Online Submodular Optimization

Online algorithms with bounded recourse face three intertwined obstacles: uncertainty about the future, computational limits, and a limited budget for changes. We ask a fundamental question that separates consistency from the other two: what does solution stability cost when the entire future is known and computation is unlimited? We answer this question for monotone submodular maximization, where an algorithm must maintain a solution of at most $k$ arrived elements, with a constant number of changes per step. We determine the optimal approximation thresholds: $3/4$ for deterministic algorithms and $ξ^\star \approx 0.7942$ for randomized algorithms. For every $\varepsilon>0$, we get within $\varepsilon$ of these thresholds with worst-case recourse polynomial in $1/\varepsilon$, independent of $k$ and the stream length. We prove matching impossibility results even for coverage functions. We attain the sharp bounds by optimally balancing two opposing forces: preparing for future arrivals and protecting the current solution. For randomized algorithms, we use addition robustness against prefixes of the known future, which we analyze tightly via an interval-selection problem. For deterministic algorithms, we introduce certificates, paths in a fractional relaxation that maintain high value, which we round into an update schedule.

We study the maximization of a nonnegative $k$-submodular function, not assumed monotone, in which each of $n$ elements receives one of $k\ge2$ labels or stays unselected and the selected elements must satisfy a constraint. For a compact convex down-closed region $P\subseteq[0,1]^n$ of fractional selection vectors, the diagonal level $ζ(P)=\max\{t\in[0,1]:t(1,\ldots,1)\in P\}$ is the largest selection probability that can be given to all elements at once; it equals $r/n$ for a uniform matroid of rank $r$, and $ζ(P)=1$ means that the constraint is vacuous. We give approximation coefficients that increase continuously with $ζ$. They come from one inequality for the multilinear extension of the objective: the algorithm computes an action without querying the objective, and objective feedback gives a comparator-independent update direction. For $k\ge3$, feasibility of the action reduces to three polynomial inequalities in one variable; for $k=2$ the profile is closed form. At $ζ=0$ the coefficients are $0.4456\ldots$ for $k=2$ and $0.4541\ldots$ for every $k\ge3$. For every finite $k\ge3$ they reach $1/2$ above an explicit level, which is $0.4026\ldots$ for $k=3,4,5$, and at $ζ=1$ they reach $1/2$ for $k=2$, $(\sqrt{17}-3)/2$ for $k=3,4$, and $k/(2k-1)$ for $k\ge5$. Online linear optimization gives $O(\sqrt T)$ approximate regret, with gradient feedback or with value queries made after each action. The coefficients carry over to matroids, with expected and high-probability guarantees, and to any fixed number of knapsacks: the zero-level coefficients hold on every instance, and the larger ones when items are small or when prefix enumeration keeps the diagonal level on one branch. For one budget the enumeration exponent is $O(1/\varepsilon)$.

While Mixture-of-Experts (MoE) models effectively scale model capacity through sparse activation, their deployment is often bottlenecked by prohibitive memory requirements. Extracting a compact subset of experts presents a promising solution. However, existing expert selection heuristics predominantly rely on Top-$k$ ranking, which isolates the evaluation of individual experts and ignores the intricate inter-expert dependencies introduced by the MoE gating network. In this paper, we propose DS-MoE, a theoretically grounded framework that redefines expert selection via difference-of-submodular (DS) optimization. By analyzing the second-order Taylor expansion of the loss degradation, we reveal functional duality within expert combinations: redundancy (where experts encode overlapping representations) and synergy (where experts provide complementary error cancellation). To navigate this duality, we mathematically decouple redundancy reduction from synergy maximization by formulating the selection objective as a DS function. Furthermore, we devise a tailored majorization-minimization (MM) algorithm with provable guarantees to efficiently identify a high-quality expert subset. Extensive experiments demonstrate that DS-MoE effectively preserves indispensable expert combinations, achieving superior performance compared to the state-of-the-art baselines.

We study distributed online submodular maximization under partition matroid constraints, in which multiple agents select a limited number of actions from their own subsets sequentially to maximize the cumulative value of a sequence of objective functions. We develop a unified algorithmic framework that accommodates full-information and bandit feedback models. For both feedback models, we prove that the proposed algorithms achieve sublinear $(1-1/e)$-regret guarantees, which are comparable to those achieved by existing centralized counterparts. Furthermore, to tackle the sampling violation issue caused by continuous relaxation and rounding, we develop a bounded stochastic pipage rounding scheme and show that the probability of sampling violation vanishes asymptotically. As a result, the cumulative sampling violation remains sublinear in $T$, which is further shown to be not improvable under certain conditions. Numerical results validate the theoretical findings in this paper.

