Fair Division 6 Computing EF1 + PO
Objective: Investigate methods for computing allocations satisfying both EF1 and PO.
Activities: Review the paper Finding Fair and Efficient Allocations.
Caragiannis et al has established the result: for additive valuations, there always exists an allocation that is EF1 + PO by maximizing Nash Social Welfare.
However, computing MNW is NP-Hard.
This paper:
- develop a pseudo-polynomial time algorithm for finding EF1 + PO. When valuations are bounded, the algorithm is polynomial time.
- For additive valuations, there always exists an allocation that is EF1 and fractionally Pareto Efficient.
- The algorithm provides a polynomial time -approximation to the Nash social welfare objective.
- The algorithm is completely combinatorial, and relies on constructing integral Fisher market wherein specific equilibria are not only efficient, but also fair.
~~This paper is very difficult and I felt suffocated while reading it.~~🤡🤡🤡
Introduction
Caragiannis showed by maximizing Nash Welfare, the geometric mean of the agents’ valuations is both fair (EF1) and Pareto efficient. However, maximizing the Nash welfare is an NP-hard problem (more accurately, APX-hard)
This paper provides a pseudo-polynomial time algorithm for finding an EF1 and Pareto Optimal allocation of indivisible goods under additive valuations.
In particular, if the valuations are scaled, the algorithm finds such an allocation in polynomial time.
Maximizing Nash welfare remains APX-hard even for bounded valuations.
Related problem: approximation algorithm for Nash welfare maximization. But approximating Maximal Nash welfare is not guaranteed to be EF1 or Pareto optimal.
This algorithm provides a polynomial-time -approximation to the Maximal Nash welfare problem. SOTA! It is also guaranteed to return a fair and efficient outcome.
Contributions
Pseudo-polynomial for unscaled valuation and polynomial for scaled valuation. Computing EF1 + PO allocations. This algorithm can find an approximate EF1 and approximate PO allocation without scaled valuations.
Stronger existence results. For additive valuations, there always exists an allocation that is EF1 and fractionally Pareto efficient.
There exists a non-deterministic polynomial time algorithm for finding EF1 + PO.
Whereas even verifying whether an arbitrary allocation is PO is known to be co-NP-complete.
Polynomial time -approximation for the Nash social welfare maximization.
Interesting byproduct: under same valuations, EF1 allocation provides a -approximation to the MNW.
Techniques
Fisher market along with an underlying equilibrium which is integral and EF1.
Start with a Pareto Optimal allocation, then iteratively modify the allocation by exchanging goods between the agents. The goal of the exchange step is to move toward a fair allocation. Stop when the equilibrium of the market satisfies price envy-freeness up to one good.
First the algorithm works with an integral Fisher market at every step, breaking away from the standard relax-and-round paradigm where a fractional market equilibrium is first computed followed by round step. Second, the algorithm uses the notion of price envy-freeness up to one good as a measure of balanced spending in the Fisher market. The notion is novel.
Preliminaries
The Fair Division Model
Problem Instance
Omitted!!!
Valuations are non-negative, additive.
For single item , denote ’s valuation for it as
Denote v_\max=\max_{i\in[n],j\in[m]}v_i(j)=\max_{i,j}v_{i,j}.
Allocation
Allocation: Omitted!!!
Fractional allocation: For all agents, no more than one unit of each good is allocated:
Fairness Notions
EF, EF1
-EF1: for every pair of agent , there exists a good s.t.
Nash social welfare
It is okay to ignore the power.
Efficiency Notions
Pareto Efficiency.
is Pareto dominated by another allocation if for every agent , and some of them is .
An allocation is said to be Pareto efficient or Pareto optimal if it is not Pareto dominated by any other allocation. Similarly, is -PO if it is not -PO dominated by any other allocation (, for some the inequalities are strict).
Fractional Pareto Efficiency. If it is not Pareto dominated by any fractional allocation.
fractionally PO PO, but PO fractionally PO.
Main Results
Algorithm computes EF1 + PO
🎯🤔Theorem 1.
Given any fair division instance with additive valuations, an allocation that is EF1 and PO can be found in time, where v_\max=\max_{i,j}v_{i,j}.
