Submodular set function

In mathematics, a submodular set function (also known as a submodular function) is a set function
whose value, informally, has the property that the difference in the incremental value of the function that a
single element makes when added to an input set decreases as the size of the input set increases.
Submodular functions have a natural diminishing returns property which makes them suitable for many
applications, including approximation algorithms, game theory (as functions modeling user preferences)
and electrical networks. Recently, submodular functions have also found immense utility in several real
world problems in machine learning and artificial intelligence, including automatic summarization, multi-
document summarization, feature selection, active learning, sensor placement, image collection
summarization and many other domains.[1][2][3][4]

Definition
If is a finite set, a submodular function is a set function , where denotes the power set of
, which satisfies one of the following equivalent conditions.[5]

1. For every with and every we have that

.
2. For every we have that .
3. For every and such that we have that
.

A nonnegative submodular function is also a subadditive function, but a subadditive function need not be
submodular. If is not assumed finite, then the above conditions are not equivalent. In particular a function
defined by if is finite and if is infinite satisfies the first condition above, but the
second condition fails when and are infinite sets with finite intersection.

Types and examples of submodular functions

Monotone

A set function is monotone if for every we have that . Examples of monotone

submodular functions include:

Linear (Modular) functions

Any function of the form is called a linear function. Additionally if

then f is monotone.
Budget-additive functions

Any function of the form for each and is called

budget additive.[6]
Coverage functions
 Let be a collection of subsets of some ground set . The function

for is called a coverage function. This can be generalized by

adding non-negative weights to the elements.

Entropy
Let be a set of random variables. Then for any we have that
is a submodular function, where is the entropy of the set of random variables
[7]
, a fact known as Shannon's inequality. Further inequalities for the entropy function are
known to hold, see entropic vector.
Matroid rank functions
Let be the ground set on which a matroid is defined. Then the rank
function of the matroid is a submodular function.[8]

Non-monotone

A submodular function that is not monotone is called non-monotone.

Symmetric

A non-monotone submodular function is called symmetric if for every we have that

. Examples of symmetric non-monotone submodular functions include:

Graph cuts
Let be the vertices of a graph. For any set of vertices let
denote the number of edges such that and . This can be
generalized by adding non-negative weights to the edges.
Mutual information
Let be a set of random variables. Then for any we have that
is a submodular function, where is the mutual
information.

Asymmetric

A non-monotone submodular function which is not symmetric is called asymmetric.

Directed cuts
Let be the vertices of a directed graph. For any set of vertices
let denote the number of edges such that and . This can
be generalized by adding non-negative weights to the directed edges.

Continuous extensions

Definition

A set function with can also be represented as a function on , by associating

each with a binary vector such that when , and otherwise.
The continuous extension of is defined to be any continuous function such that it
matches the value of on , i.e. .

In the context of submodular functions, there are a few examples of continuous extensions that are
commonly used, which are described as follows.

Examples

Lovász extension

This extension is named after mathematician László Lovász.[9] Consider any vector
such that each . Then the Lovász extension is defined as
where the expectation is over chosen from the uniform distribution on the
interval . The Lovász extension is a convex function if and only if is a submodular function.

Multilinear extension

Consider any vector such that each . Then the multilinear extension is
defined as .

Convex closure

Consider any vector such that each . Then the convex closure is

defined as . The convex closure

of any set function is convex over .

Concave closure

Consider any vector such that each . Then the concave closure is

defined as .

Connections between extensions

For the extensions discussed above, it can be shown that when is

submodular.[10]

Properties
1. The class of submodular functions is closed under non-negative linear combinations.
Consider any submodular function and non-negative numbers .
 Then the function defined by is submodular.

2. For any submodular function , the function defined by is submodular.

3. The function , where is a real number, is submodular whenever is
monotone submodular. More generally, is submodular, for any non
decreasing concave function .
4. Consider a random process where a set is chosen with each element in being included
in independently with probability . Then the following inequality is true
where is the empty set. More generally consider the
following random process where a set is constructed as follows. For each of
construct by including each element in independently into with
probability . Furthermore let . Then the following inequality is true
.

Optimization problems
Submodular functions have properties which are very similar to convex and concave functions. For this
reason, an optimization problem which concerns optimizing a convex or concave function can also be
described as the problem of maximizing or minimizing a submodular function subject to some constraints.

Submodular set function minimization

The hardness of minimizing a submodular set function depends on constraints imposed on the problem.

