Do you want to publish a course? Click here

Locally Adaptive Optimization: Adaptive Seeding for Monotone Submodular Functions

253   0   0.0 ( 0 )
 Added by Lior Seeman
 Publication date 2015
and research's language is English




Ask ChatGPT about the research

The Adaptive Seeding problem is an algorithmic challenge motivated by influence maximization in social networks: One seeks to select among certain accessible nodes in a network, and then select, adaptively, among neighbors of those nodes as they become accessible in order to maximize a global objective function. More generally, adaptive seeding is a stochastic optimization framework where the choices in the first stage affect the realizations in the second stage, over which we aim to optimize. Our main result is a $(1-1/e)^2$-approximation for the adaptive seeding problem for any monotone submodular function. While adaptive policies are often approximated via non-adaptive policies, our algorithm is based on a novel method we call emph{locally-adaptive} policies. These policies combine a non-adaptive global structure, with local adaptive optimizations. This method enables the $(1-1/e)^2$-approximation for general monotone submodular functions and circumvents some of the impossibilities associated with non-adaptive policies. We also introduce a fundamental problem in submodular optimization that may be of independent interest: given a ground set of elements where every element appears with some small probability, find a set of expected size at most $k$ that has the highest expected value over the realization of the elements. We show a surprising result: there are classes of monotone submodular functions (including coverage) that can be approximated almost optimally as the probability vanishes. For general monotone submodular functions we show via a reduction from textsc{Planted-Clique} that approximations for this problem are not likely to be obtainable. This optimization problem is an important tool for adaptive seeding via non-adaptive policies, and its hardness motivates the introduction of emph{locally-adaptive} policies we use in the main result.



rate research

Read More

Constrained submodular maximization problems encompass a wide variety of applications, including personalized recommendation, team formation, and revenue maximization via viral marketing. The massive instances occurring in modern day applications can render existing algorithms prohibitively slow, while frequently, those instances are also inherently stochastic. Focusing on these challenges, we revisit the classic problem of maximizing a (possibly non-monotone) submodular function subject to a knapsack constraint. We present a simple randomized greedy algorithm that achieves a $5.83$ approximation and runs in $O(n log n)$ time, i.e., at least a factor $n$ faster than other state-of-the-art algorithms. The robustness of our approach allows us to further transfer it to a stochastic version of the problem. There, we obtain a $9$-approximation to the best adaptive policy, which is the first constant approximation for non-monotone objectives. Experimental evaluation of our algorithms showcases their improved performance on real and synthetic data.
Locally-biased graph algorithms are algorithms that attempt to find local or small-scale structure in a large data graph. In some cases, this can be accomplished by adding some sort of locality constraint and calling a traditional graph algorithm; but more interesting are locally-biased graph algorithms that compute answers by running a procedure that does not even look at most of the input graph. This corresponds more closely to what practitioners from various data science domains do, but it does not correspond well with the way that algorithmic and statistical theory is typically formulated. Recent work from several research communities has focused on developing locally-biased graph algorithms that come with strong complementary algorithmic and statistical theory and that are useful in practice in downstream data science applications. We provide a review and overview of this work, highlighting commonalities between seemingly-different approaches, and highlighting promising directions for future work.
We provide new adaptive first-order methods for constrained convex optimization. Our main algorithms AdaACSA and AdaAGD+ are accelerated methods, which are universal in the sense that they achieve nearly-optimal convergence rates for both smooth and non-smooth functions, even when they only have access to stochastic gradients. In addition, they do not require any prior knowledge on how the objective function is parametrized, since they automatically adjust their per-coordinate learning rate. These can be seen as truly accelerated Adagrad methods for constrained optimization. We complement them with a simpler algorithm AdaGrad+ which enjoys the same features, and achieves the standard non-accelerated convergence rate. We also present a set of new results involving adaptive methods for unconstrained optimization and monotone operators.
We study the $r$-complex contagion influence maximization problem. In the influence maximization problem, one chooses a fixed number of initial seeds in a social network to maximize the spread of their influence. In the $r$-complex contagion model, each uninfected vertex in the network becomes infected if it has at least $r$ infected neighbors. In this paper, we focus on a random graph model named the stochastic hierarchical blockmodel, which is a special case of the well-studied stochastic blockmodel. When the graph is not exceptionally sparse, in particular, when each edge appears with probability $omega(n^{-(1+1/r)})$, under certain mild assumptions, we prove that the optimal seeding strategy is to put all the seeds in a single community. This matches the intuition that in a nonsubmodular cascade model placing seeds near each other creates synergy. However, it sharply contrasts with the intuition for submodular cascade models (e.g., the independent cascade model and the linear threshold model) in which nearby seeds tend to erode each others effects. Our key technique is a novel time-asynchronized coupling of four cascade processes. Finally, we show that this observation yields a polynomial time dynamic programming algorithm which outputs optimal seeds if each edge appears with a probability either in $omega(n^{-(1+1/r)})$ or in $o(n^{-2})$.
We consider the problem of undirected graphical model inference. In many applications, instead of perfectly recovering the unknown graph structure, a more realistic goal is to infer some graph invariants (e.g., the maximum degree, the number of connected subgraphs, the number of isolated nodes). In this paper, we propose a new inferential framework for testing nested multiple hypotheses and constructing confidence intervals of the unknown graph invariants under undirected graphical models. Compared to perfect graph recovery, our methods require significantly weaker conditions. This paper makes two major contributions: (i) Methodologically, for testing nested multiple hypotheses, we propose a skip-down algorithm on the whole family of monotone graph invariants (The invariants which are non-decreasing under addition of edges). We further show that the same skip-down algorithm also provides valid confidence intervals for the targeted graph invariants. (ii) Theoretically, we prove that the length of the obtained confidence intervals are optimal and adaptive to the unknown signal strength. We also prove generic lower bounds for the confidence interval length for various invariants. Numerical results on both synthetic simulations and a brain imaging dataset are provided to illustrate the usefulness of the proposed method.
comments
Fetching comments Fetching comments
Sign in to be able to follow your search criteria
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا