Adaptive Combinatorial Maximization: Beyond Approximate Greedy Policies
We study adaptive combinatorial maximization, which is a core challenge in machine learning, with applications in active learning as well as many other domains. We study the Bayesian setting, and consider the objectives of maximization under a cardinality constraint and minimum cost coverage. We provide new comprehensive approximation guarantees that subsume previous results, as well as considerably strengthen them. Our approximation guarantees simultaneously support the maximal gain ratio as well as near-submodular utility functions, and include both maximization under a cardinality constraint and a minimum cost coverage guarantee. In addition, we provided an approximation guarantee for a modified prior, which is crucial for obtaining active learning guarantees that do not depend on the smallest probability in the prior. Moreover, we discover a new parameter of adaptive selection policies, which we term the "maximal gain ratio". We show that this parameter is strictly less restrictive than the greedy approximation parameter that has been used in previous approximation guarantees, and show that it can be used to provide stronger approximation guarantees than previous results. In particular, we show that the maximal gain ratio is never larger than the greedy approximation factor of a policy, and that it can be considerably smaller. This provides a new insight into the properties that make a policy useful for adaptive combinatorial maximization.
Code (0)
등록된 구현이 없습니다.
Tasks
Active LearningSimilar Papers 제목 키워드 기반
Discretely Beyond $1/e$: Guided Combinatorial Algorithms for Submodular Maximization
For constrained, not necessarily monotone submodular maximization, all known approximation algorithms with ratio greater than $1/e$ require continuous ideas, such as queries to the multilinear extension of a submodular f…
Beyond Adaptive Submodularity: Approximation Guarantees of Greedy Policy with Adaptive Submodularity Ratio
We propose a new concept named adaptive submodularity ratio to study the greedy policy for sequential decision making. While the greedy policy is known to perform well for a wide variety of adaptive stochastic optimizati…
Decision Makingfeature selectionSequential Decision MakingStochastic OptimizationBeyond Pointwise Submodularity: Non-Monotone Adaptive Submodular Maximization in Linear Time
In this paper, we study the non-monotone adaptive submodular maximization problem subject to a cardinality constraint. We first revisit the adaptive random greedy algorithm proposed in \citep{gotovos2015non}, where they …
Online Learning via Offline Greedy Algorithms: Applications in Market Design and Optimization
Motivated by online decision-making in time-varying combinatorial environments, we study the problem of transforming offline algorithms to their online counterparts. We focus on offline combinatorial problems that are am…
Decision MakingManagementProvable Variational Inference for Constrained Log-Submodular Models
Submodular maximization problems appear in several areas of machine learning and data science, as many useful modelling concepts such as diversity and coverage satisfy this natural diminishing returns property. Because t…
Variational Inference