基于测试分数的随机子模优化方法

A Test Score-Based Approach to Stochastic Submodular Optimization

Management Science · 2020
被引 3
人大 A+FT50UTD24ABS 4*

中文导读

研究在基数约束下最大化随机子模函数的问题,提出基于复制测试分数的算法,仅依赖个体性能指标即可达到常数因子近似,并推广到福利最大化问题。

Abstract

We study the canonical problem of maximizing a stochastic submodular function subject to a cardinality constraint, where the goal is to select a subset from a ground set of items with uncertain individual performances to maximize their expected group value. Although near-optimal algorithms have been proposed for this problem, practical concerns regarding scalability, compatibility with distributed implementation, and expensive oracle queries persist in large-scale applications. Motivated by online platforms that rely on individual item scores for content recommendation and team selection, we study a special class of algorithms that select items based solely on individual performance measures known as test scores. The central contribution of this work is a novel and systematic framework for designing test score–based algorithms for a broad class of naturally occurring utility functions. We introduce a new scoring mechanism that we refer to as replication test scores and prove that as long as the objective function satisfies a diminishing-returns condition, one can leverage these scores to compute solutions that are within a constant factor of the optimum. We then extend these scoring mechanisms to the more general stochastic submodular welfare-maximization problem, where the goal is to partition items into groups to maximize the sum of the expected group values. For this more difficult problem, we show that replication test scores can be used to develop an algorithm that approximates the optimal solution up to a logarithmic factor. The techniques presented in this work bridge the gap between the rigorous theoretical work on submodular optimization and simple, scalable heuristics that are useful in certain domains. In particular, our results establish that in many applications involving the selection and assignment of items, one can design algorithms that are intuitive and practically relevant with only a small loss in performance compared with the state-of-the-art approaches. This paper was accepted by Chung Piaw Teo, optimization.

随机子模优化测试分数基数约束边际效益递减