Threshold Testing and Semi-Online Prophet Inequalities

Fuente: arXiv
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Autori principali: Hoefer, Martin, Schewior, Kevin
Natura: Preprint
Pubblicazione: 2023
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author Hoefer, Martin
Schewior, Kevin
author_facet Hoefer, Martin
Schewior, Kevin
contents We study threshold testing, an elementary probing model with the goal to choose a large value out of $n$ i.i.d. random variables. An algorithm can test each variable $X_i$ once for some threshold $t_i$, and the test returns binary feedback whether $X_i \ge t_i$ or not. Thresholds can be chosen adaptively or non-adaptively by the algorithm. Given the results for the tests of each variable, we then select the variable with highest conditional expectation. We compare the expected value obtained by the testing algorithm with expected maximum of the variables. Threshold testing is a semi-online variant of the gambler's problem and prophet inequalities. Indeed, the optimal performance of non-adaptive algorithms for threshold testing is governed by the standard i.i.d. prophet inequality of approximately $0.745+o(1)$ as $n \to \infty$. We show how adaptive algorithms can significantly improve upon this ratio. Our adaptive testing strategy guarantees a competitive ratio of at least $0.869-o(1)$. Moreover, we show that there are distributions that admit only a constant ratio $c < 1$, even when $n \to \infty$. Finally, when each box can be tested multiple times (with $n$ tests in total), we design an algorithm that achieves a ratio of $1-o(1)$.
format Preprint
id arxiv_https___arxiv_org_abs_2307_01776
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Threshold Testing and Semi-Online Prophet Inequalities
Hoefer, Martin
Schewior, Kevin
Data Structures and Algorithms
Computer Science and Game Theory
We study threshold testing, an elementary probing model with the goal to choose a large value out of $n$ i.i.d. random variables. An algorithm can test each variable $X_i$ once for some threshold $t_i$, and the test returns binary feedback whether $X_i \ge t_i$ or not. Thresholds can be chosen adaptively or non-adaptively by the algorithm. Given the results for the tests of each variable, we then select the variable with highest conditional expectation. We compare the expected value obtained by the testing algorithm with expected maximum of the variables. Threshold testing is a semi-online variant of the gambler's problem and prophet inequalities. Indeed, the optimal performance of non-adaptive algorithms for threshold testing is governed by the standard i.i.d. prophet inequality of approximately $0.745+o(1)$ as $n \to \infty$. We show how adaptive algorithms can significantly improve upon this ratio. Our adaptive testing strategy guarantees a competitive ratio of at least $0.869-o(1)$. Moreover, we show that there are distributions that admit only a constant ratio $c < 1$, even when $n \to \infty$. Finally, when each box can be tested multiple times (with $n$ tests in total), we design an algorithm that achieves a ratio of $1-o(1)$.
title Threshold Testing and Semi-Online Prophet Inequalities
topic Data Structures and Algorithms
Computer Science and Game Theory
url https://arxiv.org/abs/2307.01776