1. The unconstrained problem of minimizing a submodular function is computable in

polynomial time,[11][12] and even in strongly-polynomial time.[13][14] Computing the minimum
cut in a graph is a special case of this minimization problem.
2. The problem of minimizing a submodular function with a cardinality lower bound is NP-hard,
with polynomial factor lower bounds on the approximation factor.[15][16]

Submodular set function maximization

Unlike the case of minimization, maximizing a generic submodular function is NP-hard even in the
unconstrained setting. Thus, most of the works in this field are concerned with polynomial-time
approximation algorithms, including greedy algorithms or local search algorithms.

1. The problem of maximizing a non-negative submodular function admits a 1/2 approximation

algorithm.[17][18] Computing the maximum cut of a graph is a special case of this problem.
2. The problem of maximizing a monotone submodular function subject to a cardinality
constraint admits a approximation algorithm.[19][20] The maximum coverage problem
is a special case of this problem.
3. The problem of maximizing a monotone submodular function subject to a matroid constraint
(which subsumes the case above) also admits a approximation algorithm.[21][22][23]
Many of these algorithms can be unified within a semi-differential based framework of algorithms.[16]

Related optimization problems

Apart from submodular minimization and maximization, there are several other natural optimization
problems related to submodular functions.

1. Minimizing the difference between two submodular functions[24] is not only NP hard, but
also inapproximable.[25]
2. Minimization/maximization of a submodular function subject to a submodular level set
constraint (also known as submodular optimization subject to submodular cover or
submodular knapsack constraint) admits bounded approximation guarantees.[26]
3. Partitioning data based on a submodular function to maximize the average welfare is known
as the submodular welfare problem, which also admits bounded approximation guarantees
(see welfare maximization).

Applications
Submodular functions naturally occur in several real world applications, in economics, game theory,
machine learning and computer vision.[4][27] Owing to the diminishing returns property, submodular
functions naturally model costs of items, since there is often a larger discount, with an increase in the items
one buys. Submodular functions model notions of complexity, similarity and cooperation when they appear
in minimization problems. In maximization problems, on the other hand, they model notions of diversity,
information and coverage.

See also
Supermodular function
Matroid, Polymatroid
Utility functions on indivisible goods

