提出新方法在分区约束下高效选择代表性子集,无需调参且更省计算量。
Multinoulli Extension: A Lossless Continuous Relaxation for Partition-Constrained Subset Selection
- 用新型连续松弛框架将离散选择转为学习最优多项分布优先级
- 仅需 O(1/ε²) 次函数评估即达近似最优,且无参数依赖
- 适用于机器学习中的子集选择场景,尤其适合缺乏先验信息的用户
在满足预定义分区约束的前提下,识别最具有代表性的子集以优化接近子模的目标函数,是机器学习中一项基础任务。现有扭曲局部搜索方法常因查询复杂度过高及对难以获取的结构参数依赖而受限。为此,本文提出名为 Multinoulli-SCG 的新算法,不仅完全无需调参,还能以显著更少的函数评估次数达到与原有方法相同的近似保证。当目标函数为单调 α-弱 DR-子模或 (γ,β)-弱子模时,该算法可获得值 (1−e⁻α)OPT−ε 或 [γ²(1−e⁻(β(1−γ)+γ²))]/[β(1−γ)+γ²] OPT−ε,仅需 O(1/ε²) 次函数评估,其中 OPT 表示最优值。其核心是名为 Multinoulli Extension (ME) 的创新连续松弛框架,能将受分区约束的离散子集选择问题转化为学习相关分区上最优多项分布先验的连续最大化问题。与传统的多线性扩展相比,该方法具备对任意集合函数提供无损取整方案的内在优势。基于此,还提出了两个新的在线算法:Multinoulli-OSCG 与 Multinoulli-OSGA,用于解决尚未探索的分区约束下的在线子集选择问题。
原文摘要 · Abstract (English)
Identifying the most representative subset for a close-to-submodular objective while satisfying the predefined partition constraint is a fundamental task with numerous applications in machine learning. However, the existing distorted local-search methods are often hindered by their prohibitive query complexities and the rigid requirement for prior knowledge of difficult-to-obtain structural parameters. To overcome these limitations, we introduce a novel algorithm titled Multinoulli-SCG, which not only is parameter-free, but also can achieve the same approximation guarantees as the distorted local-search methods with significantly fewer function evaluations. More specifically, when the objective function is monotone $α$-weakly DR-submodular or $(γ,β)$-weakly submodular, our Multinoulli-SCG algorithm can attain a value of $(1-e^{-α})\text{OPT}-ε$ or $(\frac{γ^{2}(1-e^{-(β(1-γ)+γ^2)})}{β(1-γ)+γ^2})\text{OPT}-ε$ with only $O(1/ε^{2})$ function evaluations, where OPT denotes the optimal value. The cornerstone of our Multinoulli-SCG algorithm is an innovative continuous-relaxation framework named Multinoulli Extension(ME), which can effectively convert the discrete subset selection problem subject to partition constraints into a solvable continuous maximization focused on learning the optimal multinoulli priors across the concerned partition. In sharp contrast with the well-established multi-linear extension for submodular subset selection, a notable advantage of our proposed ME is its intrinsic capacity to provide a lossless rounding scheme for any set function. Furthermore, based on our proposed ME, we also present two novel online algorithms, namely, Multinoulli-OSCG and Multinoulli-OSGA, for the unexplored online subset selection problems over partition constraints.
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