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We consider the sparse contextual bandit problem where arm feature affects reward through the inner product of sparse parameters. Recent studies have developed sparsity-agnostic algorithms based on the greedy arm selection policy. However,…

Machine Learning · Computer Science 2024-04-01 Koji Ichikawa , Shinji Ito , Daisuke Hatano , Hanna Sumita , Takuro Fukunaga , Naonori Kakimura , Ken-ichi Kawarabayashi

In subset selection we search for the best linear predictor that involves a small subset of variables. From a computational complexity viewpoint, subset selection is NP-hard and few classes are known to be solvable in polynomial time. Using…

Optimization and Control · Mathematics 2020-02-07 Alberto Del Pia , Santanu S. Dey , Robert Weismantel

Many sequential decision making problems, including pool-based active learning and adaptive viral marketing, can be formulated as an adaptive submodular maximization problem. Most of existing studies on adaptive submodular optimization…

Machine Learning · Computer Science 2022-12-13 Shaojie Tang , Jing Yuan

The cosparse analysis model has been introduced recently as an interesting alternative to the standard sparse synthesis approach. A prominent question brought up by this new construction is the analysis pursuit problem -- the need to find a…

Functional Analysis · Mathematics 2014-01-06 Raja Giryes , Sangnam Nam , Michael Elad , Rémi Gribonval , Mike E. Davies

We address the problems of minimizing and of maximizing the spectral radius overa compact family of non-negative matrices. Those problems being hard in generalcan be efficiently solved for some special families. We consider the so-called…

Optimization and Control · Mathematics 2020-05-19 Vladimir Yu. Protasov , Aleksandar Cvetković

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

Large-scale data collections in the wild, are invariably noisy. Thus developing data pruning strategies that remain robust even in the presence of corruption is critical in practice. In this work, we propose Geometric Median ($\gm$)…

Machine Learning · Computer Science 2025-01-20 Anish Acharya , Inderjit S Dhillon , Sujay Sanghavi

We study the classical problem of maximizing a monotone submodular function subject to a cardinality constraint k, with two additional twists: (i) elements arrive in a streaming fashion, and (ii) m items from the algorithm's memory are…

Data Structures and Algorithms · Computer Science 2017-11-27 Slobodan Mitrović , Ilija Bogunovic , Ashkan Norouzi-Fard , Jakub Tarnawski , Volkan Cevher

We study the correlated stochastic knapsack problem of a submodular target function, with optional additional constraints. We utilize the multilinear extension of submodular function, and bundle it with an adaptation of the relaxed linear…

Data Structures and Algorithms · Computer Science 2022-08-04 Sheng Yang , Samir Khuller , Sunav Choudhary , Subrata Mitra , Kanak Mahadik

We consider a class of discrete optimization problems that aim to maximize a submodular objective function subject to a distributed partition matroid constraint. More precisely, we consider a networked scenario in which multiple agents…

Optimization and Control · Mathematics 2020-11-19 Alexander Robey , Arman Adibi , Brent Schlotfeldt , George J. Pappas , Hamed Hassani

This paper is about variable selection, clustering and estimation in an unsupervised high-dimensional setting. Our approach is based on fitting constrained Gaussian mixture models, where we learn the number of clusters $K$ and the set of…

Machine Learning · Statistics 2014-02-03 Stephane Gaiffas , Bertrand Michel

A major problem in data augmentation is to ensure that the generated new samples cover the search space. This is a challenging problem and requires exploration for data augmentation policies to ensure their effectiveness in covering the…

Machine Learning · Computer Science 2020-10-08 Alireza Naghizadeh , Mohammadsajad Abavisani , Dimitris N. Metaxas

The problem of maximizing nonnegative monotone submodular functions under a certain constraint has been intensively studied in the last decade, and a wide range of efficient approximation algorithms have been developed for this problem.…

Data Structures and Algorithms · Computer Science 2020-06-30 Akbar Rafiey , Yuichi Yoshida

The greedy algorithm adapted from Kruskal's algorithm is an efficient and folklore way to produce a $k$-spanner with girth at least $k+2$. The greedy algorithm has shown to be `existentially optimal', while it's not `universally optimal'…

Data Structures and Algorithms · Computer Science 2024-11-05 Yeyuan Chen

We study the problem of sampling a bandlimited graph signal in the presence of noise, where the objective is to select a node subset of prescribed cardinality that minimizes the signal reconstruction mean squared error (MSE). To that end,…

Machine Learning · Statistics 2017-11-02 Abolfazl Hashemi , Rasoul Shafipour , Haris Vikalo , Gonzalo Mateos

We show the potential of greedy recovery strategies for the sparse approximation of multivariate functions from a small dataset of pointwise evaluations by considering an extension of the orthogonal matching pursuit to the setting of…

Numerical Analysis · Mathematics 2019-05-06 Ben Adcock , Simone Brugiapaglia

Several sparsity-constrained algorithms such as Orthogonal Matching Pursuit or the Frank-Wolfe algorithm with sparsity constraints work by iteratively selecting a novel atom to add to the current non-zero set of variables. This selection…

Machine Learning · Computer Science 2016-08-23 A Rakotomamonjy , S Koço , Liva Ralaivola

The problem of finding the densest subgraph in a given graph has several applications in graph mining, particularly in areas like social network analysis, protein and gene analyses etc. Depending on the application, finding dense subgraphs…

Data Structures and Algorithms · Computer Science 2019-11-07 Naga V. C. Gudapati , Enrico Malaguti , Michele Monaci

The growing amount of applications that generate vast amount of data in short time scales render the problem of partial monitoring, coupled with prediction, a rather fundamental one. We study the aforementioned canonical problem under the…

Data Structures and Algorithms · Computer Science 2016-08-02 Michalis Kallitsis , Stilian Stoev , George Michailidis

Subset selection in multiple linear regression aims to choose a subset of candidate explanatory variables that tradeoff fitting error (explanatory power) and model complexity (number of variables selected). We build mathematical programming…

Machine Learning · Statistics 2020-09-04 Young Woong Park , Diego Klabjan
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