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作者:

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

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摘要:

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.

关键词:

Variance reduction Regret Approximation ratio Online optimization DR-submodularity

作者机构:

  • [ 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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来源 :

COMPUTING AND COMBINATORICS, COCOON 2022

ISSN: 0302-9743

年份: 2022

卷: 13595

页码: 118-125

被引次数:

WoS核心集被引频次: 2

SCOPUS被引频次: 2

ESI高被引论文在榜: 0 展开所有

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