We consider the informative path planning (IPP) problem in which a robot interacts with an uncertain environment and gathers information by visiting locations. The goal is to minimize its expected travel cost to cover a given submodular function. Adaptive solutions, where the robot incorporates all available information to select the next location to visit, achieve the best objective. However, such a solution is resource-intensive as it entails recomputing after every visited location. A more practical approach is to design solutions with a small number of adaptive "rounds", where the robot recomputes only once at the start of each round. In this paper, we design an algorithm for IPP parameterized by the number k of adaptive rounds, and prove a smooth tradeoff between k and the solution quality (relative to fully adaptive solutions). We validate our theoretical results by experiments on a real road network, where we observe that a few rounds of adaptivity suffice to obtain solutions of cost almost as good as fully-adaptive ones.

Stochastic optimization is a widely used approach for optimization under uncertainty, where uncertain input parameters are modeled by random variables. Exact or approximation algorithms have been obtained for several fundamental problems in this area. However, a significant limitation of this approach is that it requires full knowledge of the underlying probability distributions. Can we still get good (approximation) algorithms if these distributions are unknown, and the algorithm needs to learn them through repeated interactions? In this paper, we resolve this question for a large class of “monotone” stochastic problems, by providing a generic online learning algorithm with$\sqrt{T\log T}$regret relative to the best approximation algorithm (under known distributions). Importantly, our online algorithm works in a semi-bandit setting, where in each period, the algorithm only observes samples from the random variables that were actually probed. Our frame-work applies to several fundamental problems in stochastic optimization such as prophet inequality, Pandora's box, stochastic knapsack, stochastic matchings and stochastic submodular optimization.

The K-armed dueling bandit problem, where the feedback is in the form of noisy pairwise comparisons, has been widely studied. Previous works have only focused on the sequential setting where the policy adapts after every comparison. However, in many applications such as search ranking and recommendation systems, it is preferable to perform comparisons in a limited number of parallel batches. We study the batched K-armed dueling bandit problem under two standard settings: (i) existence of a Condorcet winner, and (ii) strong stochastic transitivity and stochastic triangle inequality. For both settings, we obtain algorithms with a smooth trade-off between the number of batches and regret. Our regret bounds match the best known sequential regret bounds (up to poly-logarithmic factors), using only a logarithmic number of batches. We complement our regret analysis with a nearly-matching lower bound. Finally, we also validate our theoretical results via experiments on synthetic and real data.

We study the $K$-armed dueling bandit problem, a variation of the traditional multi-armed bandit problem in which feedback is obtained in the form of pairwise comparisons. Previous learning algorithms have focused on the fully adaptive setting, where the algorithm can make updates after every comparison. The "batched" dueling bandit problem is motivated by large-scale applications like web search ranking and recommendation systems, where performing sequential updates may be infeasible. In this work, we ask: is there a solution using only a few adaptive rounds that matches the asymptotic regret bounds of the best sequential algorithms for $K$-armed dueling bandits? We answer this in the affirmative under the Condorcet condition, a standard setting of the $K$-armed dueling bandit problem. We obtain asymptotic regret of $O(K^2\log^2(K))$ + $O(K\log(T))$ in $O(\log(T))$ rounds, where $T$ is the time horizon. Our regret bounds nearly match the best regret bounds known in the fully sequential setting under the Condorcet condition. Finally, in computational experiments over a variety of real-world datasets, we observe that our algorithm using $O(\log(T))$ rounds achieves almost the same performance as fully sequential algorithms (that use $T$ rounds).

In the stochastic submodular cover problem, the goal is to select a subset of stochastic items of minimum expected cost to cover a submodular function. Solutions in this setting correspond to a sequential decision process that selects items one by one “adaptively” (depending on prior observations). While such adaptive solutions achieve the best objective, the inherently sequential nature makes them undesirable in many applications. We ask: \emph{how well can solutions with only a few adaptive rounds approximate fully-adaptive solutions?} We consider both cases where the stochastic items are independent, and where they are correlated. For both situations, we obtain nearly tight answers, establishing smooth tradeoffs between the number of adaptive rounds and the solution quality, relative to fully adaptive solutions. Experiments on synthetic and real datasets validate the practical performance of our algorithms, showing qualitative improvements in the solutions as we allow more rounds of adaptivity; in practice, solutions using just a few rounds of adaptivity are nearly as good as fully adaptive solutions.

We consider the following general network design problem on directed graphs. The input is an asymmetric metric (V, c), root r* ϵ V, monotone submodular function f: 2V → ℝ+ and budget B. The goal is to find an r*-rooted arborescence T of cost at most B that maximizes f (T). Our main result is a very simple quasi-polynomial time -approximation algorithm for this problem, where k ≤ |V| is the number of vertices in an optimal solution. To the best of our knowledge, this is the first non-trivial approximation ratio for this problem. As a consequence we obtain an -approximation algorithm for directed (polymatroid) Steiner tree in quasi-polynomial time. We also extend our main result to a setting with additional length bounds at vertices, which leads to improved -approximation algorithms for the single-source buy-at-bulk and priority Steiner tree problems. For the usual directed Steiner tree problem, our result matches the best previous approximation ratio [15], but improves significantly on the running time: our algorithm takes time whereas the previous algorithm required time. For polymatroid Steiner tree and single-source buy-at-bulk, our result improves prior approximation ratios by a logarithmic factor. For directed priority Steiner tree, our result seems to be the first non-trivial approximation ratio. Under certain complexity assumptions, our approximation ratios are best possible (up to constant factors).