Minimum Cost Adaptive Submodular Cover (2208.08351v2)
Abstract: Adaptive submodularity is a fundamental concept in stochastic optimization, with numerous applications such as sensor placement, hypothesis identification and viral marketing. We consider the problem of minimum cost cover of adaptive-submodular functions, and provide a $4(1+\ln Q)$-approximation algorithm, where $Q$ is the goal value. In fact, we consider a significantly more general objective of minimizing the $p{th}$ moment of the coverage cost, and show that our algorithm simultaneously achieves a $(p+1){p+1}\cdot (\ln Q+1)p$ approximation guarantee for all $p\ge 1$. All our approximation ratios are best possible up to constant factors (assuming $P\ne NP$). Moreover, our results also extend to the setting where one wants to cover {\em multiple} adaptive-submodular functions. Finally, we evaluate the empirical performance of our algorithm on instances of hypothesis identification.