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When Weak Submodularity Meets Matroids: How Does Standard Greedy Behave?

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Abstract

Weakly submodular maximization finds numerous applications in machine learning, data mining and statistics. In particular, under a cardinality constraint, the standard greedy algorithm is known to attain the tight (1−e−γ)(1-e^{-γ})-approximation guarantee, where γγ denotes the submodularity ratio. However, when considering general matroid constraints, how well standard greedy can perform has remained a longstanding open question. In this paper, we resolve this question by studying the worst-case approximation guarantee Rgr(γ,r)R_{\mathrm{gr}}(γ,r) of standard forward greedy, where rr is the rank of matroid. Specifically, our first contribution is the following refined lower bound \begin{equation*} R_{gr}(γ,r)\ge \max\left{ \fracγ{r}, \frac{γ^2} {B_γ+\sqrt{γ(r-1)}}, \frac{γ^{r+1}} {2-γ+γ^{r+1}}, \frac{γ^2} {14\left(B_γ+\sqrt{γ(1-γ)(r-1)}\right)} \right}, \end{equation*} where Bγ≜2−γ+γ2B_γ\triangleq2-γ+γ^2. This lower bound not only strictly improves upon the previous guarantee of 0.4γ2/(1+γr)0.4γ^2/(1+\sqrt{γr}), but also can recover the classical 1/21/2-approximation guarantee at γ=1γ=1. Subsequently, a corresponding upper bound is established for Rgr(γ,r)R_{\mathrm{gr}}(γ,r), namely, \begin{equation}\label{eq_upper_abstract} R_{gr}(γ,r) \le\min\left{\frac{1}{2},20\max\left{\fracγ{r}, \frac{γ^2}{B_γ+ \sqrt{γ(1-γ)(r-1)}}\right}\right}. \end{equation} For every fixed γ∈(0,1)γ\in(0,1), this equation effectively sharpens the recent Oγ(1/log⁡(n−1))O_γ(1/\log(n-1)) upper bound to Oγ(r−1/2)O_γ(r^{-1/2}), where nn is the size of ground set. Putting all these results together, we eventually can obtain Rgr(γ,r)=Θ(max⁡{γr,γ21+γ(1−γ)r}).R_{gr}(γ,r) = Θ\left( \max\left\{\fracγ{r}, \frac{γ^2} {1+\sqrt{γ(1-γ)r}}\right\} \right).

Introduction

Submodularity arises naturally in a wide range of applications, including influence maximization [3, 15, 28] [32], feature selection [8, 23, 24], sensor placement [14, 17], and data summarization [1, 18, 21].

A standard approach for maximizing submodular objectives is forward greedy: starting from the empty set, the algorithm repeatedly adds a feasible element with the largest marginal gain. Furthermore, classical theoretical analysis also gives that, for monotone submodular functions, forward greedy can achieve a tight approximation ratio of 1−1/e1 - 1/e under a cardinality constraint [22].

However, exact submodularity may be overly restrictive for many practical applications. Indeed, many real-world scenarios give rise to utility functions that are close to submodular. Important examples include variable selection for regression [5, 6, 16], neural network pruning [8] and sparse optimal transport [20]. One of the most widely used notions for characterizing such close-to-submodular objectives is γ\gamma-weak submodularity [5, 6, 25]. More specifically, a monotone set function f:2U→R+f: 2^{U} \to\mathbb{R}_{+} is said to be γ\gamma-weakly submodular if and only if, for every A⊆C⊆UA \subseteq C \subseteq U,

∑e∈C∖A(f(A∪{e})−f(A))≥γ(f(C)−f(A)).\sum_{e \in C \setminus A} \left(f(A \cup\{e\}) - f(A)\right) \ge\gamma\left(f(C) - f(A)\right).

This inequality quantifies the extent to which the joint gain f(C)−f(A)f(C) - f(A) can exceed the sum of these individual marginal gains obtained by adding each element of C∖AC \setminus A to AA. In particular, every monotone submodular function satisfies the above inequality with γ=1\gamma= 1. More importantly, under a cardinality constraint, Das and Kempe [5, 6] proved that standard forward greedy achieves a (1−e−γ)(1 - e^{-\gamma})-approximation for monotone γ\gamma-weakly submodular maximization. This guarantee was later shown to be tight in the value-oracle model by [13].

