Guarantees for Greedy Maximization of Non-submodular Functions with Applications

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Andrew An Bian, Joachim M. Buhmann, Andreas Krause, Sebastian Tschiatschek ;
Proceedings of the 34th International Conference on Machine Learning, PMLR 70:498-507, 2017.

Abstract

We investigate the performance of the standard Greedy algorithm for cardinality constrained maximization of non-submodular nondecreasing set functions. While there are strong theoretical guarantees on the performance of Greedy for maximizing submodular functions, there are few guarantees for non-submodular ones. However, Greedy enjoys strong empirical performance for many important non-submodular functions, e.g., the Bayesian A-optimality objective in experimental design. We prove theoretical guarantees supporting the empirical performance. Our guarantees are characterized by a combination of the (generalized) curvature $\alpha$ and the submodularity ratio $\gamma$. In particular, we prove that Greedy enjoys a tight approximation guarantee of $\frac{1}{\alpha}(1- e^{-\gamma\alpha})$ for cardinality constrained maximization. In addition, we bound the submodularity ratio and curvature for several important real-world objectives, including the Bayesian A-optimality objective, the determinantal function of a square submatrix and certain linear programs with combinatorial constraints. We experimentally validate our theoretical findings for both synthetic and real-world applications.

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