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Sparse methods for supervised learning aim at finding good linear predictors from as few variables as possible, i.e., with small cardinality of their supports. This combinatorial selection problem is often turned into a convex optimization…

Machine Learning · Computer Science 2010-11-15 Francis Bach

Submodular functions are relevant to machine learning for at least two reasons: (1) some problems may be expressed directly as the optimization of submodular functions and (2) the lovasz extension of submodular functions provides a useful…

Machine Learning · Computer Science 2013-10-09 Francis Bach

Using polarity, we give an outer polyhedral approximation for the epigraph of set functions. For a submodular function, we prove that the corresponding polar relaxation is exact; hence, it is equivalent to the Lov\'asz extension. The polar…

Optimization and Control · Mathematics 2020-12-09 Alper Atamturk , Vishnu Narayanan

In this paper, we study classes of discrete convex functions: submodular functions on modular semilattices and L-convex functions on oriented modular graphs. They were introduced by the author in complexity classification of minimum…

Optimization and Control · Mathematics 2016-10-11 Hiroshi Hirai

A key problem in statistics and machine learning is the determination of network structure from data. We consider the case where the structure of the graph to be reconstructed is known to be scale-free. We show that in such cases it is…

Machine Learning · Computer Science 2014-07-11 Aaron J. Defazio , Tiberio S. Caetano

Submodular set-functions have many applications in combinatorial optimization, as they can be minimized and approximately maximized in polynomial time. A key element in many of the algorithms and analyses is the possibility of extending the…

Machine Learning · Computer Science 2016-02-24 Francis Bach

We consider supervised learning problems in which set predictions provide explicit uncertainty estimates. Using Choquet integrals (a.k.a. Lov{\'a}sz extensions), we propose a convex loss function for nondecreasing subset-valued functions…

Machine Learning · Computer Science 2025-12-23 Francis Bach

In many naturally occurring optimization problems one needs to ensure that the definition of the optimization problem lends itself to solutions that are tractable to compute. In cases where exact solutions cannot be computed tractably, it…

Machine Learning · Computer Science 2015-05-08 Bharath Sankaran , Marjan Ghazvininejad , Xinran He , David Kale , Liron Cohen

Functions with uniform sublevel sets can represent orders, preference relations or other binary relations and thus turn out to be a tool for scalarization that can be used in multicriteria optimization, decision theory, mathematical…

Optimization and Control · Mathematics 2017-12-06 Petra Weidner

Submodularity is a fundamental phenomenon in combinatorial optimization. Submodular functions occur in a variety of combinatorial settings such as coverage problems, cut problems, welfare maximization, and many more. Therefore, a lot of…

Data Structures and Algorithms · Computer Science 2011-11-08 Shaddin Dughmi

Submodular Functions are a special class of set functions, which generalize several information-theoretic quantities such as entropy and mutual information [1]. Submodular functions have subgradients and subdifferentials [2] and admit…

Discrete Mathematics · Computer Science 2020-07-01 Rishabh Iyer , Jeff Bilmes

In model selection problems for machine learning, the desire for a well-performing model with meaningful structure is typically expressed through a regularized optimization problem. In many scenarios, however, the meaningful structure is…

Optimization and Control · Mathematics 2022-11-09 Jonathan Bunton , Paulo Tabuada

Unsupervised rank aggregation on score-based permutations, which is widely used in many applications, has not been deeply explored yet. This work studies the use of submodular optimization for rank aggregation on score-based permutations in…

Machine Learning · Computer Science 2017-09-08 Jun Qi , Xu Liu , Javier Tejedor , Shunsuke Kamijo

Submodular function minimization is well studied, and existing algorithms solve it exactly or up to arbitrary accuracy. However, in many applications, such as structured sparse learning or batch Bayesian optimization, the objective function…

Machine Learning · Computer Science 2022-03-10 Marwa El Halabi , Stefanie Jegelka

Set-functions appear in many areas of computer science and applied mathematics, such as machine learning, computer vision, operations research or electrical networks. Among these set-functions, submodular functions play an important role,…

Machine Learning · Computer Science 2010-11-17 Francis Bach

Submodular functions are discrete functions that model laws of diminishing returns and enjoy numerous algorithmic applications. They have been used in many areas, including combinatorial optimization, machine learning, and economics. In…

Data Structures and Algorithms · Computer Science 2012-08-24 Maria-Florina Balcan , Nicholas J. A. Harvey

Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. While naturally cast as a combinatorial optimization problem, variable or feature selection admits a convex relaxation through the…

Machine Learning · Computer Science 2012-04-23 Francis Bach , Rodolphe Jenatton , Julien Mairal , Guillaume Obozinski

Functions with uniform level sets can represent orders, preference relations or other binary relations and thus turn out to be a tool for scalarization that can be used, e.g., in multicriteria optimization, decision theory, mathematical…

Optimization and Control · Mathematics 2016-08-11 Petra Weidner

In a nutshell, submodular functions encode an intuitive notion of diminishing returns. As a result, submodularity appears in many important machine learning tasks such as feature selection and data summarization. Although there has been a…

Data Structures and Algorithms · Computer Science 2018-03-19 Marko Mitrovic , Moran Feldman , Andreas Krause , Amin Karbasi

We consider the minimization of submodular functions subject to ordering constraints. We show that this optimization problem can be cast as a convex optimization problem on a space of uni-dimensional measures, with ordering constraints…

Machine Learning · Computer Science 2017-07-31 Francis Bach
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