LITMIR.BIZ

Скачать книгу

applicants we’d have a 1% chance of success, and in a pool of a million applicants we’d have a 0.0001% chance. Yet remarkably, the math of the secretary problem doesn’t change. If you’re stopping optimally, your chance of finding the single best applicant in a pool of a hundred is 37%. And in a pool of a million, believe it or not, your chance is still 37%. Thus the bigger the applicant pool gets, the more valuable knowing the optimal algorithm becomes. It’s true that you’re unlikely to find the needle the majority of the time, but optimal stopping is your best defense against the haystack, no matter how large.

      Lover’s Leap

      The passion between the sexes has appeared in every age to be so nearly the same that it may always be considered, in algebraic language, as a given quantity.

      —THOMAS MALTHUS

      I married the first man I ever kissed. When I tell this to my children they just about throw up.

      —BARBARA BUSH

      Before he became a professor of operations research at Carnegie Mellon, Michael Trick was a graduate student, looking for love. “It hit me that the problem has been studied: it is the Secretary Problem! I had a position to fill [and] a series of applicants, and my goal was to pick the best applicant for the position.” So he ran the numbers. He didn’t know how many women he could expect to meet in his lifetime, but there’s a certain flexibility in the 37% Rule: it can be applied to either the number of applicants or the time over which one is searching. Assuming that his search would run from ages eighteen to forty, the 37% Rule gave age 26.1 years as the point at which to switch from looking to leaping. A number that, as it happened, was exactly Trick’s age at the time. So when he found a woman who was a better match than all those he had dated so far, he knew exactly what to do. He leapt. “I didn’t know if she was Perfect (the assumptions of the model don’t allow me to determine that), but there was no doubt that she met the qualifications for this step of the algorithm. So I proposed,” he writes.

      “And she turned me down.”

      Mathematicians have been having trouble with love since at least the seventeenth century. The legendary astronomer Johannes Kepler is today perhaps best remembered for discovering that planetary orbits are elliptical and for being a crucial part of the “Copernican Revolution” that included Galileo and Newton and upended humanity’s sense of its place in the heavens. But Kepler had terrestrial concerns, too. After the death of his first wife in 1611, Kepler embarked on a long and arduous quest to remarry, ultimately courting a total of eleven women. Of the first four, Kepler liked the fourth the best (“because of her tall build and athletic body”) but did not cease his search. “It would have been settled,” Kepler wrote, “had not both love and reason forced a fifth woman on me. This one won me over with love, humble loyalty, economy of household, diligence, and the love she gave the stepchildren.”

      “However,” he wrote, “I continued.”

      Kepler’s friends and relations went on making introductions for him, and he kept on looking, but halfheartedly. His thoughts remained with number five. After eleven courtships in total, he decided he would search no further. “While preparing to travel to Regensburg, I returned to the fifth woman, declared myself, and was accepted.” Kepler and Susanna Reuttinger were wed and had six children together, along with the children from Kepler’s first marriage. Biographies describe the rest of Kepler’s domestic life as a particularly peaceful and joyous time.

      Both Kepler and Trick—in opposite ways—experienced firsthand some of the ways that the secretary problem oversimplifies the search for love. In the classical secretary problem, applicants always accept the position, preventing the rejection experienced by Trick. And they cannot be “recalled” once passed over, contrary to the strategy followed by Kepler.

      In the decades since the secretary problem was first introduced, a wide range of variants on the scenario have been studied, with strategies for optimal stopping worked out under a number of different conditions. The possibility of rejection, for instance, has a straightforward mathematical solution: propose early and often. If you have, say, a 50/50 chance of being rejected, then the same kind of mathematical analysis that yielded the 37% Rule says you should start making offers after just a quarter of your search. If turned down, keep making offers to every best-yet person you see until somebody accepts. With such a strategy, your chance of overall success—that is, proposing and being accepted by the best applicant in the pool—will also be 25%. Not such terrible odds, perhaps, for a scenario that combines the obstacle of rejection with the general difficulty of establishing one’s standards in the first place.

      Kepler, for his part, decried the “restlessness and doubtfulness” that pushed him to keep on searching. “Was there no other way for my uneasy heart to be content with its fate,” he bemoaned in a letter to a confidante, “than by realizing the impossibility of the fulfillment of so many other desires?” Here, again, optimal stopping theory provides some measure of consolation. Rather than being signs of moral or psychological degeneracy, restlessness and doubtfulness actually turn out to be part of the best strategy for scenarios where second chances are possible. If you can recall previous applicants, the optimal algorithm puts a twist on the familiar Look-Then-Leap Rule: a longer noncommittal period, and a fallback plan.

      For example, assume an immediate proposal is a sure thing but belated proposals are rejected half the time. Then the math says you should keep looking noncommittally until you’ve seen 61% of applicants, and then only leap if someone in the remaining 39% of the pool proves to be the best yet. If you’re still single after considering all the possibilities—as Kepler was—then go back to the best one that got away. The symmetry between strategy and outcome holds in this case once again, with your chances of ending up with the best applicant under this second-chances-allowed scenario also being 61%.

      For Kepler, the difference between reality and the classical secretary problem brought with it a happy ending. In fact, the twist on the classical problem worked out well for Trick, too. After the rejection, he completed his degree and took a job in Germany. There, he “walked into a bar, fell in love with a beautiful woman, moved in together three weeks later, [and] invited her to live in the United States ‘for a while.’” She agreed—and six years later, they were wed.

      Knowing a Good Thing When You See It: Full Information

      The first set of variants we considered—rejection and recall—altered the classical secretary problem’s assumptions that timely proposals are always accepted, and tardy proposals, never. For these variants, the best approach remained the same as in the original: look noncommittally for a time, then be ready to leap.

      But there’s an even more fundamental assumption of the secretary problem that we might call into question. Namely, in the secretary problem we know nothing about the applicants other than how they compare to one another. We don’t have an objective or preexisting sense of what makes for a good or a bad applicant; moreover, when we compare two of them, we know which of the two is better, but not by how much. It’s this fact that gives rise to the unavoidable “look” phase, in which we risk passing up a superb early applicant while we calibrate our expectations and standards. Mathematicians refer to this genre of optimal stopping problems as “no-information games.”

      This setup is arguably a far cry from most searches for an apartment, a partner, or even a secretary. Imagine instead that we had some kind of objective criterion—if every secretary, for instance, had taken a typing exam scored by percentile, in the fashion of the SAT or GRE or LSAT. That is, every applicant’s score will tell us where they fall among all the typists who took the test: a 51st-percentile typist is just above average, a 75th-percentile typist is better than three test takers out of four, and so on.

      Suppose that our applicant pool is representative of the population at large and isn’t skewed or self-selected in any way. Furthermore, suppose we decide that typing speed is the only thing that matters about our applicants. Then we have what mathematicians call “full information,” and everything changes. “No buildup of experience is needed to set a standard,” as the seminal 1966 paper on the problem put it, “and a profitable choice can sometimes be made immediately.” In other words, if a 95th-percentile applicant happens to be

Скачать книгу