IDEAS home Printed from https://ideas.repec.org/a/inm/ormnsc/v67y2021i2p1075-1092.html
   My bibliography  Save this article

A Test Score-Based Approach to Stochastic Submodular Optimization

Author

Listed:
  • Shreyas Sekar

    (Harvard Business School, Harvard University, Boston, Massachusetts 02163)

  • Milan Vojnovic

    (Department of Statistics, London School of Economics (LSE), London WC2A 2AE, United Kingdom)

  • Se-Young Yun

    (Graduate School of Artificial Intelligence, Korea Advanced Institute of Science and Technology (KAIST), Daejeon 34141, Republic of Korea)

Abstract

We study the canonical problem of maximizing a stochastic submodular function subject to a cardinality constraint, where the goal is to select a subset from a ground set of items with uncertain individual performances to maximize their expected group value. Although near-optimal algorithms have been proposed for this problem, practical concerns regarding scalability, compatibility with distributed implementation, and expensive oracle queries persist in large-scale applications. Motivated by online platforms that rely on individual item scores for content recommendation and team selection, we study a special class of algorithms that select items based solely on individual performance measures known as test scores . The central contribution of this work is a novel and systematic framework for designing test score–based algorithms for a broad class of naturally occurring utility functions. We introduce a new scoring mechanism that we refer to as replication test scores and prove that as long as the objective function satisfies a diminishing-returns condition, one can leverage these scores to compute solutions that are within a constant factor of the optimum. We then extend these scoring mechanisms to the more general stochastic submodular welfare-maximization problem, where the goal is to partition items into groups to maximize the sum of the expected group values. For this more difficult problem, we show that replication test scores can be used to develop an algorithm that approximates the optimal solution up to a logarithmic factor. The techniques presented in this work bridge the gap between the rigorous theoretical work on submodular optimization and simple, scalable heuristics that are useful in certain domains. In particular, our results establish that in many applications involving the selection and assignment of items, one can design algorithms that are intuitive and practically relevant with only a small loss in performance compared with the state-of-the-art approaches. This paper was accepted by Chung Piaw Teo, optimization.

Suggested Citation

  • Shreyas Sekar & Milan Vojnovic & Se-Young Yun, 2021. "A Test Score-Based Approach to Stochastic Submodular Optimization," Management Science, INFORMS, vol. 67(2), pages 1075-1092, February.
  • Handle: RePEc:inm:ormnsc:v:67:y:2021:i:2:p:1075-1092
    DOI: 10.1287/mnsc.2020.3585
    as