Citations
1. H. Lin and J. Bilmes, A Class of Submodular Functions for Document Summarization, ACL-
2011.
2. S. Tschiatschek, R. Iyer, H. Wei and J. Bilmes, Learning Mixtures of Submodular Functions
for Image Collection Summarization, NIPS-2014.
3. A. Krause and C. Guestrin, Near-optimal nonmyopic value of information in graphical
models, UAI-2005.
4. A. Krause and C. Guestrin, Beyond Convexity: Submodularity in Machine Learning, Tutorial
at ICML-2008
5. (Schrijver 2003,  §44, p. 766)
6. Buchbinder, Niv; Feldman, Moran (2018). "Submodular Functions Maximization Problems"
(https://www.taylorfrancis.com/chapters/edit/10.1201/9781351236423-42/submodular-functio
ns-maximization-problems-niv-buchbinder-moran-feldman). In Gonzalez, Teofilo F. (ed.).
Handbook of Approximation Algorithms and Metaheuristics, Second Edition: Methodologies
and Traditional Applications. Chapman and Hall/CRC. doi:10.1201/9781351236423 (https://
doi.org/10.1201%2F9781351236423). ISBN 9781351236423.
 7. "Information Processing and Learning" (https://www.cs.cmu.edu/~aarti/Class/10704_Spring1
5/lecs/lec3.pdf) (PDF). cmu.
8. Fujishige (2005) p.22
9. Lovász, L. (1983). "Submodular functions and convexity". Mathematical Programming the
State of the Art: 235–257. doi:10.1007/978-3-642-68874-4_10 (https://doi.org/10.1007%2F97
8-3-642-68874-4_10). ISBN 978-3-642-68876-8.
10. Vondrák, Jan. "Polyhedral techniques in combinatorial optimization: Lecture 17" (https://theo
ry.stanford.edu/~jvondrak/CS369P/lec17.pdf) (PDF).
11. Grötschel, M.; Lovasz, L.; Schrijver, A. (1981). "The ellipsoid method and its consequences
in combinatorial optimization". Combinatorica. 1 (2): 169–197. doi:10.1007/BF02579273 (htt
ps://doi.org/10.1007%2FBF02579273). hdl:10068/182482 (https://hdl.handle.net/10068%2F
182482). S2CID 43787103 (https://api.semanticscholar.org/CorpusID:43787103).
12. Cunningham, W. H. (1985). "On submodular function minimization". Combinatorica. 5 (3):
185–192. doi:10.1007/BF02579361 (https://doi.org/10.1007%2FBF02579361).
S2CID 33192360 (https://api.semanticscholar.org/CorpusID:33192360).
13. Iwata, S.; Fleischer, L.; Fujishige, S. (2001). "A combinatorial strongly polynomial algorithm
for minimizing submodular functions". J. ACM. 48 (4): 761–777. doi:10.1145/502090.502096
(https://doi.org/10.1145%2F502090.502096). S2CID 888513 (https://api.semanticscholar.or
g/CorpusID:888513).
14. Schrijver, A. (2000). "A combinatorial algorithm minimizing submodular functions in strongly
polynomial time" (https://ir.cwi.nl/pub/2108). J. Combin. Theory Ser. B. 80 (2): 346–355.
doi:10.1006/jctb.2000.1989 (https://doi.org/10.1006%2Fjctb.2000.1989).
15. Z. Svitkina and L. Fleischer, Submodular approximation: Sampling-based algorithms and
lower bounds, SIAM Journal on Computing (2011).
16. R. Iyer, S. Jegelka and J. Bilmes, Fast Semidifferential based submodular function
optimization, Proc. ICML (2013).
17. U. Feige, V. Mirrokni and J. Vondrák, Maximizing non-monotone submodular functions, Proc.
of 48th FOCS (2007), pp. 461–471.
18. N. Buchbinder, M. Feldman, J. Naor and R. Schwartz, A tight linear time (1/2)-approximation
for unconstrained submodular maximization, Proc. of 53rd FOCS (2012), pp. 649-658.
19. Nemhauser, George; Wolsey, L. A.; Fisher, M. L. (1978). "An analysis of approximations for
maximizing submodular set functions I". Mathematical Programming. 14 (14): 265–294.
doi:10.1007/BF01588971 (https://doi.org/10.1007%2FBF01588971). S2CID 206800425 (htt
ps://api.semanticscholar.org/CorpusID:206800425).
20. Williamson, David P. "Bridging Continuous and Discrete Optimization: Lecture 23" (https://pe
ople.orie.cornell.edu/dpw/orie6334/lecture23.pdf) (PDF).
21. G. Calinescu, C. Chekuri, M. Pál and J. Vondrák, Maximizing a submodular set function
subject to a matroid constraint, SIAM J. Comp. 40:6 (2011), 1740-1766.
22. M. Feldman, J. Naor and R. Schwartz, A unified continuous greedy algorithm for submodular
maximization, Proc. of 52nd FOCS (2011).
23. Y. Filmus, J. Ward, A tight combinatorial algorithm for submodular maximization subject to a
matroid constraint, Proc. of 53rd FOCS (2012), pp. 659-668.
24. M. Narasimhan and J. Bilmes, A submodular-supermodular procedure with applications to
discriminative structure learning, In Proc. UAI (2005).
25. R. Iyer and J. Bilmes, Algorithms for Approximate Minimization of the Difference between
Submodular Functions, In Proc. UAI (2012).
26. R. Iyer and J. Bilmes, Submodular Optimization Subject to Submodular Cover and
Submodular Knapsack Constraints, In Advances of NIPS (2013).
27. J. Bilmes, Submodularity in Machine Learning Applications, Tutorial at AAAI-2015.
References
Schrijver, Alexander (2003), Combinatorial Optimization, Springer, ISBN 3-540-44389-4
Lee, Jon (2004), A First Course in Combinatorial Optimization, Cambridge University Press,
ISBN 0-521-01012-8
Fujishige, Satoru (2005), Submodular Functions and Optimization, Elsevier, ISBN 0-444-
52086-4
Narayanan, H. (1997), Submodular Functions and Electrical Networks, ISBN 0-444-82523-1
Oxley, James G. (1992), Matroid theory, Oxford Science Publications, Oxford: Oxford
University Press, ISBN 0-19-853563-5, Zbl 0784.05002 (https://zbmath.org/?format=complet
e&q=an:0784.05002)

External links
http://www.cs.berkeley.edu/~stefje/references.html has a longer bibliography
http://submodularity.org/ includes further material on the subject

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