Balancing Utility and Fairness in Submodular Maximization (Technical Report)

Submodular function maximization is central in numerous data science applications, including data summarization, influence maximization, and recommendation. In many of these problems, our goal is to find a solution that maximizes the \emph{average} of the utilities for all users, each measured by a monotone submodular function. When the population of users is composed of several demographic groups, another critical problem is whether the utility is fairly distributed across groups. In the context of submodular optimization, we seek to improve the welfare of the \emph{least well-off} group, i.e., to maximize the minimum utility for any group, to ensure fairness. Although the \emph{utility} and \emph{fairness} objectives are both desirable, they might contradict each other, and, to our knowledge, little attention has been paid to optimizing them jointly. In this paper, we propose a novel problem called \emph{Bicriteria Submodular Maximization} (BSM) to strike a balance between utility and fairness. Specifically, it requires finding a fixed-size solution to maximize the utility function, subject to the value of the fairness function not being below a threshold. Since BSM is inapproximable within any constant factor in general, we propose efficient data-dependent approximation algorithms for BSM by converting it into other submodular optimization problems and utilizing existing algorithms for the converted problems to obtain solutions to BSM. Using real-world and synthetic datasets, we showcase applications of our framework in three submodular maximization problems, namely maximum coverage, influence maximization, and facility location.Comment: 13 pages, 7 figures, under revie

Melding the Data-Decisions Pipeline: Decision-Focused Learning for Combinatorial Optimization

Creating impact in real-world settings requires artificial intelligence techniques to span the full pipeline from data, to predictive models, to decisions. These components are typically approached separately: a machine learning model is first trained via a measure of predictive accuracy, and then its predictions are used as input into an optimization algorithm which produces a decision. However, the loss function used to train the model may easily be misaligned with the end goal, which is to make the best decisions possible. Hand-tuning the loss function to align with optimization is a difficult and error-prone process (which is often skipped entirely). We focus on combinatorial optimization problems and introduce a general framework for decision-focused learning, where the machine learning model is directly trained in conjunction with the optimization algorithm to produce high-quality decisions. Technically, our contribution is a means of integrating common classes of discrete optimization problems into deep learning or other predictive models, which are typically trained via gradient descent. The main idea is to use a continuous relaxation of the discrete problem to propagate gradients through the optimization procedure. We instantiate this framework for two broad classes of combinatorial problems: linear programs and submodular maximization. Experimental results across a variety of domains show that decision-focused learning often leads to improved optimization performance compared to traditional methods. We find that standard measures of accuracy are not a reliable proxy for a predictive model's utility in optimization, and our method's ability to specify the true goal as the model's training objective yields substantial dividends across a range of decision problems.Comment: Full version of paper accepted at AAAI 201