Abstract

We consider the problem of subset selection in the online setting, where data arrive incrementally. Instead of storing and running subset selection on the entire dataset, we propose an incremental subset selection framework that, at each time instant, uses the previously selected set of representatives and the new batch of data in order to update the set of representatives. We cast the problem as an integer binary optimization minimizing the encoding cost of the data via representatives regularized by the number of selected items. As the proposed optimization is, in general, NP-hard and non-convex, we study a greedy approach based on unconstrained submodular optimization and also propose an effificient convex relaxation. We show that, under appropriate conditions, the solution of our proposed convex algorithm achieves the global optimal solution of the non-convex problem. Our results also address the conventional problem of subset selection in the offlfline setting, as a special case. By extensive experiments on the problem of video summarization, we demonstrate that our proposed online subset selection algorithms perform well on real data, capturing diverse representative events in videos, while they obtain objective function values close to the offlfline setting