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A novel and detailed convergence analysis is presented for a greedy algorithm that was previously introduced for operator reconstruction problems in the field of quantum mechanics. This algorithm is based on an offline/online decomposition…

Optimization and Control · Mathematics 2020-11-02 S Buchwald , G Ciaramella , Julien Salomon

Combining kernel-based collocation methods with time-stepping methods to solve parabolic partial differential equations can potentially introduce challenges in balancing temporal and spatial discretization errors. Typically, using kernels…

Numerical Analysis · Mathematics 2024-10-25 Yichen Su , Leevan Ling

Motivated by recent work on stochastic gradient descent methods, we develop two stochastic variants of greedy algorithms for possibly non-convex optimization problems with sparsity constraints. We prove linear convergence in expectation to…

Numerical Analysis · Mathematics 2014-07-02 Nam Nguyen , Deanna Needell , Tina Woolf

We prove some results on the rate of convergence of greedy algorithms, which provide expansions. We consider both the case of Hilbert spaces and the more general case of Banach spaces. The new ingredient of the paper is that we bound the…

Numerical Analysis · Mathematics 2023-04-14 V. N. Temlyakov

The frame algorithm uses a simple recursive formula to approximate an unknown vector from its frame coefficients. This note introduces an adaptive version of the frame algorithm that maximizes the error reduction between steps in terms of…

Functional Analysis · Mathematics 2025-06-24 Brody Dylan Johnson

The paper gives a systematic study of the approximate versions of three greedy-type algorithms that are widely used in convex optimization. By approximate version we mean the one where some of evaluations are made with an error. Importance…

Machine Learning · Statistics 2014-12-11 Vladimir Temlyakov

Thanks to their easy implementation via Radial Basis Functions (RBFs), meshfree kernel methods have been proved to be an effective tool for e.g. scattered data interpolation, PDE collocation, classification and regression tasks. Their…

Numerical Analysis · Mathematics 2023-01-20 Tizian Wenzel , Francesco Marchetti , Emma Perracchione

Submodular maximization has been widely studied over the past decades, mostly because of its numerous applications in real-world problems. It is well known that the standard greedy algorithm guarantees a worst-case approximation factor of…

Data Structures and Algorithms · Computer Science 2020-02-12 Alfredo Torrico , Mohit Singh , Sebastian Pokutta

We analyze the orthogonal greedy algorithm when applied to dictionaries $\mathbb{D}$ whose convex hull has small entropy. We show that if the metric entropy of the convex hull of $\mathbb{D}$ decays at a rate of $O(n^{-\frac{1}{2}-\alpha})$…

Statistics Theory · Mathematics 2022-01-25 Jonathan W. Siegel , Jinchao Xu

Given a Banach space X and one of its compact sets F, we consider the problem of finding a good n dimensional space X_n \subset X which can be used to approximate the elements of F. The best possible error we can achieve for such an…

Functional Analysis · Mathematics 2012-04-12 Ronald DeVore , Guergana Petrova , Przemyslaw Wojtaszczyk

This article gives a new insight of kernel-based (approximation) methods to solve the high-dimensional stochastic partial differential equations. We will combine the techniques of meshfree approximation and kriging interpolation to extend…

Numerical Analysis · Mathematics 2015-02-20 Qi Ye

The rate of convergence of the classical Thresholding Greedy Algorithm with respect to bases is studied in this paper. We bound the error of approximation by the product of both norms -- the norm of $f$ and the $A_1$-norm of $f$. We obtain…

Numerical Analysis · Mathematics 2024-07-29 V. N. Temlyakov

Greedy algorithms are widely used for problems in machine learning such as feature selection and set function optimization. Unfortunately, for large datasets, the running time of even greedy algorithms can be quite high. This is because for…

Machine Learning · Statistics 2017-03-09 Rajiv Khanna , Ethan Elenberg , Alexandros G. Dimakis , Sahand Negahban , Joydeep Ghosh

In the first part of this paper, we prove that, under some natural non-degeneracy assumptions, the Greedy Parabolic Target-Following Method, based on {\em universal tangent direction} has a favorable local behavior. In view of its global…

Optimization and Control · Mathematics 2024-12-20 Yurii Nesterov

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…

Data Structures and Algorithms · Computer Science 2021-11-16 Jason Altschuler , Aditya Bhaskara , Gang Fu , Vahab Mirrokni , Afshin Rostamizadeh , Morteza Zadimoghaddam

We study sparse approximation by greedy algorithms. Our contribution is two-fold. First, we prove exact recovery with high probability of random $K$-sparse signals within $\lceil K(1+\e)\rceil$ iterations of the Orthogonal Matching Pursuit…

Numerical Analysis · Mathematics 2013-04-03 Eugene Livshitz , Vladimir Temlyakov

Empirical data can often be considered as samples from a set of probability distributions. Kernel methods have emerged as a natural approach for learning to classify these distributions. Although numerous kernels between distributions have…

Machine Learning · Computer Science 2024-12-02 Oleksii Kachaiev , Stefano Recanatesi

The random greedy algorithm for finding a maximal independent set in a graph constructs a maximal independent set by inspecting the graph's vertices in a random order, adding the current vertex to the independent set if it is not adjacent…

Combinatorics · Mathematics 2023-09-28 Michael Krivelevich , Tamás Mészáros , Peleg Michaeli , Clara Shikhelman

Greedy algorithms, particularly the orthogonal greedy algorithm (OGA), have proven effective in training shallow neural networks for fitting functions and solving partial differential equations (PDEs). In this paper, we extend the…

Numerical Analysis · Mathematics 2025-01-07 Ye Lin , Jiwei Jia , Young Ju Lee , Ran Zhang

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…

Functional Analysis · Mathematics 2024-12-09 Andrea García