解决在线预算匹配中不可分投标的难题,给出首个理论保证的算法。
Online Budgeted Matching with General Bids
- 提出新元算法MetaAd,适配任意最大投标占比κ
- 证明确定性算法最优竞争力为1-κ,突破以往假设限制
- 适用于广告投放等需整单处理的实际场景
在线预算匹配(OBM)是在线广告、服务匹配和收益管理中的经典问题。传统算法通常假设投标金额远小于预算(κ趋近于0),而近期方法虽处理一般投标,但依赖可接受部分投标的分数最后匹配(FLM)假设,这在不可分投标场景下不成立。本文首次在无FLM假设下解决一般投标的OBM问题,证明任何确定性在线算法的竞争力上限为1-κ。随后提出新型元算法MetaAd,其在κ∈[0,1]时可退化为具有已知理论竞争力的算法。作为副产品,该方法也适用于FLM场景并获得可证明竞争力的算法。最后,将竞争力分析应用于学习增强型算法设计。
原文摘要 · Abstract (English)
Online Budgeted Matching (OBM) is a classic problem with important applications in online advertising, online service matching, revenue management, and beyond. Traditional online algorithms typically assume a small bid setting, where the maximum bid-to-budget ratio (κ) is infinitesimally small. While recent algorithms have tried to address scenarios with non-small or general bids, they often rely on the Fractional Last Matching (FLM) assumption, which allows for accepting partial bids when the remaining budget is insufficient. This assumption, however, does not hold for many applications with indivisible bids. In this paper, we remove the FLM assumption and tackle the open problem of OBM with general bids. We first establish an upper bound of 1-κon the competitive ratio for any deterministic online algorithm. We then propose a novel meta algorithm, called MetaAd, which reduces to different algorithms with first known provable competitive ratios parameterized by the maximum bid-to-budget ratio κ\in [0, 1]. As a by-product, we extend MetaAd to the FLM setting and get provable competitive algorithms. Finally, we apply our competitive analysis to the design learning-augmented algorithms.
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