{
  "id": "2306.05865",
  "version": "v1",
  "published": "2023-06-09T12:58:47.000Z",
  "updated": "2023-06-09T12:58:47.000Z",
  "title": "Faster Discrete Convex Function Minimization with Predictions: The M-Convex Case",
  "authors": [
    "Taihei Oki",
    "Shinsaku Sakaue"
  ],
  "categories": [
    "cs.LG",
    "cs.DS"
  ],
  "abstract": "Recent years have seen a growing interest in accelerating optimization algorithms with machine-learned predictions. Sakaue and Oki (NeurIPS 2022) have developed a general framework that warm-starts the L-convex function minimization method with predictions, revealing the idea's usefulness for various discrete optimization problems. In this paper, we present a framework for using predictions to accelerate M-convex function minimization, thus complementing previous research and extending the range of discrete optimization algorithms that can benefit from predictions. Our framework is particularly effective for an important subclass called laminar convex minimization, which appears in many operations research applications. Our methods can improve time complexity bounds upon the best worst-case results by using predictions and even have potential to go beyond a lower-bound result.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2023-06-09T12:58:47.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "faster discrete convex function minimization",
      "predictions",
      "m-convex case",
      "accelerate m-convex function minimization",
      "optimization algorithms"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}