用矩阵补全加速匹配市场收益学习,解决数据依赖难题。
Match Made with Matrix Completion: Efficient Learning under Matching Interference
- 利用奖励矩阵的低秩结构,通过矩阵补全加速学习。
- 在匹配干扰下仍保持近最优误差,理论保证更稳健。
- 适合有预算或配对约束的在线匹配场景,如劳动力市场。
匹配市场需学习供需双方的匹配质量以优化匹配策略。现实中,匹配奖励为高维,但其天然具有低秩结构。本文利用该结构,提出基于矩阵补全的方法,在有限离线数据下加速奖励学习。关键挑战在于:奖励矩阵的观测受匹配或预算约束影响,存在依赖性,传统独立采样假设不成立。本文首先证明核范数正则化在该设定下仍具理论有效性,提供近最优的Frobenius范数保证,并引入新分析技术。进一步,为指导特定匹配决策,提出一种新型“双增强”估计器,实现近最优逐项误差保证,适用于更广泛的依赖采样方案。方法还扩展至带有匹配约束的在线学习场景(如最优匹配、稳定匹配),在矩阵维度上获得改进的后悔界。最后,通过合成数据和真实劳动力市场数据验证了方法的实际价值。
原文摘要 · Abstract (English)
Matching markets face increasing needs to learn the matching qualities between demand and supply for effective design of matching policies. In practice, the matching rewards are high-dimensional due to the growing diversity of participants. We leverage a natural low-rank matrix structure of the matching rewards in these two-sided markets, and propose to utilize matrix completion to accelerate reward learning with limited offline data. A unique property for matrix completion in this setting is that the entries of the reward matrix are observed with matching interference -- i.e., the entries are not observed independently but dependently due to matching or budget constraints. Such matching dependence renders unique technical challenges, such as sub-optimality or inapplicability of the existing analytical tools in the matrix completion literature, since they typically rely on sample independence. In this paper, we first show that standard nuclear norm regularization remains theoretically effective under matching interference. We provide a near-optimal Frobenius norm guarantee in this setting, coupled with a new analytical technique. Next, to guide certain matching decisions, we develop a novel ``double-enhanced'' estimator, based off the nuclear norm estimator, with a near-optimal entry-wise guarantee. Our double-enhancement procedure can apply to broader sampling schemes even with dependence, which may be of independent interest. Additionally, we extend our approach to online learning settings with matching constraints such as optimal matching and stable matching, and present improved regret bounds in matrix dimensions. Finally, we demonstrate the practical value of our methods using both synthetic data and real data of labor markets.
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