Matthew Fahrbach, Srikumar Ramalingam, Morteza Zadimoghaddam, Sara Ahmadian, Gui Citovsky, Giulia DeSalvo
This work studies a novel subset selection problem called max-min diversification with monotone submodular utility ($\textsf{MDMS}$), which has a wide range of applications in machine learning, e.g., data sampling and feature selection. Given a set of points in a metric space, the goal of $\textsf{MDMS}$ is to maximize $f(S) = g(S) + λ\cdot \texttt{div}(S)$ subject to a cardinality constraint $|S| \le k$, where $g(S)$ is a monotone submodular function and $\texttt{div}(S) = \min_{u,v \in S : u \ne v} \text{dist}(u,v)$ is the max-min diversity objective. We propose the $\texttt{GIST}$ algorithm, which gives a $\frac{1}{2}$-approximation guarantee for $\textsf{MDMS}$ by approximating a series of maximum independent set problems with a bicriteria greedy algorithm. We also prove that it is NP-hard to approximate within a factor of $0.5584$. Finally, we show in our empirical study that $\texttt{GIST}$ outperforms state-of-the-art benchmarks for a single-shot data sampling task on ImageNet.
Taisuke Yasuda, MohammadHossein Bateni, Lin Chen, Matthew Fahrbach, Gang Fu, Vahab Mirrokni
Feature selection is the problem of selecting a subset of features for a machine learning model that maximizes model quality subject to a budget constraint. For neural networks, prior methods, including those based on $\ell_1$ regularization, attention, and other techniques, typically select the entire feature subset in one evaluation round, ignoring the residual value of features during selection, i.e., the marginal contribution of a feature given that other features have already been selected. We propose a feature selection algorithm called Sequential Attention that achieves state-of-the-art empirical results for neural networks. This algorithm is based on an efficient one-pass implementation of greedy forward selection and uses attention weights at each step as a proxy for feature importance. We give theoretical insights into our algorithm for linear regression by showing that an adaptation to this setting is equivalent to the classical Orthogonal Matching Pursuit (OMP) algorithm, and thus inherits all of its provable guarantees. Our theoretical and empirical analyses offer new explanations towards the effectiveness of attention and its connections to overparameterization, which may be of independent interest.