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A Unified Approach to Fast Algorithms for Submodular Optimization based on Continuous Relaxations and Rounding
Proceedings of the 30th Conference on Uncertainty in Artificial Intelligence, PMLR R12:431-440, 2014.
Abstract
It is becoming increasingly evident that many ma- chine learning problems may be reduced to sub- modular optimization. Previous work addresses generic discrete approaches and specific relax- ations. In this work, we take a generic view from a relaxation perspective. We show a relaxation formulation and simple rounding strategy that, based on the monotone closure of relaxed con- straints, reveals analogies between minimization and maximization problems, and includes known results as special cases and extends to a wider range of settings. Our resulting approximation factors match the corresponding integrality gaps. For submodular maximization, a number of relax- ation approaches have been proposed. A critical challenge for the practical applicability of these techniques, however, is the complexity of evaluat- ing the multilinear extension. We show that this extension can be efficiently evaluated for a num- ber of useful submodular functions, thus making these otherwise impractical algorithms viable for real-world machine learning problems.