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arXiv 1801.07413cs.DM
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贪婪仍然是好的:最大化单调次模+超模函数

Greed is Still Good: Maximizing Monotone Submodular+Supermodular Functions

Wenruo Bai, Jeffrey A. Bilmes

摘要:

我们分析的贪婪算法的性能,也是一个离散的半梯度算法,最大化的subBmodular和suPermodular(BP)函数(两者都是非负单调非减)的总和下的两种类型的约束,无论是基数约束或$p\geq 1$拟阵的独立性约束。这些问题在数据科学、机器学习和人工智能的几个现实应用中自然会出现。这些问题通常是不可近似的任何因素(如我们所示)。使用曲率$κ_f$的次模项,并引入$κ^g$的超模项(一个自然的对偶曲率的超模函数),然而,这两者都是可计算的线性时间,我们表明,BP最大化可以有效地近似贪婪和半梯度为基础的算法。算法分别对两类约束给出了$\frac{1}{κ_f}\left[1-e^{-(1-κ^g)κ_f}\right]$和$\frac{1-κ^g}{(1-κ^g)κ_f + p}$的乘法保证。对于纯单调超模约束最大化,这两种类型的约束分别产生$1-κ^g$和$(1-κ^g)/p$。我们还分析了BP最大化的硬度,并表明我们的保证匹配硬度由一个常数因子和$O(\ln(p))$分别。计算实验也支持我们的分析。

英文摘要:

We analyze the performance of the greedy algorithm, and also a discrete semi-gradient based algorithm, for maximizing the sum of a suBmodular and suPermodular (BP) function (both of which are non-negative monotone non-decreasing) under two types of constraints, either a cardinality constraint or $p\geq 1$ matroid independence constraints. These problems occur naturally in several real-world applications in data science, machine learning, and artificial intelligence. The problems are ordinarily inapproximable to any factor (as we show). Using the curvature $κ_f$ of the submodular term, and introducing $κ^g$ for the supermodular term (a natural dual curvature for supermodular functions), however, both of which are computable in linear time, we show that BP maximization can be efficiently approximated by both the greedy and the semi-gradient based algorithm. The algorithms yield multiplicative guarantees of $\frac{1}{κ_f}\left[1-e^{-(1-κ^g)κ_f}\right]$ and $\frac{1-κ^g}{(1-κ^g)κ_f + p}$ for the two types of constraints respectively. For pure monotone supermodular constrained maximization, these yield $1-κ^g$ and $(1-κ^g)/p$ for the two types of constraints respectively. We also analyze the hardness of BP maximization and show that our guarantees match hardness by a constant factor and by $O(\ln(p))$ respectively. Computational experiments are also provided supporting our analysis.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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