We give improved multi-pass streaming algorithms for the problem of maximizing a monotone or arbitrary non-negative submodular function subject to a general $p$-matchoid constraint in the model in which elements of the ground set arrive one at a time in a stream. The family of constraints we consider generalizes both the intersection of $p$ arbitrary matroid constraints and $p$-uniform hypergraph matching. For monotone submodular functions, our algorithm attains a guarantee of $p+1+\varepsilon$ using $O(p/\varepsilon)$-passes and requires storing only $O(k)$ elements, where $k$ is the maximum size of feasible solution. This immediately gives an $O(1/\varepsilon)$-pass $(2+\varepsilon)$-approximation algorithms for monotone submodular maximization in a matroid and $(3+\varepsilon)$-approximation for monotone submodular matching. Our algorithm is oblivious to the choice $\varepsilon$ and can be stopped after any number of passes, delivering the appropriate guarantee. We extend our techniques to obtain the first multi-pass streaming algorithm for general, non-negative submodular functions subject to a $p$-matchoid constraint with a number of passes independent of the size of the ground set and $k$. We show that a randomized $O(p/\varepsilon)$-pass algorithm storing $O(p^3k\log(k)/\varepsilon^3)$ elements gives a $(p+1+\barγ+O(\varepsilon))$-approximation, where $\bar{gamma}$ is the guarantee of the best-known offline algorithm for the same problem.
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.
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…
In this work, we study the problem of monotone non-submodular maximization with partition matroid constraint. Although a generalization of this problem has been studied in literature, our work focuses on leveraging properties of partition matroid constraint to (1) propose algorithms with theoretical bound and efficient query complexity; and (2) provide better analysis on theoretical performance guarantee of some existing techniques. We further investigate those algorithms' performance in two applications: Boosting Influence Spread and Video Summarization. Experiments show our algorithms return…
We consider fast algorithms for monotone submodular maximization subject to a matroid constraint. We assume that the matroid is given as input in an explicit form, and the goal is to obtain the best possible running times for important matroids. We develop a new algorithm for a \emph{general matroid constraint} with a $1 - 1/e - ε$ approximation that achieves a fast running time provided we have a fast data structure for maintaining a maximum weight base in the matroid through a sequence of decrease weight operations. We construct such data structures for graphic matroids and partition matroid…
We consider the problem of maximizing a non-negative submodular function under the $b$-matching constraint, in the semi-streaming model. When the function is linear, monotone, and non-monotone, we obtain the approximation ratios of $2+\varepsilon$, $3 + 2 \sqrt{2} \approx 5.828$, and $4 + 2 \sqrt{3} \approx 7.464$, respectively. We also consider a generalized problem, where a $k$-uniform hypergraph is given, along with an extra matroid or a $k'$-matchoid constraint imposed on the edges, with the same goal of finding a $b$-matching that maximizes a submodular function. When the extra constraint…
In this paper we study submodular maximization under a matroid constraint in the adaptive complexity model. This model was recently introduced in the context of submodular optimization in [BS18a] to quantify the information theoretic complexity of black-box optimization in a parallel computation model. Informally, the adaptivity of an algorithm is the number of sequential rounds it makes when each round can execute polynomially-many function evaluations in parallel. Since submodular optimization is regularly applied on large datasets we seek algorithms with low adaptivity to enable speedups vi…
We consider the problem of maximizing a nonnegative (possibly non-monotone) submodular set function with or without constraints. Feige et al. [FOCS'07] showed a 2/5-approximation for the unconstrained problem and also proved that no approximation better than 1/2 is possible in the value oracle model. Constant-factor approximation was also given for submodular maximization subject to a matroid independence constraint (a factor of 0.309 Vondrak [FOCS'09]) and for submodular maximization subject to a matroid base constraint, provided that the fractional base packing number is at least 2 (a 1/4-ap…
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…
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 $1-1/e-ε$ approximation for monotone functions and a $1/e-ε$ approximation for non-monotone functions, which nearly matches the best guarantees known in the fully adaptive setting. The number of rounds of adaptivity is $O(\log^2{n}/ε^3)$, which is an…
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…
We present a polynomial time algorithm for online maximization of $k$-submodular maximization. For online (nonmonotone) $k$-submodular maximization, our algorithm achieves a tight approximate factor in an approximate regret. For online monotone $k$-submodular maximization, our approximate-regret matches to the best-known approximation ratio, which is tight asymptotically as $k$ tends to infinity. Our approach is based on the Blackwell approachability theorem and online linear optimization.
