In machine learning and big data, the optimization objectives based on set-cover, entropy, diversity, influence, feature selection, etc. are commonly modeled as submodular functions. Submodular (function) maximization is generally NP-hard, even in the absence of constraints. Recently, submodular maximization has been successfully investigated for the settings where the objective function is monotone or the constraint is computation-tractable. However, maximizing nonmonotone submodular function with complex constraints is not yet well-understood. In this paper, we consider the nonmonotone submodular maximization with a cost budget or feasibility constraint (especially from route planning) that is generally NP-hard to evaluate. Such a problem is common for machine learning, big data, and robotics. This problem is NP-hard, and on top of that, its constraint evaluation is also NP-hard, which adds an additional layer of complexity. So far, few studies have been devoted to proposing effective solutions, making this problem currently unclear. In this paper, we first propose an iterated greedy algorithm, which yields an approximation solution. Then we develop the proof machinery that shows our algorithm is a bi-criterion approximation algorithm: it can achieve a constant-factor approximation to the optimal algorithm, while keeping the over-budget tightly bounded. We also explore practical considerations of achieving a trade-off between time complexity and over-budget. Finally, we conduct numeric experiments on two concrete examples, and show our design's efficacy in practical settings.
翻译:在机器学习和大数据中,基于集成、增温、多样性、影响、特征选择等的优化目标通常以子模块功能为模型。子模块(功能)最大化一般是NP硬的,即使在没有限制的情况下也是如此。最近,对于目标功能为单质或制约是可计算式的设置,对亚模块最大化进行了成功调查。然而,将具有复杂制约的非monoone子模块功能最大化还没有很好地理解。在本文中,我们认为非monoone子模块最大化具有成本预算或可行性限制(特别是从路线规划中),通常难以评估。对于机器学习、大数据以及机器人来说,这种问题很常见。这个问题是NP硬的,而且除此之外,其约束性评估也非常困难,这增加了复杂性层层层。因此,很少有研究专门提出有效的解决方案,使这一问题目前变得模糊不清。在本文中,我们首先提出一种不透明、贪婪的亚性算算法(特别是从路线规划中得出一个最接近性的设计方法 ) 。然后,我们发展一个固定的模型,我们用来证明一个比标准更精确的模型,我们更精确的算。