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Submodular Functions: Theory and Applications I (Examples (\( \min\limits…
Submodular Functions:
Theory and Applications I
Set function
Ground set \( \mathbb{V} = \{ cake, dog, ball, \cdots \} \)
\( F: 2^{\mathbb{V}} \rightarrow \mathbb{R} \)
\( F(\{ cake, dog \}) = \) cost, utility, probability, ...
Assumptions
\( F(\varnothing ) = 0 \)
\( F \) is a black box "oracle"
Examples
\( \max\limits_{S} F(S) \)
V = variables to observe
F(S) = "information"
V = images, (sentences, ...)
F(S) = "representation"
V = matrix approximation
F(S) = "most representative columns"
\( \min\limits_{S} F(S) \)
V = data points
F(S) = "coherence/separation"
V = data points
F(S) = "coherence/matching"
V = coordinates
F(S) = "coherence"
(Genes, signal noise reduction, ...)
V = random variables we can observe
F(S) = "reduction in uncertainty" = \( F(A) = H(Y) - H(Y | X) = I(Y; X) \)
Entropy
\( X_1, \cdots, X_n \) discrete random variables
\( F(S) = H(X_S) = \) joint entropy of variables indexed by S
Linear independence
V = columns in matrix
F(S) = rank(S)
Vectors in S are linearly independent
\(\iff \) F is modular on S: F(S) = |S|
Statistical dependence
\( X_i \in S \) statistically independent
\( \iff \) H is modular on S: \( H(X_S) = \sum\limits_{e \in S} H(X_e) \)
The more dependent the variables, the more submodular
Why are convex functions so interesting?
Occur in many models
Preserved under operations and transformations
Prove something about one, you prove something about many
Sufficient mathematical structure for an elegant theory
Efficient minimisation
Why are submodular functions so interesting?
The same reasons convex functions are!
Definitions
Diminishing gains
(more intuitive)
For all \(A \subseteq B \) and \( s \notin B \)
\(F(A \cup s) - F(A) \geq F(B \cup s) - F(B) \)
Adding sensor to A = {1, 2} is more
informative than adding one to B = {1, 2, 3, 4}
Economies of scale
Cost of fries + drink <= fries and two drinks
Union-intersection
(easier to show)
For all \(T, S \subseteq V \)
\(F(S) + F(T) \geq F(S \cup T) + F(S \cap T) \)
