Adaptive Submodularity: A New Approach to Active Learning and Stochastic Optimization
published: Jan. 13, 2011, recorded: December 2010, views: 735
Report a problem or upload filesIf you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
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 talk, I will introduce a new concept called adaptive submodularity, which generalizes submodular set functions to adaptive policies. In many respects adaptive submodularity plays the same role for adaptive problems as submodularity plays for nonadaptive problems. Specifically, just as many nonadaptive problems with submodular objectives have efficient algorithms with good approximation guarantees, so too do adaptive problems with adaptive submodular objectives. We use this fact to recover and generalize several previous results in adaptive optimization, including results for active learning and adaptive variants of maximum coverage and set cover. Applications include machine diagnosis, observation selection and sensor placement problems, and adaptive viral marketing. Joint work with Andreas Krause.
Link this pageWould you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !