\documentclass[10pt]{article} \usepackage{fullpage, amsmath, amssymb, amsthm, bbm} \usepackage[utf8x]{inputenc} \DeclareMathOperator{\E}{\mathbb{E}} \let\P\relax \DeclareMathOperator{\P}{\mathbb{P}} \newcommand{\ex}[1]{\E\left[#1\right]} \newcommand{\prob}[1]{\P\left[#1\right]} \newcommand{\reals}{\mathbb{R}} \newcommand{\ints}{\mathbb{N}} \renewcommand{\O}{\mathcal{O}} \newtheorem{proposition}{Proposition} \newtheorem{corollary}{Corollary} \newtheorem{problem}{Problem} \newtheorem{theorem}{Theorem} \newtheorem{claim}{Claim} \newtheorem{remark}{Remark} \title{Learn and/or Optimize} \author{} \date{} \begin{document} \maketitle \section{Preliminary Results} \label{sec:matrix_theory} \subsection{Generic Random Matrix Theory} We cite the following result from~\cite{vershynin2010introduction} (Remark 5.40): \begin{proposition}\label{prop:non_isotropic_isometry} Assume that $A$ is an $N \times n$ matrix whose rows $A_i$ are independent sub-gaussian random vectors in $\mathbb{R}^n$ with second moment matrix $\Sigma$. Then for every $t \geq 0$, the following inequality holds with probability at least: $1- 2 \exp(-ct^2)$: \begin{equation} \|\frac{1}{N} A^T A - \Sigma \| \leq \max(\delta, \delta^2) \ \text{where}\ \delta = C\sqrt{\frac{n}{N}} + \frac{t}{\sqrt{N}} \end{equation} where $C$, $c$ depend only on the subgaussian norm of the rows $K \equiv \max_i \| A_i\|_{\psi_2}$. \end{proposition} The following result is a simple corollary of Proposition~\ref{prop:non_isotropic_isometry}: \begin{corollary}\label{cor:number_of_rows_needed} Let $n \in \mathbb{N}$ and $k \in ]0,n[$. Assume that $A$ is an $N \times n$ matrix whose rows $A_i$ are independent Bernoulli variable vectors in $\mathbb{R}^n$ such that $\mathbb{P}(A_{i,j} = 1) = \frac{k}{n} = 1 - \mathbb{P}(A_{i,j} = 0)$ and let $\sigma \equiv \frac{k}{n}(1- \frac{k}{n}) \neq 0$, then if $N > {(C+1)}^2 n/\sigma^2$, the matrix A has full row rank with probability at least $1 - e^{-cn}$, where $C, c$ are constant depending only on the subgaussian norm of the rows $K \equiv \sup_{p \geq 1} {\frac{1}{\sqrt{p}}(\mathbb{E}|A_1|^p)}^\frac{1}{p} = k$\footnote{Is this true? And how do the constants behave?} \end{corollary} \begin{proof} It is easy to compare the kernels of $A$ and $A^TA$ and notice that $rank(A) = rank(A^T A)$. Since $A^TA$ is an $n \times n$ matrix, it follows that if $A^TA$ is invertible, then $A$ has full row rank. In other words, if $A$ has smallest singular value $\sigma_{\min}(A) > 0$, then $A$ has full row rank. Consider Prop.~\ref{prop:non_isotropic_isometry} with $t \equiv \sqrt{n}$ and with $N > {(C+1)}^{2} n$, then with probability $1 - 2\exp(-cn)$: \begin{equation} \|\frac{1}{N} A^T A - \sigma I \| \leq (C+1)\sqrt{\frac{n}{N}} \end{equation} It follows that for any vector $x \in \mathbb{R}^n$, $|\frac{1}{N}\|A x\|^2_2 -\sigma | \leq (C+1)\sqrt{\frac{n}{N}} \implies \|A x\|^2_2 \geq N\left(\sigma - (C+1)\sqrt{\frac{n}{N}}\right)$. If $N > {(C+1)}^2n/\sigma^2$, then $\sigma_{\min}(A) > 0$ with probability at least $1 - e^{-cn}$ \end{proof} \subsection{More Direct Approach} Here we work on $\mathbb{F}_2$. An $n\times n$ binary matrix can be seen as a matrix over $\mathbb{F}_2$. Let us assume that each row of $A$ is chosen uniformly at random among all binary rows of length $n$. A standard counting arguments shows that the number of non-singular matrices over $\mathbb{F}_2$ is: \begin{displaymath} N_n = (2^n-1)(2^n - 2)\dots (2^n- 2^{n-1}) = (2^n)^n\prod_{i=1}^n\left(1-\frac{1}{2^i}\right) \end{displaymath} Hence the probability that our random matrix $A$ is invertible is: \begin{displaymath} P_n = \prod_{i=1}^n\left(1-\frac{1}{2^i}\right) \end{displaymath} It is easy to see that $P_n$ is a decreasing sequence. Its limit is $\phi(\frac{1}{2})$ where $\phi$ is the Euler function. We have $\phi(\frac{1}{2})\approx 0.289$ and $P_n$ converges exponentially fast to this constant (one way to see this is to use the Pentagonal number theorem). Hence, if we observe $\ell\cdot n$ uniformly random binary rows, the probability that they will have full column rank is at least: \begin{displaymath} P_{\ell\cdot n}\geq 1 - \left(1-\phi\left(\frac{1}{2}\right)\right)^{\ell} \end{displaymath} Note that this is the probability of having full column rank over $\mathbb{F}_2$. A standard linear algebra argument shows that this implies full column rank over $\mathbb{R}$. \paragraph{TODO:} Study the case where we only observe sets of size exactly $k$, or at most $k$. This amounts to replacing $2^n$ in the computation above by: \begin{displaymath} {n\choose k}\quad\text{or}\quad\sum_{j=0}^k{n\choose j} \end{displaymath} Thinking about it, why do we assume that the sample sets are of size exactly $k$. I think it would make more sense from the learning perspective to consider uniformly random sets. In this case, the above approach allows us to conclude directly. More generally, I think the “right” way to think about this is to look at $A$ as the adjacency matrix of a random $k$-regular graph. There are tons of results about the probability of the adjacency matrix to be non singular. \section{Examples} \subsection{Generic Functions} \paragraph{TODO:} Add citations! These are generic examples and serve as building blocks for the applications below: \begin{itemize} \item $f(S) = g\left(\sum_{i\in S} w_i\right)$ for a concave $g:\reals\to\reals$ and weights $(w_i)_{i\in N}\in \reals_+^{|N|}$. Note that $f$ is monotone iff $g$ is monotone. In this case, $g$ does not matter for the purpose of optimization: the sets are in the same order with or without $g$, the only things which matter are the weights which serve as natural parameters for this class of functions. This class of functions contains: \begin{itemize} \item additive functions (when $g$ is the identity function). \item $f(S) = |S\cap X|$ for some set $X\subseteq N$. This is the case where the weights are $0/1$ and $g$ is the identity function. \item symmetric submodular functions: when the weights are all one. \item budget-additive functions, when $g:x\mapsto \min(B, x)$ for some $B$. \end{itemize} \item $f(S) = \max_{i\in S} w_i$ for weights $(w_i)_{i\in N}\in \reals_+^{|N|}$. This class of functions is also naturally parametrized by the weights. \item (weighted) matroid rank functions. Given a matroid $M$ over a ground set $N$, we define its rank function to be: \begin{displaymath} \forall S\subseteq N,\; r(S) = \max_{\substack{I\subseteq S\\I\in M}} |I| \end{displaymath} more generally, given a weight function $w:N\to\reals_+$, we define the weighted matroid rank function: \begin{displaymath} \forall S\subseteq N,\; r(S) = \max_{\substack{I\subseteq S\\I\in M}} \sum_{i\in I} w_i \end{displaymath} \end{itemize} \paragraph{Remark} The function $f(S)= \max_{i\in S}w_i$ is a weighted matroid rank function for the $1$-uniform matroid (the matroid where the independent sets are the sets of size at most one). \subsection{Applications} \begin{itemize} \item \emph{Coverage functions:} they can be written as a positive linear combination of matroid rank functions: \begin{displaymath} f(S) = \sum_{u\in\mathcal{U}} w_u c_u(S) \end{displaymath} where $c_u$ is the rank function of the matroid $M = \big\{ \emptyset, \{u\}\big\}$. \item \emph{Facility location:} (cite Bilmes) there is a universe $\mathcal{U}$ of locations and a proximity score $s_{i,j}$ for each pair of locations. We pick a subset of locations $S$ and each point in the universe is allocated to its closest location (the one with highest proximity): \begin{displaymath} f(S) = \sum_{u\in\mathcal{U}} \max_{v\in S} s_{u,v} \end{displaymath} This can be seen as a sum of weighted matroid rank functions: one for each location in the universe associated with a $1$-uniform matroid (other applications: job scheduling). \item \emph{Image segmentation:} (cite Jegelka) can be (in some cases) written as a graph cut function. For image segmentation the goal is to minimize the cut. \begin{displaymath} f(S) = \sum_{e\in E} w_e c_e(S) \end{displaymath} where $c_e(S)$ is one iff $e\in E(S,\bar{S})$. \textbf{TODO:} I think this can be written as a matroid rank function. \item \emph{Learning/value of information}: (cite Krause) there is a hypothesis $A$ (a random variable) which is “refined” when more observations are made. Imagine that there is a finite set $X_1,\dots, X_n$ of possible observations (random variables). Then, assuming that the observations are independent conditioned on $A$, the information gain: \begin{displaymath} f(S) = H(A) - H\big(A\,|\,(X_i)_{i\in S}\big) \end{displaymath} is submodular. The $\log\det$ is the specific case of a linear hypothesis observed with additional independent Gaussian noise. This can be written as multivariate concave over modular (\textbf{TODO:} I think multivariate concave over modular is not submodular in general, it is for $\log\det$. Understand this better). \end{itemize} \section{Passive Optimization} Let $\Omega$ be the universe of elements and $f$ a function defined on subsets of $\Omega$: $f : S \in 2^{[\Omega]} \mapsto f(S) \in \mathbb{R}$. Let $K$ be a collection of sets of $2^{[\Omega]}$, which we call \emph{constraints}. Let $S^*_K$ be any solution to $\max_{S \in K} f(S)$, which we will also denote by $S^*$ when there is no ambiguity. Let $L$ be the problem size, which is often (but not always) equal to $|\Omega|$. In general, we say we can efficiently optimize a function $f$ under constraint $K$ when we have a polynomial-time algorithm making adaptive value queries to $f$,which returns a set $S$ such that $S \in K$ and $f(S) \geq \alpha f(S^*)$ with high probability and $\alpha$ an absolute constant. Here, we consider the scenario where we cannot make adaptive value queries, and in fact, where we cannot make queries at all! Instead, we suppose that we observe a polynomial number of set-value pairs $(S, f(S))$ where $S$ is taken from a known distribution $D$. We say we can efficiently \emph{passively optimize} $f$ under distribution $D$ or $D-$optimize $f$ under constraints $K$ when, after observing ${\cal O}(L^c)$ set-value pairs from $D$ where $c > 0$ is an absolute constant, we can return a set $S$ such that $S \in K$ and $f(S) \geq \alpha f(S^*)$ with high probability and $\alpha$ an absolute constant. In the case of \emph{passive} observations of set-value pairs under a distribution $D$ for a function $f$, recent research has focused on whether we can efficiently and approximately \emph{learn} $f$. This was formalized in the PMAC model from \cite{balcan2011learning}. When thinking about passive optimization, it is necessary to understand the link between being able to $D-PMAC$ learn $f$ and being able to $D-$optimize $f$. \subsection{Additive function} We consider here the simple case of additive functions. A function $f$ is additive if there exists a weight vector $(w_s)_{s \in \Omega}$ such that $\forall S \subseteq \Omega, \ f(S) = \sum_{s \in S} w_s$. We will sometimes adopt the notation $w \equiv f(\Omega)$. \subsubsection{Inverting the system}\label{subsec:invert_the_system} Suppose we have observed $n^c$ set-value pairs ${(S_j, f(S_j))}_{j \in N}$ with $S_j \sim D$ where $n \equiv |\Omega|$. Consider the $n^c \times n$ matrix $A$ where for all $i$, the row $A_i = \chi_{S_i}$, the indicator vector of set $S_i$. Let $B$ be the $n^c \times 1$ vector such that $\forall i, b_j \equiv f(S_j)$. It is easy to see that if $w$ is the $n \times 1$ corresponding weight vector for $f$ then: \begin{displaymath} A w = B \end{displaymath} Note that if $A$ has full column rank, then we can solve for $w$ exactly and also optimize $f$ under any cardinality constraint. We can therefore cast the question of $D-$learning and $D-$optimizing $f$ as a random matrix theory problem: what is the probability that after $n^c$ for $c > 0$ independent samples from $D$, the matrix $A$ will have full rank? See section~\ref{sec:matrix_theory} \paragraph{Extension} Note that the previous reasoning can easily be extended to any \emph{almost} additive function. Consider a function $g$ such that there exists $\alpha > 0$ and $\beta > 0$ and an additive function $f$ such that $\forall S, \alpha f(S) \leq g(S) \leq \beta f(S)$, then by solving for $\max_{S\in K} f(S)$ we have a $\alpha/\beta$-approximation to the optimum of $g$ since: \begin{displaymath} g(S^*) \geq \alpha f(S^*) \geq \alpha f(OPT) \geq \frac{\alpha}{\beta} g(OPT) \end{displaymath} where $OPT \in \arg \max_{S \in K} g(S)$. This can be taken one step further by considering a function $g$ such that there exists $\alpha, \beta >0$, an additive function $f$ and a bijective univariate function $\phi$, such that $\forall S, \alpha \phi(f(S)) \leq g(S) \leq \beta \phi(f(S))$. In this case, we solve the system $A w = \phi^{-1}(B)$ and obtain once again an $\alpha/\beta$-approximation to the optimum of $g$. \begin{remark} Note that here $D-$optimizing $f$ is easy because $D-$learning $f$ is easy. We would like to understand whether being able to $D-$learn $f$ is really necessary to $D-$optimizing it. In fact, many results for PMAC-learning more complex functions, such as general submodular functions, are negative. Can we hope to find positive results in cases where PMAC-learning is impossible? \end{remark} \subsubsection{Average weight method} We consider here another method to $D-$optimizing $f$, which only requires $D-$learning $f$ approximately. Note that for every element $i \in \Omega$, and for a \emph{product} distribution $D$: \begin{displaymath} \mathbb{E}_{S \sim D}(f(S)|i \in