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Poster
Submodular Maximization via Gradient Ascent: The Case of Deep Submodular Functions
Wenruo Bai · William Stafford Noble · Jeffrey A Bilmes

Wed Dec 05 02:00 PM -- 04:00 PM (PST) @ Room 210 #36
in Wed Poster Session B »
We study the problem of maximizing deep submodular functions (DSFs) subject to a matroid constraint. DSFs are an expressive class of submodular functions that include, as strict subfamilies, the facility location, weighted coverage, and sums of concave composed with modular functions. We use a strategy similar to the continuous greedy approach, but we show that the multilinear extension of any DSF has a natural and computationally attainable concave relaxation that we can optimize using gradient ascent. Our results show a guarantee of $\max_{0<\delta<1}(1-\epsilon-\delta-e^{-\delta^2\Omega(k)})$ with a running time of $O(\nicefrac{n^2}{\epsilon^2})$ plus time for pipage rounding to recover a discrete solution, where $k$ is the rank of the matroid constraint. This bound is often better than the standard $1-1/e$ guarantee of the continuous greedy algorithm, but runs much faster. Our bound also holds even for fully curved ($c=1$) functions where the guarantee of $1-c/e$ degenerates to $1-1/e$ where $c$ is the curvature of $f$. We perform computational experiments that support our theoretical results.
Keywords: Combinatorial Optimization · Convex Optimization · Submodular Optimization
[ Paper] 

Author Information

Wenruo Bai (University of Washington)
William Stafford Noble (University of Washington)
Jeffrey A Bilmes (University of Washington, Seattle)

Jeffrey A. Bilmes is a professor at the Department of Electrical and Computer Engineering at the University of Washington, Seattle Washington. He is also an adjunct professor in Computer Science & Engineering and the department of Linguistics. Prof. Bilmes is the founder of the MELODI (MachinE Learning for Optimization and Data Interpretation) lab here in the department. Bilmes received his Ph.D. from the Computer Science Division of the department of Electrical Engineering and Computer Science, University of California in Berkeley and a masters degree from MIT. He was also a researcher at the International Computer Science Institute, and a member of the Realization group there. Prof. Bilmes is a 2001 NSF Career award winner, a 2002 CRA Digital Government Fellow, a 2008 NAE Gilbreth Lectureship award recipient, and a 2012/2013 ISCA Distinguished Lecturer. Prof. Bilmes was, along with Andrew Ng, one of the two UAI (Conference on Uncertainty in Artificial Intelligence) program chairs (2009) and then the general chair (2010). He was also a workshop chair (2011) and the tutorials chair (2014) at NIPS/NeurIPS (Neural Information Processing Systems), and is a regular senior technical chair at NeurIPS/NIPS since then. He was an action editor for JMLR (Journal of Machine Learning Research). Prof. Bilmes's primary interests lie in statistical modeling (particularly graphical model approaches) and signal processing for pattern classification, speech recognition, language processing, bioinformatics, machine learning, submodularity in combinatorial optimization and machine learning, active and semi-supervised learning, and audio/music processing. He is particularly interested in temporal graphical models (or dynamic graphical models, which includes HMMs, DBNs, and CRFs) and ways in which to design efficient algorithms for them and design their structure so that they may perform as better structured classifiers. He also has strong interests in speech-based human-computer interfaces, the statistical properties of natural objects and natural scenes, information theory and its relation to natural computation by humans and pattern recognition by machines, and computational music processing (such as human timing subtleties). He is also quite interested in high performance computing systems, computer architecture, and software techniques to reduce power consumption. Prof. Bilmes has also pioneered (starting in 2003) the development of submodularity within machine learning, and he received a best paper award at ICML 2013, a best paper award at NIPS 2013, and a best paper award at ACMBCB in 2016, all in this area. In 2014, Prof. Bilmes also received a most influential paper in 25 years award from the International Conference on Supercomputing, given to a paper on high-performance matrix optimization. Prof. Bilmes has authored the graphical models toolkit (GMTK), a dynamic graphical-model based software system widely used in speech, language, bioinformatics, and human-activity recognition.

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