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From Linear to Linearizable Optimization: A Novel Framework with Applications to Stationary and Non-stationary DR-submodular Optimization

NeurIPS 2024 · Bandits and online learning › Online convex optimization and games · approach: Constrained and unconstrained OCO algorithms · 0 citations (OpenAlex)

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Introduces upper-linearizable/quadratizable function classes and a meta-algorithm (OMBQ) that converts linear/quadratic online maximization algorithms into methods for up-concave/DR-submodular maximization, plus feedback-conversion meta-algorithms, yielding projection-free static, dynamic and adaptive regret bounds.

Problem

Online and offline maximization of adversarial γ-weakly up-concave (generalizing concave and DR-submodular) functions under different feedback types (first/zeroth order, full-information/semi-bandit/bandit), monotone/non-monotone settings, and static, dynamic and adaptive regret notions.

Approach

Define upper-quadratizable functions, i.e. functions upper-bounded by a linear/quadratic surrogate built from a gradient-like query, so any linear/quadratic online maximizer (e.g. projection-free SO-OGD with separation oracles) can be lifted to these classes via a query-transforming meta-algorithm, combined with boosting-based query oracles and random-permutation blocking.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Apply the linearizable/quadratizable framework with SO-OGD to online up-concave maximizationProjection-free online DR-submodular maximization · Online up-concave maximization, Table 1 casesstatic-regret guaranteeHelped
Apply the framework to obtain offline algorithms from SO-OGDProjection-free offline up-concave maximization · Offline up-concave maximization, Table 2 casesregret guaranteeHelped
Apply the framework to SO-OGD adaptive-regret guaranteesOnline DR-submodular maximization · Non-stationary up-concave maximization, Table 3 casesadaptive regretHelped
Apply the framework to Improved Ader dynamic-regret guaranteesOnline DR-submodular maximization · Non-stationary up-concave maximization, Table 3 casesdynamic regretHelped
Use the framework for monotone γ-weakly functions with bounded curvature over general convex setsMonotone up-concave maximization · General convex setsapproximation ratioHelped

Limitations

Experimental setup

Metrics: static regret dynamic regret adaptive regret sample complexity approximation ratio

Baselines: SO-OGD Meta-Frank-Wolfe Boosting-based DR-submodular methods (Zhang et al.) Online gradient ascent based methods Ader

Builds on: Optimization by quadratization (Hazan and Minasyan / Pedramfar et al. FOTZO/STB Meta-Frank-Wolfe with random permutations boosting for DR-submodular maximization SO-OGD Improved Ader

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