Remark: If v_\max is polynomial bounded by , the EF1 + PO can be computed in polynomial time.
If we relax the fairness and efficiency requirements to approximate versions, then the algorithm is guaranteed to run in polynomial time.
-EF1 + -PO in \mathcal O(\text{poly}(m,n,\frac{1}{\epsilon},\ln v_\max))
Existence for EF1 and fractionally PO
🎯🤔Theorem 2. Given any fair division instance with additive valuations, there always exists an allocation that is EF1 and fractionally PO (fPO)
Remark: 😭 I don’t understand. What is TFNP (Total Function Nondeterministic Polynomial)?
A binary relation is in TFNP if and only if there is a deterministic polynomial time algorithm that can determine whether holds given both and , and for every , there exists a which is at most polynomially longer than such that holds.
Approximation algorithm for Nash social welfare
🎯🤔Theorem 3. For additive valuations, there exists a polynomial-time -approximation algorithm for the Nash social welfare maximization problem.
🤔Lemma 1. Given a fair division instance with identical and additive valuations, any -EF1 allocations provides a -approximation to Nash social welfare.
The Algorithm
Market Terminology
Fisher Market
A fundamental model in the economics of resource allocation.
A set of buyers enter the market with pre-specified budgets and use it to buy goods that provide maximum utility per unit of money spent.
buyers, divisible goods, valuation profile .
Each buyer has an initial endowment/budget . The endowment is only used for buying goods. Endowment vector .
A market instance
A market outcome is given by the pair , where the allocation vector is a fractional allocation of the goods, and the price vector associates a price with each good .
The spending of buyer under the market outcome is given by .
The valuation derived by under the market outcome is given by .
Given a price vector , define the bang per buck ratio of buyer for good as
显然这个性价比越高, 就越高兴。
The maximum bang per buck ratio is .
Let denote the set of all goods that maximize the bang per buck ratio for buyer at the price vector . We call the maximum bang per buck set (MBB set) of buyer at the price vector .
Fisher market equilibrium. An outcome satisfies the following conditions:
- Market clearing: Each good is either priced at zero or is completely allocated. \forall j\in[m],p_j=0\or\sum_{i=1}^nx_{i,j}=1.
- Budget exhaustion: Buyers spend their endowments completely. .
- Maximum bang per buck allocation: Each buyer’s allocation is a subset of its MBB set. .
🤔Proposition 1. For a Fisher market with additive valuations, any equilibrium outcome is fractionally Pareto efficient (fPO).
Price envy-freeness and its variants
- is price envy-free (pEF) w.r.t. if for every pair of buyers , we have . (Equivalently, )
- is price envy-free up to one good (pEF1) w.r.t. for every pair of buyers , there exists a good s.t. .
- is -pEF1 w.r.t. for every pair of buyers , there exists a good s.t. .
MBB graph and alternating paths
- MBB graph of a Fisher market instance w.r.t. is defined as a bipartite graph whose vertex set consists of the set of agents and goods . There is an edge between agent and good if (called an MBB edge).
- Given an allocation , we can augment the MBB graph by adding allocation edges. For an augmented MBB graph, we define an alternating path from agent to agent as a series of alternating MBB and allocation edges s.t. . If such a path exists, we say that the agent is reachable from agent via an alternating path. No agent or good is allowed to repeat in an alternating path. The path is of length since it consists of MBB edges and MBB edges and allocation edges.
简单理解一下,MBB 图就是只含有 MBB 集合中对应关系的边。
而增强 MBB 图在此基础上加入了分配边。
可达性指的是在增强图上如果一个智能体节点经过一个替换路径可以到另一个智能体节点。
Hierarchy structure
Let denote the augmented MBB graph for a Fisher market instance with the market outcome .
Fix a source agent in . Define the level of an agent as half the length of the shortest alternating path from to . The level of the source agent is defined to be . If there is no alternating path from to some agent in , then the level of is set to be . The hierarchy structure of agent is defined as a level-wise collection of all agents that are reachable from , where denotes the set of agents that are at level w.r.t. the agent .
BuildHierarchy
is used for constructing such a hierarchy.In a hierarchy cannot have edges between agents at the same level.
