Difference of Submodular Minimization via DC Programming

Fuente: arXiv
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Auteurs principaux: Halabi, Marwa El, Orfanides, George, Hoheisel, Tim
Format: Preprint
Publié: 2023
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author Halabi, Marwa El
Orfanides, George
Hoheisel, Tim
author_facet Halabi, Marwa El
Orfanides, George
Hoheisel, Tim
contents Minimizing the difference of two submodular (DS) functions is a problem that naturally occurs in various machine learning problems. Although it is well known that a DS problem can be equivalently formulated as the minimization of the difference of two convex (DC) functions, existing algorithms do not fully exploit this connection. A classical algorithm for DC problems is called the DC algorithm (DCA). We introduce variants of DCA and its complete form (CDCA) that we apply to the DC program corresponding to DS minimization. We extend existing convergence properties of DCA, and connect them to convergence properties on the DS problem. Our results on DCA match the theoretical guarantees satisfied by existing DS algorithms, while providing a more complete characterization of convergence properties. In the case of CDCA, we obtain a stronger local minimality guarantee. Our numerical results show that our proposed algorithms outperform existing baselines on two applications: speech corpus selection and feature selection.
format Preprint
id arxiv_https___arxiv_org_abs_2305_11046
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Difference of Submodular Minimization via DC Programming
Halabi, Marwa El
Orfanides, George
Hoheisel, Tim
Machine Learning
Discrete Mathematics
Data Structures and Algorithms
Optimization and Control
Minimizing the difference of two submodular (DS) functions is a problem that naturally occurs in various machine learning problems. Although it is well known that a DS problem can be equivalently formulated as the minimization of the difference of two convex (DC) functions, existing algorithms do not fully exploit this connection. A classical algorithm for DC problems is called the DC algorithm (DCA). We introduce variants of DCA and its complete form (CDCA) that we apply to the DC program corresponding to DS minimization. We extend existing convergence properties of DCA, and connect them to convergence properties on the DS problem. Our results on DCA match the theoretical guarantees satisfied by existing DS algorithms, while providing a more complete characterization of convergence properties. In the case of CDCA, we obtain a stronger local minimality guarantee. Our numerical results show that our proposed algorithms outperform existing baselines on two applications: speech corpus selection and feature selection.
title Difference of Submodular Minimization via DC Programming
topic Machine Learning
Discrete Mathematics
Data Structures and Algorithms
Optimization and Control
url https://arxiv.org/abs/2305.11046