Two-Sided Weak Submodularity for Matroid Constrained Optimization and Regression
Theophile Thiery, Justin Ward
备注：
Appeared in COLT'22. 29 pages, 1 figure. Comments welcome. The earlier version of this paper contains a local-search algorithm's analysis which we substitute with the analysis of the residual random greedy algorithm
We study the following problem: Given a variable of interest, we would like to find a best linear predictor for it by choosing a subset of $k$ relevant variables obeying a matroid constraint. This problem is a natural generalization of subset selection problems where it is necessary to spread observations amongst multiple different classes. We derive new, strengthened guarantees for this problem by improving the analysis of the residual random greedy algorithm and by developing a novel distorted local-search algorithm. To quantify our approximation guarantees, we refine the definition of weak submodularity by Das and Kempe and introduce the notion of an upper submodularity ratio, which we connect to the minimum $k$-sparse eigenvalue of the covariance matrix. More generally, we look at the problem of maximizing a set function $f$ with lower and upper submodularity ratio $γ$ and $β$ under a matroid constraint. For this problem, our algorithms have asymptotic approximation guarantee $1/2$ and $1-e^{-1}$ as the function is closer to being submodular. As a second application, we show that the Bayesian A-optimal design objective falls into our framework, leading to new guarantees for this problem as well.
Simon Fraser University（西蒙菲莎大学）；National Institute of Informatics（信息科学研究所）
The problem of maximizing nonnegative monotone submodular functions under a certain constraint has been intensively studied in the last decade, and a wide range of efficient approximation algorithms have been developed for this problem. Many machine learning problems, including data summarization and influence maximization, can be naturally modeled as the problem of maximizing monotone submodular functions. However, when such applications involve sensitive data about individuals, their privacy concerns should be addressed. In this paper, we study the problem of maximizing monotone submodular f…
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…
Consider the following problem: given a set system (U,I) and an edge-weighted graph G = (U, E) on the same universe U, find the set A in I such that the Steiner tree cost with terminals A is as large as possible: "which set in I is the most difficult to connect up?" This is an example of a max-min problem: find the set A in I such that the value of some minimization (covering) problem is as large as possible. In this paper, we show that for certain covering problems which admit good deterministic online algorithms, we can give good algorithms for max-min optimization when the set system I is g…
A graph $G=(V,E)$ is called $(k,\ell)$-full if $G$ contains a subgraph $H=(V,F)$ of $k|V|-\ell$ edges such that, for any non-empty $F' \subseteq F$, $|F'| \leq k|V(F')| - \ell$ holds. Here, $V(F')$ denotes the set of vertices incident to $F'$. It is known that the family of edge sets of $(k,\ell)$-full graphs forms a family of matroid, known as the sparsity matroid of $G$. In this paper, we give a constant-time approximation algorithm for the rank of the sparsity matroid of a degree-bounded undirected graph. This leads to a constant-time tester for $(k,\ell)$-fullness in the bounded-degree mod…
The multilinear framework has achieved the breakthrough $1-1/e$ approximation for maximizing a monotone submodular function subject to a matroid constraint. This framework has a continuous optimization part and a rounding part. We extend both parts to a wider array of problems. In particular, we make a conceptual contribution by identifying a family of parameterized functions. As a running example we focus on solving diversity problems $\max f(S)=\frac{1}{2}\sum_{i,j\in A}A_{ij}:S\in\mathcal{M}$, where $\mathcal{M}$ is a matroid. These diversity functions have $A_{ij}\geq 0$ as a measure of di…
We design novel mechanisms for welfare-maximization in two-sided markets. That is, there are buyers willing to purchase items and sellers holding items initially, both acting rationally and strategically in order to maximize utility. Our mechanisms are designed based on a powerful correspondence between two-sided markets and prophet inequalities. They satisfy individual rationality, dominant-strategy incentive compatibility, budget-balance constraints and give constant-factor approximations to the optimal social welfare. We improve previous results in several settings: Our main focus is on mat…
Breaking the 1/3 Barrier for constrained $\boldsymbol{k}$-Submodular Maximization: A Proportional Top-2 Randomized Framework
School of Mathematical Sciences, University of Chinese Academy of Sciences（中国科学院大学数学科学学院）；State Key Lab of Processors, Institute of Computing Technology, Chinese Academy of Sciences（中国科学院计算技术研究所处理器与系统安全国家重点实验室）；School of Computer Science and Technology, University of Chinese Academy of Sciences（中国科学院大学计算机科学与技术学院）；Zhongguancun Laboratory（中关村实验室）；Beijing Normal University-Zhuhai（北京师范大学珠海校区）；Beijing Normal-Hong Kong Baptist University（北京师范大学-香港浸会大学联合国际学院）
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…
Weighted Equitability and Matroid-Constrained Discrepancy
MTA-ELTE Matroid Optimization Research Group and HUN-REN-ELTE Egerváry Research Group, Department of Operations Research, ELTE Eötvös Loránd University（MTA-ELTE拟阵优化研究组和HUN-REN-ELTE埃格瓦里研究组，运筹学系，布达佩斯罗兰大学）；HUN-REN Alfréd Rényi Institute of Mathematics（匈牙利科学院阿尔弗雷德·雷尼数学研究所）；Carnegie Mellon University（卡内基梅隆大学）；Microsoft Research（微软研究院）
Tepper School of Business, Carnegie Mellon University（卡内基梅隆大学泰珀商学院）；Department of Computer Science, University of Pittsburgh（匹兹堡大学计算机科学系）；Department of Computer Science, Pomona College（波莫纳学院计算机科学系）
The problem of maximizing a constrained monotone set function has many practical applications and generalizes many combinatorial problems. Unfortunately, it is generally not possible to maximize a monotone set function up to an acceptable approximation ratio, even subject to simple constraints. One highly studied approach to cope with this hardness is to restrict the set function. An outstanding disadvantage of imposing such a restriction on the set function is that no result is implied for set functions deviating from the restriction, even slightly. A more flexible approach, studied by Feige …
The Odd Cycle Transversal problem (OCT) asks whether a given graph can be made bipartite by deleting at most $k$ of its vertices. In a breakthrough result Reed, Smith, and Vetta (Operations Research Letters, 2004) gave a $\BigOh(4^kkmn)$ time algorithm for it, the first algorithm with polynomial runtime of uniform degree for every fixed $k$. It is known that this implies a polynomial-time compression algorithm that turns OCT instances into equivalent instances of size at most $\BigOh(4^k)$, a so-called kernelization. Since then the existence of a polynomial kernel for OCT, i.e., a kernelizatio…
