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Tim Roughgarden

Bio: Tim Roughgarden is an academic researcher from Columbia University. The author has contributed to research in topics: Common value auction & Nash equilibrium. The author has an hindex of 65, co-authored 325 publications receiving 21458 citations. Previous affiliations of Tim Roughgarden include University of California, Berkeley & Stanford University.


Papers
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Book
01 Jan 2007
TL;DR: A new era of theoretical computer science addresses fundamental problems about auctions, networks, and human behavior in a bid to solve the challenges of 21st Century finance.
Abstract: A new era of theoretical computer science addresses fundamental problems about auctions, networks, and human behavior.

1,994 citations

Journal ArticleDOI
TL;DR: The degradation in network performance due to unregulated traffic is quantified and it is proved that if the latency of each edge is a linear function of its congestion, then the total latency of the routes chosen by selfish network users is at most 4/3 times the minimum possible total latency.
Abstract: We consider the problem of routing traffic to optimize the performance of a congested network. We are given a network, a rate of traffic between each pair of nodes, and a latency function for each edge specifying the time needed to traverse the edge given its congestion; the objective is to route traffic such that the sum of all travel times---the total latency---is minimized.In many settings, it may be expensive or impossible to regulate network traffic so as to implement an optimal assignment of routes. In the absence of regulation by some central authority, we assume that each network user routes its traffic on the minimum-latency path available to it, given the network congestion caused by the other users. In general such a "selfishly motivated" assignment of traffic to paths will not minimize the total latency; hence, this lack of regulation carries the cost of decreased network performance.In this article, we quantify the degradation in network performance due to unregulated traffic. We prove that if the latency of each edge is a linear function of its congestion, then the total latency of the routes chosen by selfish network users is at most 4/3 times the minimum possible total latency (subject to the condition that all traffic must be routed). We also consider the more general setting in which edge latency functions are assumed only to be continuous and nondecreasing in the edge congestion. Here, the total latency of the routes chosen by unregulated selfish network users may be arbitrarily larger than the minimum possible total latency; however, we prove that it is no more than the total latency incurred by optimally routing twice as much traffic.

1,703 citations

Book
01 Jan 2005
TL;DR: A survey of recent work that analyzes the price of anarchy of selfish routing, a classical mathematical model of how self-interested users might route traffic through a congested network.
Abstract: Selfish routing is a classical mathematical model of how self-interested users might route traffic through a congested network. The outcome of selfish routing is generally inefficient, in that it fails to optimize natural objective functions. The price of anarchy is a quantitative measure of this inefficiency. We survey recent work that analyzes the price of anarchy of selfish routing. We also describe related results on bounding the worst-possible severity of a phenomenon called Braess's Paradox, and on three techniques for reducing the price of anarchy of selfish routing. This survey concentrates on the contributions of the author's PhD thesis, but also discusses several more recent results in the area.

952 citations


Cited by
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[...]

08 Dec 2001-BMJ
TL;DR: There is, I think, something ethereal about i —the square root of minus one, which seems an odd beast at that time—an intruder hovering on the edge of reality.
Abstract: There is, I think, something ethereal about i —the square root of minus one. I remember first hearing about it at school. It seemed an odd beast at that time—an intruder hovering on the edge of reality. Usually familiarity dulls this sense of the bizarre, but in the case of i it was the reverse: over the years the sense of its surreal nature intensified. It seemed that it was impossible to write mathematics that described the real world in …

33,785 citations

Book
23 May 2011
TL;DR: It is argued that the alternating direction method of multipliers is well suited to distributed convex optimization, and in particular to large-scale problems arising in statistics, machine learning, and related areas.
Abstract: Many problems of recent interest in statistics and machine learning can be posed in the framework of convex optimization. Due to the explosion in size and complexity of modern datasets, it is increasingly important to be able to solve problems with a very large number of features or training examples. As a result, both the decentralized collection or storage of these datasets as well as accompanying distributed solution methods are either necessary or at least highly desirable. In this review, we argue that the alternating direction method of multipliers is well suited to distributed convex optimization, and in particular to large-scale problems arising in statistics, machine learning, and related areas. The method was developed in the 1970s, with roots in the 1950s, and is equivalent or closely related to many other algorithms, such as dual decomposition, the method of multipliers, Douglas–Rachford splitting, Spingarn's method of partial inverses, Dykstra's alternating projections, Bregman iterative algorithms for l1 problems, proximal methods, and others. After briefly surveying the theory and history of the algorithm, we discuss applications to a wide variety of statistical and machine learning problems of recent interest, including the lasso, sparse logistic regression, basis pursuit, covariance selection, support vector machines, and many others. We also discuss general distributed optimization, extensions to the nonconvex setting, and efficient implementation, including some details on distributed MPI and Hadoop MapReduce implementations.

