NECCOct 12, 2019

Multi-objective Evolutionary Algorithms are Still Good: Maximizing Monotone Approximately Submodular Minus Modular Functions

arXiv:1910.05492v24 citations
Originality Synthesis-oriented
AI Analysis

This work addresses submodular optimization for non-monotone non-submodular functions, which has applications in areas like experimental design and network analysis, but is incremental as it extends prior theoretical results on evolutionary algorithms.

This paper tackles the problem of maximizing monotone approximately submodular minus modular functions with a size constraint, proving that the GSEMO multi-objective evolutionary algorithm achieves the best-known polynomial-time approximation guarantee, with empirical validation on Bayesian experimental design and directed vertex cover applications.

As evolutionary algorithms (EAs) are general-purpose optimization algorithms, recent theoretical studies have tried to analyze their performance for solving general problem classes, with the goal of providing a general theoretical explanation of the behavior of EAs. Particularly, a simple multi-objective EA, i.e., GSEMO, has been shown to be able to achieve good polynomial-time approximation guarantees for submodular optimization, where the objective function is only required to satisfy some properties but without explicit formulation. Submodular optimization has wide applications in diverse areas, and previous studies have considered the cases where the objective functions are monotone submodular, monotone non-submodular, or non-monotone submodular. To complement this line of research, this paper studies the problem class of maximizing monotone approximately submodular minus modular functions (i.e., $f=g-c$) with a size constraint, where $g$ is a non-negative monotone approximately submodular function and $c$ is a non-negative modular function, resulting in the objective function $f$ being non-monotone non-submodular. We prove that the GSEMO can achieve the best-known polynomial-time approximation guarantee. Empirical studies on the applications of Bayesian experimental design and directed vertex cover show the excellent performance of the GSEMO.

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