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 …
While the basic greedy algorithm gives a semi-streaming algorithm with an approximation guarantee of $2$ for the \emph{unweighted} matching problem, it was only recently that Paz and Schwartzman obtained an analogous result for weighted instances. Their approach is based on the versatile local ratio technique and also applies to generalizations such as weighted hypergraph matchings. However, the framework for the analysis fails for the related problem of weighted matroid intersection and as a result the approximation guarantee for weighted instances did not match the factor $2$ achieved by the…
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…
Submodularity is one of the most important property of combinatorial optimization, and $k$-submodularity is a generalization of submodularity. Maximization of $k$-submodular function is NP-hard, and approximation algorithms are studied. For monotone $k$-submodular function, [Iwata, Tanigawa, and Yoshida 2016] gave $k/(2k-1)$-approximation algorithm. In this paper, we give a deterministic algorithm by derandomizing that algorithm. Derandomization scheme is from [Buchbinder and Feldman 2016]. Our algorithm is $k/(2k-1)$-approximation and polynomial-time algorithm.
In this work we present the first practical $\left(\frac{1}{e}-ε\right)$-approximation algorithm to maximise a general non-negative submodular function subject to a matroid constraint. Our algorithm is based on combining the decreasing-threshold procedure of Badanidiyuru and Vondrak (SODA 2014) with a smoother version of the measured continuous greedy algorithm of Feldman et al. (FOCS 2011). This enables us to obtain an algorithm that requires $O(\frac{nr^2}{ε^4} \big(\frac{a+b}{a}\big)^2 \log^2({\frac{n}ε}))$ value oracle calls, where $n$ is the cardinality of the ground set, $r$ is the matro…
Weak submodularity is a natural relaxation of the diminishing return property, which is equivalent to submodularity. Weak submodularity has been used to show that many (monotone) functions that arise in practice can be efficiently maximized with provable guarantees. In this work we introduce two natural generalizations of weak submodularity for non-monotone functions. We show that an efficient randomized greedy algorithm has provable approximation guarantees for maximizing these functions subject to a cardinality constraint. We then provide a more refined analysis that takes into account that …
In the matroid secretary problem, the elements of a matroid $\mathcal{M}$ arrive in random order. Once we observe an item we need to irrevocably decide whether or not to accept it. The set of selected elements should form an independent set of the matroid. The goal is to maximize the total sum of the values assigned to these elements. We introduce a version of this problem motivated by the shortlist model in [Agrawal et al.]. In this setting, the algorithm is allowed to choose a subset of items as part of a shortlist, possibly more than $k=rk(\mathcal{M})$ items. Then, after seeing the entire …
Submodular function maximization is a central problem in combinatorial optimization, generalizing many important problems including Max Cut in directed/undirected graphs and in hypergraphs, certain constraint satisfaction problems, maximum entropy sampling, and maximum facility location problems. Unlike submodular minimization, submodular maximization is NP-hard. For the problem of maximizing a non-monotone submodular function, Feige, Mirrokni, and Vondrák recently developed a $2\over 5$-approximation algorithm \cite{FMV07}, however, their algorithms do not handle side constraints.} In this pa…
We study the problem of finding a maximum matching in a graph given by an input stream listing its edges in some arbitrary order, where the quantity to be maximized is given by a monotone submodular function on subsets of edges. This problem, which we call maximum submodular-function matching (MSM), is a natural generalization of maximum weight matching (MWM), which is in turn a generalization of maximum cardinality matching (MCM). We give two incomparable algorithms for this problem with space usage falling in the semi-streaming range---they store only $O(n)$ edges, using $O(n\log n)$ working…
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…
In this paper we study the extraction of representative elements in the data stream model in the form of submodular maximization. Different from the previous work on streaming submodular maximization, we are interested only in the recent data, and study the maximization problem over sliding windows. We provide a general reduction from the sliding window model to the standard streaming model, and thus our approach works for general constraints as long as there is a corresponding streaming algorithm in the standard streaming model. As a consequence, we obtain the first algorithms in the sliding …
In a stochastic probing problem we are given a universe $E$, where each element $e \in E$ is active independently with probability $p_e$, and only a probe of e can tell us whether it is active or not. On this universe we execute a process that one by one probes elements --- if a probed element is active, then we have to include it in the solution, which we gradually construct. Throughout the process we need to obey inner constraints on the set of elements taken into the solution, and outer constraints on the set of all probed elements. This abstract model was presented by Gupta and Nagarajan (…
The optimization of submodular functions on the integer lattice has received much attention recently, but the objective functions of many applications are non-submodular. We provide two approximation algorithms for maximizing a non-submodular function on the integer lattice subject to a cardinality constraint; these are the first algorithms for this purpose that have polynomial query complexity. We propose a general framework for influence maximization on the integer lattice that generalizes prior works on this topic, and we demonstrate the efficiency of our algorithms in this context.
