We show that if the predictor is accurate, we can efficiently bypass these impossibility results and achieve a constant-factor approximation to the optimal solution, i.e., consistency.

Neural Information Processing Systems http://nips.cc/

Figure 1: a) A board in a "Pick the Right Diamond" game.

Figure 1: a) A board in a "Pick the Right Diamond" game.

We consider a generalization of the submodular cover problem based on the concept of diminishing return property on the integer lattice. We are motivated by real scenarios in machine learning that cannot be captured by (traditional) sub-modular set functions. We show that the generalized submodular cover problem can be applied to various problems and devise a bicriteria approximation algorithm. Our algorithm is guaranteed to output a log-factor approximate solution that satisfies the constraints with the desired accuracy. The running time of our algorithm is roughly O (n log( nr) log r), where n is the size of the ground set and r is the maximum value of a coordinate. The dependency on r is exponentially better than the naive reduction algorithms. Several experiments on real and artificial datasets demonstrate that the solution quality of our algorithm is comparable to naive algorithms, while the running time is several orders of magnitude faster.

The extension of classical online algorithms when provided with predictions is a new and active research area. In this paper, we extend the primal-dual method for online algorithms in order to incorporate predictions that advise the online algorithm about the next action to take.