfare objective, and we characterize the consumer welfare functions for which this objective is truthfully implementable. We generalize this characterization to a very broad mechanism-design setting and give examples of other applications., Comment: This is the full version of the paper appearing at WINE 2013 Proceedings of the Ninth Conference on Web and Internet Economics (WINE-13). 2013

In this paper, we will formalize the method of dual fitting and the idea of factor-revealing LP. This combination is used to design and analyze two greedy algorithms for the metric uncapacitated facility location problem. Their approximation factors are 1.861 and 1.61, with running times of O(mlog m) and O(n^3), respectively, where n is the total number of vertices and m is the number of edges in the underlying complete bipartite graph between cities and facilities. The algorithms are used to improve recent results for several variants of the problem., Comment: 28 pages, 2 figures, 4 tables, abstract appeared in STOC 2002 Montreal