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CORR
2010
Springer

Adaptive Submodularity: A New Approach to Active Learning and Stochastic Optimization

13 years 11 months ago
Adaptive Submodularity: A New Approach to Active Learning and Stochastic Optimization
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 adaptive submodularity, generalizing submodular set functions to adaptive policies. We prove that if a problem satisfies this property, a simple adaptive greedy algorithm is guaranteed to be competitive with the optimal policy. We illustrate the usefulness of the concept by giving several examples of adaptive submodular objectives arising in diverse applications including sensor placement, viral marketing and pool-based active learning. Proving adaptive submodularity for these problems allows us to recover existing results in these applications as special cases and leads to natural generalizations.
Daniel Golovin, Andreas Krause
Added 09 Dec 2010
Updated 09 Dec 2010
Type Journal
Year 2010
Where CORR
Authors Daniel Golovin, Andreas Krause
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