Related papers: Submodular Functions: from Discrete to Continous D…
We consider supervised learning problems in which set predictions provide explicit uncertainty estimates. Using Choquet integrals (a.k.a. Lov{\'a}sz extensions), we propose a convex loss function for nondecreasing subset-valued functions…
Despite the rich existing literature about minimax optimization in continuous settings, only very partial results of this kind have been obtained for combinatorial settings. In this paper, we fill this gap by providing a characterization of…
Nearly convex sets play important roles in convex analysis, optimization and theory of monotone operators. We give a systematic study of nearly convex sets, and construct examples of subdifferentials of lower semicontinuous convex functions…
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…
The task of maximizing a monotone submodular function under a cardinality constraint is at the core of many machine learning and data mining applications, including data summarization, sparse regression and coverage problems. We study this…
In this paper, we propose a new Fully Composite Formulation of convex optimization problems. It includes, as a particular case, the problems with functional constraints, max-type minimization problems, and problems of Composite…
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…
We study the minimization of a rank-one quadratic with indicators and show that the underlying set function obtained by projecting out the continuous variables is supermodular. Although supermodular minimization is, in general, difficult,…
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 demonstrate the usefulness of submodularity in statistics as a characterization of the difficulty of the \emph{search} problem of feature selection. The search problem is the ability of a procedure to identify an informative set of…
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.…
In this paper, we demonstrate a formulation for optimizing coupled submodular maximization problems with provable sub-optimality bounds. In robotics applications, it is quite common that optimization problems are coupled with one another…
Submodularity is an important concept in integer and combinatorial optimization. A classical submodular set function models the utility of selecting homogenous items from a single ground set, and such selections can be represented by binary…
Several large-scale machine learning tasks, such as data summarization, can be approached by maximizing functions that satisfy submodularity. These optimization problems often involve complex side constraints, imposed by the underlying…
Majorization-minimization algorithms consist of successively minimizing a sequence of upper bounds of the objective function. These upper bounds are tight at the current estimate, and each iteration monotonically drives the objective…
Submodular functions have found a wealth of new applications in data science and machine learning models in recent years. This has been coupled with many algorithmic advances in the area of submodular optimization: (SO) $\min/\max~f(S): S…
We investigate three related and important problems connected to machine learning: approximating a submodular function everywhere, learning a submodular function (in a PAC-like setting [53]), and constrained minimization of submodular…
The optimization problem concerning the determination of the minimizer for the sum of convex functions holds significant importance in the realm of distributed and decentralized optimization. In scenarios where full knowledge of the…
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,…
Real continuous submodular functions, as a generalization of the corresponding discrete notion to the continuous domain, gained considerable attention recently. The analog notion for entropy functions requires additional properties: a real…