431 research outputs found
Submodular Stochastic Probing on Matroids
In a stochastic probing problem we are given a universe , where each
element is active independently with probability , and only a
probe of e can tell us whether it is active or not. On this universe we execute
a process that one by one probes elements --- if a probed element is active,
then we have to include it in the solution, which we gradually construct.
Throughout the process we need to obey inner constraints on the set of elements
taken into the solution, and outer constraints on the set of all probed
elements. This abstract model was presented by Gupta and Nagarajan (IPCO '13),
and provides a unified view of a number of problems. Thus far, all the results
falling under this general framework pertain mainly to the case in which we are
maximizing a linear objective function of the successfully probed elements. In
this paper we generalize the stochastic probing problem by considering a
monotone submodular objective function. We give a -approximation algorithm for the case in which we are given
matroids as inner constraints and matroids as outer constraints.
Additionally, we obtain an improved -approximation
algorithm for linear objective functions
Locally Adaptive Optimization: Adaptive Seeding for Monotone Submodular Functions
The Adaptive Seeding problem is an algorithmic challenge motivated by
influence maximization in social networks: One seeks to select among certain
accessible nodes in a network, and then select, adaptively, among neighbors of
those nodes as they become accessible in order to maximize a global objective
function. More generally, adaptive seeding is a stochastic optimization
framework where the choices in the first stage affect the realizations in the
second stage, over which we aim to optimize.
Our main result is a -approximation for the adaptive seeding
problem for any monotone submodular function. While adaptive policies are often
approximated via non-adaptive policies, our algorithm is based on a novel
method we call \emph{locally-adaptive} policies. These policies combine a
non-adaptive global structure, with local adaptive optimizations. This method
enables the -approximation for general monotone submodular functions
and circumvents some of the impossibilities associated with non-adaptive
policies.
We also introduce a fundamental problem in submodular optimization that may
be of independent interest: given a ground set of elements where every element
appears with some small probability, find a set of expected size at most
that has the highest expected value over the realization of the elements. We
show a surprising result: there are classes of monotone submodular functions
(including coverage) that can be approximated almost optimally as the
probability vanishes. For general monotone submodular functions we show via a
reduction from \textsc{Planted-Clique} that approximations for this problem are
not likely to be obtainable. This optimization problem is an important tool for
adaptive seeding via non-adaptive policies, and its hardness motivates the
introduction of \emph{locally-adaptive} policies we use in the main result
The Price of Information in Combinatorial Optimization
Consider a network design application where we wish to lay down a
minimum-cost spanning tree in a given graph; however, we only have stochastic
information about the edge costs. To learn the precise cost of any edge, we
have to conduct a study that incurs a price. Our goal is to find a spanning
tree while minimizing the disutility, which is the sum of the tree cost and the
total price that we spend on the studies. In a different application, each edge
gives a stochastic reward value. Our goal is to find a spanning tree while
maximizing the utility, which is the tree reward minus the prices that we pay.
Situations such as the above two often arise in practice where we wish to
find a good solution to an optimization problem, but we start with only some
partial knowledge about the parameters of the problem. The missing information
can be found only after paying a probing price, which we call the price of
information. What strategy should we adopt to optimize our expected
utility/disutility?
A classical example of the above setting is Weitzman's "Pandora's box"
problem where we are given probability distributions on values of
independent random variables. The goal is to choose a single variable with a
large value, but we can find the actual outcomes only after paying a price. Our
work is a generalization of this model to other combinatorial optimization
problems such as matching, set cover, facility location, and prize-collecting
Steiner tree. We give a technique that reduces such problems to their non-price
counterparts, and use it to design exact/approximation algorithms to optimize
our utility/disutility. Our techniques extend to situations where there are
additional constraints on what parameters can be probed or when we can
simultaneously probe a subset of the parameters.Comment: SODA 201
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