Fast Pareto Optimization Using Sliding Window Selection for Problems with Determinstic and Stochastic Constraints

Submodular optimization problems play a key role in artificial intelligence as they allow to capture many important problems in machine learning, data science, and social networks. Pareto optimization using evolutionary multi-objective algorithms such as GSEMO (also called POMC) has been widely applied to solve constrained submodular optimization problems. A crucial factor determining the runtime of the used evolutionary algorithms to obtain good approximations is the population size of the algorithms which usually grows with the number of trade-offs that the algorithms encounter. In this paper, we introduce a sliding window speed up technique for recently introduced algorithms. We first examine the setting of deterministic constraints for which bi-objective formulations have been proposed in the literature. We prove that our technique eliminates the population size as a crucial factor negatively impacting the runtime bounds of the classical GSEMO algorithm and achieves the same theoretical performance guarantees as previous approaches within less computation time. Our experimental investigations for the classical maximum coverage problem confirm that our sliding window technique clearly leads to better results for a wide range of instances and constraint settings. After we have shown that the sliding approach leads to significant improvements for bi-objective formulations, we examine how to speed up a recently introduced 3-objective formulation for stochastic constraints. We show through theoretical and experimental investigations that the sliding window approach also leads to significant improvements for such 3-objective formulations as it allows for a more tailored parent selection that matches the optimization progress of the algorithm.