Zhiyi Huang

Bio: Zhiyi Huang is an academic researcher from University of Hong Kong. The author has contributed to research in topics: Competitive analysis & Computer science. The author has an hindex of 25, co-authored 96 publications receiving 1812 citations. Previous affiliations of Zhiyi Huang include Stanford University & University of Pennsylvania.

The sample complexity of auctions with side information

Abstract: Traditionally, the Bayesian optimal auction design problem has been considered either when the bidder values are i.i.d, or when each bidder is individually identifiable via her value distribution. The latter is a reasonable approach when the bidders can be classified into a few categories, but there are many instances where the classification of bidders is a continuum. For example, the classification of the bidders may be based on their annual income, their propensity to buy an item based on past behavior, or in the case of ad auctions, the click through rate of their ads. We introduce an alternate model that captures this aspect, where bidders are a priori identical, but can be distinguished based (only) on some side information the auctioneer obtains at the time of the auction. We extend the sample complexity approach of Dhangwatnotai et al. and Cole and Roughgarden to this model and obtain almost matching upper and lower bounds. As an aside, we obtain a revenue monotonicity lemma which may be of independent interest. We also show how to use Empirical Risk Minimization techniques to improve the sample complexity bound of Cole and Roughgarden for the non-identical but independent value distribution case.

The Exponential Mechanism for Social Welfare: Private, Truthful, and Nearly Optimal

Abstract: In this paper we show that for any mechanism design problem with the objective of maximizing social welfare, the exponential mechanism can be implemented as a truthful mechanism while still preserving differential privacy. Our instantiation of the exponential mechanism can be interpreted as a generalization of the VCG mechanism in the sense that the VCG mechanism is the extreme case when the privacy parameter goes to infinity. To our knowledge, this is the first general tool for designing mechanisms that are both truthful and differentially private.

Making the Most of Your Samples

Abstract: We study the problem of setting a price for a potential buyer with a valuation drawn from an unknown distribution D. The seller has "data" about D in the form of m ≥ 1 i.i.d. samples, and the algorithmic challenge is to use these samples to obtain expected revenue as close as possible to what could be achieved with advance knowledge of D. Our first set of results quantifies the number of samples m that are necessary and sufficient to obtain a (1-e)-approximation. For example, for an unknown distribution that satisfies the monotone hazard rate (MHR) condition, we prove that Θ(e-3/2) samples are necessary and sufficient. Remarkably, this is fewer samples than is necessary to accurately estimate the expected revenue obtained for such a distribution by even a single reserve price. We also prove essentially tight sample complexity bounds for regular distributions, bounded-support distributions, and a wide class of irregular distributions. Our lower bound approach, which applies to all randomized pricing strategies, borrows tools from differential privacy and information theory, and we believe it could find further applications in auction theory. Our second set of results considers the single-sample case. While no deterministic pricing strategy is better than 1/2-approximate for regular distributions, for MHR distributions we show how to do better: there is a simple deterministic pricing strategy that guarantees expected revenue at least 0.589 times the maximum possible. We also prove that no deterministic pricing strategy achieves an approximation guarantee better than e/4 ~.68.

Online Auctions in IaaS Clouds: Welfare and Profit Maximization with Server Costs

Abstract: Auction design has recently been studied for dynamic resource bundling and VM provisioning in IaaS clouds, but is mostly restricted to the one-shot or offline setting. This work targets a more realistic case of online VM auction design, where: (i) cloud users bid for resources into the future to assemble customized VMs with desired occupation durations; (ii) the cloud provider dynamically packs multiple types of resources on heterogeneous physical machines (servers) into the requested VMs; (iii) the operational costs of servers are considered in resource allocation; (iv) both social welfare and the cloud provider's net profit are to be maximized over the system running span. We design truthful, polynomial time auctions to achieve social welfare maximization and/or the provider's profit maximization with good competitive ratios. Our mechanisms consist of two main modules: (1) an online primal-dual optimization framework for VM allocation to maximize the social welfare with server costs, and for revealing the payments through the dual variables to guarantee truthfulness; and (2) a randomized reduction algorithm to convert the social welfare maximizing auctions to ones that provide a maximal expected profit for the provider, with competitive ratios comparable to those for social welfare. We adopt a new application of Fenchel duality in our primal-dual framework, which provides richer structures for convex programs than the commonly used Lagrangian duality, and our optimization framework is general and expressive enough to handle various convex server cost functions. The efficacy of the online auctions is validated through careful theoretical analysis and trace-driven simulation studies.

