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We present the framework of slowly varying regression under sparsity, allowing sparse regression models to exhibit slow and sparse variations. The problem of parameter estimation is formulated as a mixed-integer optimization problem. We…

Machine Learning · Computer Science 2023-11-14 Dimitris Bertsimas , Vassilis Digalakis , Michael Linghzi Li , Omar Skali Lami

We study the problem of sampling a bandlimited graph signal in the presence of noise, where the objective is to select a node subset of prescribed cardinality that minimizes the signal reconstruction mean squared error (MSE). To that end,…

Machine Learning · Statistics 2017-11-02 Abolfazl Hashemi , Rasoul Shafipour , Haris Vikalo , Gonzalo Mateos

The problem of selecting a small-size representative summary of a large dataset is a cornerstone of machine learning, optimization and data science. Motivated by applications to recommendation systems and other scenarios with query-limited…

Data Structures and Algorithms · Computer Science 2019-10-15 Dmitrii Avdiukhin , Grigory Yaroslavtsev , Samson Zhou

We study a class of nonconvex nonsmooth optimization problems in which the objective is a sum of two functions: One function is the average of a large number of differentiable functions, while the other function is proper, lower…

Optimization and Control · Mathematics 2023-05-12 Duy-Nhat Phan , Sedi Bartz , Nilabja Guha , Hung M. Phan

We investigate the continuous non-monotone DR-submodular maximization problem subject to a down-closed convex solvable constraint. Our first contribution is to construct an example to demonstrate that (first-order) stationary points can…

Data Structures and Algorithms · Computer Science 2024-03-27 Shengminjie Chen , Donglei Du , Wenguo Yang , Dachuan Xu , Suixiang Gao

We present new tight performance guarantees for the greedy maximization of nondecreasing submodular set functions. Our main result first provides a performance guarantee in terms of the overlap of the optimal and greedy solutions. As a…

Optimization and Control · Mathematics 2015-06-02 Jussi Laitila , Atte Moilanen

Submodular functions describe a variety of discrete problems in machine learning, signal processing, and computer vision. However, minimizing submodular functions poses a number of algorithmic challenges. Recent work introduced an…

Optimization and Control · Mathematics 2014-11-06 Robert Nishihara , Stefanie Jegelka , Michael I. Jordan

Sparse additive modeling is a class of effective methods for performing high-dimensional nonparametric regression. In this work we show how shape constraints such as convexity/concavity and their extensions, can be integrated into additive…

Machine Learning · Computer Science 2017-05-03 Junming Yin , Yaoliang Yu

We design new approximation algorithms for the problems of optimizing submodular and supermodular functions subject to a single matroid constraint. Specifically, we consider the case in which we wish to maximize a nondecreasing submodular…

Data Structures and Algorithms · Computer Science 2014-12-15 Maxim Sviridenko , Jan Vondrák , Justin Ward

Subset selection tasks, arise in recommendation systems and search engines and ask to select a subset of items that maximize the value for the user. The values of subsets often display diminishing returns, and hence, submodular functions…

Machine Learning · Computer Science 2023-05-05 Anay Mehrotra , Nisheeth K. Vishnoi

For compressed sensing over arbitrarily connected networks, we consider the problem of estimating underlying sparse signals in a distributed manner. We introduce a new signal model that helps to describe inter-signal correlation among…

Information Theory · Computer Science 2013-10-29 Dennis Sundman , Saikat Chatterjee , Mikael Skoglund

We describe a parallel approximation algorithm for maximizing monotone submodular functions subject to hereditary constraints on distributed memory multiprocessors. Our work is motivated by the need to solve submodular optimization problems…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-02-18 Shivaram Gopal , S M Ferdous , Hemanta K. Maji , Alex Pothen

Is it possible to maximize a monotone submodular function faster than the widely used lazy greedy algorithm (also known as accelerated greedy), both in theory and practice? In this paper, we develop the first linear-time algorithm for…

Machine Learning · Computer Science 2014-12-01 Baharan Mirzasoleiman , Ashwinkumar Badanidiyuru , Amin Karbasi , Jan Vondrak , Andreas Krause

Monotone submodular maximization with a knapsack constraint is NP-hard. Various approximation algorithms have been devised to address this optimization problem. In this paper, we revisit the widely known modified greedy algorithm. First, we…

Data Structures and Algorithms · Computer Science 2021-01-14 Jing Tang , Xueyan Tang , Andrew Lim , Kai Han , Chongshou Li , Junsong Yuan

Submodular function minimization is a fundamental optimization problem that arises in several applications in machine learning and computer vision. The problem is known to be solvable in polynomial time, but general purpose algorithms have…

Machine Learning · Computer Science 2015-02-10 Alina Ene , Huy L. Nguyen

Similarity and metric learning provides a principled approach to construct a task-specific similarity from weakly supervised data. However, these methods are subject to the curse of dimensionality: as the number of features grows large,…

Machine Learning · Statistics 2019-09-10 Kuan Liu , Aurélien Bellet

Optimal selection of a subset of items from a given set is a hard problem that requires combinatorial optimization. In this paper, we propose a subset selection algorithm that is trainable with gradient-based methods yet achieves…

Machine Learning · Computer Science 2018-10-31 Thomas Powers , Rasool Fakoor , Siamak Shakeri , Abhinav Sethy , Amanjit Kainth , Abdel-rahman Mohamed , Ruhi Sarikaya

We study sparse approximate solutions to convex optimization problems. It is known that in many engineering applications researchers are interested in an approximate solution of an optimization problem as a linear combination of elements…

Machine Learning · Statistics 2012-06-05 V. N. Temlyakov

Structured pruning is an effective approach for compressing large pre-trained neural networks without significantly affecting their performance. However, most current structured pruning methods do not provide any performance guarantees, and…

Machine Learning · Computer Science 2023-02-14 Marwa El Halabi , Suraj Srinivas , Simon Lacoste-Julien

Decisions are increasingly taken by both humans and machine learning models. However, machine learning models are currently trained for full automation -- they are not aware that some of the decisions may still be taken by humans. In this…

Machine Learning · Computer Science 2021-03-16 Abir De , Nastaran Okati , Paramita Koley , Niloy Ganguly , Manuel Gomez-Rodriguez