Some Inapproximability Results of MAP Inference and Exponentiated Determinantal Point Processes

We study the computational complexity of two hard problems on determinantal point processes (DPPs). One is maximum a posteriori (MAP) inference, i.e., to find a principal submatrix having the maximum determinant. The other is probabilistic inference on exponentiated DPPs (E-DPPs), which can sharpen or weaken the diversity preference of DPPs with an exponent parameter $p$. We present several complexity-theoretic hardness results that explain the difficulty in approximating MAP inference and the normalizing constant for E-DPPs. We first prove that unconstrained MAP inference for an $n \times n$ matrix is $\textsf{NP}$-hard to approximate within a factor of $2^{βn}$, where $β= 10^{-10^{13}}$. This result improves upon the best-known inapproximability factor of $(\frac{9}{8}-ε)$, and rules out the existence of any polynomial-factor approximation algorithm assuming $\textsf{P} \neq \textsf{NP}$. We then show that log-determinant maximization is $\textsf{NP}$-hard to approximate within a factor of $\frac{5}{4}$ for the unconstrained case and within a factor of $1+10^{-10^{13}}$ for the size-constrained monotone case. In particular, log-determinant maximization does not admit a polynomial-time approximation scheme unless $\textsf{P} = \textsf{NP}$. As a corollary of the first result, we demonstrate that the normalizing constant for E-DPPs of any (fixed) constant exponent $p \geq β^{-1} = 10^{10^{13}}$ is $\textsf{NP}$-hard to approximate within a factor of $2^{βpn}$, which is in contrast to the case of $p \leq 1$ admitting a fully polynomial-time randomized approximation scheme.

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