by J. Djolonga, S. Jegelka, A. Krause

Abstract:

Submodular maximization problems appear in several areas of machine learning and data science, as many useful modelling concepts such as diversity and coverage satisfy this natural diminishing returns property. Because the data defining these functions, as well as the decisions made with the computed solutions, are subject to statistical noise and randomness, it is arguably necessary to go beyond computing a single approximate optimum and quantify its inherent uncertainty. To this end, we define a rich class of probabilistic models associated with constrained submodular maximization problems. These capture log-submodular dependencies of arbitrary order between the variables, but also satisfy hard combinatorial constraints. Namely, the variables are assumed to take on one of — possibly exponentially many — set of states, which form the bases of a matroid. To perform inference in these models we design novel variational inference algorithms, which carefully leverage the combinatorial and probabilistic properties of these objects. In addition to providing completely tractable and well-understood variational approximations, our approach results in the minimization of a convex upper bound on the log-partition function. The bound can be efficiently evaluated using greedy algorithms and optimized using any first-order method. Moreover, for the case of facility location and weighted coverage functions, we prove the first constant factor guarantee in this setting — an efficiently certifiable e/(e − 1) approximation of the log-partition function. Finally, we empirically demonstrate the effectiveness of our approach on several instances.

Reference:

Provable Variational Inference for Constrained Log-Submodular Models J. Djolonga, S. Jegelka, A. KrauseIn Neural Information Processing Systems (NeurIPS), 2018

Bibtex Entry:

@inproceedings{djolonga18provable, author = {Josip Djolonga and Stefanie Jegelka and Andreas Krause}, booktitle = {Neural Information Processing Systems (NeurIPS)}, month = {December}, title = {Provable Variational Inference for Constrained Log-Submodular Models}, year = {2018}}