Greedy algorithms are widely used for problems in machine learning such as feature selection and set function optimization. Unfortunately, for large datasets, the running time of even greedy algorithms can be quite high. This is because for each greedy step we need to refit a model or calculate a function using the previously selected choices and the new candidate. Two algorithms that are faster approximations to the greedy forward selection were introduced recently ([Mirzasoleiman et al. 2013, 2015]). They achieve better performance by exploiting distributed computation and stochastic evaluation respectively. Both algorithms have provable performance guarantees for submodular functions. In this paper we show that divergent from previously held opinion, submodularity is not required to obtain approximation guarantees for these two algorithms. Specifically, we show that a generalized concept of weak submodularity suffices to give multiplicative approximation guarantees. Our result extends the applicability of these algorithms to a larger class of functions. Furthermore, we show that a bounded submodularity ratio can be used to provide data dependent bounds that can sometimes be tighter also for submodular functions. We empirically validate our work by showing superior performance of fast greedy approximations versus several established baselines on artificial and real datasets.

针对大型数据集中贪心算法的运行时间会非常高的问题，本文介绍了2种运用分布式计算和随机评估技术的更快逼近贪心向前选择算法，并且证明了弱次模性的泛化概念足以为这2种算法提供乘性逼近保证。同时，研究者还表明这些快速贪心逼近算法在人工数据和真实数据集上的性能要优于多个已有的基线算法。

弱次模可扩展的贪心特征选择