We study the worst-case adaptive optimization problem with budget constraint that is useful for modeling various practical applications in artificial intelligence and machine learning. We investigate the near-optimality of greedy algorithms for this problem with both modular and non-modular cost functions. In both cases, we prove that two simple greedy algorithms are not near-optimal but the best between them is near-optimal if the utility function satisfies pointwise submodularity and pointwise cost-sensitive submodularity respectively. This implies a combined algorithm that is near-optimal with respect to the optimal algorithm that uses half of the budget. We discuss applications of our theoretical results and also report experiments comparing the greedy algorithms on the active learning problem.
The adaptive optimization problem in our paper is for the worst-case maximum coverage setting, where we look for a policy that maximizes the utility while maintaining its cost within a certain budget. This problem can also be considered in the worst-case min-cost setting @cite_9 , where we look for a policy that can achieve at least a certain value of utility while minimizing the total cost.
@cite_9
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We introduce a natural generalization of submodular set cover and exact active learning with a finite hypothesis class (query learning). We call this new problem interactive submodular set cover. Applications include advertising in social networks with hidden information. We give an approximation guarantee for a novel greedy algorithm and give a hardness of approximation result which matches up to constant factors. We also discuss negative results for simpler approaches and present encouraging early experimental results.