Algorithms for covering multiple submodular constraints and applications

We consider the problem of covering multiple submodular constraints. Given a finite ground set N, a weight function $w: N \rightarrow \mathbb {R}_+$, r monotone submodular functions $f_1,f_2,\ldots ,f_r$ over N and requirements $k_1,k_2,\ldots ,k_r$ the goal is to find a minimum weight subset $S \subseteq N$ such that $f_i(S) \ge k_i$ for $1 \le i \le r$. We refer to this problem as Multi-Submod-Cover and it was recently considered by Har-Peled and Jones (Few cuts meet many point sets. CoRR. arxiv:abs1808.03260Har-Peled and Jones 2018) who were motivated by an application in geometry. Even with $r=1$ Multi-Submod-Cover generalizes the well-known Submodular Set Cover problem (Submod-SC), and it can also be easily reduced to Submod-SC. A simple greedy algorithm gives an $O(\log (kr))$ approximation where $k = \sum _i k_i$ and this ratio cannot be improved in the general case. In this paper, motivated by several concrete applications, we consider two ways to improve upon the approximation given by the greedy algorithm. First, we give a bicriteria approximation algorithm for Multi-Submod-Cover that covers each constraint to within a factor of $(1-1/e-\varepsilon )$ while incurring an approximation of $O(\frac{1}{\epsilon }\log r)$ in the cost. Second, we consider the special case when each $f_i$ is a obtained from a truncated coverage function and obtain an algorithm that generalizes previous work on partial set cover (Partial-SC), covering integer programs (CIPs) and multiple vertex cover constraints Bera et al. (Theoret Comput Sci 555:2–8 Bera et al. 2014). Both these algorithms are based on mathematical programming relaxations that avoid the limitations of the greedy algorithm. We demonstrate the implications of our algorithms and related ideas to several applications ranging from geometric covering problems to clustering with outliers. Our work highlights the utility of the high-level model and the lens of submodularity in addressing this class of covering problems.publishedVersio

Optimal Approximation for Submodular and Supermodular Optimization with Bounded Curvature

We design new approximation algorithms for the problems of optimizing submodular and supermodular functions subject to a single matroid constraint. Specifically, we consider the case in which we wish to maximize a monotone increasing submodular function or minimize a monotone decreasing supermodular function with a bounded total curvature c. Intuitively, the parameter c represents how nonlinear a function f is: when c = 0, f is linear, while for c = 1, f may be an arbitrary monotone increasing submodular function. For the case of submodular maximization with total curvature c, we obtain a (1 − c/e)-approximation—the first improvement over the greedy algorithm of of Conforti and Cornuéjols from 1984, which holds for a cardinality constraint, as well as a recent analogous result for an arbitrary matroid constraint. Our approach is based on modifications of the continuous greedy algorithm and nonoblivious local search, and allows us to approximately maximize the sum of a nonnegative, monotone increasing submodular function and a (possibly negative) linear function. We show how to reduce both submodular maximization and supermodular minimization to this general problem when the objective function has bounded total curvature. We prove that the approximation results we obtain are the best possible in the value oracle model, even in the case of a cardinality constraint. We define an extension of the notion of curvature to general monotone set functions and show a (1 − c)-approximation for maximization and a 1/(1 − c)-approximation for minimization cases. Finally, we give two concrete applications of our results in the settings of maximum entropy sampling, and the column-subset selection problem

Submodular Optimization with Submodular Cover and Submodular Knapsack Constraints

We investigate two new optimization problems -- minimizing a submodular function subject to a submodular lower bound constraint (submodular cover) and maximizing a submodular function subject to a submodular upper bound constraint (submodular knapsack). We are motivated by a number of real-world applications in machine learning including sensor placement and data subset selection, which require maximizing a certain submodular function (like coverage or diversity) while simultaneously minimizing another (like cooperative cost). These problems are often posed as minimizing the difference between submodular functions [14, 35] which is in the worst case inapproximable. We show, however, that by phrasing these problems as constrained optimization, which is more natural for many applications, we achieve a number of bounded approximation guarantees. We also show that both these problems are closely related and an approximation algorithm solving one can be used to obtain an approximation guarantee for the other. We provide hardness results for both problems thus showing that our approximation factors are tight up to log-factors. Finally, we empirically demonstrate the performance and good scalability properties of our algorithms.Comment: 23 pages. A short version of this appeared in Advances of NIPS-201