    Download full text from publisher

    File URL: https://doi.org/10.1287/mnsc.2020.3585
    Download Restriction: no

    File URL: https://libkey.io/10.1287/mnsc.2020.3585?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Fisher, M.L. & Nemhauser, G.L. & Wolsey, L.A., 1978. "An analysis of approximations for maximizing submodular set functions - 1," LIDAM Reprints CORE 334, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. Dixit, Avinash K & Stiglitz, Joseph E, 1977. "Monopolistic Competition and Optimum Product Diversity," American Economic Review, American Economic Association, vol. 67(3), pages 297-308, June.
    3. Richard Fu & Ajay Subramanian & Anand Venkateswaran, 2016. "Project Characteristics, Incentives, and Team Production," Management Science, INFORMS, vol. 62(3), pages 785-801, March.
    4. Maxime C. Cohen & Philipp W. Keller & Vahab Mirrokni & Morteza Zadimoghaddam, 2019. "Overcommitment in Cloud Services: Bin Packing with Chance Constraints," Management Science, INFORMS, vol. 65(7), pages 3255-3271, July.
    5. Peter J. Danaher & Janghyuk Lee & Laoucine Kerbache, 2010. "Optimal Internet Media Selection," Marketing Science, INFORMS, vol. 29(2), pages 336-347, 03-04.
    6. Chong Ju Choi & Carla C. J. M. Millar & Caroline Y. L. Wong, 2005. "Knowledge and the State," Palgrave Macmillan Books, in: Knowledge Entanglements, chapter 0, pages 19-38, Palgrave Macmillan.
    7. Lehmann, Benny & Lehmann, Daniel & Nisan, Noam, 2006. "Combinatorial auctions with decreasing marginal utilities," Games and Economic Behavior, Elsevier, vol. 55(2), pages 270-296, May.
    8. Maxim Sviridenko & Jan Vondrák & Justin Ward, 2017. "Optimal Approximation for Submodular and Supermodular Optimization with Bounded Curvature," Mathematics of Operations Research, INFORMS, vol. 42(4), pages 1197-1218, November.
    9. Arash Asadpour & Hamid Nazerzadeh, 2016. "Maximizing Stochastic Monotone Submodular Functions," Management Science, INFORMS, vol. 62(8), pages 2374-2391, August.
    10. Fisher, M.L. & Nemhauser, G.L. & Wolsey, L.A., 1978. "An analysis of approximations for maximizing submodular set functions," LIDAM Reprints CORE 341, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Sekar, Shreyas & Vojnovic, Milan & Yun, Se-Young, 2020. "A test score based approach to stochastic submodular optimization," LSE Research Online Documents on Economics 103176, London School of Economics and Political Science, LSE Library.
    2. Cheng Lu & Wenguo Yang & Ruiqi Yang & Suixiang Gao, 2022. "Maximizing a non-decreasing non-submodular function subject to various types of constraints," Journal of Global Optimization, Springer, vol. 83(4), pages 727-751, August.
    3. Bin Liu & Miaomiao Hu, 2022. "Fast algorithms for maximizing monotone nonsubmodular functions," Journal of Combinatorial Optimization, Springer, vol. 43(5), pages 1655-1670, July.
    4. Lehmann, Daniel, 2020. "Quality of local equilibria in discrete exchange economies," Journal of Mathematical Economics, Elsevier, vol. 88(C), pages 141-152.
    5. Zhenning Zhang & Bin Liu & Yishui Wang & Dachuan Xu & Dongmei Zhang, 2022. "Maximizing a monotone non-submodular function under a knapsack constraint," Journal of Combinatorial Optimization, Springer, vol. 43(5), pages 1125-1148, July.
    6. Zhenning Zhang & Donglei Du & Yanjun Jiang & Chenchen Wu, 2021. "Maximizing DR-submodular+supermodular functions on the integer lattice subject to a cardinality constraint," Journal of Global Optimization, Springer, vol. 80(3), pages 595-616, July.
    7. Simon Bruggmann & Rico Zenklusen, 2019. "Submodular Maximization Through the Lens of Linear Programming," Management Science, INFORMS, vol. 44(4), pages 1221-1244, November.
    8. Xiaojuan Zhang & Qian Liu & Min Li & Yang Zhou, 2022. "Fast algorithms for supermodular and non-supermodular minimization via bi-criteria strategy," Journal of Combinatorial Optimization, Springer, vol. 44(5), pages 3549-3574, December.
    9. Shaojie Tang & Jing Yuan, 2023. "Beyond submodularity: a unified framework of randomized set selection with group fairness constraints," Journal of Combinatorial Optimization, Springer, vol. 45(4), pages 1-22, May.
    10. Takanori Maehara & Kazuo Murota, 2015. "Valuated matroid-based algorithm for submodular welfare problem," Annals of Operations Research, Springer, vol. 229(1), pages 565-590, June.
    11. Cheng Lu & Wenguo Yang & Suixiang Gao, 2022. "A new greedy strategy for maximizing monotone submodular function under a cardinality constraint," Journal of Global Optimization, Springer, vol. 83(2), pages 235-247, June.
    12. Zengfu Wang & Bill Moran & Xuezhi Wang & Quan Pan, 2015. "An accelerated continuous greedy algorithm for maximizing strong submodular functions," Journal of Combinatorial Optimization, Springer, vol. 30(4), pages 1107-1124, November.
    13. Saeed Alaei & Ali Makhdoumi & Azarakhsh Malekian, 2021. "Maximizing Sequence-Submodular Functions and Its Application to Online Advertising," Management Science, INFORMS, vol. 67(10), pages 6030-6054, October.
    14. Maxim Sviridenko & Jan Vondrák & Justin Ward, 2017. "Optimal Approximation for Submodular and Supermodular Optimization with Bounded Curvature," Mathematics of Operations Research, INFORMS, vol. 42(4), pages 1197-1218, November.
    15. Yijing Wang & Dachuan Xu & Yishui Wang & Dongmei Zhang, 2020. "Non-submodular maximization on massive data streams," Journal of Global Optimization, Springer, vol. 76(4), pages 729-743, April.
    16. Suning Gong & Qingqin Nong & Wenjing Liu & Qizhi Fang, 2019. "Parametric monotone function maximization with matroid constraints," Journal of Global Optimization, Springer, vol. 75(3), pages 833-849, November.
    17. Mohit Singh & Weijun Xie, 2020. "Approximation Algorithms for D -optimal Design," Mathematics of Operations Research, INFORMS, vol. 45(4), pages 1512-1534, November.
    18. Ortiz-Astorquiza, Camilo & Contreras, Ivan & Laporte, Gilbert, 2018. "Multi-level facility location problems," European Journal of Operational Research, Elsevier, vol. 267(3), pages 791-805.
    19. Dam, Tien Thanh & Ta, Thuy Anh & Mai, Tien, 2022. "Submodularity and local search approaches for maximum capture problems under generalized extreme value models," European Journal of Operational Research, Elsevier, vol. 300(3), pages 953-965.
    20. Beck, Yasmine & Ljubić, Ivana & Schmidt, Martin, 2023. "A survey on bilevel optimization under uncertainty," European Journal of Operational Research, Elsevier, vol. 311(2), pages 401-426.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:inm:ormnsc:v:67:y:2021:i:2:p:1075-1092. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Asher (email available below). General contact details of provider: https://edirc.repec.org/data/inforea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.