Abstract:We consider nonparametric regression when the association between a response and its covariates changes across an unknown partition of a spatial domain. The proposed estimator learns the partition and the cluster-specific regression functions jointly. A neural network depending only on location determines cluster membership, while separate neural networks describe the covariate--response relationship within the clusters. An annealed softmax relaxation permits gradient-based estimation of the otherwise discrete assignments. Graph-Laplacian and occupancy penalties are used to discourage fragmented regions and degenerate solutions. We establish identifiability up to label permutation, bound partition error under a margin condition, and decompose prediction risk into regression and assignment components. The resulting rate agrees with that of an oracle estimator when the partition is estimated sufficiently accurately. Simulations show that joint estimation is useful when regression surfaces change abruptly across spatial boundaries, including settings with nonlinear effects, unequal region sizes, preferential sampling, and spatially correlated errors. Finally, a real data analysis is provided to demonstrate the validity and effectiveness of the proposed method.
Abstract:Selling reserved instances (or virtual machines) is a basic service in cloud computing. In this paper, we consider a more flexible pricing model for instance reservation, in which a customer can propose the time length and number of resources of her request, while in today's industry, customers can only choose from several predefined reservation packages. Under this model, we design randomized mechanisms for customers coming online to optimize social welfare and providers' revenue. We first consider a simple case, where the requests from the customers do not vary too much in terms of both length and value density. We design a randomized mechanism that achieves a competitive ratio $\frac{1}{42}$ for both \emph{social welfare} and \emph{revenue}, which is a improvement as there is usually no revenue guarantee in previous works such as \cite{azar2015ec,wang2015selling}. This ratio can be improved up to $\frac{1}{11}$ when we impose a realistic constraint on the maximum number of resources used by each request. On the hardness side, we show an upper bound $\frac{1}{3}$ on competitive ratio for any randomized mechanism. We then extend our mechanism to the general case and achieve a competitive ratio $\frac{1}{42\log k\log T}$ for both social welfare and revenue, where $T$ is the ratio of the maximum request length to the minimum request length and $k$ is the ratio of the maximum request value density to the minimum request value density. This result outperforms the previous upper bound $\frac{1}{CkT}$ for deterministic mechanisms \cite{wang2015selling}. We also prove an upper bound $\frac{2}{\log 8kT}$ for any randomized mechanism. All the mechanisms we provide are in a greedy style. They are truthful and easy to be integrated into practical cloud systems.