Stochastic Submodular Maximization via Polynomial Estimators

03/17/2023

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by   Gozde Ozcan, et al.

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In this paper, we study stochastic submodular maximization problems with general matroid constraints, that naturally arise in online learning, team formation, facility location, influence maximization, active learning and sensing objective functions. In other words, we focus on maximizing submodular functions that are defined as expectations over a class of submodular functions with an unknown distribution. We show that for monotone functions of this form, the stochastic continuous greedy algorithm attains an approximation ratio (in expectation) arbitrarily close to (1-1/e) ≈ 63% using a polynomial estimation of the gradient. We argue that using this polynomial estimator instead of the prior art that uses sampling eliminates a source of randomness and experimentally reduces execution time.