论文标题
雅各比风格的迭代,用于分布式次管的最大化
Jacobi-Style Iteration for Distributed Submodular Maximization
论文作者
论文摘要
本文介绍了一种新型的雅各比风格的迭代算法,用于解决分布式下模化最大化的问题,其中每个代理都会从有限的集合中确定其自己的策略,从而共同最大限度地最大限度地最大限度地提高了全局的suplodular目标函数。我们希望以概率而不是确定性,透视图实现解决方案的基础,并希望从离散域中转移到连续域。由于观察到可以通过对代理的局部决策来获得对多线性扩展函数梯度的无偏估计,因此提出了一种预测的随机梯度算法来解决该问题。我们的算法可以在所有单个代理之间进行分布式更新,并被证明是渐近地收敛到理想的平衡解决方案。保证这种平衡解决方案至少达到1/2-贝型的结合,这与文献中的最新面积相当。此外,我们通过处理存在代理商通信延迟的情况进一步增强了提出的算法。增强的算法框架接受了我们方法的更现实的分布式实现。最后,在现实世界中的电影评级数据集上进行了电影推荐任务,以验证所提出的算法的数值性能。
This paper presents a novel Jacobi-style iteration algorithm for solving the problem of distributed submodular maximization, in which each agent determines its own strategy from a finite set so that the global submodular objective function is jointly maximized. Building on the multi-linear extension of the global submodular function, we expect to achieve the solution from a probabilistic, rather than deterministic, perspective, and thus transfer the considered problem from a discrete domain into a continuous domain. Since it is observed that an unbiased estimation of the gradient of multi-linear extension function~can be obtained by sampling the agents' local decisions, a projected stochastic gradient algorithm is proposed to solve the problem. Our algorithm enables the distributed updates among all individual agents and is proved to asymptotically converge to a desirable equilibrium solution. Such an equilibrium solution is guaranteed to achieve at least 1/2-suboptimal bound, which is comparable to the state-of-art in the literature. Moreover, we further enhance the proposed algorithm by handling the scenario in which agents' communication delays are present. The enhanced algorithmic framework admits a more realistic distributed implementation of our approach. Finally, a movie recommendation task is conducted on a real-world movie rating data set, to validate the numerical performance of the proposed algorithms.