Jul 12, 2020
Submodular function minimization is well studied, and existing algorithms solve it exactly or up to arbitrary accuracy. However, in many applications, such as structured sparse learning, and batch Bayesian optimization, the objective function is not exactly submodular, but close. In this case, no theoretical guarantees exist. Indeed, submodular minimization algorithms rely on intricate connections between submodularity and convexity. We show how these relations can be extended to obtain approximation guarantees for minimizing non-submodular functions, characterized by how close the function is to submodular. We also extend this result to noisy function evaluations. Our approximation results are the first for minimizing non-submodular functions, and are optimal, as established by our matching lower bound.
The International Conference on Machine Learning (ICML) is the premier gathering of professionals dedicated to the advancement of the branch of artificial intelligence known as machine learning. ICML is globally renowned for presenting and publishing cutting-edge research on all aspects of machine learning used in closely related areas like artificial intelligence, statistics and data science, as well as important application areas such as machine vision, computational biology, speech recognition, and robotics. ICML is one of the fastest growing artificial intelligence conferences in the world. Participants at ICML span a wide range of backgrounds, from academic and industrial researchers, to entrepreneurs and engineers, to graduate students and postdocs.
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