比较苹果和橙子:子模最大化中的查询权衡

Comparing Apples and Oranges: Query Trade-off in Submodular Maximization

Mathematics of Operations Research · 2016
被引 40
ABS 3

中文导读

针对单调子模函数在拟阵独立约束下的最大化问题,提出一种新算法,揭示了值查询与拟阵独立查询次数之间的权衡关系,可降低总查询量,适用于机器学习、社交网络等应用。

Abstract

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 such algorithms were considered in the general case of maximizing a monotone submodular function subject to a matroid independence constraint. The known fast algorithm matches the best possible approximation guarantee, while trying to reduce the number of value oracle queries the algorithm performs. Our main result is a new algorithm for this general case that establishes a surprising trade-off between two seemingly unrelated quantities: the number of value oracle queries and the number of matroid independence queries performed by the algorithm. Specifically, one can decrease the former by increasing the latter, and vice versa, while maintaining the best possible approximation guarantee. Such a trade-off is very useful since various applications might incur significantly different costs in querying the value and matroid independence oracles. Furthermore, in case the rank of the matroid is O(n c ), where n is the size of the ground set and c is an absolute constant smaller than 1, the total number of oracle queries our algorithm uses can be made to have a smaller magnitude compared to that needed by the current best known algorithm. We also provide even faster algorithms for the well-studied special cases of a cardinality constraint and a partition matroid independence constraint, both of which capture many real-world applications and have been widely studied both theoretically and in practice.

机器学习社交网络经济学组合优化数据挖掘