This paper describes a simple greedy D-approximation algorithm for any covering problem whose objective function is submodular and non-decreasing, and whose feasible region can be expressed as the intersection of arbitrary (closed upwards) covering constraints, each of which constrains at most D variables of the problem. (A simple example is Vertex Cover, with D = 2.) The algorithm generalizes previous approximation algorithms for fundamental covering problems and online paging and caching problems.
Many algorithms for maximizing a monotone submodular function subject to a knapsack constraint rely on the natural greedy heuristic. We present a novel refined analysis of this greedy heuristic which enables us to: $(1)$ reduce the enumeration in the tight $(1-e^{-1})$-approximation of [Sviridenko 04] from subsets of size three to two; $(2)$ present an improved upper bound of $0.42945$ for the classic algorithm which returns the better between a single element and the output of the greedy heuristic.
University of Tokyo（东京大学）；NTT Communication Science Laboratories（NTT通信科学实验室）
We propose a new concept named adaptive submodularity ratio to study the greedy policy for sequential decision making. While the greedy policy is known to perform well for a wide variety of adaptive stochastic optimization problems in practice, its theoretical properties have been analyzed only for a limited class of problems. We narrow the gap between theory and practice by using adaptive submodularity ratio, which enables us to prove approximation guarantees of the greedy policy for a substantially wider class of problems. Examples of newly analyzed problems include important applications su…
The classical problem of maximizing a submodular function under a matroid constraint is considered. Defining a new measure for the increments made by the greedy algorithm at each step, called the discriminant, improved approximation ratio guarantees are derived for the greedy algorithm. At each step, discriminant measures the multiplicative gap in the incremental valuation between the item chosen by the greedy algorithm and the largest potential incremental valuation for eligible items not selected by it. The new guarantee subsumes all the previous known results for the greedy algorithm, inclu…
A deterministic approximation algorithm is presented for the maximization of non-monotone submodular functions over a ground set of size $n$ subject to cardinality constraint $k$; the algorithm is based upon the idea of interlacing two greedy procedures. The algorithm uses interlaced, thresholded greedy procedures to obtain tight ratio $1/4 - ε$ in $O \left( \frac{n}ε \log \left( \frac{k}ε \right) \right)$ queries of the objective function, which improves upon both the ratio and the quadratic time complexity of the previously fastest deterministic algorithm for this problem. The algorithm is v…
We consider a problem of maximizing a monotone DR-submodular function under multiple order-consistent knapsack constraints on a distributive lattice. Since a distributive lattice is used to represent a dependency constraint, the problem can represent a dependency constrained version of a submodular maximization problem on a set. We propose a $1 - 1/e$ approximation algorithm for this problem. To achieve this result, we generalize the continuous greedy algorithm to distributive lattices: We choose a median complex as a continuous relaxation of a distributive lattice and define the multilinear e…
We prove that no online algorithm (even randomized, against an oblivious adversary) is better than 1/2-competitive for welfare maximization with coverage valuations, unless $NP = RP$. Since the Greedy algorithm is known to be 1/2-competitive for monotone submodular valuations, of which coverage is a special case, this proves that Greedy provides the optimal competitive ratio. On the other hand, we prove that Greedy in a stochastic setting with i.i.d.items and valuations satisfying diminishing returns is $(1-1/e)$-competitive, which is optimal even for coverage valuations, unless $NP=RP$. For o…
We study the problem of selecting a subset of k random variables from a large set, in order to obtain the best linear prediction of another variable of interest. This problem can be viewed in the context of both feature selection and sparse approximation. We analyze the performance of widely used greedy heuristics, using insights from the maximization of submodular functions and spectral analysis. We introduce the submodularity ratio as a key quantity to help understand why greedy algorithms perform well even when the variables are highly correlated. Using our techniques, we obtain the stronge…
Boston University（波士顿大学）；Northeastern University（东北大学）
We study parallel algorithms for the problem of maximizing a non-negative submodular function. Our main result is an algorithm that achieves a nearly-optimal $1/2 -ε$ approximation using $O(\log(1/ε) / ε)$ parallel rounds of function evaluations. Our algorithm is based on a continuous variant of the double greedy algorithm of Buchbinder et al. that achieves the optimal $1/2$ approximation in the sequential setting. Our algorithm applies more generally to the problem of maximizing a continuous diminishing-returns (DR) function.
