Minimisation of Submodular Functions Using Gaussian Zeroth-Order Random Oracles
- URL: http://arxiv.org/abs/2510.15257v1
- Date: Fri, 17 Oct 2025 02:36:46 GMT
- Title: Minimisation of Submodular Functions Using Gaussian Zeroth-Order Random Oracles
- Authors: Amir Ali Farzin, Yuen-Man Pun, Philipp Braun, Tyler Summers, Iman Shames,
- Abstract summary: We prove the convergence of the algorithm to a global $epsilon$-approximate solution in the offline case.<n>We show that the algorithm is Hannan-consistent in the online case with respect to static regret.
- Score: 1.220074067604011
- License: http://creativecommons.org/licenses/by-nc-sa/4.0/
- Abstract: We consider the minimisation problem of submodular functions and investigate the application of a zeroth-order method to this problem. The method is based on exploiting a Gaussian smoothing random oracle to estimate the smoothed function gradient. We prove the convergence of the algorithm to a global $\epsilon$-approximate solution in the offline case and show that the algorithm is Hannan-consistent in the online case with respect to static regret. Moreover, we show that the algorithm achieves $O(\sqrt{NP_N^\ast})$ dynamic regret, where $N$ is the number of iterations and $P_N^\ast$ is the path length. The complexity analysis and hyperparameter selection are presented for all the cases. The theoretical results are illustrated via numerical examples.
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