Efficient Algorithms for Global Inference in Internet Marketplaces
- URL: http://arxiv.org/abs/2103.05277v2
- Date: Wed, 10 Mar 2021 16:48:54 GMT
- Title: Efficient Algorithms for Global Inference in Internet Marketplaces
- Authors: Rohan Ramanath, Sathiya Keerthi, Yao Pan, Konstantin Salomatin, Kinjal
Basu
- Abstract summary: Matching demand to supply in internet marketplaces is a global inference problem.
Until recently, solving such problems on web-scale data with an LP formulation was intractable.
Recent work developed a dual decomposition-based approach to solve such problems when the polytope constraints are simple.
In this work, we motivate the need to go beyond these simple polytopes and show real-world internet marketplaces that require more complex structured polytope constraints.
- Score: 6.2122699483618
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Matching demand to supply in internet marketplaces (e-commerce, ride-sharing,
food delivery, professional services, advertising) is a global inference
problem that can be formulated as a Linear Program (LP) with (millions of)
coupling constraints and (up to a billion) non-coupling polytope constraints.
Until recently, solving such problems on web-scale data with an LP formulation
was intractable. Recent work (Basu et al., 2020) developed a dual
decomposition-based approach to solve such problems when the polytope
constraints are simple. In this work, we motivate the need to go beyond these
simple polytopes and show real-world internet marketplaces that require more
complex structured polytope constraints. We expand on the recent literature
with novel algorithms that are more broadly applicable to global inference
problems. We derive an efficient incremental algorithm using a theoretical
insight on the nature of solutions on the polytopes to project onto any
arbitrary polytope, that shows massive improvements in performance. Using
better optimization routines along with an adaptive algorithm to control the
smoothness of the objective, improves the speed of the solution even further.
We showcase the efficacy of our approach via experimental results on web-scale
marketplace data.
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