Guarantees for Greedy Maximization of Non-submodular Functions with Applications

@inproceedings{Bian2017GuaranteesFG,
  title={Guarantees for Greedy Maximization of Non-submodular Functions with Applications},
  author={Andrew An Bian and Joachim M. Buhmann and Andreas Krause and Sebastian Tschiatschek},
  booktitle={ICML},
  year={2017}
}
We investigate the performance of the standard GREEDY algorithm for cardinality constrained maximization of non-submodular nondecreasing set functions. While there are strong theoretical guarantees on the performance of GREEDY for maximizing submodular functions, there are few guarantees for non-submodular ones. However, GREEDY enjoys strong empirical performance for many important non-submodular functions, e.g., the Bayesian A-optimality objective in experimental design. We prove theoretical… CONTINUE READING
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