Beyond the cardinality constraints considered above, many of real-world applications also require us to obey additional structural restrictions, such as diversity and fairness, which can be naturally modeled by matroid constraints. For normalized monotone submodular functions, Fisher et al. [9] showed that standard forward greedy can attain a 1/21/2-approximation guarantee under a matroid. As for weakly submodular objectives, however, the approximation behavior of standard forward greedy remains far less understood. On the one hand, Gatmiry and Gomez Rodriguez [11] established an approximation guarantee of 0.4γ21+γr\frac{0.4\gamma^{2}}{1+\sqrt{\gamma}r}. On the other hand, recent work [30] constructed a family of bad instances showing that, for every fixed γ∈(0,1)\gamma\in(0,1), the approximation ratio of standard forward greedy can be as small as O(γ(1−γ)2log⁡(n−1))O\left(\frac{\gamma}{(1-\gamma)^{2}\log(n-1)}\right), where nn is the size of ground set. Consequently, there exists a substantial gap between the known lower and upper bounds for standard forward greedy on matroid-constrained weakly submodular maximization. In the remainder of this paper, we close this gap up to a constant factor.

Specifically, letting Rgr(γ,r)R_{\mathrm{gr}}(\gamma,r) denote the worst-case approximation ratio of standard forward greedy over all normalized monotone γ\gamma-weakly submodular functions and all matroids of rank rr, we establish the following matching lower and upper bounds.

Theorem 1.1. For every γ∈(0,1]\gamma\in(0,1] and every integer r≥2r \ge2, let Bγ≜2−γ+γ2B_{\gamma} \triangleq2-\gamma+\gamma^{2}. Then, the worst-case approximation ratio of standard forward greedy satisfies

Rgr(γ,r)≥max⁡{γr,γ2Bγ+γ(r−1),γr+12−γ+γr+1,γ214(Bγ+γ(1−γ)(r−1))}.R_{\mathrm{gr}}(\gamma,r) \ge\max\left\{ \frac{\gamma}{r}, \frac{\gamma^{2}}{B_{\gamma}+\sqrt{\gamma(r-1)}}, \frac{\gamma^{r+1}}{2-\gamma+\gamma^{r+1}}, \frac{\gamma^{2}}{14\left(B_{\gamma}+\sqrt{\gamma(1-\gamma)(r-1)}\right)} \right\}.

and

Rgr(γ,r)≤min⁡{12,20max⁡{γr,γ2Bγ+γ(1−γ)(r−1)}}.R_{\mathrm{gr}}(\gamma,r) \le\min\left\{ \frac{1}{2},20\max\left\{ \frac{\gamma}{r},\frac{\gamma^{2}}{B_{\gamma}+\sqrt{\gamma(1-\gamma)(r-1)}} \right\} \right\}.

Consequently,

Rgr(γ,r)=Θ(max⁡{γr,γ21+γ(1−γ)r}).(1)R_{\mathrm{gr}}(\gamma,r) = \Theta\left( \max\left\{ \frac{\gamma}{r}, \frac{\gamma^{2}}{1+\sqrt{\gamma(1-\gamma)r}} \right\} \right). \tag*{(1)}

where the symbol Θ(⋅)\Theta(\cdot) denotes equality up to multiplicative constant factors.

Related Work

The notion of γ\gamma-weak submodularity was introduced by Das and Kempe [5, 6], who proved that standard forward greedy achieves a (1−e−γ)(1-e^{-\gamma})-approximation for maximizing a monotone γ\gamma-weakly submodular function subject to a cardinality constraint. Bian et al. [2] refined this analysis by incorporating generalized curvature, while Harshaw et al. [13] showed that the (1−e−γ)(1-e^{-\gamma}) dependence is tight in the value-oracle model. Furthermore, Qian et al. [27] further showed that the multi-objective evolutionary algorithm also can attain a (1−e−γ)(1-e^{-\gamma})-approximation. Disser and Weckbecker [7] subsequently introduced a broader class of γ\gamma-α\alpha-augmentable functions,for which standard forward greedy can obtain tight approximation guarantees under cardinality constraints.

Moving beyond cardinality constraints, Chen et al. [4] proved that Residual Random Greedy achieves the rank-independent approximation factor (1+1/γ)−2(1+1/\gamma)^{-2}. To improve this result, Thiery and Ward [29] then introduced the upper submodularity ratio β\beta and developed a distorted local-search algorithm for (γ,β)(\gamma,\beta)-weakly submodular maximization over matroids. Their algorithm achieves an approximation factor of γ2(1−e−ϕ)/ϕ\gamma^2(1-e^{-\phi})/\phi, where ϕ≜γ2+β(1−γ)\phi\triangleq\gamma^2+\beta(1-\gamma). Particularly when considering the partition matroids, [31] introduced a novel Multinoulli extension and its associated Multinoulli-SCG algorithm, which cam preserve the same approximation guarantee of [29] while requiring fewer function evaluations. Recently, [10] proposed a maximum-gain Poisson exchange algorithm that achieves a better approximation ratio arbitrarily close to 1−(γ/(2−γ))γ2/2(1−γ)1-(\gamma/(2-\gamma))^{\gamma^2/2(1-\gamma)} for matroid-constrained weakly submodular maximization. Furthermore, a parallel line of research [11, 12, 19, 26] explores a stronger weakly DR-submodular maximization problems.