Graduate School of Information Sciences and Technology（信息科学与技术研究生院）；The University of Tokyo（东京大学）
Motivated by, e.g., sensitivity analysis and end-to-end learning, the demand for differentiable optimization algorithms has been significantly increasing. In this paper, we establish a theoretically guaranteed versatile framework that makes the greedy algorithm for monotone submodular function maximization differentiable. We smooth the greedy algorithm via randomization, and prove that it almost recovers original approximation guarantees in expectation for the cases of cardinality and $κ$-extensible system constrains. We also show how to efficiently compute unbiased gradient estimators of any …
Submodular maximization with a cardinality constraint can model various problems, and those problems are often very large in practice. For the case where objective functions are monotone, many fast approximation algorithms have been developed. The stochastic greedy algorithm (SG) is one such algorithm, which is widely used thanks to its simplicity, efficiency, and high empirical performance. However, its approximation guarantee has been proved only for monotone objective functions. When it comes to non-monotone objective functions, existing approximation algorithms are inefficient relative to …
Open University of Israel（以色列开放大学）；Yale University（耶鲁大学）
It is known that greedy methods perform well for maximizing monotone submodular functions. At the same time, such methods perform poorly in the face of non-monotonicity. In this paper, we show - arguably, surprisingly - that invoking the classical greedy algorithm $O(\sqrt{k})$-times leads to the (currently) fastest deterministic algorithm, called Repeated Greedy, for maximizing a general submodular function subject to $k$-independent system constraints. Repeated Greedy achieves $(1 + O(1/\sqrt{k}))k$ approximation using $O(nr\sqrt{k})$ function evaluations (here, $n$ and $r$ denote the size o…
Submodular maximization has been widely studied over the past decades, mostly because of its numerous applications in real-world problems. It is well known that the standard greedy algorithm guarantees a worst-case approximation factor of 1-1/e when maximizing a monotone submodular function under a cardinality constraint. However, empirical studies show that its performance is substantially better in practice. This raises a natural question of explaining this improved performance of the greedy algorithm. In this work, we define sharpness for submodular functions as a candidate explanation for …
We investigate the performance of the standard Greedy algorithm for cardinality constrained maximization of non-submodular nondecreasing set functions. While there are strong theoretical guarantees on the performance of Greedy for maximizing submodular functions, there are few guarantees for non-submodular ones. However, Greedy enjoys strong empirical performance for many important non-submodular functions, e.g., the Bayesian A-optimality objective in experimental design. We prove theoretical guarantees supporting the empirical performance. Our guarantees are characterized by a combination of …
We present a simple combinatorial $\frac{1 -e^{-2}}{2}$-approximation algorithm for maximizing a monotone submodular function subject to a knapsack and a matroid constraint. This classic problem is known to be hard to approximate within factor better than $1 - 1/e$. We show that the algorithm can be extended to yield a ratio of $\frac{1 - e^{-(k+1)}}{k+1}$ for the problem with a single knapsack and the intersection of $k$ matroid constraints, for any fixed $k > 1$. Our algorithms, which combine the greedy algorithm of [Khuller, Moss and Naor, 1999] and [Sviridenko, 2004] with local search, sho…
We consider parallel, or low adaptivity, algorithms for submodular function maximization. This line of work was recently initiated by Balkanski and Singer and has already led to several interesting results on the cardinality constraint and explicit packing constraints. An important open problem is the classical setting of matroid constraint, which has been instrumental for developments in submodular function maximization. In this paper we develop a general strategy to parallelize the well-studied greedy algorithm and use it to obtain a randomized $\left(\frac{1}{2} - ε\right)$-approximation in…
While greedy algorithms have long been observed to perform well on a wide variety of problems, up to now approximation ratios have only been known for their application to problems having submodular objective functions $f$. Since many practical problems have non-submodular $f$, there is a critical need to devise new techniques to bound the performance of greedy algorithms in the case of non-submodularity. Our primary contribution is the introduction of a novel technique for estimating the approximation ratio of the greedy algorithm for maximization of monotone non-decreasing functions based on…
We propose and analyze batch greedy heuristics for cardinality constrained maximization of non-submodular non-decreasing set functions. We consider the standard greedy paradigm, along with its distributed greedy and stochastic greedy variants. Our theoretical guarantees are characterized by the combination of submodularity and supermodularity ratios. We argue how these parameters define tight modular bounds based on incremental gains, and provide a novel reinterpretation of the classical greedy algorithm using the minorize-maximize (MM) principle. Based on that analogy, we propose a new class …