Many online decision problems over combinatorial actions are addressed via convex relaxations, leading to online convex optimization with piecewise linear objectives and induced polyhedral structure. We show that regret in such problems is governed by polyhedral instability: the number of changes of the active region. Under full information feedback and fixed partition assumptions, if $\mathrm{RS}_T$ denotes the number of region switches and $V_{\max}$ the maximum number of vertices per region, we prove $\Regret_T= Θ(\sqrt{(1+\mathrm{RS}_T)\,T\,\log V_{\max}})$ interpolating between experts-like and dimension-dependent OCO rates. For online submodular--concave games under Lovász convexification, this reduces to the permutation-switch count $\mathrm{SC}_T$, yielding the matching rate $\Regret_T= Θ(\sqrt{(1+\mathrm{SC}_T)\,T\,\log n})$. Experiments on synthetic and real combinatorial problems (shortest path, influence maximization) validate the predicted scaling and indicate that low-instability regimes can arise in practice without explicit enumeration of actions.

Submodular maximization under matroid constraints is a fundamental problem in combinatorial optimization with applications in sensing, data summarization, active learning, and resource allocation. While the Sequential Greedy (SG) algorithm achieves only a $\frac{1}{2}$-approximation due to irrevocable selections, Continuous Greedy (CG) attains the optimal $\bigl(1-\frac{1}{e}\bigr)$-approximation via the multilinear relaxation, at the cost of a progressively dense decision vector that forces agents to exchange feature embeddings for nearly every ground-set element. We propose ATCG (Adaptive Thresholded Continuous Greedy), which gates gradient evaluations behind a per-partition progress ratio $η_i$, expanding each agent's active set only when current candidates fail to capture sufficient marginal gain, thereby directly bounding which feature embeddings are ever transmitted. Theoretical analysis establishes a curvature-aware approximation guarantee with effective factor $τ_{\mathrm{eff}}=\max\{τ,1-c\}$, interpolating between the threshold-based guarantee and the low-curvature regime where ATCG recovers the performance of CG. This shows that the problem structure, as captured by curvature, determines the amount of coordination and communication required to approach full-CG performance. Experiments on a class-balanced prototype selection problem over a subset of the CIFAR-10 animal dataset show that ATCG achieves objective values comparable to those of the full CG method while substantially reducing communication overhead through adaptive active-set expansion.

We provide a distributed online algorithm for multi-agent submodular maximization under communication delays. We are motivated by the future distributed information-gathering tasks in unknown and dynamic environments, where utility functions naturally exhibit the diminishing-returns property, i.e., submodularity. Existing approaches for online submodular maximization either rely on sequential multi-hop communication, resulting in prohibitive delays and restrictive connectivity assumptions, or restrict each agent's coordination to its one-hop neighborhood only, thereby limiting the coordination performance. To address the issue, we provide the Distributed Online Greedy (DOG) algorithm, which integrates tools from adversarial bandit learning with delayed feedback to enable simultaneous decision-making across arbitrary network topologies. We provide the approximation performance of DOG against an optimal solution, capturing the suboptimality cost due to decentralization as a function of the network structure. Our analyses further reveal a trade-off between coordination performance and convergence time, determined by the magnitude of communication delays. By this trade-off, DOG spans the spectrum between the state-of-the-art fully centralized online coordination approach [1] and fully decentralized one-hop coordination approach [2].

We study how to scale distributed bandit submodular coordination under realistic communication constraints in bandwidth, data rate, and connectivity. We are motivated by multi-agent tasks of active situational awareness in unknown, partially-observable, and resource-limited environments, where the agents must coordinate through agent-to-agent communication. Our approach enables scalability by (i) limiting information relays to only one-hop communication and (ii) keeping inter-agent messages small, having each agent transmit only its own action information. Despite these information-access restrictions, our approach enables near-optimal action coordination by optimizing the agents' communication neighborhoods over time, through distributed online bandit optimization, subject to the agents' bandwidth constraints. Particularly, our approach enjoys an anytime suboptimality bound that is also strictly positive for arbitrary network topologies, even disconnected. To prove the bound, we define the Value of Coordination (VoC), an information-theoretic metric that quantifies for each agent the benefit of information access to its neighbors. We validate in simulations the scalability and near-optimality of our approach: it is observed to converge faster, outperform benchmarks for bandit submodular coordination, and can even outperform benchmarks that are privileged with a priori knowledge of the environment.