Violators
An agent with smallest spending money among all the agents is called least spender, i.e., . An agent is said to be a violator if for every good , we have , where is the least spender.
Analogously, is said to be -violator if for every good , we have . An agent can be a violator without being an violator.
所以ε-违反者比违反者更苛刻?
If no agent is a violator (or -violator), then the allocation is pEF1 (-pEF1) w.r.t. .
Path-violator
- Let denote the least spender, and let denote the hierarchy of agent . An agent is said to be path-violator w.r.t. the alternating path if .
- A path-violator need not be a violator, since there can be a good not on the path s.t. . Similarly, an agent is said to be an -path-violator w.r.t. if .
Description of the Algorithm
Given any fair division instance as input and a parameter . constructs a market equilibrium w.r.t. a Fisher market instance . The pair has the following two properties:
is an integral allocation.
is -pEF1 w.r.t. .
This shows that the allocation is -EF1 for the corresponding fair division instance .
By proposition 1, the allocation is guaranteed to be fractionally Pareto Optimal for the Fisher market instance, and consequently for the fair division instance .
🤔Lemma 2. Let , and let and be an allocation and a price vector respectively for a market instance s.t.
- is -pEF1.
- for each player .
Then, is -EF1 for the associated fair division instance .
Since is -pEF1 w.r.t. , for any pair of buyers , s.t. .
Multiplying both sides with maximum bang per ratio for agent , we have
which is the -EF1 guarantee for the allocation .
The algorithm’s behavior:
Phase 1: starts with a welfare maximizing allocation and s.t. is fPO and each agent gets a subset of its MBB goods. If the allocation is -pEF1 w.r.t. , then the algorithm terminates with the output . Otherwise, goto phase 2.
Phase 2: the algorithm works with hierarchy of the least spending agent, and performs a series of exchanges (or swaps) of goods between the agents in the hierarchy. The swaps are aimed at ensuring that at the end of Phase 2, no agent in the hierarchy is -pEF1 envied by the least spender.
All exchanges happen only along the MBB edges, thus maintaining at each stage the condition that is an equilibrium allocation, and hence fPO.
If at the end of Phase 2, the current allocation is still not -pEF1 w.r.t. the price vector , the algorithm move to Phase 3.
Phase 3: Uniformly raising the price of the goods owned by the members of the hierarchy. The price are raised until either the allocation becomes -pEF1 w.r.t. the new price vector , or a new agent gets added to the hierarchy. In the latter case, the algorithm goes back to the start of Phase 2.
Establishing the time complexity for this algorithm is complicated. The stated running time bound is obtained via a number of involved arguments relying on analyzing the spending of the agents in different phases.
Proof of Theorem 1
Seems that I have no time to understand the detail.
I try to grasp the argument of proof.
First we should present the analysis of algorithm for valuations that satisfy the power of property. Then extend the analysis to general valuations.
Pseudo-code
Input: A fair division instance s.t. valuations are power-of-
Output: An integral allocation and a price vector .
integral allocation 就是指所有的物品全部都分完的分配
// Phase 1 initialization
- Welfare-maximizing allocation // allocate each good to the agent who has highest valuation.
- For each good , set if . // initialize the payment vector with the highest valuation among all agents.
- if is -pEF1 then return it
// Phase 2 Removing price-envy within hierarchy
- least spender under
-
BuildHierarchy
() - while is non-empty and is not -pEF1 do
- if is a -path-violator along the alternating path then
- and
- repeat Phase 2 starting from line 4
- else
- if is a -path-violator along the alternating path then
- if is -pEF1 then return it
- else move to Phase 3
// Phase 3 price-rise
, where is the maximum bang per ratio for agent , and is the set of goods currently owned by members of the hierarchy .
/* corresponds to raising prices until a new agent gets added to the hierarchy */
/* corresponds to raising prices until the pEF1 condition is satisfied */
, where is the smallest integral power of s.t. . here is the least spender and .
/* corresponds to raising prices in multiples of until the identity of the least spender changes */
for each good , do
if then return else repeat Phase 2 starting from line 4
Analysis of ALG when the Valuations are power-of-(1+ε)
power-of-: , s.t. for some natural number .
Time step and events. 4 events:
Swap
in Phase 2Change
in the identity of least spender in Phase 2Prise-rise
by a factor of in Phase 3Termination
step.
