Pareto Optimization for Subset Selection with Dynamic Cost Constraints

We consider the subset selection problem for function $f$ with constraint bound $B$ that changes over time. Within the area of submodular optimization, various greedy approaches are commonly used. For dynamic environments we observe that the adaptive variants of these greedy approaches are not able to maintain their approximation quality. Investigating the recently introduced POMC Pareto optimization approach, we show that this algorithm efficiently computes a $\phi= (\alpha_f/2)(1-\frac{1}{e^{\alpha_f}})$-approximation, where $\alpha_f$ is the submodularity ratio of $f$, for each possible constraint bound $b \leq B$. Furthermore, we show that POMC is able to adapt its set of solutions quickly in the case that $B$ increases. Our experimental investigations for the influence maximization in social networks show the advantage of POMC over generalized greedy algorithms. We also consider EAMC, a new evolutionary algorithm with polynomial expected time guarantee to maintain $\phi$ approximation ratio, and NSGA-II as an advanced multi-objective optimization algorithm, to demonstrate their challenges in optimizing the maximum coverage problem. Our empirical analysis shows that, within the same number of evaluations, POMC is able to outperform NSGA-II under linear constraint, while EAMC performs significantly worse than all considered algorithms in most cases.

[1]  Frank Neumann,et al.  Maximizing Submodular Functions under Matroid Constraints by Evolutionary Algorithms , 2015, Evolutionary Computation.

[2]  G. Nemhauser,et al.  Maximizing Submodular Set Functions: Formulations and Analysis of Algorithms* , 1981 .

[3]  Zhi-Hua Zhou,et al.  Maximizing submodular or monotone approximately submodular functions by multi-objective evolutionary algorithms , 2017, Artif. Intell..

[4]  Yang Yu,et al.  On Subset Selection with General Cost Constraints , 2017, IJCAI.

[5]  Benjamin Doerr,et al.  Tight Analysis of the (1+1)-EA for the Single Source Shortest Path Problem , 2011, Evolutionary Computation.

[6]  Frank Neumann,et al.  On the Performance of Baseline Evolutionary Algorithms on the Dynamic Knapsack Problem , 2018, PPSN.

[7]  Yang Yu,et al.  Subset Selection under Noise , 2017, NIPS.

[8]  Carsten Witt,et al.  Approximating Covering Problems by Randomized Search Heuristics Using Multi-Objective Models , 2007, Evolutionary Computation.

[9]  Yang Yu,et al.  Subset Selection by Pareto Optimization , 2015, NIPS.

[10]  Marco Laumanns,et al.  Running time analysis of multiobjective evolutionary algorithms on pseudo-Boolean functions , 2004, IEEE Transactions on Evolutionary Computation.

[11]  Samir Khuller,et al.  The Budgeted Maximum Coverage Problem , 1999, Inf. Process. Lett..

[12]  Tad Hogg,et al.  Social dynamics of Digg , 2010, EPJ Data Science.

[13]  Albert-László Barabási,et al.  Statistical mechanics of complex networks , 2001, ArXiv.

[14]  M. L. Fisher,et al.  An analysis of approximations for maximizing submodular set functions—I , 1978, Math. Program..

[15]  Yevgeniy Vorobeychik,et al.  Submodular Optimization with Routing Constraints , 2016, AAAI.

[16]  Nicola Barbieri,et al.  Topic-aware social influence propagation models , 2012, Knowledge and Information Systems.

[17]  Rishabh K. Iyer,et al.  Submodular Optimization with Submodular Cover and Submodular Knapsack Constraints , 2013, NIPS.

[18]  Vahab S. Mirrokni,et al.  Maximizing Nonmonotone Submodular Functions under Matroid or Knapsack Constraints , 2009, SIAM J. Discret. Math..

[19]  Ke Xu,et al.  Random constraint satisfaction: Easy generation of hard (satisfiable) instances , 2007, Artif. Intell..

[20]  Éva Tardos,et al.  Maximizing the Spread of Influence through a Social Network , 2015, Theory Comput..

[21]  Dirk Sudholt,et al.  Runtime analysis of randomized search heuristics for dynamic graph coloring , 2019, GECCO.

[22]  Gregory W. Corder,et al.  Nonparametric Statistics for Non-Statisticians: A Step-by-Step Approach , 2009 .

[23]  Gérard Cornuéjols,et al.  Submodular set functions, matroids and the greedy algorithm: Tight worst-case bounds and some generalizations of the Rado-Edmonds theorem , 1984, Discret. Appl. Math..

[24]  Andreas Krause,et al.  Submodular Function Maximization , 2014, Tractability.

[25]  Frank Neumann,et al.  On the Runtime of Randomized Local Search and Simple Evolutionary Algorithms for Dynamic Makespan Scheduling , 2015, IJCAI.

[26]  J. Vondrák Submodularity and curvature : the optimal algorithm , 2008 .

[27]  Jan Vondr Submodularity and Curvature: The Optimal Algorithm , 2010 .

[28]  Alan M. Frieze,et al.  Random graphs , 2006, SODA '06.

[29]  Jan Vondrák,et al.  Submodular Maximization over Multiple Matroids via Generalized Exchange Properties , 2009, Math. Oper. Res..

[30]  Kalyanmoy Deb,et al.  A fast and elitist multiobjective genetic algorithm: NSGA-II , 2002, IEEE Trans. Evol. Comput..

[31]  Shengxiang Yang,et al.  Evolutionary computation for dynamic optimization problems , 2013, GECCO.

[32]  Mojgan Pourhassan,et al.  Runtime Analysis of RLS and (1+1) EA for the Dynamic Weighted Vertex Cover Problem , 2019, Theor. Comput. Sci..

[33]  Frank Neumann,et al.  Reoptimization Time Analysis of Evolutionary Algorithms on Linear Functions Under Dynamic Uniform Constraints , 2018, Algorithmica.

[34]  Carlos Guestrin,et al.  A Note on the Budgeted Maximization of Submodular Functions , 2005 .