arXiv · 1910.12424
Online Continuous Submodular Maximization: From Full-Information to Bandit Feedback
Abstract
In this paper, we propose three online algorithms for submodular maximisation. The first one, Mono-Frank-Wolfe, reduces the number of per-function gradient evaluations from $T^{1/2}$ [Chen2018Online] and $T^{3/2}$ [chen2018projection] to 1, and achieves a $(1-1/e)$-regret bound of $O(T^{4/5})$. The second one, Bandit-Frank-Wolfe, is the first bandit algorithm for continuous DR-submodular maximization, which achieves a $(1-1/e)$-regret bound of $O(T^{8/9})$. Finally, we extend Bandit-Frank-Wolfe to a bandit algorithm for discrete submodular maximization, Responsive-Frank-Wolfe, which attains a $(1-1/e)$-regret bound of $O(T^{8/9})$ in the responsive bandit setting.
Explore related subjects
Keep this discovery
Mingrui Zhang, Lin Chen, Hamed Hassani, Amin Karbasi. 2019-10-28. Online Continuous Submodular Maximization: From Full-Information to Bandit Feedback. https://arxiv.org/abs/1910.12424
Cite the original work for its findings. Save a collection to share your selection of sources.