Preliminaries

Notation. Let UU be a finite ground set and let f:2U→R+f:2^{U}\to\mathbb{R}_{+} be a set function. For any subset S⊆US\subseteq U and e∈Ue\in U, we write S+e≜S∪{e}S+e\triangleq S\cup\{e\} and define the marginal contribution of ee to SS by f(e∣S)≜f(S+e)−f(S)f(e\mid S)\triangleq f(S+e)-f(S). A set function is normalized if f(∅)=0f(\varnothing)=0, and it is monotone if f(A)≤f(C)f(A)\leq f(C) for all A⊆C⊆UA\subseteq C\subseteq U. Unless stated otherwise, we suppose all set functions in this paper are normalized and monotone.

Weak Submodularity. For γ∈(0,1]\gamma\in(0,1], a set function f:2U→R+f:2^{U}\to\mathbb{R}_{+} is γ\gamma-weakly submodular if, for every A⊆C⊆UA\subseteq C\subseteq U, the following inequality holds:

∑e∈C∖Af(e∣A)≥γ(f(C)−f(A)).(2)\sum_{e\in C\setminus A} f(e\mid A)\geq\gamma\bigl(f(C)-f(A)\bigr). \tag*{(2)}

Matroids. A matroid is a pair M≜(U,I)\mathcal{M}\triangleq(U,\mathcal{I}), where UU is a finite ground set and I⊆2U\mathcal{I}\subseteq2^{U} is a collection of sets satisfying the following axioms: (i) ∅∈I\varnothing\in\mathcal{I}; (ii) if C∈IC\in\mathcal{I} and A⊆CA\subseteq C, then A∈IA\in\mathcal{I}; and (iii) if A,C∈IA,C\in\mathcal{I} and ∣A∣<∣C∣|A|<|C|, then there exists e∈C∖Ae\in C\setminus A such that A+e∈IA+e\in\mathcal{I}. The members of I\mathcal{I} are called independent sets, and its maximal members are called bases. Every base has the same cardinality, called the rank of M\mathcal{M} and denoted by rr.

Standard Forward Greedy Method. Starting from S0=∅S_{0}=\varnothing, at each iteration t=1,…,rt=1,\ldots,r, the standard forward greedy algorithm chooses

st∈arg⁡max⁡{f(e∣St−1):e∉St−1, St−1+e∈I},St=St−1+st.(3)s_{t}\in\arg\max\{f(e\mid S_{t-1}):e\notin S_{t-1},\ S_{t-1}+e\in\mathcal{I}\},\qquad S_{t}=S_{t-1}+s_{t}. \tag*{(3)}

After rr iterations, the algorithm returns the base SrS_r. The goal of this paper is to determine the worst-case approximation guarantee of the greedy set SrS_r under weak submodularity. More specifically, for a fixed γ\gamma-weakly submodular function ff, we define

Rgr(γ,r)≜inf⁡(f,M)f(Sr)max⁡T∈If(T)(4)R_{\mathrm{gr}}(\gamma,r) \triangleq\inf_{(f,\mathcal{M})} \frac{f(S_r)}{\max_{T \in\mathcal{I}} f(T)} \tag*{(4)}

where the infimum is over all rank-rr matroid M\mathcal{M} and all possible objectives satisfying Eq. (3). Note that we only consider instances with positive optimum.

Upper bounds for Rgr(γ,r)R_{\mathrm{gr}}(\gamma,r)

To characterize upper bounds on Rgr(γ,r)R_{\mathrm{gr}}(\gamma,r), we consider a structured family of matroid-constrained weakly submodular maximization instances. Fix positive integers kk and NN, and let the ground set be the disjoint union of three types of elements:

U = G \mathbin{\mathaccent\cdot\cup} B \mathbin{\mathaccent\cdot\cup} E,\qquad G = \{g_1,\ldots,g_k\},\qquad B = \{b_1,\ldots,b_k\},\qquad E = \{e_1,\ldots,e_N\}.

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