Denote time step the indexing of any execution of ALG.
🤔Lemma 3. Given any power-of-() instance as input, the allocation returned by ALG is -EF1 and fPO.
fPO: observation: at each step, the allocation of any agent is a subset of its MMB goods.
Step 1: true (by way of setting prices).
Step 2: swap operation only happens along an alternating MBB-allocation edge which maintains MBB condition.
Step 3: raising the prices of goods owned by the members of hierarchy without changing the allocation. ARGUMENT
Then define a Fisher market where each agent’s endowment equals its spending under . Since is an equilibrium, is fPO.
Next, argue that is -EF1. The ALG terminates only if either -pEF1, or . If , we need to argue it’s -pEF1.
omitted
🤔Lemma 4. Given any power-of- instance as input, ALG terminates in time \mathcal O(\text{poly}(m,n,\frac{1}{\epsilon},\ln v_\max)) where v_\max=\max_{i,j}v_{i,j}.
Proof omitted.
Analysis of ALG for General Valuations: Proof of Theorem 1
Show that for any given fair division instance with integral valuations, EF1 + PO allocation can be found in pseudo-polynomial time.
Proof by running ALG on -rounded version of the given instance for some parameter . The is a power-of-() instance constructed by rounding up the valuations in to the nearest integer power of . From Lemma 3, we know this allocation is -EF1 and fPO w.r.t. . Then it remians to show that for an appropriate choice of , the same allocation turns out to be EF1 + PO w.r.t. .
In addition, the running time bound in Lemma 4 instantiated for the choice of shows that ALG runs in pseudo-polynomial time.
-rounded version:
for each agent , the valuation is replaced by
for each .
🤔Lemma 5. Let be a fair division instance. Let \epsilon\le\frac{1}{6m^3v^4_\max}. Then, an allocation that is fPO for is PO for .
Lemma 5 establishes for an appropriate choice of , an allocation that is fPO for the -rounded instance is PO w.r.t. the original instance .
🤔Lemma 6. Let be a fair division instance, and let 0\lt\delta\lt\frac{1}{2mv_\max} Then, an allocation is -EF1 for iff it is EF1 for .
Omitted.
The proof of Theorem 1:
- is -rounded version of with \epsilon=\frac{1}{14m^3v^4_\max}. From Lemma 3 and 4, is -EF1 and fPO for can be found in \mathcal O(\text{poly}(m,n,\frac{1}{\epsilon},\ln v_\max)) time.
- Under this choice, by lemma 5, must be PO for . Thus is EF1.
🤔Lemma 7. Given the -rounded version as input, ALG finds a -EF1 and -PO allocation for in \mathcal O(\text{poly}(m,n,\frac{1}{\epsilon},\ln v_\max)) time.
I am lost.
Theorem 2 EF1+fPO
🎯🤔Theorem 2. Given any fair division instance with additive valuations, there always exists an allocation that is EF1 and fPO.
\epsilon_z=\frac{1}{14zm^3v^4_\max},z\in\mathbb N.
Suffocating.
Theorem 3 Nash Social Welfare Approximation
ALG provides -approximation for Nash social welfare maximization in polynomial time.
Use lemma 8 to prove lemma 1.
🤔Lemma 8. Let be an instance with additive and identical valuation functions s.t. . Let be a subset of goods s.t. . Then, there is a partially-fractional allocation that maximize Nash social welfare among allocations in s.t.
- Each agent gets at most one goods from under .
- Any agent with strictly-better-than-the-worst allocation under gets exactly one integral good. That is, for any agent s.t. , we have for some and for all .
Property 2. proved by contradiction.
Property 1. proved by
swap
operation.
Proof of lemma 1: Too difficult.
🎯🤔Theorem 3. For additive valuations, there exists a polynomial-time -approximation algorithm for the Nash social welfare maximization problem.
omitted.
Conclusion
Based on integral Fisher markets and approximate pEF condition
Psudo-polynomial algorithm for finding EF1 and PO
Poly time -approximation algorithm for Nash social welfare.
Future work:
- Does there exist polynomial time algorithm for EF1 + PO?
- How about more general classes of valuations?