4,042 research outputs found
Learning with Submodular Functions: A Convex Optimization Perspective
International audienceSubmodular functions are relevant to machine learning for at least two reasons: (1) some problems may be expressed directly as the optimization of submodular functions and (2) the lovasz extension of submodular functions provides a useful set of regularization functions for supervised and unsupervised learning. In this monograph, we present the theory of submodular functions from a convex analysis perspective, presenting tight links between certain polyhedra, combinatorial optimization and convex optimization problems. In particular, we show how submodular function minimization is equivalent to solving a wide variety of convex optimization problems. This allows the derivation of new efficient algorithms for approximate and exact submodular function minimization with theoretical guarantees and good practical performance. By listing many examples of submodular functions, we review various applications to machine learning, such as clustering, experimental design, sensor placement, graphical model structure learning or subset selection, as well as a family of structured sparsity-inducing norms that can be derived and used from submodular functions
From Sets to Multisets: Provable Variational Inference for Probabilistic Integer Submodular Models
Submodular functions have been studied extensively in machine learning and
data mining. In particular, the optimization of submodular functions over the
integer lattice (integer submodular functions) has recently attracted much
interest, because this domain relates naturally to many practical problem
settings, such as multilabel graph cut, budget allocation and revenue
maximization with discrete assignments. In contrast, the use of these functions
for probabilistic modeling has received surprisingly little attention so far.
In this work, we firstly propose the Generalized Multilinear Extension, a
continuous DR-submodular extension for integer submodular functions. We study
central properties of this extension and formulate a new probabilistic model
which is defined through integer submodular functions. Then, we introduce a
block-coordinate ascent algorithm to perform approximate inference for those
class of models. Finally, we demonstrate its effectiveness and viability on
several real-world social connection graph datasets with integer submodular
objectives
Structured sparsity-inducing norms through submodular functions
Sparse methods for supervised learning aim at finding good linear predictors
from as few variables as possible, i.e., with small cardinality of their
supports. This combinatorial selection problem is often turned into a convex
optimization problem by replacing the cardinality function by its convex
envelope (tightest convex lower bound), in this case the L1-norm. In this
paper, we investigate more general set-functions than the cardinality, that may
incorporate prior knowledge or structural constraints which are common in many
applications: namely, we show that for nondecreasing submodular set-functions,
the corresponding convex envelope can be obtained from its \lova extension, a
common tool in submodular analysis. This defines a family of polyhedral norms,
for which we provide generic algorithmic tools (subgradients and proximal
operators) and theoretical results (conditions for support recovery or
high-dimensional inference). By selecting specific submodular functions, we can
give a new interpretation to known norms, such as those based on
rank-statistics or grouped norms with potentially overlapping groups; we also
define new norms, in particular ones that can be used as non-factorial priors
for supervised learning
Online Submodular Maximization via Online Convex Optimization
We study monotone submodular maximization under general matroid constraints
in the online setting. We prove that online optimization of a large class of
submodular functions, namely, weighted threshold potential functions, reduces
to online convex optimization (OCO). This is precisely because functions in
this class admit a concave relaxation; as a result, OCO policies, coupled with
an appropriate rounding scheme, can be used to achieve sublinear regret in the
combinatorial setting. We show that our reduction extends to many different
versions of the online learning problem, including the dynamic regret, bandit,
and optimistic-learning settings.Comment: Under revie
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