S) - \mathbb{E}_{S \sim D}(f(S) | i \notin S) = \sum_{j \neq i \in \Omega} w_s \left(\mathbb{P}(j\in S|i \in S) - \mathbb{P}(j \in S | i \notin S)\right) + w_i(1 - 0) = w_i \end{displaymath} Let $O$ be the collection of all sets $S$ for which we have observed $f(S)$ and let $O_i \equiv \{S \in O : i \in S\}$ and $O^c_i \equiv \{ S\in O: i \notin S \}$. If $O_i$ and $O^c_i$ are non-empty, define the following weight estimator: \begin{displaymath} \hat W_i \equiv \frac{1}{|O_i|} \sum_{S \in O_i} f(S) - \frac{1}{|O_i^c|} \sum_{S \in O_i^c} f(S) \end{displaymath} If $D$ is a product distribution such that $ \exists c > 0, \forall i, \mathbb{P}(i) \geq c$, it is easy to show that $\forall i \in \Omega,\ \hat W_i \rightarrow_{|O| \rightarrow +\infty} w_i$ By using standard concentration bounds, we can hope to obtain within $poly(n, \frac{1}{\epsilon})$ observations: %For every node %$i$, we compute the \emph{average weight of every set containing element $i$}. Let $w_i$ be %the weight of element $i$, $w \equiv f(\Omega) = \sum_{i \in \Omega} w_i$ and %$p \equiv \frac{k}{n}$, then $$\forall i \in \Omega, \mathbb{E}_{S \sim %D_p}\left[f(S)| i \in S\right] = pw + (1 -p)w_i$$ %Note that the average weight of every set containing element $i$ preserves the %ranking of the weights of the elements. For observations ${(S_j, f(S_j))}_{j \in %N}$ and for $N_i \equiv |\{S : i \in S\}|$, we define the following estimator: %\begin{equation} \forall i \in \Omega, w_i^{N_i} \equiv \frac{1}{N_i}\sum_{S | %i \in S} \frac{f(S) - pw}{1-p} \end{equation} %As shown above, $w_i^{N_i} \rightarrow w_i$ as $N_i \rightarrow +\infty$. We %can obtain a concentration bound of $w_i^{N_i}$ around $w_i$, using Hoeffding's %lemma: %\begin{equation} \mathbb{P}\left(\middle|w_i^{N_i} - w_i \middle| \geq %\epsilon w_i \right) \leq 2e^{-2(1-p)N_i\frac{\epsilon^2 w_i^2}{w^2}} %\end{equation} %\emph{TODO:multiplicative boudns are very bad for zero weights\dots Need to look %at additive bounds for these zeros.} %For $N_i$ sufficiently large for each element $i$, we have $\forall i \in %\Omega, (1-\epsilon) w_i \leq w_i^{N_i} \leq (1 + \epsilon) w_i$. Under this %assumption, if we choose the $k$ elements with largest estimated weight %$W_i^{N_i}$, we obtain a $\frac{1-\epsilon}{1+\epsilon}$-approximation to OPT, %where OPT is the value of the maximum weight set of $k$ elements for the %function $f$. To ensure that $N_i$ is sufficiently large for each element, we %note that $\mathbb{E}(N_i) = pN$ and use a Chernoff bound coupled with a %classic union bound: %\begin{equation} \mathbb{P}\left(\bigcup_{i \in \Omega} \left[N_i \leq %\frac{pN}{2}\right]\right) \leq \sum_{i\in \Omega} \mathbb{P}\left(N_i \leq %\frac{pN}{2}\right) \leq n e^{-\frac{pN}{8}} \end{equation} %As such, for $C > 0$ and $N \geq (C+1)\frac{8}{p}\log n$, we have $\forall i %\in \Omega, N_i \geq \frac{pN}{2}$ with probability at least $1-\frac{1}{n^C}$ %\begin{proposition} Assume that $N$ pairs of set-value ${(S_j, f(S_j))}_{j \in %N}$ are observed, where $S_j \sim D_p$ and $p \equiv \frac{k}{n}$. If $N > %XXX$, then we can $\epsilon$-learn $f$ and optimize it to a %$(1+\epsilon)/(1-\epsilon)$ factor for any cardinality constraint with %probability $XXX$. \end{proposition} \subsection{General submodular functions} \subsection{Parametric submodular functions} \textbf{Note:} all known examples of submodular functions are