Efficient Submodular Optimization under Noise: Local Search is Robust (Lingxiao Huang)

Abstract

The problem of monotone submodular maximization has been studied extensively due to its wide range of applications. However, there are cases where one can only access the objective function in a distorted or noisy form because of the uncertain nature or the errors involved in the evaluation. We consider the problem of constrained monotone submodular maximization with noisy oracles introduced by Hassidim and Singer (2017). For a cardinality constraint, we propose an algorithm achieving a near-optimal (1-1/e-O(epsilon))-approximation guarantee with only a polynomial number of queries to the noisy value oracle, which improves the exponential query complexity of Singer and Hassidim (2018). For general matroid constraints, we show the first constant approximation algorithm in the presence of noise. Our main approaches are to design a novel local search framework that can handle the effect of noise and to construct certain smoothing surrogate functions for noise reduction.

Time

2022-06-28  13:30 - 14:30   

Speaker

Lingxiao Huang,  Huawei TCS Lab

Room

Tencent meeting ID: 853-8759-9058; PW: 123456