The greedy algorithm for monotone submodular function maximization subject to cardinality constraint is guaranteed to approximate the optimal solution to within a $1-1/e$ factor. Although it is well known that this guarantee is essentially tight in the worst case -- for greedy and in fact any efficient algorithm, experiments show that greedy performs better in practice. We observe that for many applications in practice, the empirical distribution of the budgets (i.e., cardinality constraints) is supported on a wide range, and moreover, all the existing hardness results in theory break under a …
We design new serial and parallel approximation algorithms for computing a maximum weight $b$-matching in an edge-weighted graph with a submodular objective function. This problem is NP-hard; the new algorithms have approximation ratio $1/3$, and are relaxations of the Greedy algorithm that rely only on local information in the graph, making them parallelizable. We have designed and implemented Local Lazy Greedy algorithms for both serial and parallel computers. We have applied the approximate submodular $b$-matching algorithm to assign tasks to processors in the computation of Fock matrices i…
We study the matroid secretary problems with submodular valuation functions. In these problems, the elements arrive in random order. When one element arrives, we have to make an immediate and irrevocable decision on whether to accept it or not. The set of accepted elements must form an {\em independent set} in a predefined matroid. Our objective is to maximize the value of the accepted elements. In this paper, we focus on the case that the valuation function is a non-negative and monotonically non-decreasing submodular function. We introduce a general algorithm for such {\em submodular matroid…
Yale University（耶鲁大学）；The Open University of Israel（以色列开放大学）
Submodular functions are a broad class of set functions, which naturally arise in diverse areas. Many algorithms have been suggested for the maximization of these functions. Unfortunately, once the function deviates from submodularity, the known algorithms may perform arbitrarily poorly. Amending this issue, by obtaining approximation results for set functions generalizing submodular functions, has been the focus of recent works. One such class, known as weakly submodular functions, has received a lot of attention. A key result proved by Das and Kempe (2011) showed that the approximation ratio…
Fast Stochastic Greedy Algorithm for $k$-Submodular Cover Problem
Graduate University of Science and Technology（科学技术研究生大学）；Vietnam Academy of Science and Technology（越南科学技术学院）；Faculty of Information Technology（信息科技学院）；Hanoi Architecture University（河内建筑大学）；ORLab（OR实验室）；Phenikaa University（Phenikaa大学）
In the Submodular Welfare Maximization (SWM) problem, the input consists of a set of $n$ items, each of which must be allocated to one of $m$ agents. Each agent $\ell$ has a valuation function $v_\ell$, where $v_\ell(S)$ denotes the welfare obtained by this agent if she receives the set of items $S$. The functions $v_\ell$ are all submodular; as is standard, we assume that they are monotone and $v_\ell(\emptyset) = 0$. The goal is to partition the items into $m$ disjoint subsets $S_1, S_2, \ldots S_m$ in order to maximize the social welfare, defined as $\sum_{\ell = 1}^m v_\ell(S_\ell)$. In th…
Sharif University（谢里夫大学）；Max Planck Institute for Software Systems（马克斯·普朗克软件系统研究所）
The standard greedy algorithm has been recently shown to enjoy approximation guarantees for constrained non-submodular nondecreasing set function maximization. While these recent results allow to better characterize the empirical success of the greedy algorithm, they are only applicable to simple cardinality constraints. In this paper, we study the problem of maximizing a non-submodular nondecreasing set function subject to a general matroid constraint. We first show that the standard greedy algorithm offers an approximation factor of $\frac{0.4 γ^{2}}{\sqrt{γr} + 1}$, where $γ$ is the submodu…
We study the problem of maximizing constrained non-monotone submodular functions and provide approximation algorithms that improve existing algorithms in terms of either the approximation factor or simplicity. Our algorithms combine existing local search and greedy based algorithms. Different constraints that we study are exact cardinality and multiple knapsack constraints. For the multiple-knapsack constraints we achieve a $(0.25-2ε)$-factor algorithm. We also show, as our main contribution, how to use the continuous greedy process for non-monotone functions and, as a result, obtain a $0.13$-…
We present an optimal, combinatorial 1-1/e approximation algorithm for monotone submodular optimization over a matroid constraint. Compared to the continuous greedy algorithm (Calinescu, Chekuri, Pal and Vondrak, 2008), our algorithm is extremely simple and requires no rounding. It consists of the greedy algorithm followed by local search. Both phases are run not on the actual objective function, but on a related non-oblivious potential function, which is also monotone submodular. Our algorithm runs in randomized time O(n^8u), where n is the rank of the given matroid and u is the size of its g…
