Parallel Quasi-concave set optimization: A new frontier that scales without needing submodularity
This work addresses a foundational gap in optimization theory by enabling efficient exact solutions for non-submodular problems, with potential applications in areas like feature selection, though it is incremental in extending known paradigms.
The paper tackles the problem of combinatorial optimization when submodularity does not hold, introducing quasi-concave set functions as an alternative and providing a parallel algorithm that achieves globally optimal solutions with time complexities such as O(n^2g) + O(log log n) on n processors, demonstrated through an example of diverse feature subset selection with exact guarantees.
Classes of set functions along with a choice of ground set are a bedrock to determine and develop corresponding variants of greedy algorithms to obtain efficient solutions for combinatorial optimization problems. The class of approximate constrained submodular optimization has seen huge advances at the intersection of good computational efficiency, versatility and approximation guarantees while exact solutions for unconstrained submodular optimization are NP-hard. What is an alternative to situations when submodularity does not hold? Can efficient and globally exact solutions be obtained? We introduce one such new frontier: The class of quasi-concave set functions induced as a dual class to monotone linkage functions. We provide a parallel algorithm with a time complexity over $n$ processors of $\mathcal{O}(n^2g) +\mathcal{O}(\log{\log{n}})$ where $n$ is the cardinality of the ground set and $g$ is the complexity to compute the monotone linkage function that induces a corresponding quasi-concave set function via a duality. The complexity reduces to $\mathcal{O}(gn\log(n))$ on $n^2$ processors and to $\mathcal{O}(gn)$ on $n^3$ processors. Our algorithm provides a globally optimal solution to a maxi-min problem as opposed to submodular optimization which is approximate. We show a potential for widespread applications via an example of diverse feature subset selection with exact global maxi-min guarantees upon showing that a statistical dependency measure called distance correlation can be used to induce a quasi-concave set function.