parametric. The question is not parametric vs non-parametric but whether or not the number of parameters is polynomial or exponential in $n$ (the size of the ground set). For all examples I know except martroid rank functions, it seems to be polynomial. \subsubsection{Influence Functions} Let $G = (V, E)$ be a weighted directed graph. Without loss of generality, we can assign a weight $p_{u,v} \in [0,1]$ to every possible edge $(u,v) \in V^2$. Let $m$ be the number of non-zero edges of $G$. Let $\sigma_G(S, p)$ be the influence of the set $S \subseteq V$ in $G$ under the IC model with parameters $p$. Recall from \cite{Kempe:03} that: \begin{equation} \sigma_G(S, p) = \sum_{v\in V} \P_{G_p}\big[r_{G_p}(S\leadsto v)\big] \end{equation} where $G_p$ is a random graph where each edge $(u,v)\in E$ appears with probability $p_{u,v}$ and $r_{G_p}(S\leadsto v)$ is the indicator variable of \emph{there exists a path from $S$ to $v$ in $G_p$}. \begin{claim} \label{cla:oracle} If for all $(u,v) \in V^2$, $p_{u,v} \geq p'_{u,v} \geq p_{u,v} - \frac{1}{\alpha m}$, then: \begin{displaymath} \forall S \subseteq V,\, \sigma_{G}(S, p) \geq \sigma_{G}(S,p') \geq (1 - 1/\alpha) \sigma_{G}(S,p) \end{displaymath} \end{claim} \begin{proof} We define two coupled random graphs $G_p$ and $G_p'$ as follows: for each edge $(u,v)\in E$, draw a uniform random variable $\mathcal{U}_{u,v}\in [0,1]$. Include $(u,v)$ in $G_p$ (resp. $G_{p'}$) iff $\mathcal{U}_{u,v}\leq p_{u,v}$ (resp. $\mathcal{U}_{u,v}\leq p'_{u,v}$). It is clear from the construction that each edge $(u,v)$ will be present in $G_p$ (resp. $G_p'$) with probability $p_{u,v}$ (resp. $p'_{u,v}$). Hence: \begin{displaymath} \sigma_G(S, p) = \sum_{v\in V} \P_{G_p}\big[r_{G_p}(S\leadsto v)\big] \text{ and } \sigma_G(S, p') = \sum_{v\in V} \P_{G_p'}\big[r_{G_p'}(S\leadsto v)\big] \end{displaymath} By construction $G_{p'}$ is always a subgraph of $G_p$, i.e $r_{G_p'}(S\leadsto v)\leq r_{G_p}(S\leadsto v)$. This proves the left-hand side of the Claim's inequality. The probability that an edge is present in $G_p$ but not in $G_p'$ is at most $\frac{1}{\alpha m}$, so with probability $\left(1-\frac{1}{\alpha m}\right)^m$, $G_p$ and $G_p'$ have the same set of edges. This implies that: \begin{displaymath} \P_{G_{p'}}\big[r_{G_p'}(S\leadsto v)\big]\geq \left(1-\frac{1}{\alpha m}\right)^m\P_{G_{p}}\big[r_{G_p}(S\leadsto v)\big] \end{displaymath} which proves the right-hand side of the claim after observing that $\left(1-\frac{1}{\alpha m}\right)^m\geq 1-\frac{1}{\alpha}$ with equality iff $m=1$. \end{proof} We can use Claim~\ref{cla:oracle} to find a constant factor approximation algorithm to maximising influence on $G$ by maximising influence on $G'$. For $k \in \mathbb{N}^*$, let $O_k \in \arg\max_{|S| \leq k} \sigma_G(S)$ and $\sigma_{G}^* = \sigma_G(O_k)$ where we omit the $k$ when it is unambiguous. \begin{proposition} \label{prop:approx_optim} Suppose we have an unknown graph $G$ and a known graph $G'$ such that $V = V'$ and for all $(u,v) \in V^2, |p_{u,v} - p_{u,v}'| \leq \frac{1}{\alpha m}$. Then for all $k \in \mathbb{N}^*$, we can find a set $\hat O_k$ such that $\sigma_{G}(\hat O_k) \geq (1 - e^{\frac{2}{\alpha} - 1}) \sigma^*_{G}$ \end{proposition} \begin{proof} For every edge $(u,v) \in V^2$, let $\hat p = p'_{u,v} - \frac{1}{\alpha m}$. We are now in the conditions of Claim~\ref{cla:oracle} with $\alpha \leftarrow \alpha/2$. We return the set $\hat O_k$ obtained by greedy maximisation on $\hat G$. It is a classic exercise to show then that $\sigma_G(\hat O_k) \geq 1 - e^{\frac{2}{\alpha} - 1}$ (see Pset 1, CS284r). \end{proof} A small note on the approximation factor: it is only $>0$ for $\alpha > 2$. Note that $\alpha \geq 7 \implies 1 - e^{\frac{2}{\alpha} - 1} \geq \frac{1}{2}$ and that it converges to $(1 - 1/e)$ which is the best possible polynomial-time approximation ratio to influence maximisation unless $P = NP$. Also note that in the limit of large $m$, $(1 -\frac{1}{\alpha m})^m \rightarrow \exp(-1/\alpha)$ and the approximation ratio goes to $1 - \exp(-\exp(-2/\alpha))$. \subsubsection{Active set selection of stationary Gaussian Processes} \section{Passive Optimization vs. Passive Learning} \subsection{Failed Attempt: returning max of observations} This doesn't work. Give examples as to why! Remember that there are strong concentration results for submodular functions -> look at expected value of observed sets \subsection{Example where optimization possible, learning impossible} Recall the matroid construction from~\cite{balcan2011learning}: \begin{theorem} For any $k$ with $k = 2^{o(n^{1/3})}$, there exists a family of sets ${\cal A} \subseteq2^{[n]}$ and a family of matroids $\cal{M} = \{M_{\cal{B}} : \cal{B} \subseteq\cal{A} \}$ such that: \begin{itemize} \item $|{\cal A}| = k$ and $|A| = n^{1/3}$ for every $A \in \cal{A}$ \item For every $\cal{B} \subseteq\cal{A}$ and every $A \in \cal{A}$, we have: \begin{align*} \text{rank}_{M_{\cal{B}}}(A) & = 8 \log k \ if A\in{\cal B} \\ & = |A| \ if A\in {\cal A}\backslash{\cal B} \end{align*} \end{itemize} \end{theorem} Consider the following subset of the above family of matroids: ${\cal M}^{\epsilon} = \{M_{\cal B} : {\cal B} \subseteq{\cal A} \wedge |{\cal A}\backslash{\cal B}| \geq \epsilon|{\cal A}|\}$ for $k = 2^{n^{1/6}}$. Consider an \emph{unknown} function $f$, corresponding to the rank function of one of the matroids $M_{\cal B}$ from ${\cal M}^{\epsilon}$. Note that as long as we observe \emph{one} set from ${\cal A} \backslash {\cal B}$, we can optimize $f$ exactly! Indeed, the largest possible value for $f$ under cardinality constraint $n^{1/3}$ is $\max_{A\in 2^{[n]}} |A| = n^{1/3}$. One example of a distribution under which this occurs with probability at least a constant is $D_u$, the uniform distribution over all sets of ${\cal A}$. For $c>0$, after $n^c$ observations $O \equiv (S_i, f(S_i))_i$ for $S_i \sim D_u$, we will observe at least one element from $\cal{A}\backslash\cal{B}$ with constant probability: \begin{equation} \nonumber \mathbb{P}(\bigcup_{S_i} S_i \in {\cal A}\backslash{\cal B}) \geq 1 - (1 - \epsilon)^{n^c} \approx \epsilon n^c \end{equation} However, it follows from the analysis of~\cite{balcan2011learning} that we cannot learn $f$ under any distribution, even with active value queries! Indeed, for any polynomially-sized set of observations, there exists a super-polynomially number of functions in ${\cal M^1}$ which coincide on this set of observations, but which take very different values outside of this set of observations: $8n^{1/6}$ for $A \in {\cal B}$ and $n^{1/3}$ for $A \in {\cal A}\backslash {\cal B}$. {\bf TODO:} A cleaner simpler example would be nice. \bibliography{optimize} \bibliographystyle{apalike} \end{document}