Abstract
It has been well established that first order optimization methods can converge to the maximal objective value of concave functions and provide constant factor approximation guarantees for (non-convex/non-concave) continuous submodular functions. In this work, we initiate the study of the maximization of functions of the form F(x) = G(x) + C(x) over a solvable convex body P, where G is a smooth DR-submodular function and C is a smooth concave function. This class of functions is a strict extension of both concave and continuous DR-submodular functions for which no theoretical guarantee is known. We provide a suite of Frank-Wolfe style algorithms, which, depending on the nature of the objective function (i.e., if G and C are monotone or not, and non-negative or not) and on the nature of the set P (i.e., whether it is downward closed or not), provide 1−1/e, 1/e, or 1/2 approximation guarantees. We then use our algorithms to get a framework to smoothly interpolate between choosing a diverse set of elements from a given ground set (corresponding to the mode of a determinantal point process) and choosing a clustered set of elements (corresponding to the maxima of a suitable concave function). Additionally, we apply our algorithms to various functions in the above class (DR-submodular + concave) in both constrained and unconstrained settings, and show that our algorithms consistently outperform natural baselines.
Original language | English |
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Title of host publication | Advances in Neural Information Processing Systems 34 - 35th Conference on Neural Information Processing Systems, NeurIPS 2021 |
Editors | Marc'Aurelio Ranzato, Alina Beygelzimer, Yann Dauphin, Percy S. Liang, Jenn Wortman Vaughan |
Publisher | Neural information processing systems foundation |
Pages | 11577-11591 |
Number of pages | 15 |
ISBN (Electronic) | 9781713845393 |
State | Published - 2021 |
Externally published | Yes |
Event | 35th Conference on Neural Information Processing Systems, NeurIPS 2021 - Virtual, Online Duration: 6 Dec 2021 → 14 Dec 2021 |
Publication series
Name | Advances in Neural Information Processing Systems |
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Volume | 14 |
ISSN (Print) | 1049-5258 |
Conference
Conference | 35th Conference on Neural Information Processing Systems, NeurIPS 2021 |
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City | Virtual, Online |
Period | 6/12/21 → 14/12/21 |
Bibliographical note
Publisher Copyright:© 2021 Neural information processing systems foundation. All rights reserved.