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Several key problems in machine learning, such as feature selection and active learning, can be formulated as submodular set function maximization. We present herein a novel algorithm for maximizing a submodular set function under a cardinality constraint  the algorithm is based on a cuttingplane method and is implemented as an iterative smallscale binaryinteger linear programming procedure. It is well known that this problem is NPhard, and the approximation factor achieved by the greedy algorithm is the theoretical limit for polynomial time. As for (nonpolynomial time) exact algorithms that perform reasonably in practice, there has been very little in the literature although the problem is quite important for many applications. Our algorithm is guaranteed to find the exact solution in finite iterations, and it converges fast in practice due to the efficiency of the cuttingplane mechanism. Moreover, we also provide a method that produces successively decreasing upperbounds of the optimal solution, while our algorithm provides successively increasing lowerbounds. Thus, the accuracy of the current solution can be estimated at any point, and the algorithm can be stopped early once a desired degree of tolerance is met. We evaluate our algorithm on sensor placement and feature selection applications showing good performance.
Author Information
Yoshinobu Kawahara (Osaka University / RIKEN)
Kiyohito Nagano (Tokyo Institute of Technology)
Koji Tsuda (University of Tokyo)
Jeff A Bilmes (University of Washington, Seattle)
Jeffrey A. Bilmes is a professor at the Department of Electrical and Computer Engineering at the University of Washington, Seattle Washington. He is also an adjunct professor in Computer Science & Engineering and the department of Linguistics. Prof. Bilmes is the founder of the MELODI (MachinE Learning for Optimization and Data Interpretation) lab here in the department. Bilmes received his Ph.D. from the Computer Science Division of the department of Electrical Engineering and Computer Science, University of California in Berkeley and a masters degree from MIT. He was also a researcher at the International Computer Science Institute, and a member of the Realization group there. Prof. Bilmes is a 2001 NSF Career award winner, a 2002 CRA Digital Government Fellow, a 2008 NAE Gilbreth Lectureship award recipient, and a 2012/2013 ISCA Distinguished Lecturer. Prof. Bilmes was, along with Andrew Ng, one of the two UAI (Conference on Uncertainty in Artificial Intelligence) program chairs (2009) and then the general chair (2010). He was also a workshop chair (2011) and the tutorials chair (2014) at NIPS/NeurIPS (Neural Information Processing Systems), and is a regular senior technical chair at NeurIPS/NIPS since then. He was an action editor for JMLR (Journal of Machine Learning Research). Prof. Bilmes's primary interests lie in statistical modeling (particularly graphical model approaches) and signal processing for pattern classification, speech recognition, language processing, bioinformatics, machine learning, submodularity in combinatorial optimization and machine learning, active and semisupervised learning, and audio/music processing. He is particularly interested in temporal graphical models (or dynamic graphical models, which includes HMMs, DBNs, and CRFs) and ways in which to design efficient algorithms for them and design their structure so that they may perform as better structured classifiers. He also has strong interests in speechbased humancomputer interfaces, the statistical properties of natural objects and natural scenes, information theory and its relation to natural computation by humans and pattern recognition by machines, and computational music processing (such as human timing subtleties). He is also quite interested in high performance computing systems, computer architecture, and software techniques to reduce power consumption. Prof. Bilmes has also pioneered (starting in 2003) the development of submodularity within machine learning, and he received a best paper award at ICML 2013, a best paper award at NIPS 2013, and a best paper award at ACMBCB in 2016, all in this area. In 2014, Prof. Bilmes also received a most influential paper in 25 years award from the International Conference on Supercomputing, given to a paper on highperformance matrix optimization. Prof. Bilmes has authored the graphical models toolkit (GMTK), a dynamic graphicalmodel based software system widely used in speech, language, bioinformatics, and humanactivity recognition.
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