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2019 AISTATS AISTATS 2019

No-regret algorithms for online k-submodular maximization

We present a polynomial time algorithm for online maximization of $k$-submodular maximization. For online (nonmonotone) $k$-submodular maximization, our algorithm achieves a tight approximate factor in the approximate regret. For online monotone $k$-submodular maximization, our approximate-regret matches to the best-known approximation ratio, which is tight asymptotically as $k$ tends to infinity. Our approach is based on the Blackwell approachability theorem and online linear optimization.

🌉 Interdisciplinary Bridge - Artificial Intelligence and Mathematics & Optimization

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