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Secretaries with Advice

Published: 18 July 2021 Publication History

Abstract

The secretary problem is probably the purest model of decision making under uncertainty. In this paper we ask which advice can we give the algorithm to improve its success probability?
We propose a general model that unifies a broad range of problems: from the classic secretary problem with no advice, to the variant where the quality of a secretary is drawn from a known distribution and the algorithm learns each candidate's quality on arrival, to more modern versions of advice in the form of samples, to an ML-inspired model where a classifier gives us noisy signal about whether or not the current secretary is the best on the market.
Our main technique is a factor revealing LP that captures all of the problems above. We use this LP formulation to gain structural insight into the optimal policy. Using tools from linear programming, we present a tight analysis of optimal algorithms for secretaries with samples, optimal algorithms when secretaries' qualities are drawn from a known distribution, and a new noisy binary advice model.

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cover image ACM Conferences
EC '21: Proceedings of the 22nd ACM Conference on Economics and Computation
July 2021
950 pages
ISBN:9781450385541
DOI:10.1145/3465456
This work is licensed under a Creative Commons Attribution International 4.0 License.

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Published: 18 July 2021

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Author Tags

  1. machine learning advice
  2. prophet inequality
  3. secretary problem

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Overall Acceptance Rate 664 of 2,389 submissions, 28%

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The 25th ACM Conference on Economics and Computation
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  • (2024)Non-clairvoyant scheduling with partial predictionsProceedings of the 41st International Conference on Machine Learning10.5555/3692070.3692210(3506-3538)Online publication date: 21-Jul-2024
  • (2024)How Much Data Is Sufficient to Learn High-Performing Algorithms?Journal of the ACM10.1145/3676278Online publication date: 29-Jul-2024
  • (2024)Online Search with Predictions: Pareto-optimal Algorithm and its Applications in Energy MarketsProceedings of the 15th ACM International Conference on Future and Sustainable Energy Systems10.1145/3632775.3639590(386-407)Online publication date: 4-Jun-2024
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  • (2023)Online Ordinal Problems: Optimality of Comparison-based Algorithms and their Cardinal Complexity2023 IEEE 64th Annual Symposium on Foundations of Computer Science (FOCS)10.1109/FOCS57990.2023.00113(1863-1876)Online publication date: 6-Nov-2023
  • (2023)Optimal stopping methodology for the secretary problem with random queriesJournal of Applied Probability10.1017/jpr.2023.6161:2(578-602)Online publication date: 2-Oct-2023
  • (2023)Secretary and online matching problems with machine learned adviceDiscrete Optimization10.1016/j.disopt.2023.10077848:P2Online publication date: 1-May-2023
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