1,304 research outputs found
Symmetric Submodular Function Minimization Under Hereditary Family Constraints
We present an efficient algorithm to find non-empty minimizers of a symmetric
submodular function over any family of sets closed under inclusion. This for
example includes families defined by a cardinality constraint, a knapsack
constraint, a matroid independence constraint, or any combination of such
constraints. Our algorithm make oracle calls to the submodular
function where is the cardinality of the ground set. In contrast, the
problem of minimizing a general submodular function under a cardinality
constraint is known to be inapproximable within (Svitkina
and Fleischer [2008]).
The algorithm is similar to an algorithm of Nagamochi and Ibaraki [1998] to
find all nontrivial inclusionwise minimal minimizers of a symmetric submodular
function over a set of cardinality using oracle calls. Their
procedure in turn is based on Queyranne's algorithm [1998] to minimize a
symmetric submodularComment: 13 pages, Submitted to SODA 201
Convex Analysis and Optimization with Submodular Functions: a Tutorial
Set-functions appear in many areas of computer science and applied
mathematics, such as machine learning, computer vision, operations research or
electrical networks. Among these set-functions, submodular functions play an
important role, similar to convex functions on vector spaces. In this tutorial,
the theory of submodular functions is presented, in a self-contained way, with
all results shown from first principles. A good knowledge of convex analysis is
assumed
Differentially Private Empirical Risk Minimization with Sparsity-Inducing Norms
Differential privacy is concerned about the prediction quality while
measuring the privacy impact on individuals whose information is contained in
the data. We consider differentially private risk minimization problems with
regularizers that induce structured sparsity. These regularizers are known to
be convex but they are often non-differentiable. We analyze the standard
differentially private algorithms, such as output perturbation, Frank-Wolfe and
objective perturbation. Output perturbation is a differentially private
algorithm that is known to perform well for minimizing risks that are strongly
convex. Previous works have derived excess risk bounds that are independent of
the dimensionality. In this paper, we assume a particular class of convex but
non-smooth regularizers that induce structured sparsity and loss functions for
generalized linear models. We also consider differentially private Frank-Wolfe
algorithms to optimize the dual of the risk minimization problem. We derive
excess risk bounds for both these algorithms. Both the bounds depend on the
Gaussian width of the unit ball of the dual norm. We also show that objective
perturbation of the risk minimization problems is equivalent to the output
perturbation of a dual optimization problem. This is the first work that
analyzes the dual optimization problems of risk minimization problems in the
context of differential privacy
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