Towards Efficient Pareto-optimal Utility-Fairness between Groups in
Repeated Rankings
- URL: http://arxiv.org/abs/2402.14305v1
- Date: Thu, 22 Feb 2024 05:48:54 GMT
- Title: Towards Efficient Pareto-optimal Utility-Fairness between Groups in
Repeated Rankings
- Authors: Phuong Dinh Mai, Duc-Trong Le, Tuan-Anh Hoang, Dung D. Le
- Abstract summary: We tackle the problem of computing a sequence of rankings with the guarantee of the Pareto-optimal balance between consumers and producers of items.
We introduce a novel approach to the above problem by using the Expohedron - a permutahedron whose points represent all exposures of items.
We further propose an efficient method by relaxing our optimization problem on the Expohedron's circumscribed $n$-sphere, which significantly improve the running time.
- Score: 7.6275971668447005
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: In this paper, we tackle the problem of computing a sequence of rankings with
the guarantee of the Pareto-optimal balance between (1) maximizing the utility
of the consumers and (2) minimizing unfairness between producers of the items.
Such a multi-objective optimization problem is typically solved using a
combination of a scalarization method and linear programming on bi-stochastic
matrices, representing the distribution of possible rankings of items. However,
the above-mentioned approach relies on Birkhoff-von Neumann (BvN)
decomposition, of which the computational complexity is $\mathcal{O}(n^5)$ with
$n$ being the number of items, making it impractical for large-scale systems.
To address this drawback, we introduce a novel approach to the above problem by
using the Expohedron - a permutahedron whose points represent all achievable
exposures of items. On the Expohedron, we profile the Pareto curve which
captures the trade-off between group fairness and user utility by identifying a
finite number of Pareto optimal solutions. We further propose an efficient
method by relaxing our optimization problem on the Expohedron's circumscribed
$n$-sphere, which significantly improve the running time. Moreover, the
approximate Pareto curve is asymptotically close to the real Pareto optimal
curve as the number of substantial solutions increases. Our methods are
applicable with different ranking merits that are non-decreasing functions of
item relevance. The effectiveness of our methods are validated through
experiments on both synthetic and real-world datasets.
Related papers
- Efficient Fairness-Performance Pareto Front Computation [51.558848491038916]
We show that optimal fair representations possess several useful structural properties.
We then show that these approxing problems can be solved efficiently via concave programming methods.
arXiv Detail & Related papers (2024-09-26T08:46:48Z) - Preference-Optimized Pareto Set Learning for Blackbox Optimization [1.9628841617148691]
No single solution exists that can optimize all the objectives simultaneously.
In a typical MOO problem, the goal is to find a set of optimum solutions (Pareto set) that trades off the preferences among objectives.
Our formulation leads to a bilevel optimization problem that can be solved by e.g. differentiable cross-entropy methods.
arXiv Detail & Related papers (2024-08-19T13:23:07Z) - Optimizing Solution-Samplers for Combinatorial Problems: The Landscape
of Policy-Gradient Methods [52.0617030129699]
We introduce a novel theoretical framework for analyzing the effectiveness of DeepMatching Networks and Reinforcement Learning methods.
Our main contribution holds for a broad class of problems including Max-and Min-Cut, Max-$k$-Bipartite-Bi, Maximum-Weight-Bipartite-Bi, and Traveling Salesman Problem.
As a byproduct of our analysis we introduce a novel regularization process over vanilla descent and provide theoretical and experimental evidence that it helps address vanishing-gradient issues and escape bad stationary points.
arXiv Detail & Related papers (2023-10-08T23:39:38Z) - Accelerating Cutting-Plane Algorithms via Reinforcement Learning
Surrogates [49.84541884653309]
A current standard approach to solving convex discrete optimization problems is the use of cutting-plane algorithms.
Despite the existence of a number of general-purpose cut-generating algorithms, large-scale discrete optimization problems continue to suffer from intractability.
We propose a method for accelerating cutting-plane algorithms via reinforcement learning.
arXiv Detail & Related papers (2023-07-17T20:11:56Z) - Introducing the Expohedron for Efficient Pareto-optimal Fairness-Utility
Amortizations in Repeated Rankings [9.066817876491053]
We consider the problem of computing a sequence of rankings that maximizes consumer-side utility while minimizing producer-side individual unfairness of exposure.
We introduce a geometrical object, a polytope that we call expohedron, whose points represent all achievable exposures of items for a Position Based Model.
Our approach compares favorably to linear or quadratic programming baselines in terms of algorithmic complexity and empirical runtime.
Our solution can be expressed as a distribution over only $n$ permutations, instead of the $(n-1)2 + 1$ achieved with BvN decompositions.
arXiv Detail & Related papers (2022-02-07T14:43:35Z) - Faster Algorithm and Sharper Analysis for Constrained Markov Decision
Process [56.55075925645864]
The problem of constrained decision process (CMDP) is investigated, where an agent aims to maximize the expected accumulated discounted reward subject to multiple constraints.
A new utilities-dual convex approach is proposed with novel integration of three ingredients: regularized policy, dual regularizer, and Nesterov's gradient descent dual.
This is the first demonstration that nonconcave CMDP problems can attain the lower bound of $mathcal O (1/epsilon)$ for all complexity optimization subject to convex constraints.
arXiv Detail & Related papers (2021-10-20T02:57:21Z) - Sparse Quadratic Optimisation over the Stiefel Manifold with Application
to Permutation Synchronisation [71.27989298860481]
We address the non- optimisation problem of finding a matrix on the Stiefel manifold that maximises a quadratic objective function.
We propose a simple yet effective sparsity-promoting algorithm for finding the dominant eigenspace matrix.
arXiv Detail & Related papers (2021-09-30T19:17:35Z) - A Hybrid 2-stage Neural Optimization for Pareto Front Extraction [3.918940900258555]
A major obstacle to optimal trade-off solutions is that they don't always converge to each other.
We propose a two-stage approach that is accurate and cost-effective.
arXiv Detail & Related papers (2021-01-27T20:56:19Z) - Divide and Learn: A Divide and Conquer Approach for Predict+Optimize [50.03608569227359]
The predict+optimize problem combines machine learning ofproblem coefficients with a optimization prob-lem that uses the predicted coefficients.
We show how to directlyexpress the loss of the optimization problem in terms of thepredicted coefficients as a piece-wise linear function.
We propose a novel divide and algorithm to tackle optimization problems without this restriction and predict itscoefficients using the optimization loss.
arXiv Detail & Related papers (2020-12-04T00:26:56Z) - Consistent Second-Order Conic Integer Programming for Learning Bayesian
Networks [2.7473982588529653]
We study the problem of learning the sparse DAG structure of a BN from continuous observational data.
The optimal solution to this mathematical program is known to have desirable statistical properties under certain conditions.
We propose a concrete early stopping criterion to terminate the branch-and-bound process in order to obtain a near-optimal solution.
arXiv Detail & Related papers (2020-05-29T00:13:15Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.