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Machine learning algorithms typically perform optimization over a class of non-convex functions. In this work, we provide bounds on the fundamental hardness of identifying the global minimizer of a non convex function. Specifically, we…

Machine Learning · Computer Science 2021-07-07 Krishna Reddy Kesari , Jean Honorio

We consider submodular function minimization in the oracle model: given black-box access to a submodular set function $f:2^{[n]}\rightarrow \mathbb{R}$, find an element of $\arg\min_S \{f(S)\}$ using as few queries to $f(\cdot)$ as…

Data Structures and Algorithms · Computer Science 2019-11-19 Andrei Graur , Tristan Pollner , Vidhya Ramaswamy , S. Matthew Weinberg

Submodularity is a key property in discrete optimization. Submodularity has been widely used for analyzing the greedy algorithm to give performance bounds and providing insight into the construction of valid inequalities for mixed-integer…

Optimization and Control · Mathematics 2022-05-24 Temitayo Ajayi , Taewoo Lee , Andrew Schaefer

An algorithm based on the interior-point methodology for solving continuous nonlinearly constrained optimization problems is proposed, analyzed, and tested. The distinguishing feature of the algorithm is that it presumes that only noisy…

Optimization and Control · Mathematics 2025-02-18 Frank E. Curtis , Shima Dezfulian , Andreas Waechter

We consider active, semi-supervised learning in an offline transductive setting. We show that a previously proposed error bound for active learning on undirected weighted graphs can be generalized by replacing graph cut with an arbitrary…

Machine Learning · Computer Science 2012-02-20 Andrew Guillory , Jeff A. Bilmes

In this work, we propose a novel optimization model termed "sum-of-minimum" optimization. This model seeks to minimize the sum or average of $N$ objective functions over $k$ parameters, where each objective takes the minimum value of a…

Optimization and Control · Mathematics 2024-06-11 Lisang Ding , Ziang Chen , Xinshang Wang , Wotao Yin

We give sublinear-time approximation algorithms for some optimization problems arising in machine learning, such as training linear classifiers and finding minimum enclosing balls. Our algorithms can be extended to some kernelized versions…

Machine Learning · Computer Science 2010-10-22 Kenneth L. Clarkson , Elad Hazan , David P. Woodruff

Submodular optimization with bandit feedback has recently been studied in a variety of contexts. In a number of real-world applications such as diversified recommender systems and data summarization, the submodular function exhibits…

Machine Learning · Computer Science 2024-07-04 Wenjing Chen , Victoria G. Crawford

Several optimization schemes have been known for convex optimization problems. However, numerical algorithms for solving nonconvex optimization problems are still underdeveloped. A progress to go beyond convexity was made by considering the…

Optimization and Control · Mathematics 2015-06-29 Nguyen Thai An , Nguyen Mau Nam

Many important problems can be regarded as maximizing submodular functions under some constraints. A simple multi-objective evolutionary algorithm called GSEMO has been shown to achieve good approximation for submodular functions…

Neural and Evolutionary Computing · Computer Science 2020-10-21 Anh Viet Do , Frank Neumann

Greedy algorithms are widely used for problems in machine learning such as feature selection and set function optimization. Unfortunately, for large datasets, the running time of even greedy algorithms can be quite high. This is because for…

Machine Learning · Statistics 2017-03-09 Rajiv Khanna , Ethan Elenberg , Alexandros G. Dimakis , Sahand Negahban , Joydeep Ghosh

In this paper, we introduce a novel technique for constrained submodular maximization, inspired by barrier functions in continuous optimization. This connection not only improves the running time for constrained submodular maximization but…

Machine Learning · Computer Science 2020-02-11 Ashwinkumar Badanidiyuru , Amin Karbasi , Ehsan Kazemi , Jan Vondrak

Robust optimization is becoming increasingly important in machine learning applications. In this paper, we study a unified framework of robust submodular optimization. We study this problem both from a minimization and maximization…

Machine Learning · Computer Science 2021-03-22 Rishabh Iyer

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 present an algorithm based on continuation techniques that can be applied to solve numerically minimization problems with equality constraints. We focus on problems with a great number of local minima which are hard to obtain by local…

Numerical Analysis · Mathematics 2019-09-17 Elisabete Alberdi , Mikel Antoñana , Joseba Makazaga , Ander Murua

Pareto optimization via evolutionary multi-objective algorithms has been shown to efficiently solve constrained monotone submodular functions. Traditionally when solving multiple problems, the algorithm is run for each problem separately.…

Neural and Evolutionary Computing · Computer Science 2026-04-17 Liam Wigney , Frank Neumann

In this paper we study the fundamental problems of maximizing a continuous non-monotone submodular function over the hypercube, both with and without coordinate-wise concavity. This family of optimization problems has several applications…

Data Structures and Algorithms · Computer Science 2018-05-25 Rad Niazadeh , Tim Roughgarden , Joshua R. Wang

As evolutionary algorithms (EAs) are general-purpose optimization algorithms, recent theoretical studies have tried to analyze their performance for solving general problem classes, with the goal of providing a general theoretical…

Neural and Evolutionary Computing · Computer Science 2022-11-29 Chao Qian

We consider minimization of functions that are compositions of convex or prox-regular functions (possibly extended-valued) with smooth vector functions. A wide variety of important optimization problems fall into this framework. We describe…

Optimization and Control · Mathematics 2015-04-24 A. S. Lewis , S. J. Wright

Maximizing a submodular function has a wide range of applications in machine learning and data mining. One such application is data summarization whose goal is to select a small set of representative and diverse data items from a large…

Machine Learning · Computer Science 2023-03-10 Jing Yuan , Shaojie Tang