Algorithms for Approximate Minimization of the Difference Between Submodular Functions, with Applications

We extend the work of Narasimhan and Bilmes [30] for minimizing set functions representable as a difference between submodular functions. Similar to [30], our new algorithms are guaranteed to monotonically reduce the objective function at every step. We empirically and theoretically show that the per-iteration cost of our algorithms is much less than [30], and our algorithms can be used to efficiently minimize a difference between submodular functions under various combinatorial constraints, a problem not previously addressed. We provide computational bounds and a hardness result on the mul- tiplicative inapproximability of minimizing the difference between submodular functions. We show, however, that it is possible to give worst-case additive bounds by providing a polynomial time computable lower-bound on the minima. Finally we show how a number of machine learning problems can be modeled as minimizing the difference between submodular functions. We experimentally show the validity of our algorithms by testing them on the problem of feature selection with submodular cost features.Comment: 17 pages, 8 figures. A shorter version of this appeared in Proc. Uncertainty in Artificial Intelligence (UAI), Catalina Islands, 201

Submodular meets Spectral: Greedy Algorithms for Subset Selection, Sparse Approximation and Dictionary Selection

We study the problem of selecting a subset of k random variables from a large set, in order to obtain the best linear prediction of another variable of interest. This problem can be viewed in the context of both feature selection and sparse approximation. We analyze the performance of widely used greedy heuristics, using insights from the maximization of submodular functions and spectral analysis. We introduce the submodularity ratio as a key quantity to help understand why greedy algorithms perform well even when the variables are highly correlated. Using our techniques, we obtain the strongest known approximation guarantees for this problem, both in terms of the submodularity ratio and the smallest k-sparse eigenvalue of the covariance matrix. We further demonstrate the wide applicability of our techniques by analyzing greedy algorithms for the dictionary selection problem, and significantly improve the previously known guarantees. Our theoretical analysis is complemented by experiments on real-world and synthetic data sets; the experiments show that the submodularity ratio is a stronger predictor of the performance of greedy algorithms than other spectral parameters

Attention and Anticipation in Fast Visual-Inertial Navigation

We study a Visual-Inertial Navigation (VIN) problem in which a robot needs to estimate its state using an on-board camera and an inertial sensor, without any prior knowledge of the external environment. We consider the case in which the robot can allocate limited resources to VIN, due to tight computational constraints. Therefore, we answer the following question: under limited resources, what are the most relevant visual cues to maximize the performance of visual-inertial navigation? Our approach has four key ingredients. First, it is task-driven, in that the selection of the visual cues is guided by a metric quantifying the VIN performance. Second, it exploits the notion of anticipation, since it uses a simplified model for forward-simulation of robot dynamics, predicting the utility of a set of visual cues over a future time horizon. Third, it is efficient and easy to implement, since it leads to a greedy algorithm for the selection of the most relevant visual cues. Fourth, it provides formal performance guarantees: we leverage submodularity to prove that the greedy selection cannot be far from the optimal (combinatorial) selection. Simulations and real experiments on agile drones show that our approach ensures state-of-the-art VIN performance while maintaining a lean processing time. In the easy scenarios, our approach outperforms appearance-based feature selection in terms of localization errors. In the most challenging scenarios, it enables accurate visual-inertial navigation while appearance-based feature selection fails to track robot's motion during aggressive maneuvers.Comment: 20 pages, 7 figures, 2 table