2016•arXiv (Cornell University)Open access

Submodular Optimization under Noise

Avinatan Hassidim, Yaron Singer

Open full text 18 citations

Abstract

We consider the problem of maximizing a monotone submodular function under noise. There has been a great deal of work on optimization of submodular functions under various constraints, resulting in algorithms that provide desirable approximation guarantees. In many applications, however, we do not have access to the submodular function we aim to optimize, but rather to some erroneous or noisy version of it. This raises the question of whether provable guarantees are obtainable in presence of error and noise. We provide initial answers, by focusing on the question of maximizing a monotone submodular function under a cardinality constraint when given access to a noisy oracle of the function. We show that: - For a cardinality constraint $k \geq 2$, there is an approximation algorithm whose approximation ratio is arbitrarily close to $1-1/e$; - For $k=1$ there is an algorithm whose approximation ratio is arbitrarily close to $1/2$. No randomized algorithm can obtain an approximation ratio better than $1/2+o(1)$; -If the noise is adversarial, no non-trivial approximation guarantee can be obtained.

Open-access reader

About this research paper

What this paper is about

We consider the problem of maximizing a monotone submodular function under noise. There has been a great deal of work on optimization of submodular functions under various constraints, resulting in algorithms that provide desirable approximation guarantees. In many applications, however, we do not have access to the submodular function we aim to optimize, but rather to some erroneous or noisy version of it. This raises the question of whether provable guarantees are obtainable in presence of error and noise. We provide initial answers, by focusing on the question of maximizing a monotone submodular function under a cardinality constraint when given access to a noisy oracle of the function. We show that: - For a cardinality constraint $k \geq 2$, there is an approximation algorithm whose approximation ratio is arbitrarily close to $1-1/e$; - For $k=1$ there is an algorithm whose approximation ratio is arbitrarily close to $1/2$. No randomized algorithm can obtain an approximation ratio better than $1/2+o(1)$; -If the noise is adversarial, no non-trivial approximation guarantee can be obtained.

Why it matters

OpenAlex reports 18 citations for this work. Citation counts describe recorded attention and do not establish research quality.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available abstract

We consider the problem of maximizing a monotone submodular function under noise. There has been a great deal of work on optimization of submodular functions under various constraints, resulting in algorithms that provide desirable approximation guarantees. In many applications, however, we do not have access to the submodular function we aim to optimize, but rather to some erroneous or noisy version of it. This raises the question of whether provable guarantees are obtainable in presence of error and noise. We provide initial answers, by focusing on the question of maximizing a monotone submodular function under a cardinality constraint when given access to a noisy oracle of the function. We show that: - For a cardinality constraint $k \geq 2$, there is an approximation algorithm whose approximation ratio is arbitrarily close to $1-1/e$; - For $k=1$ there is an algorithm whose approximation ratio is arbitrarily close to $1/2$. No randomized algorithm can obtain an approximation ratio better than $1/2+o(1)$; -If the noise is adversarial, no non-trivial approximation guarantee can be obtained.

Key concepts: Submodular set function, Cardinality (data modeling), Monotone polygon, Oracle, Approximation algorithm, Function (biology), Constraint (computer-aided design), Mathematical optimization

Related papers

Back to paper searchBrowse research topicsOriginal source
Submodular Optimization under Noise — Research Paper | ScholarLens