skip to main content
US FlagAn official website of the United States government
dot gov icon
Official websites use .gov
A .gov website belongs to an official government organization in the United States.
https lock icon
Secure .gov websites use HTTPS
A lock ( lock ) or https:// means you've safely connected to the .gov website. Share sensitive information only on official, secure websites.


Title: Multi-Agent Maximization of a Monotone Submodular Function via Maximum Consensus
This paper studies distributed submodular optimization subject to partition matroid. We work in the value oracle model where the only access of the agents to the utility function is through a black box that returns the utility function value. The agents are communicating over a connected undirected graph and have access only to their own strategy set. As known in the literature, submodular maximization subject to matroid constraints is NP-hard. Hence, our objective is to propose a polynomial-time distributed algorithm to obtain a suboptimal solution with guarantees on the optimality bound. Our proposed algorithm is based on a distributed stochastic gradient ascent scheme built on the multilinear-extension of the submodular set function. We use a maximum consensus protocol to minimize the inconsistency of the shared information over the network caused by delay in the flow of information while solving for the fractional solution of the multilinear extension model. Furthermore, we propose a distributed framework of finding a set solution using the fractional solution. We show that our distributed algorithm results in a strategy set that when the team objective function is evaluated at worst case the objective function value is in 1−1/e−O(1/T) of the optimal solution in the value oracle model where T is the number of communication instances of the agents. An example demonstrates our results.  more » « less
Award ID(s):
1724331
PAR ID:
10328432
Author(s) / Creator(s):
;
Date Published:
Journal Name:
IEEE Conference on Decision and Control
Page Range / eLocation ID:
1238 to 1243
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
More Like this
  1. We consider the problem of maximizing a monotone submodular function subject to a knapsack constraint. Our main contribution is an algorithm that achieves a nearly-optimal, 1 - 1/e - epsilon approximation, using (1/epsilon)^{O(1/epsilon^4)} n log^2{n} function evaluations and arithmetic operations. Our algorithm is impractical but theoretically interesting, since it overcomes a fundamental running time bottleneck of the multilinear extension relaxation framework. This is the main approach for obtaining nearly-optimal approximation guarantees for important classes of constraints but it leads to Omega(n^2) running times, since evaluating the multilinear extension is expensive. Our algorithm maintains a fractional solution with only a constant number of entries that are strictly fractional, which allows us to overcome this obstacle. 
    more » « less
  2. We consider the problem of maximizing a monotone submodular function subject to a knapsack constraint. Our main contribution is an algorithm that achieves a nearly-optimal, $$1 - 1/e - \epsilon$$ approximation, using $$(1/\epsilon)^{O(1/\epsilon^4)} n \log^2{n}$$ function evaluations and arithmetic operations. Our algorithm is impractical but theoretically interesting, since it overcomes a fundamental running time bottleneck of the multilinear extension relaxation framework. This is the main approach for obtaining nearly-optimal approximation guarantees for important classes of constraints but it leads to $$\Omega(n^2)$$ running times, since evaluating the multilinear extension is expensive. Our algorithm maintains a fractional solution with only a constant number of entries that are strictly fractional, which allows us to overcome this obstacle. 
    more » « less
  3. We consider the problem of maximizing the multilinear extension of a submodular function subject a single matroid constraint or multiple packing constraints with a small number of adaptive rounds of evaluation queries. We obtain the first algorithms with low adaptivity for submodular maximization with a matroid constraint. Our algorithms achieve a $$1-1/e-\epsilon$$ approximation for monotone functions and a $$1/e-\epsilon$$ approximation for non-monotone functions, which nearly matches the best guarantees known in the fully adaptive setting. The number of rounds of adaptivity is $$O(\log^2{n}/\epsilon^3)$$, which is an exponential speedup over the existing algorithms. We obtain the first parallel algorithm for non-monotone submodular maximization subject to packing constraints. Our algorithm achieves a $$1/e-\epsilon$$ approximation using $$O(\log(n/\epsilon) \log(1/\epsilon) \log(n+m)/ \epsilon^2)$$ parallel rounds, which is again an exponential speedup in parallel time over the existing algorithms. For monotone functions, we obtain a $$1-1/e-\epsilon$$ approximation in $$O(\log(n/\epsilon)\log(m)/\epsilon^2)$$ parallel rounds. The number of parallel rounds of our algorithm matches that of the state of the art algorithm for solving packing LPs with a linear objective (Mahoney et al., 2016). Our results apply more generally to the problem of maximizing a diminishing returns submodular (DR-submodular) function. 
    more » « less
  4. Banerjee, Arindam; Fukumizu, Kenji (Ed.)
    Numerous tasks in machine learning and artificial intelligence have been modeled as submodular maximization problems. These problems usually involve sensitive data about individuals, and in addition to maximizing the utility, privacy concerns should be considered. In this paper, we study the general framework of non-negative monotone submodular maximization subject to matroid or knapsack constraints in both offline and online settings. For the offline setting, we propose a differentially private $$(1-\frac{\kappa}{e})$$-approximation algorithm, where $$\kappa\in[0,1]$$ is the total curvature of the submodular set function, which improves upon prior works in terms of approximation guarantee and query complexity under the same privacy budget. In the online setting, we propose the first differentially private algorithm, and we specify the conditions under which the regret bound scales as $$Ø(\sqrt{T})$$, i.e., privacy could be ensured while maintaining the same regret bound as the optimal regret guarantee in the non-private setting. 
    more » « less
  5. Oh, A; Naumann, T; Globerson, A; Saenko, K; Hardt, M; Levine, S (Ed.)
    This paper presents a unified approach for maximizing continuous DR-submodular functions that encompasses a range of settings and oracle access types. Our approach includes a Frank-Wolfe type offline algorithm for both monotone and non-monotone functions, with different restrictions on the general convex set. We consider settings where the oracle provides access to either the gradient of the function or only the function value, and where the oracle access is either deterministic or stochastic. We determine the number of required oracle accesses in all cases. Our approach gives new/improved results for nine out of the sixteen considered cases, avoids computationally expensive projections in three cases, with the proposed framework matching performance of state-of-the-art approaches in the remaining four cases. Notably, our approach for the stochastic function value-based oracle enables the first regret bounds with bandit feedback for stochastic DR-submodular functions. 
    more » « less