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Non-monotone Submodular Maximization in Exponentially Fewer Iterations

Neural Information Processing Systems

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 and personalized data summarization applications show that the algorithm finds solutions whose values are competitive with state-of-the-art algorithms while running in exponentially fewer parallel iterations.


Non-monotone Submodular Maximization in Exponentially Fewer Iterations

Neural Information Processing Systems

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 and personalized data summarization applications show that the algorithm finds solutions whose values are competitive with state-of-the-art algorithms while running in exponentially fewer parallel iterations.


Non-monotone DR-submodular Maximization: Approximation and Regret Guarantees

arXiv.org Machine Learning

Diminishing-returns (DR) submodular optimization is an important field with many real-world applications in machine learning, economics and communication systems. It captures a subclass of non-convex optimization that provides both practical and theoretical guarantees. In this paper, we study the fundamental problem of maximizing non-monotone DR-submodular functions over down-closed and general convex sets in both offline and online settings. First, we show that for offline maximizing non-monotone DR-submodular functions over a general convex set, the Frank-Wolfe algorithm achieves an approximation guarantee which depends on the convex set. Next, we show that the Stochastic Gradient Ascent algorithm achieves a 1/4-approximation ratio with the regret of $O(1/\sqrt{T})$ for the problem of maximizing non-monotone DR-submodular functions over down-closed convex sets. These are the first approximation guarantees in the corresponding settings. Finally we benchmark these algorithms on problems arising in machine learning domain with the real-world datasets.


Do Less, Get More: Streaming Submodular Maximization with Subsampling

Neural Information Processing Systems

In this paper, we develop the first one-pass streaming algorithm for submodular maximization that does not evaluate the entire stream even once. By carefully subsampling each element of the data stream, our algorithm enjoys the tightest approximation guarantees in various settings while having the smallest memory footprint and requiring the lowest number of function evaluations. More specifically, for a monotone submodular function and a $p$-matchoid constraint, our randomized algorithm achieves a $4p$ approximation ratio (in expectation) with $O(k)$ memory and $O(km/p)$ queries per element ($k$ is the size of the largest feasible solution and $m$ is the number of matroids used to define the constraint). For the non-monotone case, our approximation ratio increases only slightly to $4p+2-o(1)$. To the best or our knowledge, our algorithm is the first that combines the benefits of streaming and subsampling in a novel way in order to truly scale submodular maximization to massive machine learning problems. To showcase its practicality, we empirically evaluated the performance of our algorithm on a video summarization application and observed that it outperforms the state-of-the-art algorithm by up to fifty-fold while maintaining practically the same utility. We also evaluated the scalability of our algorithm on a large dataset of Uber pick up locations.


Non-Monotone DR-Submodular Function Maximization

AAAI Conferences

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 1/(2+ε)-approximation algorithm with a running time of roughly O( n /ε log 2 B ), where n is the size of the ground set, B is the maximum value of a coordinate, and ε > 0 is a parameter. The approximation ratio is almost tight and the dependency of running time on B is exponentially smaller than the naive greedy algorithm. Experiments on synthetic and real-world datasets demonstrate that our algorithm outputs almost the best solution compared to other baseline algorithms, whereas its running time is several orders of magnitude faster.