The subspace selection problem seeks a subspace that maximizes an objective function under some constraint. This problem includes several important machine learning problems such as the principal component analysis and sparse dictionary selection problem. Often, these problems can be solved by greedy algorithms. Here, we are interested in why these problems can be solved by greedy algorithms, and what classes of objective functions and constraints admit this property. To answer this question, we formulate the problems as optimization problems on lattices. Then, we introduce a new class of func…
Indiana University, Bloomington（印第安纳大学伯明顿分校）；The Alan Turing Institute（艾伦·图灵研究所）；Carnegie Mellon University（卡内基梅隆大学）
The problem of selecting a small-size representative summary of a large dataset is a cornerstone of machine learning, optimization and data science. Motivated by applications to recommendation systems and other scenarios with query-limited access to vast amounts of data, we propose a new rigorous algorithmic framework for a standard formulation of this problem as a submodular maximization subject to a linear (knapsack) constraint. Our framework is based on augmenting all partial Greedy solutions with the best additional item. It can be instantiated with negligible overhead in any model of comp…
Hasso Plattner Institute（哈索普拉特纳研究所）；The University of Adelaide（阿德莱德大学）
We study the problem of maximizing a non-monotone submodular function under multiple knapsack constraints. We propose a simple discrete greedy algorithm to approach this problem, and prove that it yields strong approximation guarantees for functions with bounded curvature. In contrast to other heuristics, this requires no problem relaxation to continuous domains and it maintains a constant-factor approximation guarantee in the problem size. In the case of a single knapsack, our analysis suggests that the standard greedy can be used in non-monotone settings. Additionally, we study this problem …
Many important problems in discrete optimization require maximization of a monotonic submodular function subject to matroid constraints. For these problems, a simple greedy algorithm is guaranteed to obtain near-optimal solutions. In this article, we extend this classic result to a general class of adaptive optimization problems under partial observability, where each choice can depend on observations resulting from past choices. Specifically, we prove that a natural adaptive greedy algorithm provides a $1/(p+1)$ approximation for the problem of maximizing an adaptive monotone submodular funct…
We study the classical problem of maximizing a monotone submodular function subject to a cardinality constraint k, with two additional twists: (i) elements arrive in a streaming fashion, and (ii) m items from the algorithm's memory are removed after the stream is finished. We develop a robust submodular algorithm STAR-T. It is based on a novel partitioning structure and an exponentially decreasing thresholding rule. STAR-T makes one pass over the data and retains a short but robust summary. We show that after the removal of any m elements from the obtained summary, a simple greedy algorithm ST…
National University of Singapore（新加坡国立大学）；Nanyang Technological University（南洋理工大学）；University of Science and Technology of China（中国科学技术大学）；State University of New York at Buffalo（纽约州立大学布法罗分校）
Monotone submodular maximization with a knapsack constraint is NP-hard. Various approximation algorithms have been devised to address this optimization problem. In this paper, we revisit the widely known modified greedy algorithm. First, we show that this algorithm can achieve an approximation factor of $0.405$, which significantly improves the known factors of $0.357$ given by Wolsey and $(1-1/\mathrm{e})/2\approx 0.316$ given by Khuller et al. More importantly, our analysis closes a gap in Khuller et al.'s proof for the extensively mentioned approximation factor of $(1-1/\sqrt{\mathrm{e}})\a…
ETH Zurich（苏黎世联邦理工学院）；Google Research Mountain View（谷歌研究山景城）；Yale University（耶鲁大学）；IBM Almaden（IBM阿尔马登研究中心）
Is it possible to maximize a monotone submodular function faster than the widely used lazy greedy algorithm (also known as accelerated greedy), both in theory and practice? In this paper, we develop the first linear-time algorithm for maximizing a general monotone submodular function subject to a cardinality constraint. We show that our randomized algorithm, STOCHASTIC-GREEDY, can achieve a $(1-1/e-\varepsilon)$ approximation guarantee, in expectation, to the optimum solution in time linear in the size of the data and independent of the cardinality constraint. We empirically demonstrate the ef…
We study the problem of maximizing a monotone submodular function subject to a matroid constraint and present a deterministic algorithm that achieves (1/2 + ε)-approximation for the problem. This algorithm is the first deterministic algorithm known to improve over the 1/2-approximation ratio of the classical greedy algorithm proved by Nemhauser, Wolsely and Fisher in 1978.
