{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,8,7]],"date-time":"2024-08-07T07:32:39Z","timestamp":1723015959162},"publisher-location":"California","reference-count":0,"publisher":"International Joint Conferences on Artificial Intelligence Organization","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2021,8]]},"abstract":"<jats:p>We present a polynomial-time online algorithm for maximizing the conditional value at risk (CVaR) of a monotone stochastic submodular function. Given T i.i.d. samples from an underlying distribution arriving online, our algorithm produces a sequence of solutions that converges to a (1\u22121\/e)-approximate solution with a convergence rate of O(T \u22121\/4 ) for monotone continuous DR-submodular functions. Compared with previous offline algorithms, which require \u2126(T) space, our online algorithm only requires O( \u221a T) space. We extend our on- line algorithm to portfolio optimization for mono- tone submodular set functions under a matroid constraint. Experiments conducted on real-world datasets demonstrate that our algorithm can rapidly achieve CVaRs that are comparable to those obtained by existing offline algorithms.<\/jats:p>","DOI":"10.24963\/ijcai.2021\/411","type":"proceedings-article","created":{"date-parts":[[2021,8,11]],"date-time":"2021-08-11T11:00:49Z","timestamp":1628679649000},"page":"2988-2994","source":"Crossref","is-referenced-by-count":2,"title":["Online Risk-Averse Submodular Maximization"],"prefix":"10.24963","author":[{"given":"Tasuku","family":"Soma","sequence":"first","affiliation":[{"name":"University of Tokyo"},{"name":"Massachusetts Institute of Technology"}]},{"given":"Yuichi","family":"Yoshida","sequence":"additional","affiliation":[{"name":"National Institute of Informatics"}]}],"member":"10584","event":{"number":"30","sponsor":["International Joint Conferences on Artificial Intelligence Organization (IJCAI)"],"acronym":"IJCAI-2021","name":"Thirtieth International Joint Conference on Artificial Intelligence {IJCAI-21}","start":{"date-parts":[[2021,8,19]]},"theme":"Artificial Intelligence","location":"Montreal, Canada","end":{"date-parts":[[2021,8,27]]}},"container-title":["Proceedings of the Thirtieth International Joint Conference on Artificial Intelligence"],"original-title":[],"deposited":{"date-parts":[[2021,8,11]],"date-time":"2021-08-11T11:03:08Z","timestamp":1628679788000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.ijcai.org\/proceedings\/2021\/411"}},"subtitle":[],"proceedings-subject":"Artificial Intelligence Research Articles","short-title":[],"issued":{"date-parts":[[2021,8]]},"references-count":0,"URL":"https:\/\/doi.org\/10.24963\/ijcai.2021\/411","relation":{},"subject":[],"published":{"date-parts":[[2021,8]]}}}