Scenario Submodular Cover
Nathaniel Grammel, Lisa Hellerstein, Devorah Kletenik, Patrick Lin

TL;DR
This paper introduces approximation algorithms for the Scenario Submodular Cover problem, which aims to minimize expected cost based on empirical distributions, extending submodular optimization techniques to non-independent, explicitly specified distributions.
Contribution
The paper presents two novel approximation algorithms for Scenario Submodular Cover, expanding submodular optimization methods to non-independent, empirical distributions.
Findings
First algorithm achieves O(log Qm) approximation factor.
Second, simpler algorithm achieves O(log QW) approximation.
Results extend bounds to non-independent, explicitly specified distributions.
Abstract
Many problems in Machine Learning can be modeled as submodular optimization problems. Recent work has focused on stochastic or adaptive versions of these problems. We consider the Scenario Submodular Cover problem, which is a counterpart to the Stochastic Submodular Cover problem studied by Golovin and Krause. In Scenario Submodular Cover, the goal is to produce a cover with minimum expected cost, where the expectation is with respect to an empirical joint distribution, given as input by a weighted sample of realizations. In contrast, in Stochastic Submodular Cover, the variables of the input distribution are assumed to be independent, and the distribution of each variable is given as input. Building on algorithms developed by Cicalese et al. and Golovin and Krause for related problems, we give two approximation algorithms for Scenario Submodular Cover over discrete distributions. The…
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Taxonomy
TopicsComplexity and Algorithms in Graphs · Cryptography and Data Security · Stochastic Gradient Optimization Techniques
