研究预测准确率如何影响算法鲁棒性,揭示其与性能的数学关系。
Analyzing the effect of prediction accuracy on the distributionally-robust competitive ratio
- 基于预测准确率构建鲁棒性评价指标,分析其对算法性能的影响。
- 证明最优性能随准确率提升呈单调凹函数变化,且在多预测场景中仍成立。
- 应用于滑雪租赁问题,给出实现目标性能所需的最低预测准确率。
算法中的预测机制旨在通过引入机器学习预测来提升性能。核心问题是预测如何改善算法表现,其中预测准确率定义为从分布中抽取的实例属于预测集的概率。本文聚焦由Sun等(ICML 2024)提出的分布鲁棒竞争比(DRCR),即在满足给定预测和准确率要求的最坏分布下,算法成本与最优成本期望比值。已知对任意固定算法,DRCR随准确率线性下降。本文进一步证明,所有算法中最小的最优DRCR是准确率的单调凹函数。我们还将DRCR框架推广至多预测场景,发现单调性和凹性依然保持。最后,将结果应用于在线优化基准问题——滑雪租赁问题,推导出使最优DRCR达到目标值所需的预测准确率条件,并提出计算临界准确率的方法,即实现优于无准确率保证性能所需的最小准确率。
原文摘要 · Abstract (English)
The field of algorithms with predictions aims to improve algorithm performance by integrating machine learning predictions into algorithm design. A central question in this area is how predictions can improve performance, and a key aspect of this analysis is the role of prediction accuracy. In this context, prediction accuracy is defined as a guaranteed probability that an instance drawn from the distribution belongs to the predicted set. As a performance measure that incorporates prediction accuracy, we focus on the distributionally-robust competitive ratio (DRCR), introduced by Sun et al.~(ICML 2024). The DRCR is defined as the expected ratio between the algorithm's cost and the optimal cost, where the expectation is taken over the worst-case instance distribution that satisfies the given prediction and accuracy requirement. A known structural property is that, for any fixed algorithm, the DRCR decreases linearly as prediction accuracy increases. Building on this result, we establish that the optimal DRCR value (i.e., the infimum over all algorithms) is a monotone and concave function of prediction accuracy. We further generalize the DRCR framework to a multiple-prediction setting and show that monotonicity and concavity are preserved in this setting. Finally, we apply our results to the ski rental problem, a benchmark problem in online optimization, to identify the conditions on prediction accuracies required for the optimal DRCR to attain a target value. Moreover, we provide a method for computing the critical accuracy, defined as the minimum accuracy required for the optimal DRCR to strictly improve upon the performance attainable without any accuracy guarantee.
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