Multinoulli Extension: A Lossless Continuous Relaxation for Partition-Constrained Subset Selection
Organizations: Qixin Zhang and Dacheng Tao are with the college of computing and data science, Nanyang Technological University, Singapore · Wei Huang is with the RIKEN Center for Advanced Intelligence Project(AIP), Japan · Yan Sun is with the School of Computer Science, University of Sydney, Australia · Yi Yu is with the school of electrical and electronic engineering, Nanyang Technological University, Singapore
Abstract
Identifying the most representative subset for a close-to-submodular objective while satisfying the predefined partition constraint is a fundamental task with numerous applications in machine learning. However, the existing distorted local-search methods are often hindered by their prohibitive query complexities and the rigid requirement for prior knowledge of difficult-to-obtain structural parameters. To overcome these limitations, we introduce a novel algorithm titled Multinoulli-SCG, which not only is parameter-free, but also can achieve the same approximation guarantees as the distorted local-search methods with significantly fewer function evaluations. More specifically, when the objective function is monotone -weakly DR-submodular or -weakly submodular, our Multinoulli-SCG algorithm can attain a value of or with only function evaluations, where OPT denotes the optimal value. The cornerstone of our Multinoulli-SCG algorithm is an innovative continuous-relaxation framework named Multinoulli Extension(ME), which can effectively convert the discrete subset selection problem subject to partition constraints into a solvable continuous maximization focused on learning the optimal multinoulli priors across the concerned partition. In sharp contrast with the well-established multi-linear extension for submodular subset selection, a notable advantage of our proposed ME is its intrinsic capacity to provide a lossless rounding scheme for any set function. Furthermore, based on our proposed ME, we also present two novel online algorithms, namely, Multinoulli-OSCG and Multinoulli-OSGA, for the unexplored online subset selection problems over partition constraints.
Figures & tables
| Method | Objective | Para-free? | #Queries | Utility |
| Residual Random Greedy ( 21 , 28 ) | -weakly Submodular -weakly Submodular | ✔ | OPT OPT | |
| Standard Greedy ( 36 ) | -weakly DR-Submodular -weakly Submodular | ✔ | OPT OPT | |
| Distorted-LS ( 28 , 29 ) | -weakly DR-Submodular -weakly Submodular | ✘ | OPT OPT | |
| Distorted-LS-Guessing ( 28 , 29 ) | -weakly DR-Submodular -weakly Submodular | ✔ | OPT OPT | |
| Multinoulli-SCG ( Theorem 7 ) | -weakly DR-Submodular -weakly Submodular | ✔ | OPT OPT |
| Method | Objective | Para-free? | Proj-free? | #Queries | Approx.Ratio | Regret |
| MFW ( 44 , 46 ) | Submodular | ✔ | ✔ | |||
| BOGA ( 45 , 46 ) | Submodular | ✔ | ✘ | |||
| CTA ( 43 ) | Submodular | ✔ | ✔ | |||
| Multinoulli-OSCG ( Theorem 8 & Remark 13 ) | -weakly DR-Sub -weakly Sub | ✔ | ✔ | |||
| Multinoulli-OSCG ( Theorem 8 & Remark 14 ) | -weakly DR-Sub -weakly Sub | ✔ | ✔ | |||
| Multinoulli-OSGA ( Theorem 9 ) | -weakly DR-Sub -weakly Sub | ✔ | ✘ |
Submodular Optimization
Submodular optimization studies efficient selection and allocation when each added item tends to provide diminishing returns.
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