Related papers: A Fast Greedy Algorithm for Generalized Column Sub…
We consider the problem of breaking a multivariate (vector) time series into segments over which the data is well explained as independent samples from a Gaussian distribution. We formulate this as a covariance-regularized maximum…
The greedy strategy is an approximation algorithm to solve optimization problems arising in decision making with multiple actions. How good is the greedy strategy compared to the optimal solution? In this survey, we mainly consider two…
Motivated by modern applications such as computerized adaptive testing, sequential rank aggregation, and heterogeneous data source selection, we study the problem of active sequential estimation, which involves adaptively selecting…
The classical problem of maximizing a submodular function under a matroid constraint is considered. Defining a new measure for the increments made by the greedy algorithm at each step, called the discriminant, improved approximation ratio…
We consider a fashion discounter distributing its many branches with integral multiples from a set of available lot-types. For the problem of approximating the branch and size dependent demand using those lots we propose a tailored exact…
In large datasets, it is hard to discover and analyze structure. It is thus common to introduce tags or keywords for the items. In applications, such datasets are then filtered based on these tags. Still, even medium-sized datasets with a…
We describe the Simple Greedy Matrix Completion Algorithm providing an efficient method for restoration of low-rank matrices from incomplete corrupted entries. We provide numerical evidences that, even in the simplest implementation, the…
Simplicial partitions are a fundamental structure in computational geometry, as they form the basis of optimal data structures for range searching and several related problems. Current algorithms are built on very specific spatial…
Decision trees and decision rule systems play important roles as classifiers, knowledge representation tools, and algorithms. They are easily interpretable models for data analysis, making them widely used and studied in computer science.…
We study three fundamental problems of Linear Algebra, lying in the heart of various Machine Learning applications, namely: 1)"Low-rank Column-based Matrix Approximation". We are given a matrix A and a target rank k. The goal is to select a…
There are many problems in machine learning and data mining which are equivalent to selecting a non-redundant, high "quality" set of objects. Recommender systems, feature selection, and data summarization are among many applications of…
We describe the Greedy Sparse Subspace Clustering (GSSC) algorithm providing an efficient method for clustering data belonging to a few low-dimensional linear or affine subspaces from incomplete corrupted and noisy data. We provide…
Dimensionality reduction is a first step of many machine learning pipelines. Two popular approaches are principal component analysis, which projects onto a small number of well chosen but non-interpretable directions, and feature selection,…
We consider the exploration problem: an agent equipped with a depth sensor must map out a previously unknown environment using as few sensor measurements as possible. We propose an approach based on supervised learning of a greedy…
With a greedy strategy to construct control index set of coordinates firstly and then choosing the corresponding column submatrix in each iteration, we present a greedy block Gauss-Seidel (GBGS) method for solving large linear least squares…
This paper addresses the problem of neighborhood selection for Gaussian graphical models. We present two heuristic algorithms: a forward-backward greedy algorithm for general Gaussian graphical models based on mutual information test, and a…
The problem of extracting a well conditioned submatrix from any rectangular matrix (with normalized columns) has been studied for some time in functional and harmonic analysis; see…
This paper describes a graph clustering algorithm that aims to minimize the normalized cut criterion and has a model order selection procedure. The performance of the proposed algorithm is comparable to spectral approaches in terms of…
Rule ensembles are designed to provide a useful trade-off between predictive accuracy and model interpretability. However, the myopic and random search components of current rule ensemble methods can compromise this goal: they often need…
We analyze the convergence of generalized kernel-based interpolation methods. This is done under minimalistic assumptions on both the kernel and the target function. On these grounds, we further prove convergence of popular greedy data…