arXiv:2602.10469cs.GTcs.LG2026-02

在线分配物品时,用历史样本实现近似最优公平分配。

Online Generalized-mean Welfare Maximization: Achieving Near-Optimal Regret from Samples

  • 基于重求解思想,仅用历史样本决定每轮分配。
  • 在独立同分布下达到近似最优的 1/T 量级后悔率。
  • 对分布漂移鲁棒,只需每阶段一个历史样本即可

我们研究在 $T$ 个依次到达的物品中,为 $n$ 个偏好异质的参与者进行在线公平分配,目标是最大化广义均值福利($p$-均值,$p\in (-\infty, 1)$)。在独立同分布假设下,纯贪婪算法——每步选择即时福利最大化的整数分配——可实现 $ ilde{O}(1/T)$ 的平均后悔率。关键在于,该算法无需分布先验知识,仅依赖在线样本即达最优速率。进一步,在分布随时间变化的非平稳模型中,若无额外分布信息,所有在线算法必然面临 $\Omega(1)$ 的平均后悔。我们证明:仅需每个时期一个历史样本,即可恢复 $ ilde{O}(1/T)$ 的最优后悔率,即使存在任意非平稳性。算法基于重求解范式:假设剩余物品与历史同期样本一致,求解对应福利最大化问题以确定当前决策。最后,我们还考虑了可能破坏历史样本可靠性的分布偏移,证明所提算法性能对此类扰动具有鲁棒性。

原文摘要 · Abstract (English)

We study online fair allocation of $T$ sequentially arriving items among $n$ agents with heterogeneous preferences, with the objective of maximizing generalized-mean welfare, defined as the $p$-mean of agents' time-averaged utilities, with $p\in (-\infty, 1)$. We first consider the i.i.d. arrival model and show that the pure greedy algorithm -- which myopically chooses the welfare-maximizing integral allocation -- achieves $\widetilde{O}(1/T)$ average regret. Importantly, in contrast to prior work, our algorithm does not require distributional knowledge and achieves the optimal regret rate using only the online samples. We then go beyond i.i.d. arrivals and investigate a nonstationary model with time-varying independent distributions. In the absence of additional data about the distributions, it is known that every online algorithm must suffer $Ω(1)$ average regret. We show that only a single historical sample from each distribution is sufficient to recover the optimal $\widetilde{O}(1/T)$ average regret rate, even in the face of arbitrary non-stationarity. Our algorithms are based on the re-solving paradigm: they assume that the remaining items will be the ones seen historically in those periods and solve the resulting welfare-maximization problem to determine the decision in every period. Finally, we also account for distribution shifts that may distort the fidelity of historical samples and show that the performance of our re-solving algorithms is robust to such shifts.

在线分配公平优化后悔率历史样本

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