Submodular function maximization finds application in a variety of real-world decision-making problems. However, most existing methods, based on greedy maximization, assume it is computationally feasible to evaluate F, the function being maximized. Unfortunately, in many realistic settings F is too expensive to evaluate exactly even once. We present probably approximately correct greedy maximization, which requires access only to cheap anytime confidence bounds on F and uses them to prune elements. We show that, with high probability, our method returns an approximately optimal set. We propose novel, cheap confidence bounds for conditional entropy, which appears in many common choices of F and for which it is difficult to find unbiased or bounded estimates. Finally, results on a real-world dataset from a multi-camera tracking system in a shopping mall demonstrate that our approach performs comparably to existing methods, but at a fraction of the computational cost.
Most work on submodular function maximization focuses on algorithms for approximate greedy maximization that minimize the number of evaluations of @math @cite_9 @cite_4 @cite_1 @cite_0 . In particular, @cite_0 randomly sample a subset from @math on each iteration and select the element from this subset that maximizes the marginal gain. Badanidiyuru and Vondr ' a k @cite_1 selects an element on each iteration whose marginal gain exceeds a certain threshold. Other proposed methods that maximize surrogate submodular functions @cite_4 @cite_16 or address streaming @cite_13 or distributed settings @cite_19 , also assume access to exact @math . In contrast, our approach assumes that @math is too expensive to compute even once and works instead with confidence bounds on @math . propose approximating conditional entropy for submodular function maximization while still assuming that they can compute the exact posterior entropies. In our case, computing exact posterior entropy is prohibitively expensive.
@cite_4 @cite_9 @cite_1 @cite_0 @cite_19 @cite_16 @cite_13
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Consider a suboptimal solution S for a maximization problem. Suppose S's value is small compared to an optimal solution OPT to the problem, yet S is structurally similar to OPT. A natural question in this setting is whether there is a way of improving S based solely on this information. In this paper we introduce the Structural Continuous Greedy Algorithm, answering this question affirmatively in the setting of the Nonmonotone Submodular Maximization Problem. We improve on the best approximation factor known for this problem. In the Nonmonotone Submodular Maximization Problem we are given a non-negative submodular function f, and the objective is to find a subset maximizing f. Our method yields an 0.42-approximation for this problem, improving on the current best approximation factor of 0.41 given by Gharan and Vondrak [5]. On the other hand, [4] showed a lower bound of 0.5 for this problem. We consider the Unconstrained Submodular Maximization problem in which we are given a nonnegative submodular function @math , and the objective is to find a subset @math maximizing @math . This is one of the most basic submodular optimization problems, having a wide range of applications. Some well-known problems captured by Unconstrained Submodular Maximization include Max-Cut, Max-DiCut, and variants of Max-SAT and maximum facility location. We present a simple randomized linear time algorithm achieving a tight approximation guarantee of 1 2, thus matching the known hardness result of Feige, Mirrokni, and Vondrak [SIAM J. Comput., 40 (2011), pp. 1133--1153]. Our algorithm is based on an adaptation of the greedy approach which exploits certain symmetry properties of the problem. Motivated by extremely large-scale machine learning problems, we introduce a new multi-stage algorithmic framework for submodular maximization (called MULTGREED), where at each stage we apply an approximate greedy procedure to maximize surrogate submodular functions. The surrogates serve as proxies for a target sub-modular function but require less memory and are easy to evaluate. We theoretically analyze the performance guarantee of the multi-stage framework and give examples on how to design instances of MULTGREED for a broad range of natural submodular functions. We show that MULTGREED performs very closely to the standard greedy algorithm given appropriate surrogate functions and argue how our framework can easily be integrated with distributive algorithms for further optimization. We complement our theory by empirically evaluating on several real-world problems, including data subset selection on millions of speech samples where MULTGREED yields at least a thousand times speedup and superior results over the state-of-the-art selection methods. Submodularity is one of the most important properties of combinatorial optimization, and k-submodularity is a generalization of submodularity. Maximization of a k-submodular function is NP-hard, and approximation algorithms have been studied. Most of algorithms use randomization and achieve the approximation ratio as the expected value. For unconstrained submodular maximization, [Buchbinder and Feldman 2016] gave a derandomization scheme, and showed that randomness is not necessary for obtaining optimal results. In this paper, we extend their scheme for unconstrained k-submodular maximization and give two deterministic algorithms for k-submodular maximization. The first is for monotone k-submodular functions. We derandomize (k (2k-1) )-approximation algorithm [Iwata, Tanigawa, and Yoshida 2016], and achieve the same approximation ratio. The second is for nonmonotone functions with (k 2 ). It achieves (k (3k-2) )-approximation, and it is better than a simple greedy algorithm [Ward and Živný 2016] which achieves 1 3-approximation for (k 3 ).