Bayesian incentive compatibility via fractional assignments

Abstract: Very recently, Hartline and Lucier [14] studied single-parameter mechanism design problems in the Bayesian setting. They proposed a black-box reduction that converted Bayesian approximation algorithms into Bayesian-Incentive-Compatible (BIC) mechanisms while preserving social welfare. It remains a major open question if one can find similar reduction in the more important multi-parameter setting. In this paper, we give positive answer to this question when the prior distribution has finite and small support. We propose a black-box reduction for designing BIC multi-parameter mechanisms. The reduction converts any algorithm into an e-BIC mechanism with only marginal loss in social welfare. As a result, for combinatorial auctions with sub-additive agents we get an e-BIC mechanism that achieves constant approximation.

The Algorithmic Foundations of Differential Privacy

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.

Property Testing and its connection to Learning and Approximation

Abstract: In this paper, we consider the question of determining whether a function f has property P or is e-far from any function with property P. A property testing algorithm is given a sample of the value of f on instances drawn according to some distribution. In some cases, it is also allowed to query f on instances of its choice. We study this question for different properties and establish some connections to problems in learning theory and approximation.In particular, we focus our attention on testing graph properties. Given access to a graph G in the form of being able to query whether an edge exists or not between a pair of vertices, we devise algorithms to test whether the underlying graph has properties such as being bipartite, k-Colorable, or having a p-Clique (clique of density p with respect to the vertex set). Our graph property testing algorithms are probabilistic and make assertions that are correct with high probability, while making a number of queries that is independent of the size of the graph. Moreover, the property testing algorithms can be used to efficiently (i.e., in time linear in the number of vertices) construct partitions of the graph that correspond to the property being tested, if it holds for the input graph.

Algorithms in Bioinformatics: 5th International Workshop, WABI 2005, Mallorca, Spain, October 3-6, 2005, Proceedings (Lecture Notes in Computer Science / Lecture Notes in Bioinformatics)

Abstract: Expression.- Spectral Clustering Gene Ontology Terms to Group Genes by Function.- Dynamic De-Novo Prediction of microRNAs Associated with Cell Conditions: A Search Pruned by Expression.- Clustering Gene Expression Series with Prior Knowledge.- A Linear Time Biclustering Algorithm for Time Series Gene Expression Data.- Time-Window Analysis of Developmental Gene Expression Data with Multiple Genetic Backgrounds.- Phylogeny.- A Lookahead Branch-and-Bound Algorithm for the Maximum Quartet Consistency Problem.- Computing the Quartet Distance Between Trees of Arbitrary Degree.- Using Semi-definite Programming to Enhance Supertree Resolvability.- An Efficient Reduction from Constrained to Unconstrained Maximum Agreement Subtree.- Pattern Identification in Biogeography.- On the Complexity of Several Haplotyping Problems.- A Hidden Markov Technique for Haplotype Reconstruction.- Algorithms for Imperfect Phylogeny Haplotyping (IPPH) with a Single Homoplasy or Recombination Event.- Networks.- A Faster Algorithm for Detecting Network Motifs.- Reaction Motifs in Metabolic Networks.- Reconstructing Metabolic Networks Using Interval Analysis.- Genome Rearrangements.- A 1.375-Approximation Algorithm for Sorting by Transpositions.- A New Tight Upper Bound on the Transposition Distance.- Perfect Sorting by Reversals Is Not Always Difficult.- Minimum Recombination Histories by Branch and Bound.- Sequences.- A Unifying Framework for Seed Sensitivity and Its Application to Subset Seeds.- Generalized Planted (l,d)-Motif Problem with Negative Set.- Alignment of Tandem Repeats with Excision, Duplication, Substitution and Indels (EDSI).- The Peres-Shields Order Estimator for Fixed and Variable Length Markov Models with Applications to DNA Sequence Similarity.- Multiple Structural RNA Alignment with Lagrangian Relaxation.- Faster Algorithms for Optimal Multiple Sequence Alignment Based on Pairwise Comparisons.- Ortholog Clustering on a Multipartite Graph.- Linear Time Algorithm for Parsing RNA Secondary Structure.- A Compressed Format for Collections of Phylogenetic Trees and Improved Consensus Performance.- Structure.- Optimal Protein Threading by Cost-Splitting.- Efficient Parameterized Algorithm for Biopolymer Structure-Sequence Alignment.- Rotamer-Pair Energy Calculations Using a Trie Data Structure.- Improved Maintenance of Molecular Surfaces Using Dynamic Graph Connectivity.- The Main Structural Regularities of the Sandwich Proteins.- Discovery of Protein Substructures in EM Maps.