From Linear to Linearizable Optimization: A Novel Framework with Applications to Stationary and Non-stationary DR-submodular Optimization

• URL: http://arxiv.org/abs/2405.00065v3
• Date: Thu, 31 Oct 2024 23:57:04 GMT
• Title: From Linear to Linearizable Optimization: A Novel Framework with Applications to Stationary and Non-stationary DR-submodular Optimization
• Authors: Mohammad Pedramfar, Vaneet Aggarwal,
• Abstract summary: This paper introduces the notion of concavity and DR-submodularity in various settings, including monotone non-linear and DR-submodularity. A general meta-algorithmm converts linear/quadratic into ones that optimize upper-linear/quadratizable functions.
• Score: 33.38582292895673
• License:
• Abstract: This paper introduces the notion of upper-linearizable/quadratizable functions, a class that extends concavity and DR-submodularity in various settings, including monotone and non-monotone cases over different convex sets. A general meta-algorithm is devised to convert algorithms for linear/quadratic maximization into ones that optimize upper-linearizable/quadratizable functions, offering a unified approach to tackling concave and DR-submodular optimization problems. The paper extends these results to multiple feedback settings, facilitating conversions between semi-bandit/first-order feedback and bandit/zeroth-order feedback, as well as between first/zeroth-order feedback and semi-bandit/bandit feedback. Leveraging this framework, new algorithms are derived using existing results as base algorithms for convex optimization, improving upon state-of-the-art results in various cases. Dynamic and adaptive regret guarantees are obtained for DR-submodular maximization, marking the first algorithms to achieve such guarantees in these settings. Notably, the paper achieves these advancements with fewer assumptions compared to existing state-of-the-art results, underscoring its broad applicability and theoretical contributions to non-convex optimization.

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