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We consider learning a convex combination of basis models, and present some new theoretical and empirical results that demonstrate the effectiveness of a greedy approach. Theoretically, we first consider whether we can use linear, instead…
We design new algorithms for the combinatorial pure exploration problem in the multi-arm bandit framework. In this problem, we are given $K$ distributions and a collection of subsets $\mathcal{V} \subset 2^{[K]}$ of these distributions, and…
This paper studies the problem of maximizing a monotone submodular function under an unknown knapsack constraint. A solution to this problem is a policy that decides which item to pack next based on the past packing history. The robustness…
Many real-world functions are defined over both categorical and category-specific continuous variables and thus cannot be optimized by traditional Bayesian optimization (BO) methods. To optimize such functions, we propose a new method that…
Setcover greedy algorithm is a natural approximation algorithm for test set problem. This paper gives a precise and tighter analysis of performance guarantee of this algorithm. The author improves the performance guarantee $2\ln n$ which…
The general problem of robust optimization is this: one of several possible scenarios will appear tomorrow, but things are more expensive tomorrow than they are today. What should you anticipatorily buy today, so that the worst-case cost…
The Column Subset Selection Problem provides a natural framework for unsupervised feature selection. Despite being a hard combinatorial optimization problem, there exist efficient algorithms that provide good approximations. The drawback of…
Constrained $k$-submodular maximization is a general framework that captures many discrete optimization problems such as ad allocation, influence maximization, personalized recommendation, and many others. In many of these applications,…
In machine learning and big data, the optimization objectives based on set-cover, entropy, diversity, influence, feature selection, etc. are commonly modeled as submodular functions. Submodular (function) maximization is generally NP-hard,…
To efficiently solve large scale nonlinear systems, we propose a novel Random Greedy Fast Block Kaczmarz method. This approach integrates the strengths of random and greedy strategies while avoiding the computationally expensive…
Many policy problems involve designing individualized treatment allocation rules to maximize the equilibrium social welfare of interacting agents. Focusing on large-scale simultaneous decision games with strategic complementarities, we…
Symmetric submodular maximization is an important class of combinatorial optimization problems, including MAX-CUT on graphs and hyper-graphs. The state-of-the-art algorithm for the problem over general constraints has an approximation ratio…
In this paper, we present the first sublinear $\alpha$-regret bounds for online $k$-submodular optimization problems with full-bandit feedback, where $\alpha$ is a corresponding offline approximation ratio. Specifically, we propose online…
Stochastic iterative algorithms have gained recent interest in machine learning and signal processing for solving large-scale systems of equations, $Ax=b$. One such example is the Randomized Kaczmarz (RK) algorithm, which acts only on…
Greedy algorithms are a fundamental category of algorithms in mathematics and computer science, characterized by their iterative, locally optimal decision-making approach, which aims to find global optima. In this review, we will discuss…
Submodular functions are well-studied in combinatorial optimization, game theory and economics. The natural diminishing returns property makes them suitable for many applications. We study an extension of monotone submodular functions,…
The minimax sample complexity of group distributionally robust optimization (GDRO) has been determined up to a $\log(K)$ factor, where $K$ is the number of groups. In this work, we venture beyond the minimax perspective via a novel notion…
This paper initiates the study of quantum algorithms for matroid property problems. It is shown that quadratic quantum speedup is possible for the calculation problem of finding the girth or the number of circuits (bases, flats,…
We improve the efficiency of algorithms for stochastic \emph{combinatorial semi-bandits}. In most interesting problems, state-of-the-art algorithms take advantage of structural properties of rewards, such as \emph{independence}. However,…
The problem of column subset selection has recently attracted a large body of research, with feature selection serving as one obvious and important application. Among the techniques that have been applied to solve this problem, the greedy…