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Unified Projection-Free Algorithms for Adversarial DR-Submodular Optimization

ICLR 2024 · Bandits and online learning › Online convex optimization and games · approach: Best-of-both-worlds bandit algorithms · 0 citations (OpenAlex)

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Proposes a unified family of projection-free Frank-Wolfe algorithms for adversarial continuous DR-submodular maximization covering full-information, semi-bandit and bandit feedback, monotone and non-monotone objectives, and several constraint geometries.

Problem

Online adversarial continuous DR-submodular maximization under varied feedback (gradient/value, full-information/semi-bandit/bandit), monotone or non-monotone objectives, and different convex constraint sets, where prior projection-free methods lack sublinear alpha-regret in several cases.

Approach

Combines meta-actions (K online linear optimizers mimicking offline Frank-Wolfe), random permutations across blocks of functions, and a one-point smoothed gradient estimator with shrunk constraint sets, handling stochastic oracles without momentum/variance reduction to get improved alpha-regret bounds across cases.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use unified projection-free Frank-Wolfe algorithms instead of prior projection-free methodsAdversarial non-monotone DR-submodular optimization · Non-monotone settings considered in Table 1α-regret bound: 2/3 - β/3 vs. 1 - β/3Helped
Use unified projection-free Frank-Wolfe algorithms instead of prior projection-free methodsAdversarial monotone DR-submodular optimization · 7 of 8 considered casesα-regret boundHelped
Use unified Frank-Wolfe rather than the prior methodMonotone DR-submodular optimization with origin-containing constraints and stochastic gradient feedback · Online stochastic optimizationα-regret: O(T^{3/4})No clear effect
Use unified Frank-Wolfe rather than the prior methodNon-monotone DR-submodular optimization with downward-closed constraints and stochastic gradient feedback · Online stochastic optimizationα-regret: O(T^{3/4})No clear effect
Use unified Frank-Wolfe rather than the prior methodDR-submodular optimization with stochastic bandit or semi-bandit feedback · Online stochastic optimizationα-regretNo clear effect
Use GMFW(β=1/2) instead of Meta baselinesNon-monotone quadratic maximization with downward-closed constraints · Empirical regret experimentsregretHelped
Use GMFW(β=0) instead of MonoNon-monotone quadratic maximization with downward-closed constraints · Empirical regret experimentsregretHelped

Surprising findings

Limitations

Experimental setup

Datasets: synthetic online non-monotone quadratic maximization instances with randomly generated downward-closed constraints

Benchmarks: online non-monotone quadratic maximization (synthetic)

Metrics: alpha-regret cumulative regret run-time

Baselines: ODC Mono-Frank-Wolfe Meta-Frank-Wolfe Bandit-Frank-Wolfe boosting-based projection-free methods

Builds on: Meta-Frank-Wolfe Mono-Frank-Wolfe Bandit-Frank-Wolfe smoothing trick online vee-learning

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