Continuous Submodular Function Maximization
- URL: http://arxiv.org/abs/2006.13474v1
- Date: Wed, 24 Jun 2020 04:37:31 GMT
- Title: Continuous Submodular Function Maximization
- Authors: Yatao Bian, Joachim M. Buhmann, Andreas Krause
- Abstract summary: Continuous submodularity is a class of functions with a wide spectrum of applications.
We identify several applications of continuous submodular optimization, ranging from influence, MAP for inferences to inferences to field field.
- Score: 91.17492610120324
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Continuous submodular functions are a category of generally
non-convex/non-concave functions with a wide spectrum of applications. The
celebrated property of this class of functions - continuous submodularity -
enables both exact minimization and approximate maximization in poly. time.
Continuous submodularity is obtained by generalizing the notion of
submodularity from discrete domains to continuous domains. It intuitively
captures a repulsive effect amongst different dimensions of the defined
multivariate function.
In this paper, we systematically study continuous submodularity and a class
of non-convex optimization problems: continuous submodular function
maximization. We start by a thorough characterization of the class of
continuous submodular functions, and show that continuous submodularity is
equivalent to a weak version of the diminishing returns (DR) property. Thus we
also derive a subclass of continuous submodular functions, termed continuous
DR-submodular functions, which enjoys the full DR property. Then we present
operations that preserve continuous (DR-)submodularity, thus yielding general
rules for composing new submodular functions. We establish intriguing
properties for the problem of constrained DR-submodular maximization, such as
the local-global relation. We identify several applications of continuous
submodular optimization, ranging from influence maximization, MAP inference for
DPPs to provable mean field inference. For these applications, continuous
submodularity formalizes valuable domain knowledge relevant for optimizing this
class of objectives. We present inapproximability results and provable
algorithms for two problem settings: constrained monotone DR-submodular
maximization and constrained non-monotone DR-submodular maximization. Finally,
we extensively evaluate the effectiveness of the proposed algorithms.
Related papers
- Non-monotone Sequential Submodular Maximization [13.619980548779687]
We aim to select and rank a group of $k$ items from a ground set $V$ such that the weighted assortment of $k$ is maximized.
The results of this research have implications in various fields, including recommendation systems and optimization.
arXiv Detail & Related papers (2023-08-16T19:32:29Z) - Neural Estimation of Submodular Functions with Applications to
Differentiable Subset Selection [50.14730810124592]
Submodular functions and variants, through their ability to characterize diversity and coverage, have emerged as a key tool for data selection and summarization.
We propose FLEXSUBNET, a family of flexible neural models for both monotone and non-monotone submodular functions.
arXiv Detail & Related papers (2022-10-20T06:00:45Z) - Using Partial Monotonicity in Submodular Maximization [13.23676270963484]
We show that for many standard submodular algorithms one can prove new approximation guarantees that depend on the monotonicity ratio.
This leads to improved approximation ratios for the common machine learning applications of movie recommendation, quadratic programming and image summarization.
arXiv Detail & Related papers (2022-02-07T10:35:40Z) - Submodular + Concave [53.208470310734825]
It has been well established that first order optimization methods can converge to the maximal objective value of concave functions.
In this work, we initiate the determinant of the smooth functions convex body $$F(x) = G(x) +C(x)$.
This class of functions is an extension of both concave and continuous DR-submodular functions for which no guarantee is known.
arXiv Detail & Related papers (2021-06-09T01:59:55Z) - Multi-objective Evolutionary Algorithms are Generally Good: Maximizing
Monotone Submodular Functions over Sequences [44.11102526976392]
This paper studies the problem class of maximizing monotone submodular functions over sequences.
EAs can achieve good approximation guarantees for solving the problem classes of submodular optimization.
Empirical studies on various applications, e.g., accomplishing tasks, maximizing information gain, search-and-tracking and recommender systems, show the excellent performance of the GSEMO.
arXiv Detail & Related papers (2021-04-20T10:36:10Z) - Planning with Submodular Objective Functions [118.0376288522372]
We study planning with submodular objective functions, where instead of maximizing cumulative reward, the goal is to maximize the value induced by a submodular function.
Our framework subsumes standard planning and submodular objective with cardinality constraints as special cases.
arXiv Detail & Related papers (2020-10-22T16:55:12Z) - Concave Aspects of Submodular Functions [0.0]
Submodular functions generalize several information-theoretic quantities such as entropy and mutual information.
Submodular functions also show signs of concavity.
We characterize the super-differentials and polyhedra associated with upper bounds and provide optimality conditions for submodular using the differentials.
arXiv Detail & Related papers (2020-06-27T17:06:24Z) - From Sets to Multisets: Provable Variational Inference for Probabilistic
Integer Submodular Models [82.95892656532696]
Submodular functions have been studied extensively in machine learning and data mining.
In this work, we propose a continuous DR-submodular extension for integer submodular functions.
We formulate a new probabilistic model which is defined through integer submodular functions.
arXiv Detail & Related papers (2020-06-01T22:20:45Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.