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Solving stochastic optimization problems under partial observability, where one needs to adaptively make decisions with uncertain outcomes, is a fundamental but notoriously difficult challenge. In this paper, we introduce the concept of…

Machine Learning · Computer Science 2017-12-07 Daniel Golovin , Andreas Krause

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 optimization problems in…

Machine Learning · Computer Science 2019-04-25 Kaito Fujii , Shinsaku Sakaue

Meta-Learning has gained increasing attention in the machine learning and artificial intelligence communities. In this paper, we introduce and study an adaptive submodular meta-learning problem. The input of our problem is a set of items,…

Machine Learning · Computer Science 2021-03-26 Shaojie Tang , Jing Yuan

Greedy algorithms are widely used for problems in machine learning such as feature selection and set function optimization. Unfortunately, for large datasets, the running time of even greedy algorithms can be quite high. This is because for…

Machine Learning · Statistics 2017-03-09 Rajiv Khanna , Ethan Elenberg , Alexandros G. Dimakis , Sahand Negahban , Joydeep Ghosh

We study the worst-case adaptive optimization problem with budget constraint that is useful for modeling various practical applications in artificial intelligence and machine learning. We investigate the near-optimality of greedy algorithms…

Artificial Intelligence · Computer Science 2017-05-24 Nguyen Viet Cuong , Huan Xu

In many machine learning applications, one needs to interactively select a sequence of items (e.g., recommending movies based on a user's feedback) or make sequential decisions in a certain order (e.g., guiding an agent through a series of…

Machine Learning · Computer Science 2019-06-21 Marko Mitrovic , Ehsan Kazemi , Moran Feldman , Andreas Krause , Amin Karbasi

We study the problem of estimating a random process from the observations collected by a network of sensors that operate under resource constraints. When the dynamics of the process and sensor observations are described by a state-space…

Signal Processing · Electrical Eng. & Systems 2018-07-24 Abolfazl Hashemi , Mahsa Ghasemi , Haris Vikalo , Ufuk Topcu

Many sequential decision making problems, including pool-based active learning and adaptive viral marketing, can be formulated as an adaptive submodular maximization problem. Most of existing studies on adaptive submodular optimization…

Machine Learning · Computer Science 2022-12-13 Shaojie Tang , Jing Yuan

We study a pair of budget- and performance-constrained weak-submodular maximization problems. For computational efficiency, we explore the use of stochastic greedy algorithms which limit the search space via random sampling instead of the…

Optimization and Control · Mathematics 2026-03-06 Ege C. Kaya , Michael Hibbard , Takashi Tanaka , Ufuk Topcu , Abolfazl Hashemi

We tackle the fundamental problem of Bayesian active learning with noise, where we need to adaptively select from a number of expensive tests in order to identify an unknown hypothesis sampled from a known prior distribution. In the case of…

Machine Learning · Computer Science 2013-12-17 Daniel Golovin , Andreas Krause , Debajyoti Ray

We point out an issue with Theorem 5 appearing in "Group-based active query selection for rapid diagnosis in time-critical situations". Theorem 5 bounds the expected number of queries for a greedy algorithm to identify the class of an item…

Machine Learning · Statistics 2017-05-11 Feng Nan , Venkatesh Saligrama

We connect high-dimensional subset selection and submodular maximization. Our results extend the work of Das and Kempe (2011) from the setting of linear regression to arbitrary objective functions. For greedy feature selection, this…

Machine Learning · Statistics 2017-10-13 Ethan R. Elenberg , Rajiv Khanna , Alexandros G. Dimakis , Sahand Negahban

We study the problem of distributed state estimation in a network of sensing units that can exchange their measurements but the rate of communication between the units is constrained. The units collect noisy, possibly only partial…

Signal Processing · Electrical Eng. & Systems 2018-07-23 Abolfazl Hashemi , Osman Fatih Kilic , Haris Vikalo

The goal of a sequential decision making problem is to design an interactive policy that adaptively selects a group of items, each selection is based on the feedback from the past, in order to maximize the expected utility of selected…

Data Structures and Algorithms · Computer Science 2022-09-13 Shaojie Tang

In this paper, we study the adaptive submodular cover problem under the worst-case setting. This problem generalizes many previously studied problems, namely, the pool-based active learning and the stochastic submodular set cover. The input…

Data Structures and Algorithms · Computer Science 2023-02-14 Jing Yuan , Shaojie Tang

Many important problems in discrete optimization require maximization of a monotonic submodular function subject to matroid constraints. For these problems, a simple greedy algorithm is guaranteed to obtain near-optimal solutions. In this…

Data Structures and Algorithms · Computer Science 2015-03-17 Daniel Golovin , Andreas Krause

Motivated by modern applications such as computerized adaptive testing, sequential rank aggregation, and heterogeneous data source selection, we study the problem of active sequential estimation, which involves adaptively selecting…

Statistics Theory · Mathematics 2024-02-14 Xiaoou Li , Hongru Zhao

The purpose of this article is to examine the greedy adaptive measurement policy in the context of a linear Guassian measurement model with an optimization criterion based on information gain. In the special case of sequential scalar…

Information Theory · Computer Science 2012-08-20 Entao Liu , Edwin K. P. Chong , Louis L. Scharf

Many problems in signal processing and machine learning can be formalized as weak submodular optimization tasks. For such problems, a simple greedy algorithm (\textsc{Greedy}) is guaranteed to find a solution achieving the objective with a…

Discrete Mathematics · Computer Science 2021-11-24 Abolfazl Hashemi , Haris Vikalo , Gustavo de Veciana

Weak submodularity is a natural relaxation of the diminishing return property, which is equivalent to submodularity. Weak submodularity has been used to show that many (monotone) functions that arise in practice can be efficiently maximized…

Data Structures and Algorithms · Computer Science 2020-09-24 Richard Santiago , Yuichi Yoshida
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