Constrained submodular function maximization has been used in subset selection problems such as selection of most informative sensor locations. While these models have been quite popular, the solutions Constrained submodular function maximization has been used in subset selection problems such as selection of most informative sensor locations. While these models have been quite popular, the solutions obtained via this approach are unstable to perturbations in data defining the submodular functions. Robust submodular maximization has been proposed as a richer model that aims to overcome this di…
Randomization is a fundamental tool used in many theoretical and practical areas of computer science. We study here the role of randomization in the area of submodular function maximization. In this area most algorithms are randomized, and in almost all cases the approximation ratios obtained by current randomized algorithms are superior to the best results obtained by known deterministic algorithms. Derandomization of algorithms for general submodular function maximization seems hard since the access to the function is done via a value oracle. This makes it hard, for example, to apply standar…
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].
We study the recently introduced idea of worst-case sensitivity for monotone submodular maximization with cardinality constraint $k$, which captures the degree to which the output argument changes on deletion of an element in the input. We find that for large classes of algorithms that non-trivial sensitivity of $o(k)$ is not possible, even with bounded curvature, and that these results also hold in the distributed framework. However, we also show that in the regime $k = Ω(n)$ that we can obtain $O(1)$ sensitivity for sufficiently low curvature.
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 non-monotone DR-submodular function maximization, where DR-submodularity (diminishing return submodularity) is an extension of submodularity for functions over the integer lattice based on the concept of the diminishing return property. Maximizing non-monotone DR-submodular functions has many applications in machine learning that cannot be captured by submodular set functions. In this paper, we present a $\frac{1}{2+ε}$-approximation algorithm with a running time of roughly $O(\frac{n}ε\log^2 B)$, where $n$ is the size of the ground set, $B$ is the maximum value of a coordinate, an…
Submodular Maximization over Bipartite Perfect Matchings and Matroid Intersection Bases
University of Illinois Urbana-Champaign（伊利诺伊大学厄巴纳-香槟分校）；University of Southern Denmark（南丹麦大学）；EPFL Lausanne（洛桑联邦理工学院）；Stanford University（斯坦福大学）；ETH Zürich（苏黎世联邦理工学院）
We consider the problem of maximizing a monotone submodular function in a $k$-exchange system. These systems, introduced by Feldman et al., generalize the matroid k-parity problem in a wide class of matroids and capture many other combinatorial optimization problems. Feldman et al. show that a simple non-oblivious local search algorithm attains a $(k + 1)/2$ approximation ratio for the problem of linear maximization in a $k$-exchange system. Here, we extend this approach to the case of monotone submodular objective functions. We give a deterministic, non-oblivious local search algorithm that a…
In this paper we consider parallelization for applications whose objective can be expressed as maximizing a non-monotone submodular function under a cardinality constraint. Our main result is an algorithm whose approximation is arbitrarily close to $1/2e$ in $O(\log^2 n)$ adaptive rounds, where $n$ is the size of the ground set. This is an exponential speedup in parallel running time over any previously studied algorithm for constrained non-monotone submodular maximization. Beyond its provable guarantees, the algorithm performs well in practice. Specifically, experiments on traffic monitoring …
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…
In this work, we consider the maximization of submodular functions constrained by independence systems. Because of the wide applicability of submodular functions, this problem has been extensively studied in the literature, on specialized independence systems. For general independence systems, even when all of the bases of the independence system have the same size, we show that for any $ε> 0$, the problem is hard to approximate within $(2/n)^{1-ε}$, where $n$ is the size of the ground set. In the same context, we show the greedy algorithm does obtain a ratio of $2/n$ under an additional mild …
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…
In this work, we consider robust submodular maximization with matroid constraints. We give an efficient bi-criteria approximation algorithm that outputs a small family of feasible sets whose union has (nearly) optimal objective value. This algorithm theoretically performs less function calls than previous works at cost of adding more elements to the final solution. We also provide significant implementation improvements showing that our algorithm outperforms the algorithms in the existing literature. We finally assess the performance of our contributions in three real-world applications.
