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Submodular function maximization finds application in a variety of real-world decision-making problems. However, most existing methods, based on greedy maximization, assume it is computationally feasible to evaluate F, the function being…

Artificial Intelligence · Computer Science 2020-08-11 Yash Satsangi , Shimon Whiteson , Frans A. Oliehoek

Optimal experimental design (OED) concerns itself with identifying ideal methods of data collection, e.g.~via sensor placement. The \emph{greedy algorithm}, that is, placing one sensor at a time, in an iteratively optimal manner, stands as…

Optimization and Control · Mathematics 2025-10-15 Christian Aarset

In this article, we present a greedy algorithm based on a tensor product decomposition, whose aim is to compute the global minimum of a strongly convex energy functional. We prove the convergence of our method provided that the gradient of…

Functional Analysis · Mathematics 2015-03-13 Eric Cances , Virginie Ehrlacher , Tony Lelievre

Greedy Sampling Methods (GSMs) are widely used to construct approximate solutions of Configuration Optimization Problems (COPs), where a loss functional is minimized over finite configurations of points in a compact domain. While effective…

Optimization and Control · Mathematics 2026-01-09 Evie Nielen , Oliver Tse

Motivated by the successful use of greedy algorithms for Reduced Basis Methods, a greedy method is proposed that selects N input data in an asymptotically optimal way to solve well-posed operator equations using these N data. The operator…

Numerical Analysis · Mathematics 2019-03-28 Robert Schaback

The greedy and nearest-neighbor TSP heuristics can both have $\log n$ approximation factors from optimal in worst case, even just for $n$ points in Euclidean space. In this note, we show that this approximation factor is only realized when…

Discrete Mathematics · Computer Science 2023-10-06 Alan Frieze , Wesley Pegden

We propose a greedy algorithm to select $N$ important features among $P$ input features for a non-linear prediction problem. The features are selected one by one sequentially, in an iterative loss minimization procedure. We use neural…

Machine Learning · Computer Science 2023-09-14 Sandipan Das , Alireza M. Javid , Prakash Borpatra Gohain , Yonina C. Eldar , Saikat Chatterjee

It is known that greedy methods perform well for maximizing monotone submodular functions. At the same time, such methods perform poorly in the face of non-monotonicity. In this paper, we show - arguably, surprisingly - that invoking the…

Machine Learning · Computer Science 2017-04-07 Moran Feldman , Christopher Harshaw , Amin Karbasi

Min-max optimization of an objective function $f: \mathbb{R}^d \times \mathbb{R}^d \rightarrow \mathbb{R}$ is an important model for robustness in an adversarial setting, with applications to many areas including optimization, economics,…

Data Structures and Algorithms · Computer Science 2021-05-05 Oren Mangoubi , Nisheeth K. Vishnoi

We consider the $X$-Greedy Algorithm and the Dual Greedy Algorithm in a finite-dimensional Banach space with a strictly monotone basis as the dictionary. We show that when the dictionary is an initial segment of the Haar basis in $L_p[0,1]$…

Functional Analysis · Mathematics 2015-05-13 S. J. Dilworth , E. Odell , Th. Schlumprecht , A. Zsak

We consider the problem of approximating a given element $f$ from a Hilbert space $\mathcal{H}$ by means of greedy algorithms and the application of such procedures to the regression problem in statistical learning theory. We improve on the…

Statistics Theory · Mathematics 2009-09-29 Andrew R. Barron , Albert Cohen , Wolfgang Dahmen , Ronald A. DeVore

It is known that a basis is almost greedy if and only if the thresholding greedy algorithm gives essentially the smallest error term compared to errors from projections onto intervals or in other words, consecutive terms of $\mathbb{N}$. In…

Functional Analysis · Mathematics 2025-02-12 Miguel Berasategui , Pablo M. Berná , Hung Viet Chu

Greedy algorithms are a fundamental category of algorithms in mathematics and computer science, characterized by their iterative, locally optimal decision-making approach, which aims to find global optima. In this review, we will discuss…

Functional Analysis · Mathematics 2024-12-09 Andrea García

We study the greedy (exploitation-only) algorithm in bandit problems with a known reward structure. We allow arbitrary finite reward structures, while prior work focused on a few specific ones. We fully characterize when the greedy…

Machine Learning · Computer Science 2025-11-10 Aleksandrs Slivkins , Yunzong Xu , Shiliang Zuo

This paper considers a discrete-time decision problem wherein a decision maker has to track, on average, a sequence of inputs selected from a convex set $\mathcal X \subset \mathbb{R}^d$ by choosing actions from a possibly non-convex…

Optimization and Control · Mathematics 2018-11-20 Andrey Bernstein , Niek J. Bouman

In many prediction problems, it is not uncommon that the number of variables used to construct a forecast is of the same order of magnitude as the sample size, if not larger. We then face the problem of constructing a prediction in the…

Statistics Theory · Mathematics 2016-02-08 Alessio Sancetta

In this article we prove that the minimum-degree greedy algorithm, with adversarial tie-breaking, is a $(2/3)$-approximation for the Maximum Independent Set problem on interval graphs. We show that this is tight, even on unit interval…

Data Structures and Algorithms · Computer Science 2024-03-19 Steven Chaplick , Martin Frohn , Steven Kelk , Johann Lottermoser , Matus Mihalak

Many important problems in discrete optimization require maximization of a monotonic submodular function subject to matroid constraints. For these problems, a simple greedy algorithm is guaranteed to obtain near-optimal solutions. In this…

Data Structures and Algorithms · Computer Science 2015-03-17 Daniel Golovin , Andreas Krause

The main goal of this paper is twofold. First, we extend some results known in the case of weak greedy algorithms with a scalar parameter to the case of weak greedy algorithms with a weakness sequence. Second, we formulate a new setting of…

Numerical Analysis · Mathematics 2026-04-30 A. S. Spivak , V. N. Temlyakov

In the first part of this paper, we prove that, under some natural non-degeneracy assumptions, the Greedy Parabolic Target-Following Method, based on {\em universal tangent direction} has a favorable local behavior. In view of its global…

Optimization and Control · Mathematics 2024-12-20 Yurii Nesterov