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Sparsity learning with known grouping structure has received considerable attention due to wide modern applications in high-dimensional data analysis. Although advantages of using group information have been well-studied by shrinkage-based…

Machine Learning · Statistics 2018-09-28 Wei Qian , Wending Li , Yasuhiro Sogawa , Ryohei Fujimaki , Xitong Yang , Ji Liu

Optimal transport (OT) distances are finding evermore applications in machine learning and computer vision, but their wide spread use in larger-scale problems is impeded by their high computational cost. In this work we develop a family of…

Machine Learning · Statistics 2018-03-06 Brahim Khalil Abid , Robert M. Gower

Coordinate descent with random coordinate selection is the current state of the art for many large scale optimization problems. However, greedy selection of the steepest coordinate on smooth problems can yield convergence rates independent…

Optimization and Control · Mathematics 2018-10-17 Sai Praneeth Karimireddy , Anastasia Koloskova , Sebastian U. Stich , Martin Jaggi

This work considers the problem of decentralized online learning, where the goal is to track the optimum of the sum of time-varying functions, distributed across several nodes in a network. The local availability of the functions and their…

Machine Learning · Computer Science 2024-02-14 Shivangi Dubey Sharma , Ketan Rajawat

We propose an online learning algorithm for a class of machine learning models under a separable stochastic approximation framework. The essence of our idea lies in the observation that certain parameters in the models are easier to…

Machine Learning · Computer Science 2023-05-23 Min Gan , Xiang-xiang Su , Guang-yong Chen , Jing Chen

The Power-Relaxed Greedy Algorithm (PRGA) was introduced as a generalization of the so called Relaxed Greedy Algorithm, introduced by DeVore and Temlyakov, by replacing the relaxation parameter $1/m$ with $1/m^\alpha$, with the aim of…

Functional Analysis · Mathematics 2026-02-03 Pablo M. Berná , Andrea García

In this paper we prove the efficacy of a simple greedy algorithm for a finite horizon online resource allocation/matching problem, when the corresponding static planning linear program (SPP) exhibits a non-degeneracy condition called the…

Data Structures and Algorithms · Computer Science 2022-07-26 Varun Gupta

We introduce \textsc{$k$-lazyGD}, an online learning algorithm that bridges the gap between greedy Online Gradient Descent (OGD, for $k{=}1$) and lazy GD/dual-averaging (for $k{=}T$), creating a spectrum between reactive and stable updates.…

Machine Learning · Computer Science 2026-05-11 Naram Mhaisen , George Iosifidis

The greedy algorithm adapted from Kruskal's algorithm is an efficient and folklore way to produce a $k$-spanner with girth at least $k+2$. The greedy algorithm has shown to be `existentially optimal', while it's not `universally optimal'…

Data Structures and Algorithms · Computer Science 2024-11-05 Yeyuan Chen

Kernel based methods provide a way to reconstruct potentially high-dimensional functions from meshfree samples, i.e., sampling points and corresponding target values. A crucial ingredient for this to be successful is the distribution of the…

Numerical Analysis · Mathematics 2021-05-19 Tizian Wenzel , Gabriele Santin , Bernard Haasdonk

Generative adversarial imitation learning (GAIL) is a popular inverse reinforcement learning approach for jointly optimizing policy and reward from expert trajectories. A primary question about GAIL is whether applying a certain policy…

Machine Learning · Computer Science 2020-06-26 Ziwei Guan , Tengyu Xu , Yingbin Liang

We study the problem of causal structure learning when the experimenter is limited to perform at most $k$ non-adaptive experiments of size $1$. We formulate the problem of finding the best intervention target set as an optimization problem,…

Machine Learning · Computer Science 2018-08-03 AmirEmad Ghassami , Saber Salehkaleybar , Negar Kiyavash , Elias Bareinboim

In this paper, we consider a subset selection problem in a spatial field where we seek to find a set of k locations whose observations provide the best estimate of the field value at a finite set of prediction locations. The measurements…

Optimization and Control · Mathematics 2022-04-12 Shamak Dutta , Nils Wilde , Stephen L. Smith

In query learning, the goal is to identify an unknown object while minimizing the number of "yes" or "no" questions (queries) posed about that object. A well-studied algorithm for query learning is known as generalized binary search (GBS).…

Machine Learning · Statistics 2010-02-23 Gowtham Bellala , Suresh Bhavnani , Clayton Scott

Given a finite family of functions, the goal of model selection aggregation is to construct a procedure that mimics the function from this family that is the closest to an unknown regression function. More precisely, we consider a general…

Statistics Theory · Mathematics 2012-12-13 Dong Dai , Philippe Rigollet , Tong Zhang

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…

Optimization and Control · Mathematics 2019-05-10 Yajing Liu , Edwin K. P. Chong , Ali Pezeshki , Zhenliang Zhang

We consider the problem of minimizing a non-convex function over a smooth manifold $\mathcal{M}$. We propose a novel algorithm, the Orthogonal Directions Constrained Gradient Method (ODCGM) which only requires computing a projection onto a…

Optimization and Control · Mathematics 2023-03-17 Sholom Schechtman , Daniil Tiapkin , Michael Muehlebach , Eric Moulines

The coupling of some types of oscillators requires the mediation of a physical link between them, rendering the distance between oscillators a critical factor to achieve synchronization. In this paper we propose and explore a greedy…

Adaptation and Self-Organizing Systems · Physics 2022-09-21 Damien Beecroft , Juan G. Restrepo , David Angulo-Garcia

Operational Neural Networks (ONNs) have recently been proposed to address the well-known limitations and drawbacks of conventional Convolutional Neural Networks (CNNs) such as network homogeneity with the sole linear neuron model. ONNs are…

Machine Learning · Computer Science 2020-04-27 Serkan Kiranyaz , Junaid Malik , Habib Ben Abdallah , Turker Ince , Alexandros Iosifidis , Moncef Gabbouj

We propose new algorithms with provable performance for online binary optimization subject to general constraints and in dynamic settings. We consider the subset of problems in which the objective function is submodular. We propose the…

Optimization and Control · Mathematics 2024-05-03 Antoine Lesage-Landry , Julien Pallage
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