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Consider reconstructing a signal $x$ by minimizing a weighted sum of a convex differentiable negative log-likelihood (NLL) (data-fidelity) term and a convex regularization term that imposes a convex-set constraint on $x$ and enforces its…

Computation · Statistics 2017-02-28 Renliang Gu , Aleksandar Dogandžić

We investigate two new optimization problems -- minimizing a submodular function subject to a submodular lower bound constraint (submodular cover) and maximizing a submodular function subject to a submodular upper bound constraint…

Data Structures and Algorithms · Computer Science 2013-11-12 Rishabh Iyer , Jeff Bilmes

We study the problem of learning a sparse linear regression vector under additional conditions on the structure of its sparsity pattern. This problem is relevant in machine learning, statistics and signal processing. It is well known that a…

Machine Learning · Statistics 2015-03-17 Charles A. Micchelli , Jean M. Morales , Massimiliano Pontil

In this paper we introduce the class of infinite infimal convolution functionals and apply these functionals to the regularization of ill-posed inverse problems. The proposed regularization involves an infimal convolution of a continuously…

Optimization and Control · Mathematics 2024-12-17 Kristian Bredies , Marcello Carioni , Martin Holler , Yury Korolev , Carola-Bibiane Schönlieb

Composite minimization is a powerful framework in large-scale convex optimization, based on decoupling of the objective function into terms with structurally different properties and allowing for more flexible algorithmic design. We…

Optimization and Control · Mathematics 2023-02-17 Jelena Diakonikolas , Cristóbal Guzmán

We investigate a class of composite nonconvex functions, where the outer function is the sum of univariate extended-real-valued convex functions and the inner function is the limit of difference-of-convex functions. A notable feature of…

Optimization and Control · Mathematics 2024-11-21 Hanyang Li , Ying Cui

Submodular set functions are undoubtedly among the most important building blocks of combinatorial optimization. Somewhat surprisingly, continuous counterparts of such functions have also appeared in an analytic line of research where they…

Combinatorics · Mathematics 2024-06-10 Kristóf Bérczi , Boglárka Gehér , András Imolay , László Lovász , Tamás Schwarcz

Stochastic optimization of continuous objectives is at the heart of modern machine learning. However, many important problems are of discrete nature and often involve submodular objectives. We seek to unleash the power of stochastic…

Machine Learning · Computer Science 2017-11-07 Mohammad Reza Karimi , Mario Lucic , Hamed Hassani , Andreas Krause

This paper introduces the notion of upper-linearizable/quadratizable functions, a class that extends concavity and DR-submodularity in various settings, including monotone and non-monotone cases over different convex sets. A general…

Optimization and Control · Mathematics 2024-11-04 Mohammad Pedramfar , Vaneet Aggarwal

We introduce several generalizations of classical computer science problems obtained by replacing simpler objective functions with general submodular functions. The new problems include submodular load balancing, which generalizes load…

Data Structures and Algorithms · Computer Science 2010-06-02 Zoya Svitkina , Lisa Fleischer

We introduce a unified framework based on bi-level optimization schemes to deal with parameter learning in the context of image processing. The goal is to identify the optimal regularizer within a family depending on a parameter in a…

Analysis of PDEs · Mathematics 2022-09-15 Elisa Davoli , Rita Ferreira , Carolin Kreisbeck , Hidde Schönberger

Seminal work by Edmonds and Lovasz shows the strong connection between submodularity and convexity. Submodular functions have tight modular lower bounds, and subdifferentials in a manner akin to convex functions. They also admit poly-time…

Discrete Mathematics · Computer Science 2015-09-09 Rishabh Iyer , Jeff Bilmes

We connect high-dimensional subset selection and submodular maximization. Our results extend the work of Das and Kempe (2011) from the setting of linear regression to arbitrary objective functions. For greedy feature selection, this…

Machine Learning · Statistics 2017-10-13 Ethan R. Elenberg , Rajiv Khanna , Alexandros G. Dimakis , Sahand Negahban

We develop a framework for the distributed minimization of submodular functions. Submodular functions are a discrete analog of convex functions and are extensively used in large-scale combinatorial optimization problems. While there has…

Optimization and Control · Mathematics 2018-01-23 Hassan Jaleel , Jeff Shamma

A real-valued set function is (additively) approximately submodular if it satisfies the submodularity conditions with an additive error. Approximate submodularity arises in many settings, especially in machine learning, where the function…

Data Structures and Algorithms · Computer Science 2020-10-08 Flavio Chierichetti , Anirban Dasgupta , Ravi Kumar

We study algorithms for the Submodular Multiway Partition problem (SubMP). An instance of SubMP consists of a finite ground set $V$, a subset of $k$ elements $S = \{s_1,s_2,...,s_k\}$ called terminals, and a non-negative submodular set…

Data Structures and Algorithms · Computer Science 2011-05-12 Chandra Chekuri , Alina Ene

Many combinatorial problems arising in machine learning can be reduced to the problem of minimizing a submodular function. Submodular functions are a natural discrete analog of convex functions, and can be minimized in strongly polynomial…

Machine Learning · Computer Science 2015-03-17 Peter Stobbe , Andreas Krause

Set functions with convenient properties (such as submodularity) appear in application areas of current interest, such as algorithmic game theory, and allow for improved optimization algorithms. It is natural to ask (e.g., in the context of…

Data Structures and Algorithms · Computer Science 2018-04-02 Uriel Feige , Michal Feldman , Inbal Talgam-Cohen

We consider the class of convex minimization problems, composed of a self-concordant function, such as the $\log\det$ metric, a convex data fidelity term $h(\cdot)$ and, a regularizing -- possibly non-smooth -- function $g(\cdot)$. This…

Machine Learning · Statistics 2014-05-14 Anastasios Kyrillidis , Rabeeh Karimi Mahabadi , Quoc Tran-Dinh , Volkan Cevher

Optimization problems often involve vector norms, which has led to extensive research on developing algorithms that can handle objectives beyond the $\ell_p$ norms. Our work introduces the concept of submodular norms, which are a versatile…

Data Structures and Algorithms · Computer Science 2023-10-10 Kalen Patton , Matteo Russo , Sahil Singla