Submodular + Concave

06/09/2021 ∙ by Siddharth Mitra, et al. ∙ 0

It has been well established that first order optimization methods can converge to the maximal objective value of concave functions and provide constant factor approximation guarantees for (non-convex/non-concave) continuous submodular functions. In this work, we initiate the study of the maximization of functions of the form F(x) = G(x) +C(x) over a solvable convex body P, where G is a smooth DR-submodular function and C is a smooth concave function. This class of functions is a strict extension of both concave and continuous DR-submodular functions for which no theoretical guarantee is known. We provide a suite of Frank-Wolfe style algorithms, which, depending on the nature of the objective function (i.e., if G and C are monotone or not, and non-negative or not) and on the nature of the set P (i.e., whether it is downward closed or not), provide 1-1/e, 1/e, or 1/2 approximation guarantees. We then use our algorithms to get a framework to smoothly interpolate between choosing a diverse set of elements from a given ground set (corresponding to the mode of a determinantal point process) and choosing a clustered set of elements (corresponding to the maxima of a suitable concave function). Additionally, we apply our algorithms to various functions in the above class (DR-submodular + concave) in both constrained and unconstrained settings, and show that our algorithms consistently outperform natural baselines.



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