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Conference Paper

Online submodular minimization for combinatorial structures

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http://pubman.mpdl.mpg.de/cone/persons/resource/persons83994

Jegelka,  S
Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society;

http://pubman.mpdl.mpg.de/cone/persons/resource/persons83814

Bilmes,  J
Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society;

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Jegelka, S., & Bilmes, J. (2011). Online submodular minimization for combinatorial structures. In 28th International Conference on Machine Learning (ICML 2011) (pp. 345-352). Madison, WI, USA: International Machine Learning Society.


Cite as: http://hdl.handle.net/11858/00-001M-0000-0013-BB26-5
Abstract
Most results for online decision problems with structured concepts, such as trees or cuts, assume linear costs. In many settings, however, nonlinear costs are more realistic. Owing to their non-separability, these lead to much harder optimization problems. Going beyond linearity, we address online approximation algorithms for structured concepts that allow the cost to be submodular, i.e., nonseparable. In particular, we show regret bounds for three Hannan-consistent strategies that capture different settings. Our results also tighten a regret bound for unconstrained online submodular minimization.