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数理情報学 小野1 最近の更新履歴 小野 廣隆 (Hirotaka Ono)

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数理情報学I

名古屋⼤学⼤学院情報学研究科 数理情報学専攻

⼩野廣隆

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何 授業?

• 数理情報学専攻教員 ⾃⼰紹介的授業

• 9⼈ 教員 1回 いし2回 授業を担当

す オ ニ 形式 講義

つま ,名⼤情報 数理情報学

普遍性 あ ,偏

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数理情報学専攻

• 講座構成がH29.4.1現在き 数理情報基礎講座

教授 :松原洋,吉信康夫,⼩野廣隆 准教授:佐藤潤也

講師 :⽊原貴⾏

数理情報 論講座

教授 :森本宏 H30.3.31退職予定 ,柳浦睦憲 准教授:⻄村治道, ン ェ ェー

助教 :胡艶楠

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研究 ー

数学基礎論・数理論理

数論

量⼦情報

組合せ最適化・

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ュー

⽇:⼩野: 多様 最適化問題: 結婚 オー ョンま (1)

⽇:⼩野: 多様 最適化問題: 結婚 オー ョンま (2)

⽇:柳浦: 組合せ最適化: ー ン 問題 予算問題(1)

⽇:柳浦: 組合せ最適化: ー ン 問題 予算問題(2)

⽇:胡: 問題解決 た 最適化 ー

⽇: ェー : Probability distributions

⽇: ェー : Entropy, information measures, and their use

⽇:⻄村 線形代数 確率(1)

⽇:⻄村 線形代数 確率(2)

⽇:吉信: Cantor 集合論

⽇:⽊原: 計算可能性 性(1)

⽇:⽊原: 計算可能性 性(2)

⽇:松原: 無限集合 つい

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成績評価

ー ご ー or 試験

ー :

組合せ最適化・

量⼦情報

数学基礎論・数理論理

数論

評価

全 提出・出席 前提

上位 ー を元 成績をつけ

S 10%以下 ,上位 差 出 い

そ 他 成績を⾒ 判断

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⼩野 研究

オペ ー ョン ・ ー ,

理論・最適化

最適化

近似

固定

計算量・計算複雑度

計算困難・近似困難

的 ー 理論

ー 分析

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今回・次回 話

⾒合い け 最適戦略

最適停⽌問題

失敗 い結婚 つい

安定 ン

オー ョン理論⼊⾨

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今⽇ 話:

⾒合い け 最適戦略

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OMIAI (Formal Blind Date)

• Blind date

– a social appointment or date arranged, usually by a third person, between two people who have not met. (Random House Dictionary)

• OMIAI

– a Japanese style blind date whose success implies their marriage. (defined by me)

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Difficulty of OMIAI

• If you once accept a person of OMIAI, need to get married with her/him.

• = abandon the possibility of marriage with a better person.

• But also she/he could be the best person for you.

• Anyway, you need to decide accept or reject in each OMIAI.

How can we do for series of OMIAIs?

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Our OMIAI model and rule

• Assume that you are a perfect lady for everyone (= you are not rejected).

• Do OMIAI with n guys one by one.

• After each OMIAI, answer “yes” or “no”.

• If “yes”, you need to get married with him.

• If “no”, go to the next guy.

• If you answer “no” to n-1 guys, you need to get married with n-th guy.

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Example ⾃粛

#5. #6.

#4.

#3.

#2.

#1.

No

No No

Yes

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Setting

• All the guys are ranked from 1 to n. (no tie)

• But, we can know just the tentative rank of the guy in this OMIAI.

• For example, “I have met k=5 guys, and the k-th guy is ranked p=3 among the k guys.” …

• Decision: based on this p and k, decide your answer yes or no.

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Assumption

• The order of OMIAIs are set at random.

• Simple (stupid) strategy:

Choose a number k (e.g., 3) from 1 to n in advance,

and just say no for #1,2,..,#k-1, and yes for #k.

– Probability of getting married with rank 1 guy = 1/n.

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Possible Objectives

• Objective 1: Maximize the probability that you get married with rank 1 guy.

• Objective 2: Minimize the expected rank of the guy whom you get married with.

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Best Strategy for Objective 1

• Case: n=20:

– For guys #1 … #7: (Patiently) say No!

– For guys after #7: Say Yes if he is the tentatively best.

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Example

No No No No No No No

Best among 8? No

Best among 9? No

Best among 10? No

Best among 11? Yes!(Accept) 7

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Best Strategy for Objective 1

• Case: n=20:

– For guys #1 … #7: (Patiently) say No!

– For guys after #7: Say Yes if he is the tentatively best.

Theorem:

The probability that you can get married with rank 1 guy

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Best Strategy for Objective 1

• For general n: (Strategy 1)

– For guys #1 … #n/e: (Patiently) say No!

– For guys after #n/e: Say Yes if he is the tentatively best.

Theorem:

The probability that you can get married with rank 1 guy is at least 1/e = 36.78%.

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How good Strategy 1 for Objective 2

• Theorem:

The expected rank by Strategy 1 is at least n/(2e).

• n= 20 à 3.67

• n= 50 à 9.19

• n= 100 à 18.4

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Best Strategy for Objective 2

Strategy 2: (case n=20)

– For guys #1 … #5: (Patiently) say No!

– For guys #6…#10: Say Yes if he is the tentatively best. – For guys #11.#13: Say Yes if he is ranked 1,2 tentatively. – For guys #14.#15: Say Yes if he is ranked 1- 3 tentatively – For guys #16: Say Yes if he is ranked 1- 4 tentatively.

– For guys #17: Say Yes if he is ranked 1- 5 tentatively. – For guys #18: Say Yes if he is ranked 1- 7 tentatively. – For guys #19: Say Yes if he is ranked 1-10 tentatively. – For guys #20: Yes… No way…

Theorem:

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Best Strategy for Objective 2

• For general n (Strategy 2)

– p: the rank of #k among before

– p(n+1)/(k+1) ≤a(k), say Yes. Otherwise No. – � � = �(�)(� + 1)/(� + 1)

– � � − 1 = .- 2(.)34- 01-.1- � + .62 .. �(�)

• Theorem:

The expected rank is at most 4 even for n=100000.

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Summary of OMIAI strategies

• Two objectives

– Maximize the probability that you get married with rank 1 guy

– Minimize the expected rank of the guy whom you get married with.

Objective 1 n=20 n=100 n=10000

Simple 5% 1% 0.01%

Strategy 1 38.42% 36.78% 36.78%

Objective 2 n=20 n=100 n=10000

Simple 9.5 49.5 4999.5

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Applications or Variations

• Also known as “secretary problem”,

“sultan's dowry problem”, ….

• One of the Optimal Stopping Problems

• Many other practical examples.

• M. Gardner, “Scientific American” (1960)

参照

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