Parallel Quasi-concave set optimization: A new frontier that scales without needing submodularity

TL;DR

This paper introduces a new class of quasi-concave set functions and a parallel algorithm that efficiently finds globally optimal solutions for maximization problems, extending beyond submodular functions.

Contribution

The paper presents the first parallel algorithm for globally optimizing quasi-concave set functions, providing exact solutions and broadening the scope of combinatorial optimization.

Findings

Algorithm achieves near-linear time complexity on multiple processors.

Provides exact global solutions for maxi-min problems.

Demonstrates applicability with feature selection using distance correlation.

Abstract

Classes of set functions along with a choice of ground set are a bedrock to determine and develop corresponding variants of greedy algorithms to obtain efficient solutions for combinatorial optimization problems. The class of approximate constrained submodular optimization has seen huge advances at the intersection of good computational efficiency, versatility and approximation guarantees while exact solutions for unconstrained submodular optimization are NP-hard. What is an alternative to situations when submodularity does not hold? Can efficient and globally exact solutions be obtained? We introduce one such new frontier: The class of quasi-concave set functions induced as a dual class to monotone linkage functions. We provide a parallel algorithm with a time complexity over $n$ processors of $\mathcal{O}(n^2g) +\mathcal{O}(\log{\log{n}})$ where $n$ is the cardinality of the ground set and $g$ is the complexity to compute the monotone linkage function that induces a corresponding quasi-concave set function via a duality. The complexity reduces to $\mathcal{O}(gn\log(n))$ on $n^2$ processors and to $\mathcal{O}(gn)$ on $n^3$ processors. Our algorithm provides a globally optimal solution to a maxi-min problem as opposed to submodular optimization which is approximate. We show a potential for widespread applications via an example of diverse feature subset selection with exact global maxi-min guarantees upon showing that a statistical dependency measure called distance correlation can be used to induce a quasi-concave set function.