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Register a new userParallel Algorithm for Non-Monotone DR-Submodular Maximization
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Alina Ene
Publication date
2019
fields
Informatics Engineering
and research's language is
English
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In this work, we give a new parallel algorithm for the problem of maximizing a non-monotone diminishing returns submodular function subject to a cardinality constraint. For any desired accuracy $epsilon$, our algorithm achieves a $1/e - epsilon$ approximation using $O(log{n} log(1/epsilon) / epsilon^3)$ parallel rounds of function evaluations. The approximation guarantee nearly matches the best approximation guarantee known for the problem in the sequential setting and the number of parallel rounds is nearly-optimal for any constant $epsilon$. Previous algorithms achieve worse approximation guarantees using $Omega(log^2{n})$ parallel rounds. Our experimental evaluation suggests that our algorithm obtains solutions whose objective value nearly matches the value obtained by the state of the art sequential algorithms, and it outperforms previous parallel algorithms in number of parallel rounds, iterations, and solution quality.
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In this paper we study the fundamental problems of maximizing a continuous non-monotone submodular function over the hypercube, both with and without coordinate-wise concavity. This family of optimization problems has several applications in machine learning, economics, and communication systems. Our main result is the first $frac{1}{2}$-approximation algorithm for continuous submodular function maximization; this approximation factor of $frac{1}{2}$ is the best possible for algorithms that only query the objective function at polynomially many points. For the special case of DR-submodular maximization, i.e. when the submodular functions is also coordinate wise concave along all coordinates, we provide a different $frac{1}{2}$-approximation algorithm that runs in quasilinear time. Both of these results improve upon prior work [Bian et al, 2017, Soma and Yoshida, 2017]. Our first algorithm uses novel ideas such as reducing the guaranteed approximation problem to analyzing a zero-sum game for each coordinate, and incorporates the geometry of this zero-sum game to fix the value at this coordinate. Our second algorithm exploits coordinate-wise concavity to identify a monotone equilibrium condition sufficient for getting the required approximation guarantee, and hunts for the equilibrium point using binary search. We further run experiments to verify the performance of our proposed algorithms in related machine learning applications.
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.
Submodular maximization is a general optimization problem with a wide range of applications in machine learning (e.g., active learning, clustering, and feature selection). In large-scale optimization, the parallel running time of an algorithm is governed by its adaptivity, which measures the number of sequential rounds needed if the algorithm can execute polynomially-many independent oracle queries in parallel. While low adaptivity is ideal, it is not sufficient for an algorithm to be efficient in practice---there are many applications of distributed submodular optimization where the number of function evaluations becomes prohibitively expensive. Motivated by these applications, we study the adaptivity and query complexity of submodular maximization. In this paper, we give the first constant-factor approximation algorithm for maximizing a non-monotone submodular function subject to a cardinality constraint $k$ that runs in $O(log(n))$ adaptive rounds and makes $O(n log(k))$ oracle queries in expectation. In our empirical study, we use three real-world applications to compare our algorithm with several benchmarks for non-monotone submodular maximization. The results demonstrate that our algorithm finds competitive solutions using significantly fewer rounds and queries.
The need for real time analysis of rapidly producing data streams (e.g., video and image streams) motivated the design of streaming algorithms that can efficiently extract and summarize useful information from massive data on the fly. Such problems can often be reduced to maximizing a submodular set function subject to various constraints. While efficient streaming methods have been recently developed for monotone submodular maximization, in a wide range of applications, such as video summarization, the underlying utility function is non-monotone, and there are often various constraints imposed on the optimization problem to consider privacy or personalization. We develop the first efficient single pass streaming algorithm, Streaming Local Search, that for any streaming monotone submodular maximization algorithm with approximation guarantee $alpha$ under a collection of independence systems ${cal I}$, provides a constant $1/big(1+2/sqrt{alpha}+1/alpha +2d(1+sqrt{alpha})big)$ approximation guarantee for maximizing a non-monotone submodular function under the intersection of ${cal I}$ and $d$ knapsack constraints. Our experiments show that for video summarization, our method runs more than 1700 times faster than previous work, while maintaining practically the same performance.
Profit maximization (PM) is to select a subset of users as seeds for viral marketing in online social networks, which balances between the cost and the profit from influence spread. We extend PM to that under the general marketing strategy, and form continuous profit maximization (CPM-MS) problem, whose domain is on integer lattices. The objective function of our CPM-MS is dr-submodular, but non-monotone. It is a typical case of unconstrained dr-submodular maximization (UDSM) problem, and take it as a starting point, we study UDSM systematically in this paper, which is very different from those existing researcher. First, we introduce the lattice-based double greedy algorithm, which can obtain a constant approximation guarantee. However, there is a strict and unrealistic condition that requiring the objective value is non-negative on the whole domain, or else no theoretical bounds. Thus, we propose a technique, called lattice-based iterative pruning. It can shrink the search space effectively, thereby greatly increasing the possibility of satisfying the non-negative objective function on this smaller domain without losing approximation ratio. Then, to overcome the difficulty to estimate the objective value of CPM-MS, we adopt reverse sampling strategies, and combine it with lattice-based double greedy, including pruning, without losing its performance but reducing its running time. The entire process can be considered as a general framework to solve the UDSM problem, especially for applying to social networks. Finally, we conduct experiments on several real datasets to evaluate the effectiveness and efficiency of our proposed algorithms.
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