We present a polynomial time algorithm for online maximization of @math -submodular maximization. For online (nonmonotone) @math -submodular maximization, our algorithm achieves a tight approximate factor in an approximate regret. For online monotone @math -submodular maximization, our approximate-regret matches to the best-known approximation ratio, which is tight asymptotically as @math tends to infinity. Our approach is based on the Blackwell approachability theorem and online linear optimization.
We consider an online prediction problem of combinatorial concepts where each combinatorial concept is represented as a vertex of a polyhedron described by a submodular function (base polyhedron). In general, there are exponentially many vertices in the base polyhedron. We propose polynomial time algorithms with regret bounds. In particular, for cardinality-based submodular functions, we give O(n2)-time algorithms. Kernels are typically applied to linear algorithms whose weight vector is a linear combination of the feature vectors of the examples. On-line versions of these algorithms are sometimes called "additive updates" because they add a multiple of the last feature vector to the current weight vector.In this paper we have found a way to use special convolution kernels to efficiently implement "multiplicative" updates. The kernels are defined by a directed graph. Each edge contributes an input. The inputs along a path form a product feature and all such products build the feature vector associated with the inputs.We also have a set of probabilities on the edges so that the outflow from each vertex is one. We then discuss multiplicative updates on these graphs where the prediction is essentially a kernel computation and the update contributes a factor to each edge. After adding the factors to the edges, the total outflow out of each vertex is not one any more. However some clever algorithms re-normalize the weights on the paths so that the total outflow out of each vertex is one again. Finally, we show that if the digraph is built from a regular expressions, then this can be used for speeding up the kernel and re-normalization computations.We reformulate a large number of multiplicative update algorithms using path kernels and characterize the applicability of our method. The examples include efficient algorithms for learning disjunctions and a recent algorithm that predicts as well as the best pruning of a series parallel digraphs.