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Author:

Feng, Junkai (Feng, Junkai.) | Yang, Ruiqi (Yang, Ruiqi.) | Zhang, Haibin (Zhang, Haibin.) (Scholars:张海斌) | Zhang, Zhenning (Zhang, Zhenning.)

Indexed by:

CPCI-S EI Scopus

Abstract:

In an era of data explosion and uncertain information, online optimization becomes a more and more powerful framework. And online DR-submodular maximization is an important subclass because its wide aplications in machine learning, statistics, etc., and significance for exploring general non-convex problems. In this paper, we focus on the online non-monotone DR-submodular maximizaition under general constraint set, and propose a meta-Frank-Wolfe online algorithm with appropriately choosing parameters. Based on the Lyapunov function approach in [8] and variance reduction technique in [16], we show that the proposed online algorithm attains sublinear regret against a 1/4 approximation ratio to the best fixed action in hindsight.

Keyword:

Variance reduction Regret Approximation ratio Online optimization DR-submodularity

Author Community:

  • [ 1 ] [Feng, Junkai]Beijing Univ Technol, Beijing Inst Sci & Engn Comp, Beijing 100124, Peoples R China
  • [ 2 ] [Yang, Ruiqi]Beijing Univ Technol, Beijing Inst Sci & Engn Comp, Beijing 100124, Peoples R China
  • [ 3 ] [Zhang, Haibin]Beijing Univ Technol, Beijing Inst Sci & Engn Comp, Beijing 100124, Peoples R China
  • [ 4 ] [Zhang, Zhenning]Beijing Univ Technol, Beijing Inst Sci & Engn Comp, Beijing 100124, Peoples R China
  • [ 5 ] [Yang, Ruiqi]Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China

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Source :

COMPUTING AND COMBINATORICS, COCOON 2022

ISSN: 0302-9743

Year: 2022

Volume: 13595

Page: 118-125

Cited Count:

WoS CC Cited Count: 2

SCOPUS Cited Count: 2

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 6

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