Guarantees for Greedy Maximization of Non-submodular Functions with Applications

Guarantees for Greedy Maximization of Non-submodular Functions with Applications

Abstract

We investigate the performance of the standardGREEDYalgorithm for cardinality constrainedmaximization of non-submodular nondecreasingset functions. While there are strong theoreticalguarantees on the performance of GREEDYformaximizing submodular functions, there are fewguarantees for non-submodular ones. However,GREEDYenjoys strong empirical performancefor many important non-submodular functions,e.g., the Bayesian A-optimality objective in ex-perimental design. We prove theoretical guaran-tees supporting the empirical performance. Ourguarantees are characterized by a combinationof the (generalized)curvatureαand thesub-modularity ratioγ. In particular, we prove thatGREEDYenjoys atightapproximation guaranteeof1α(1−e−γα)for cardinality constrained max-imization. In addition, we bound the submod-ularity ratio and curvature for several importantreal-world objectives, including the Bayesian A-optimality objective, the determinantal functionof a square submatrix and certain linear programswith combinatorial constraints. We experimen-tally validate our theoretical findings for bothsynthetic and real-world applications.

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Authors
  • Bian, Andrew An
  • Buhmann, Joachim M.
  • Krause, Andreas
  • Tschiatschek, Sebastian
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Shortfacts
Category
Paper in Conference Proceedings or in Workshop Proceedings (Paper)
Event Title
Thirty-fourth International Conference on Machine Learning (ICML)
Divisions
Data Mining and Machine Learning
Event Location
Sidney, Australia
Event Type
Conference
Event Dates
06.-11.08.2017
Series Name
PMLR Proceedings of Machine Learning Research
Page Range
70:498-70:507
Date
6 August 2017
Official URL
https://arxiv.org/pdf/1703.02100.pdf
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