Lisa Hellerstein

DS
3papers
19citations
Novelty65%
AI Score42

3 Papers

DSApr 8
Optimal Verification of a Minimum-Weight Basis in an Uncertainty Matroid

Haya Diwan, Lisa Hellerstein, Nicole Megow et al.

Research in explorable uncertainty addresses combinatorial optimization problems where there is partial information about the values of numeric input parameters, and exact values of these parameters can be determined by performing costly queries. The goal is to design an adaptive query strategy that minimizes the query cost incurred in computing an optimal solution. Solving such problems generally requires that we be able to solve the associated verification problem: given the answers to all queries in advance, find a minimum-cost set of queries that certifies an optimal solution to the combinatorial optimization problem. We present a polynomial-time algorithm for verifying a minimum-weight basis of a matroid, where each weight lies in a given uncertainty area. These areas may be finite sets, real intervals, or unions of open and closed intervals, strictly generalizing previous work by Erlebach and Hoffman which only handled the special case of open intervals. Our algorithm introduces new techniques to address the resulting challenges. Verification problems are of particular importance in the area of explorable uncertainty, as the structural insights and techniques used to solve the verification problem often heavily influence work on the corresponding online problem and its stochastic variant. In our case, we use structural results from the verification problem to give a best-possible algorithm for a promise variant of the corresponding adaptive online problem. Finally, we show that our algorithms can be applied to two learning-augmented variants of the minimum-weight basis problem under explorable uncertainty.

DSFeb 1, 2021
A Tight Bound for Stochastic Submodular Cover

Lisa Hellerstein, Devorah Kletenik, Srinivasan Parthasarathy

We show that the Adaptive Greedy algorithm of Golovin and Krause (2011) achieves an approximation bound of $(\ln (Q/η)+1)$ for Stochastic Submodular Cover: here $Q$ is the "goal value" and $η$ is the smallest non-zero marginal increase in utility deliverable by an item. (For integer-valued utility functions, we show a bound of $H(Q)$, where $H(Q)$ is the $Q^{th}$ Harmonic number.) Although this bound was claimed by Golovin and Krause in the original version of their paper, the proof was later shown to be incorrect by Nan and Saligrama (2017). The subsequent corrected proof of Golovin and Krause (2017) gives a quadratic bound of $(\ln(Q/η) + 1)^2$. Other previous bounds for the problem are $56(\ln(Q/η) + 1)$, implied by work of Im et al. (2016) on a related problem, and $k(\ln (Q/η)+1)$, due to Deshpande et al. (2016) and Hellerstein and Kletenik (2018), where $k$ is the number of states. Our bound generalizes the well-known $(\ln~m + 1)$ approximation bound on the greedy algorithm for the classical Set Cover problem, where $m$ is the size of the ground set.

DSMar 10, 2016
Scenario Submodular Cover

Nathaniel Grammel, Lisa Hellerstein, Devorah Kletenik et al.

Many problems in Machine Learning can be modeled as submodular optimization problems. Recent work has focused on stochastic or adaptive versions of these problems. We consider the Scenario Submodular Cover problem, which is a counterpart to the Stochastic Submodular Cover problem studied by Golovin and Krause. In Scenario Submodular Cover, the goal is to produce a cover with minimum expected cost, where the expectation is with respect to an empirical joint distribution, given as input by a weighted sample of realizations. In contrast, in Stochastic Submodular Cover, the variables of the input distribution are assumed to be independent, and the distribution of each variable is given as input. Building on algorithms developed by Cicalese et al. and Golovin and Krause for related problems, we give two approximation algorithms for Scenario Submodular Cover over discrete distributions. The first achieves an approximation factor of O(log Qm), where m is the size of the sample and Q is the goal utility. The second, simpler algorithm achieves an approximation bound of O(log QW), where Q is the goal utility and W is the sum of the integer weights. (Both bounds assume an integer-valued utility function.) Our results yield approximation bounds for other problems involving non-independent distributions that are explicitly specified by their support.