 Award ID(s):
 2149588
 NSFPAR ID:
 10400788
 Date Published:
 Journal Name:
 Proceedings of Machine Learning Research
 ISSN:
 26403498
 Format(s):
 Medium: X
 Sponsoring Org:
 National Science Foundation
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We investigate the problem of unconstrained combinatorial multiarmed bandits with fullbandit feedback and stochastic rewards for submodular maximization. Previous works investigate the same problem assuming a submodular and monotone reward function. In this work, we study a more general problem, i.e., when the reward function is not necessarily monotone, and the submodularity is assumed only in expectation. We propose Randomized Greedy Learning (RGL) algorithm and theoretically prove that it achieves a $\frac{1}{2}$regret upper bound of $\Tilde{\mathcal{O}}(n T^{\frac{2}{3}})$ for horizon $T$ and number of arms $n$. We also show in experiments that RGL empirically outperforms other fullbandit variants in submodular and nonsubmodular settings.more » « less

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 $11/e\epsilon$ approximation for monotone functions and a $1/e\epsilon$ approximation for nonmonotone 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 nonmonotone 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 $11/e\epsilon$ 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 (DRsubmodular) function.more » « less

We study the problem of maximizing a nonmonotone submodular function subject to a cardinality constraint in the streaming model. Our main contribution is a singlepass (semi)streaming algorithm that uses roughly $O(k / \varepsilon^2)$ memory, where $k$ is the size constraint. At the end of the stream, our algorithm postprocesses its data structure using any offline algorithm for submodular maximization, and obtains a solution whose approximation guarantee is $\frac{\alpha}{1+\alpha}\varepsilon$, where $\alpha$ is the approximation of the offline algorithm. If we use an exact (exponential time) postprocessing algorithm, this leads to $\frac{1}{2}\varepsilon$ approximation (which is nearly optimal). If we postprocess with the algorithm of \cite{buchbinder2019constrained}, that achieves the stateoftheart offline approximation guarantee of $\alpha=0.385$, we obtain $0.2779$approximation in polynomial time, improving over the previously best polynomialtime approximation of $0.1715$ due to \cite{feldman2018less}. It is also worth mentioning that our algorithm is combinatorial and deterministic, which is rare for an algorithm for nonmonotone submodular maximization, and enjoys a fast update time of $O(\frac{\log k + \log (1/\alpha {\varepsilon^2})$ per element.more » « less

Abstract We consider the problem of covering multiple submodular constraints. Given a finite ground set
N , a weight function ,$$w: N \rightarrow \mathbb {R}_+$$ $w:N\to {R}_{+}$r monotone submodular functions over$$f_1,f_2,\ldots ,f_r$$ ${f}_{1},{f}_{2},\dots ,{f}_{r}$N and requirements the goal is to find a minimum weight subset$$k_1,k_2,\ldots ,k_r$$ ${k}_{1},{k}_{2},\dots ,{k}_{r}$ such that$$S \subseteq N$$ $S\subseteq N$ for$$f_i(S) \ge k_i$$ ${f}_{i}\left(S\right)\ge {k}_{i}$ . We refer to this problem as$$1 \le i \le r$$ $1\le i\le r$MultiSubmodCover and it was recently considered by HarPeled and Jones (Few cuts meet many point sets. CoRR.arxiv:abs1808.03260 HarPeled and Jones 2018) who were motivated by an application in geometry. Even with$$r=1$$ $r=1$MultiSubmodCover generalizes the wellknown Submodular Set Cover problem (SubmodSC ), and it can also be easily reduced toSubmodSC . A simple greedy algorithm gives an approximation where$$O(\log (kr))$$ $O(log(kr\left)\right)$ and this ratio cannot be improved in the general case. In this paper, motivated by several concrete applications, we consider two ways to improve upon the approximation given by the greedy algorithm. First, we give a bicriteria approximation algorithm for$$k = \sum _i k_i$$ $k={\sum}_{i}{k}_{i}$MultiSubmodCover that covers each constraint to within a factor of while incurring an approximation of$$(11/e\varepsilon )$$ $(11/e\epsilon )$ in the cost. Second, we consider the special case when each$$O(\frac{1}{\epsilon }\log r)$$ $O(\frac{1}{\u03f5}logr)$ is a obtained from a truncated coverage function and obtain an algorithm that generalizes previous work on partial set cover ($$f_i$$ ${f}_{i}$PartialSC ), covering integer programs (CIPs ) and multiple vertex cover constraints Bera et al. (Theoret Comput Sci 555:2–8 Bera et al. 2014). Both these algorithms are based on mathematical programming relaxations that avoid the limitations of the greedy algorithm. We demonstrate the implications of our algorithms and related ideas to several applications ranging from geometric covering problems to clustering with outliers. Our work highlights the utility of the highlevel model and the lens of submodularity in addressing this class of covering problems. 
Kraus, Andreas (Ed.)In this paper we study the fundamental problems of maximizing a continuous nonmonotone submodular function over the hypercube, both with and without coordinatewise 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 DRsubmodular maximization, i.e. when the submodular function is also coordinatewise concave along all coordinates, we provide a different 1 2 approximation algorithm that runs in quasilinear 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 zerosum game for each coordinate, and incorporates the geometry of this zerosum game to fix the value at this coordinate. Our second algorithm exploits coordinatewise 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