论文标题

连续的下函数最大化

Continuous Submodular Function Maximization

论文作者

Bian, Yatao, Buhmann, Joachim M., Krause, Andreas

论文摘要

连续的下函数是具有广泛应用的一般非凸/非concave函数的类别。这类函数的著名特性 - 连续的下二次性 - 可以使Poly的精确最小化和近似最大化。时间。通过将离散结构域的下二次概念推广到连续域,可以获得连续的下调性。它直观地捕获了定义多元函数的不同维度之间的排斥效应。 在本文中,我们系统地研究了连续的下二次性和一类非凸优化问题:连续的下函数最大化。我们首先要对连续下函数类别的类别进行彻底的表征,并表明连续的supdrouminity等于弱版本的回报(DR)属性。因此,我们还得出了连续下函数的子类,称为连续DR-Submodular函数,该功能享有完整的DR属性。然后,我们提出了保留连续(DR-)子二次性的操作,从而产生了构成新的子模块功能的一般规则。我们为受约束的DR-sodmodular最大化问题(例如局部全球关系)建立了有趣的特性。我们确定了连续下二次优化的几种应用,从影响最大化,对DPP的MAP推断到可证明的平均场推断。对于这些应用,连续的次生态正式化正式的有价值的领域知识,这些知识与优化此类目标相关。我们提出了两个问题设置的不Xibibibibility结果和可证明的算法:受约束的单调DR-DR-submodular最大化和受约束的非单调DR DR-Submodular最大化。最后,我们广泛评估了所提出算法的有效性。

Continuous submodular functions are a category of generally non-convex/non-concave functions with a wide spectrum of applications. The celebrated property of this class of functions - continuous submodularity - enables both exact minimization and approximate maximization in poly. time. Continuous submodularity is obtained by generalizing the notion of submodularity from discrete domains to continuous domains. It intuitively captures a repulsive effect amongst different dimensions of the defined multivariate function. In this paper, we systematically study continuous submodularity and a class of non-convex optimization problems: continuous submodular function maximization. We start by a thorough characterization of the class of continuous submodular functions, and show that continuous submodularity is equivalent to a weak version of the diminishing returns (DR) property. Thus we also derive a subclass of continuous submodular functions, termed continuous DR-submodular functions, which enjoys the full DR property. Then we present operations that preserve continuous (DR-)submodularity, thus yielding general rules for composing new submodular functions. We establish intriguing properties for the problem of constrained DR-submodular maximization, such as the local-global relation. We identify several applications of continuous submodular optimization, ranging from influence maximization, MAP inference for DPPs to provable mean field inference. For these applications, continuous submodularity formalizes valuable domain knowledge relevant for optimizing this class of objectives. We present inapproximability results and provable algorithms for two problem settings: constrained monotone DR-submodular maximization and constrained non-monotone DR-submodular maximization. Finally, we extensively evaluate the effectiveness of the proposed algorithms.

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