通过主动查询减少子可加函数学习中的误差
Active Value Querying to Minimize Additive Error in Subadditive Set Function Learning
- 主动选择查询关键子集以缩小函数值上下界差距
- 在已知先验条件下,显著降低函数估计的加性误差
- 适用于需要高精度函数建模的经济与机器学习场景
子可加集合函数在计算经济学(尤其是组合拍卖)、组合优化及可解释机器学习中具有重要作用。然而,通常需为指数级数量的子集赋值,这一过程在实践中资源消耗大,尤其当数值来自外部源(如重训练机器学习模型)时。忽略部分值会引入模糊性,且在后续优化中影响更显著。针对确定性查询难以用乘法误差逼近子可加函数的已知结果,本文研究在加性误差意义下近似未知子可加(或其子类)集合函数的问题——即高效缩小最小与最大补全之间的距离。贡献包括:(i) 对不同类集合函数缺失值时的最小/最大补全及其距离的系统分析;(ii) 在已知先验条件下,通过离线与在线方式主动揭示额外子集值,最小化该距离的方法;(iii) 在实际场景中对算法性能的实证验证。
原文摘要 · Abstract (English)
Subadditive set functions play a pivotal role in computational economics (especially in combinatorial auctions), combinatorial optimization or artificial intelligence applications such as interpretable machine learning. However, specifying a set function requires assigning values to an exponentially large number of subsets in general, a task that is often resource-intensive in practice, particularly when the values derive from external sources such as retraining of machine learning models. A~simple omission of certain values introduces ambiguity that becomes even more significant when the incomplete set function has to be further optimized over. Motivated by the well-known result about inapproximability of subadditive functions using deterministic value queries with respect to a multiplicative error, we study a problem of approximating an unknown subadditive (or a subclass of thereof) set function with respect to an additive error -- i. e., we aim to efficiently close the distance between minimal and maximal completions. Our contributions are threefold: (i) a thorough exploration of minimal and maximal completions of different classes of set functions with missing values and an analysis of their resulting distance; (ii) the development of methods to minimize this distance over classes of set functions with a known prior, achieved by disclosing values of additional subsets in both offline and online manner; and (iii) empirical demonstrations of the algorithms' performance in practical scenarios.
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