A $k$-submodular function is an extension of a submodular function in that its input is given by $k$ disjoint subsets instead of a single subset. For unconstrained nonnegative $k$-submodular maximization, Ward and Živný proposed a constant-factor approximation algorithm, which was improved by the recent work of Iwata, Tanigawa and Yoshida presenting a $1/2$-approximation algorithm. Iwata et al. also provided a $k/(2k-1)$-approximation algorithm for monotone $k$-submodular maximization and proved that its approximation ratio is asymptotically tight. More recently, Ohsaka and Yoshida proposed co…
We consider the problem of maximizing a nonnegative submodular set function $f:2^{\mathcal{N}} \rightarrow \mathbb{R}^+$ subject to a $p$-matchoid constraint in the single-pass streaming setting. Previous work in this context has considered streaming algorithms for modular functions and monotone submodular functions. The main result is for submodular functions that are {\em non-monotone}. We describe deterministic and randomized algorithms that obtain a $Ω(\frac{1}{p})$-approximation using $O(k \log k)$-space, where $k$ is an upper bound on the cardinality of the desired set. The model assumes…
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…
This paper presents a polynomial-time $1/2$-approximation algorithm for maximizing nonnegative $k$-submodular functions. This improves upon the previous $\max\{1/3, 1/(1+a)\}$-approximation by Ward and Živný~(SODA'14), where $a=\max\{1, \sqrt{(k-1)/4}\}$. We also show that for monotone $k$-submodular functions there is a polynomial-time $k/(2k-1)$-approximation algorithm while for any $\varepsilon>0$ a $((k+1)/2k+\varepsilon)$-approximation algorithm for maximizing monotone $k$-submodular functions would require exponentially many queries. In particular, our hardness result implies that our al…
As the scales of data sets expand rapidly in some application scenarios, increasing efforts have been made to develop fast submodular maximization algorithms. This paper presents a currently the most efficient algorithm for maximizing general non-negative submodular objective functions subject to $k$-extendible system constraints. Combining the sampling process and the decreasing threshold strategy, our algorithm Sample Decreasing Threshold Greedy Algorithm (SDTGA) obtains an expected approximation guarantee of ($p-ε$) for monotone submodular functions and of ($p(1-p)-ε$) for non-monotone case…
Fast algorithms for submodular maximization problems have a vast potential use in applicative settings, such as machine learning, social networks, and economics. Though fast algorithms were known for some special cases, only recently Badanidiyuru and Vondrák (2014) were the first to explicitly look for such algorithms in the general case of maximizing a monotone submodular function subject to a matroid independence constraint. The algorithm of Badanidiyuru and Vondrák matches the best possible approximation guarantee, while trying to reduce the number of value oracle queries the algorithm perf…
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 …
We present a polynomial-time online algorithm for maximizing the conditional value at risk (CVaR) of a monotone stochastic submodular function. Given $T$ i.i.d. samples from an underlying distribution arriving online, our algorithm produces a sequence of solutions that converges to a ($1-1/e$)-approximate solution with a convergence rate of $O(T^{-1/4})$ for monotone continuous DR-submodular functions. Compared with previous offline algorithms, which require $Ω(T)$ space, our online algorithm only requires $O(\sqrt{T})$ space. We extend our online algorithm to portfolio optimization for monoto…
In machine learning and big data, the optimization objectives based on set-cover, entropy, diversity, influence, feature selection, etc. are commonly modeled as submodular functions. Submodular (function) maximization is generally NP-hard, even in the absence of constraints. Recently, submodular maximization has been successfully investigated for the settings where the objective function is monotone or the constraint is computation-tractable. However, maximizing nonmonotone submodular function with complex constraints is not yet well-understood. In this paper, we consider the nonmonotone submo…
