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Title: Optimal Algorithms for Continuous Non-monotone Submodular and DR-Submodular Maximization
In this paper we study the fundamental problems of maximizing a continuous nonmonotone 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 1 2 -approximation algorithm for continuous submodular function maximization; this approximation factor of 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 function is also coordinate-wise concave along all coordinates, we provide a different 1 2 -approximation algorithm that runs in quasi-linear time. Both these results improve upon prior work (Bian et al., 2017a,b; 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.  more » « less
Award ID(s):
2006737
NSF-PAR ID:
10310902
Author(s) / Creator(s):
; ;
Editor(s):
Kraus, Andreas
Date Published:
Journal Name:
Journal of machine learning research
Volume:
21
Issue:
1
ISSN:
1532-4435
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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