Fair and Welfare-Efficient Constrained Multi-matchings under Uncertainty

Fuente: arXiv
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Main Authors: Lobo, Elita, Payan, Justin, Cousins, Cyrus, Zick, Yair
Format: Preprint
Published: 2024
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author Lobo, Elita
Payan, Justin
Cousins, Cyrus
Zick, Yair
author_facet Lobo, Elita
Payan, Justin
Cousins, Cyrus
Zick, Yair
contents We study fair allocation of constrained resources, where a market designer optimizes overall welfare while maintaining group fairness. In many large-scale settings, utilities are not known in advance, but are instead observed after realizing the allocation. We therefore estimate agent utilities using machine learning. Optimizing over estimates requires trading-off between mean utilities and their predictive variances. We discuss these trade-offs under two paradigms for preference modeling -- in the stochastic optimization regime, the market designer has access to a probability distribution over utilities, and in the robust optimization regime they have access to an uncertainty set containing the true utilities with high probability. We discuss utilitarian and egalitarian welfare objectives, and we explore how to optimize for them under stochastic and robust paradigms. We demonstrate the efficacy of our approaches on three publicly available conference reviewer assignment datasets. The approaches presented enable scalable constrained resource allocation under uncertainty for many combinations of objectives and preference models.
format Preprint
id arxiv_https___arxiv_org_abs_2411_02654
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Fair and Welfare-Efficient Constrained Multi-matchings under Uncertainty
Lobo, Elita
Payan, Justin
Cousins, Cyrus
Zick, Yair
Computer Science and Game Theory
Machine Learning
We study fair allocation of constrained resources, where a market designer optimizes overall welfare while maintaining group fairness. In many large-scale settings, utilities are not known in advance, but are instead observed after realizing the allocation. We therefore estimate agent utilities using machine learning. Optimizing over estimates requires trading-off between mean utilities and their predictive variances. We discuss these trade-offs under two paradigms for preference modeling -- in the stochastic optimization regime, the market designer has access to a probability distribution over utilities, and in the robust optimization regime they have access to an uncertainty set containing the true utilities with high probability. We discuss utilitarian and egalitarian welfare objectives, and we explore how to optimize for them under stochastic and robust paradigms. We demonstrate the efficacy of our approaches on three publicly available conference reviewer assignment datasets. The approaches presented enable scalable constrained resource allocation under uncertainty for many combinations of objectives and preference models.
title Fair and Welfare-Efficient Constrained Multi-matchings under Uncertainty
topic Computer Science and Game Theory
Machine Learning
url https://arxiv.org/abs/2411.02654