Approximation Guarantees of Stochastic Greedy Algorithms for Subset Selection

Approximation Guarantees of Stochastic Greedy Algorithms for Subset Selection

Chao Qian, Yang Yu, Ke Tang

Proceedings of the Twenty-Seventh International Joint Conference on Artificial Intelligence
Main track. Pages 1478-1484. https://doi.org/10.24963/ijcai.2018/205

Subset selection is a fundamental problem in many areas, which aims to select the best subset of size at most $k$ from a universe. Greedy algorithms are widely used for subset selection, and have shown good approximation performances in deterministic situations. However, their behaviors are stochastic in many realistic situations (e.g., large-scale and noisy). For general stochastic greedy algorithms, bounded approximation guarantees were obtained only for subset selection with monotone submodular objective functions, while real-world applications often involve non-monotone or non-submodular objective functions and can be subject to a more general constraint than a size constraint. This work proves their approximation guarantees in these cases, and thus largely extends the applicability of stochastic greedy algorithms.
Keywords:
Heuristic Search and Game Playing: Heuristic Search
Heuristic Search and Game Playing: Combinatorial Search and Optimisation
Heuristic Search and Game Playing: Heuristic Search and Machine Learning