17,433 citations

Journal ArticleDOI
TL;DR: Machine learning addresses many of the same research questions as the fields of statistics, data mining, and psychology, but with differences of emphasis.
Abstract: Machine Learning is the study of methods for programming computers to learn. Computers are applied to a wide range of tasks, and for most of these it is relatively easy for programmers to design and implement the necessary software. However, there are many tasks for which this is difficult or impossible. These can be divided into four general categories. First, there are problems for which there exist no human experts. For example, in modern automated manufacturing facilities, there is a need to predict machine failures before they occur by analyzing sensor readings. Because the machines are new, there are no human experts who can be interviewed by a programmer to provide the knowledge necessary to build a computer system. A machine learning system can study recorded data and subsequent machine failures and learn prediction rules. Second, there are problems where human experts exist, but where they are unable to explain their expertise. This is the case in many perceptual tasks, such as speech recognition, hand-writing recognition, and natural language understanding. Virtually all humans exhibit expert-level abilities on these tasks, but none of them can describe the detailed steps that they follow as they perform them. Fortunately, humans can provide machines with examples of the inputs and correct outputs for these tasks, so machine learning algorithms can learn to map the inputs to the outputs. Third, there are problems where phenomena are changing rapidly. In finance, for example, people would like to predict the future behavior of the stock market, of consumer purchases, or of exchange rates. These behaviors change frequently, so that even if a programmer could construct a good predictive computer program, it would need to be rewritten frequently. A learning program can relieve the programmer of this burden by constantly modifying and tuning a set of learned prediction rules. Fourth, there are applications that need to be customized for each computer user separately. Consider, for example, a program to filter unwanted electronic mail messages. Different users will need different filters. It is unreasonable to expect each user to program his or her own rules, and it is infeasible to provide every user with a software engineer to keep the rules up-to-date. A machine learning system can learn which mail messages the user rejects and maintain the filtering rules automatically. Machine learning addresses many of the same research questions as the fields of statistics, data mining, and psychology, but with differences of emphasis. Statistics focuses on understanding the phenomena that have generated the data, often with the goal of testing different hypotheses about those phenomena. Data mining seeks to find patterns in the data that are understandable by people. Psychological studies of human learning aspire to understand the mechanisms underlying the various learning behaviors exhibited by people (concept learning, skill acquisition, strategy change, etc.).

13,246 citations

Book
11 Aug 2014
TL;DR: The preponderance of this monograph is devoted to fundamental techniques for achieving differential privacy, and application of these techniques in creative combinations, using the query-release problem as an ongoing example.
Abstract: The problem of privacy-preserving data analysis has a long history spanning multiple disciplines. As electronic data about individuals becomes increasingly detailed, and as technology enables ever more powerful collection and curation of these data, the need increases for a robust, meaningful, and mathematically rigorous definition of privacy, together with a computationally rich class of algorithms that satisfy this definition. Differential Privacy is such a definition.After motivating and discussing the meaning of differential privacy, the preponderance of this monograph is devoted to fundamental techniques for achieving differential privacy, and application of these techniques in creative combinations, using the query-release problem as an ongoing example. A key point is that, by rethinking the computational goal, one can often obtain far better results than would be achieved by methodically replacing each step of a non-private computation with a differentially private implementation. Despite some astonishingly powerful computational results, there are still fundamental limitations — not just on what can be achieved with differential privacy but on what can be achieved with any method that protects against a complete breakdown in privacy. Virtually all the algorithms discussed herein maintain differential privacy against adversaries of arbitrary computational power. Certain algorithms are computationally intensive, others are efficient. Computational complexity for the adversary and the algorithm are both discussed.We then turn from fundamentals to applications other than queryrelease, discussing differentially private methods for mechanism design and machine learning. The vast majority of the literature on differentially private algorithms considers a single, static, database that is subject to many analyses. Differential privacy in other models, including distributed databases and computations on data streams is discussed.Finally, we note that this work is meant as a thorough introduction to the problems and techniques of differential privacy, but is not intended to be an exhaustive survey — there is by now a vast amount of work in differential privacy, and we can cover only a small portion of it.

5,190 citations

Book
15 Dec 2008
TL;DR: This exciting and pioneering new overview of multiagent systems, which are online systems composed of multiple interacting intelligent agents, i.e., online trading, offers a newly seen computer science perspective on multi agent systems, while integrating ideas from operations research, game theory, economics, logic, and even philosophy and linguistics.
Abstract: This exciting and pioneering new overview of multiagent systems, which are online systems composed of multiple interacting intelligent agents, i.e., online trading, offers a newly seen computer science perspective on multiagent systems, while integrating ideas from operations research, game theory, economics, logic, and even philosophy and linguistics. The authors emphasize foundations to create a broad and rigorous treatment of their subject, with thorough presentations of distributed problem solving, game theory, multiagent communication and learning, social choice, mechanism design, auctions, cooperative game theory, and modal logics of knowledge and belief. For each topic, basic concepts are introduced, examples are given, proofs of key results are offered, and algorithmic considerations are examined. An appendix covers background material in probability theory, classical logic, Markov decision processes and mathematical programming. Written by two of the leading researchers of this engaging field, this book will surely serve as THE reference for researchers in the fastest-growing area of computer science, and be used as a text for advanced undergraduate or graduate courses.

2,068 citations