Abstract:Submodular optimization is a fundamental problem with many applications in machine learning, often involving decision-making over datasets with sensitive attributes such as gender or age. In such settings, it is often desirable to produce a diverse solution set that is fairly distributed with respect to these attributes. Motivated by this, we initiate the study of Fair Submodular Cover (FSC), where given a ground set $U$, a monotone submodular function $f:2^U\to\mathbb{R}_{\ge 0}$, a threshold $\tau$, the goal is to find a balanced subset of $S$ with minimum cardinality such that $f(S)\ge\tau$. We first introduce discrete algorithms for FSC that achieve a bicriteria approximation ratio of $(\frac{1}{\epsilon}, 1-O(\epsilon))$. We then present a continuous algorithm that achieves a $(\ln\frac{1}{\epsilon}, 1-O(\epsilon))$-bicriteria approximation ratio, which matches the best approximation guarantee of submodular cover without a fairness constraint. Finally, we complement our theoretical results with a number of empirical evaluations that demonstrate the effectiveness of our algorithms on instances of maximum coverage.
Abstract:Submodular optimization with bandit feedback has recently been studied in a variety of contexts. In a number of real-world applications such as diversified recommender systems and data summarization, the submodular function exhibits additional linear structure. We consider developing approximation algorithms for the maximization of a submodular objective function $f:2^U\to\mathbb{R}_{\geq 0}$, where $f=\sum_{i=1}^dw_iF_{i}$. It is assumed that we have value oracle access to the functions $F_i$, but the coefficients $w_i$ are unknown, and $f$ can only be accessed via noisy queries. We develop algorithms for this setting inspired by adaptive allocation algorithms in the best-arm identification for linear bandit, with approximation guarantees arbitrarily close to the setting where we have value oracle access to $f$. Finally, we empirically demonstrate that our algorithms make vast improvements in terms of sample efficiency compared to algorithms that do not exploit the linear structure of $f$ on instances of move recommendation.