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Solving stochastic optimization problems under partial observability, where one needs to adaptively make decisions with uncertain outcomes, is a fundamental but notoriously difficult challenge. In this paper, we introduce the concept of…

Machine Learning · Computer Science 2017-12-07 Daniel Golovin , Andreas Krause

Submodular maximization is a general optimization problem with a wide range of applications in machine learning (e.g., active learning, clustering, and feature selection). In large-scale optimization, the parallel running time of an…

Data Structures and Algorithms · Computer Science 2023-04-11 Matthew Fahrbach , Vahab Mirrokni , Morteza Zadimoghaddam

Many problems in signal processing and machine learning can be formalized as weak submodular optimization tasks. For such problems, a simple greedy algorithm (\textsc{Greedy}) is guaranteed to find a solution achieving the objective with a…

Discrete Mathematics · Computer Science 2021-11-24 Abolfazl Hashemi , Haris Vikalo , Gustavo de Veciana

Many real-world systems problems require reasoning about the long term consequences of actions taken to configure and manage the system. These problems with delayed and often sequentially aggregated reward, are often inherently…

Machine Learning · Computer Science 2019-09-06 Ameer Haj-Ali , Nesreen K. Ahmed , Ted Willke , Joseph Gonzalez , Krste Asanovic , Ion Stoica

Real-time visual analysis tasks, like tracking and recognition, require swift execution of computationally intensive algorithms. Visual sensor networks can be enabled to perform such tasks by augmenting the sensor network with processing…

Computer Vision and Pattern Recognition · Computer Science 2017-05-24 Emil Eriksson , György Dán , Viktoria Fodor

Malleable scheduling is a model that captures the possibility of parallelization to expedite the completion of time-critical tasks. A malleable job can be allocated and processed simultaneously on multiple machines, occupying the same time…

Discrete Mathematics · Computer Science 2022-03-29 Dimitris Fotakis , Jannik Matuschke , Orestis Papadigenopoulos

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

We consider the problem of maximizing a monotone nondecreasing set function under multiple constraints, where the constraints are also characterized by monotone nondecreasing set functions. We propose two greedy algorithms to solve the…

Optimization and Control · Mathematics 2023-05-09 Lintao Ye , Zhi-Wei Liu , Ming Chi , Vijay Gupta

Constrained maximization of submodular functions poses a central problem in combinatorial optimization. In many realistic scenarios, a number of agents need to maximize multiple submodular objectives over the same ground set. We study such…

Data Structures and Algorithms · Computer Science 2024-07-22 Georgios Amanatidis , Georgios Birmpas , Philip Lazos , Stefano Leonardi , Rebecca Reiffenhäuser

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

This paper is about how to partition decision variables while decomposing a large-scale optimization problem for the best performance of distributed solution methods. Solving a large-scale optimization problem sequen- tially can be…

Optimization and Control · Mathematics 2017-10-26 Yuchen Zheng , Ilbin Lee , Nicoleta Serban

The problem of multimodal clustering arises whenever the data are gathered with several physically different sensors. Observations from different modalities are not necessarily aligned in the sense there there is no obvious way to associate…

Machine Learning · Statistics 2020-12-10 Vasil Khalidov , Florence Forbes , Radu Horaud

Subspace segmentation or subspace learning is a challenging and complicated task in machine learning. This paper builds a primary frame and solid theoretical bases for the minimal subspace segmentation (MSS) of finite samples. Existence and…

Machine Learning · Computer Science 2019-09-10 Zhenyue Zhang , Yuqing Xia

Over the last two decades, submodular function maximization has been the workhorse of many discrete optimization problems in machine learning applications. Traditionally, the study of submodular functions was based on binary function…

Machine Learning · Computer Science 2022-05-18 Loay Mualem , Moran Feldman

We consider a class of distributed submodular maximization problems in which each agent must choose a single strategy from its strategy set. The global objective is to maximize a submodular function of the strategies chosen by each agent.…

Data Structures and Algorithms · Computer Science 2017-06-14 Bahman Gharesifard , Stephen L. Smith

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

We extend the work of Narasimhan and Bilmes [30] for minimizing set functions representable as a difference between submodular functions. Similar to [30], our new algorithms are guaranteed to monotonically reduce the objective function at…

Data Structures and Algorithms · Computer Science 2013-08-27 Rishabh Iyer , Jeff Bilmes

In dual decomposition, the dual to an optimization problem with a specific structure is solved in distributed fashion using (sub)gradient and recently also fast gradient methods. The traditional dual decomposition suffers from two main…

Optimization and Control · Mathematics 2014-04-08 Pontus Giselsson

A key motivation in the development of Distributed Model Predictive Control (DMPC) is to accelerate centralized Model Predictive Control (MPC) for large-scale systems. DMPC has the prospect of scaling well by parallelizing computations…

Optimization and Control · Mathematics 2025-04-16 Gösta Stomberg , Maurice Raetsch , Alexander Engelmann , Timm Faulwasser

In this work, we study the classical problem of maximizing a submodular function subject to a matroid constraint. We develop deterministic algorithms that are very parsimonious with respect to querying the submodular function, for both the…

Data Structures and Algorithms · Computer Science 2024-08-29 Eric Balkanski , Steven DiSilvio , Alan Kuhnle , ChunLi Peng