In this work, we present a new algorithm for maximizing a non-monotone submodular function subject to a general constraint. Our algorithm finds an approximate fractional solution for maximizing the multilinear extension of the function over a down-closed polytope. The approximation guarantee is 0.372 and it is the first improvement over the 1/e approximation achieved by the unified Continuous Greedy algorithm [Feldman et al., FOCS 2011].
The problem of objectively choosing a string of actions to optimize an objective function that is string submodular has been considered in [1]. There it is shown that the greedy strategy, consisting of a string of actions that only locally maximizes the step-wise gain in the objective function achieves at least a (1-e^{-1})-approximation to the optimal strategy. This paper improves this approximation by introducing additional constraints on curvatures, namely, total backward curvature, total forward curvature, and elemental forward curvature. We show that if the objective function has total ba…
In this work, we study the Submodular Cost Submodular Cover problem, which is to minimize the submodular cost required to ensure that the submodular benefit function exceeds a given threshold. Existing approximation ratios for the greedy algorithm assume a value oracle to the benefit function. However, access to a value oracle is not a realistic assumption for many applications of this problem, where the benefit function is difficult to compute. We present two incomparable approximation ratios for this problem with an approximate value oracle and demonstrate that the ratios take on empirically…
The Submodular Welfare Maximization problem (SWM) captures an important subclass of combinatorial auctions and has been studied extensively from both computational and economic perspectives. In particular, it has been studied in a natural online setting in which items arrive one-by-one and should be allocated irrevocably upon arrival. In this setting, it is well known that the greedy algorithm achieves a competitive ratio of 1/2, and recently Kapralov et al. (2013) showed that this ratio is optimal for the problem. Surprisingly, despite this impossibility result, Korula et al. (2015) were able…
Stochastic Boolean Function Evaluation is the problem of determining the value of a given Boolean function f on an unknown input x, when each bit of x_i of x can only be determined by paying an associated cost c_i. The assumption is that x is drawn from a given product distribution, and the goal is to minimize the expected cost. This problem has been studied in Operations Research, where it is known as "sequential testing" of Boolean functions. It has also been studied in learning theory in the context of learning with attribute costs. We consider the general problem of developing approximatio…
In this paper, the Minimum Cost Submodular Cover problem is studied, which is to minimize a modular cost function such that the monotone submodular benefit function is above a threshold. For this problem, an evolutionary algorithm EASC is introduced that achieves a constant, bicriteria approximation in expected polynomial time; this is the first polynomial-time evolutionary approximation algorithm for Minimum Cost Submodular Cover. To achieve this running time, ideas motivated by submodularity and monotonicity are incorporated into the evolutionary process, which likely will extend to other su…
University of Texas at Dallas（德克萨斯大学达拉斯分校）；University of North Texas（北德克萨斯大学）
Many sequential decision making problems, including pool-based active learning and adaptive viral marketing, can be formulated as an adaptive submodular maximization problem. Most of existing studies on adaptive submodular optimization focus on either monotone case or non-monotone case. Specifically, if the utility function is monotone and adaptive submodular, \cite{golovin2011adaptive} developed a greedy policy that achieves a $(1-1/e)$ approximation ratio subject to a cardinality constraint. If the utility function is non-monotone and adaptive submodular, \cite{tang2021beyond} showed that a …
We design new approximation algorithms for the problems of optimizing submodular and supermodular functions subject to a single matroid constraint. Specifically, we consider the case in which we wish to maximize a nondecreasing submodular function or minimize a nonincreasing supermodular function in the setting of bounded total curvature $c$. In the case of submodular maximization with curvature $c$, we obtain a $(1-c/e)$-approximation --- the first improvement over the greedy $(1-e^{-c})/c$-approximation of Conforti and Cornuejols from 1984, which holds for a cardinality constraint, as well a…
