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We study the problem of selecting a subset of vectors from a large set, to obtain the best signal representation over a family of functions. Although greedy methods have been widely used for tackling this problem and many of those have been…

Signal Processing · Electrical Eng. & Systems 2023-05-16 Ehsan Tohidi , Mario Coutino , David Gesbert

Submodular set-functions have many applications in combinatorial optimization, as they can be minimized and approximately maximized in polynomial time. A key element in many of the algorithms and analyses is the possibility of extending the…

Machine Learning · Computer Science 2016-02-24 Francis Bach

Submodular functions -- functions exhibiting diminishing returns -- are central to machine learning. When the objective is monotone and non-negative, the greedy algorithm achieves a tight $63\%$ approximation. But many practical objectives…

Machine Learning · Computer Science 2026-05-11 Yixin Chen , Alan Kuhnle

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…

Machine Learning · Computer Science 2018-04-13 Bruno Ordozgoiti , Alberto Mozo , Jesús García López de Lacalle

We consider the problem of sparse atomic optimization, where the notion of "sparsity" is generalized to meaning some linear combination of few atoms. The definition of atomic set is very broad; popular examples include the standard basis,…

Optimization and Control · Mathematics 2019-12-30 Thomas Zhang

Subset selection, which aims to select a subset from a ground set to maximize some objective function, arises in various applications such as influence maximization and sensor placement. In real-world scenarios, however, one often needs to…

Neural and Evolutionary Computing · Computer Science 2022-05-10 Chao Bian , Yawen Zhou , Chao Qian

Submodular continuous functions are a category of (generally) non-convex/non-concave functions with a wide spectrum of applications. We characterize these functions and demonstrate that they can be maximized efficiently with approximation…

Machine Learning · Computer Science 2019-05-07 Andrew An Bian , Baharan Mirzasoleiman , Joachim M. Buhmann , Andreas Krause

We analyze the performance of the greedy algorithm, and also a discrete semi-gradient based algorithm, for maximizing the sum of a suBmodular and suPermodular (BP) function (both of which are non-negative monotone non-decreasing) under two…

Discrete Mathematics · Computer Science 2018-01-24 Wenruo Bai , Jeffrey A. Bilmes

Submodularity is an important property of set functions and has been extensively studied in the literature. It models set functions that exhibit a diminishing returns property, where the marginal value of adding an element to a set…

Data Structures and Algorithms · Computer Science 2020-11-03 Gamal Sallam , Zizhan Zheng , Jie Wu , Bo Ji

A key problem in emerging complex cyber-physical networks is the design of information and control topologies, including sensor and actuator selection and communication network design. These problems can be posed as combinatorial set…

Optimization and Control · Mathematics 2018-11-20 Tyler Summers , Maryam Kamgarpour

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

We investigate the performance of the standard Greedy algorithm for cardinality constrained maximization of non-submodular nondecreasing set functions. While there are strong theoretical guarantees on the performance of Greedy for…

Discrete Mathematics · Computer Science 2019-05-15 Andrew An Bian , Joachim M. Buhmann , Andreas Krause , Sebastian Tschiatschek

We provide theoretical bounds on the worst case performance of the greedy algorithm in seeking to maximize a normalized, monotone, but not necessarily submodular objective function under a simple partition matroid constraint. We also…

Systems and Control · Electrical Eng. & Systems 2022-10-19 Benjamin Biggs , James McMahon , Philip Baldoni , Daniel J. Stilwell

The greedy algorithm for monotone submodular function maximization subject to cardinality constraint is guaranteed to approximate the optimal solution to within a $1-1/e$ factor. Although it is well known that this guarantee is essentially…

Data Structures and Algorithms · Computer Science 2022-02-15 Aviad Rubinstein , Junyao Zhao

We consider the problem of approximating a given element $f$ from a Hilbert space $\mathcal{H}$ by means of greedy algorithms and the application of such procedures to the regression problem in statistical learning theory. We improve on the…

Statistics Theory · Mathematics 2009-09-29 Andrew R. Barron , Albert Cohen , Wolfgang Dahmen , Ronald A. DeVore

To cope with the high level of ambiguity faced in domains such as Computer Vision or Natural Language processing, robust prediction methods often search for a diverse set of high-quality candidate solutions or proposals. In structured…

Machine Learning · Computer Science 2014-11-10 Adarsh Prasad , Stefanie Jegelka , Dhruv Batra

We propose a new concept named adaptive submodularity ratio to study the greedy policy for sequential decision making. While the greedy policy is known to perform well for a wide variety of adaptive stochastic optimization problems in…

Machine Learning · Computer Science 2019-04-25 Kaito Fujii , Shinsaku Sakaue

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,…

Data Structures and Algorithms · Computer Science 2022-12-13 Haotian Zhang , Rao Li , Zewei Wu , Guodong Sun

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…

Machine Learning · Computer Science 2019-04-19 Mehrdad Ghadiri , Mark Schmidt

In many prediction problems, it is not uncommon that the number of variables used to construct a forecast is of the same order of magnitude as the sample size, if not larger. We then face the problem of constructing a prediction in the…

Statistics Theory · Mathematics 2016-02-08 Alessio Sancetta