Fast Adaptive Non-Monotone Submodular Maximization Subject to a Knapsack Constraint
Constrained submodular maximization problems encompass a wide variety of applications, including personalized recommendation, team formation, and revenue maximization via viral marketing. The massive instances occurring in modern-day applications can render existing algorithms prohibitively slow. Mo...
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| Vydáno v: | The Journal of artificial intelligence research Ročník 74; s. 661 - 690 |
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| Hlavní autoři: | , , , , |
| Médium: | Journal Article |
| Jazyk: | angličtina |
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San Francisco
AI Access Foundation
01.01.2022
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| ISSN: | 1076-9757, 1076-9757, 1943-5037 |
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| Abstract | Constrained submodular maximization problems encompass a wide variety of applications, including personalized recommendation, team formation, and revenue maximization via viral marketing. The massive instances occurring in modern-day applications can render existing algorithms prohibitively slow. Moreover, frequently those instances are also inherently stochastic. Focusing on these challenges, we revisit the classic problem of maximizing a (possibly non-monotone) submodular function subject to a knapsack constraint. We present a simple randomized greedy algorithm that achieves a 5.83-approximation and runs in O(n log n) time, i.e., at least a factor n faster than other state-of-the-art algorithms. The versatility of our approach allows us to further transfer it to a stochastic version of the problem. There, we obtain a (9 + ε)-approximation to the best adaptive policy, which is the first constant approximation for non-monotone objectives. Experimental evaluation of our algorithms showcases their improved performance on real and synthetic data. |
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| AbstractList | Constrained submodular maximization problems encompass a wide variety of applications, including personalized recommendation, team formation, and revenue maximization via viral marketing. The massive instances occurring in modern-day applications can render existing algorithms prohibitively slow. Moreover, frequently those instances are also inherently stochastic. Focusing on these challenges, we revisit the classic problem of maximizing a (possibly non-monotone) submodular function subject to a knapsack constraint. We present a simple randomized greedy algorithm that achieves a 5.83-approximation and runs in O(n log n) time, i.e., at least a factor n faster than other state-of-the-art algorithms. The versatility of our approach allows us to further transfer it to a stochastic version of the problem. There, we obtain a (9 + ε)-approximation to the best adaptive policy, which is the first constant approximation for non-monotone objectives. Experimental evaluation of our algorithms showcases their improved performance on real and synthetic data. |
| Author | Leonardi, Stefano Amanatidis, Georgios Reiffenhäuser, Rebecca Fusco, Federico Lazos, Philip |
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| SubjectTerms | Approximation Artificial intelligence Constraints Greedy algorithms Mathematical analysis Maximization Optimization |
| Title | Fast Adaptive Non-Monotone Submodular Maximization Subject to a Knapsack Constraint |
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