Related papers: Dynamic Greedy Algorithms for the Edwards-Anderson…
When developing robust preconditioners for multiphysics problems, fractional functions of the Laplace operator often arise and need to be inverted. Rational approximation in the uniform norm can be used to convert inverting those fractional…
Learning of low-rank matrices is fundamental to many machine learning applications. A state-of-the-art algorithm is the rank-one matrix pursuit (R1MP). However, it can only be used in matrix completion problems with the square loss. In this…
We consider optimal sensor placement for a family of linear Bayesian inverse problems characterized by a deterministic hyper-parameter. The hyper-parameter describes distinct configurations in which measurements can be taken of the observed…
We consider a wide class of the discrete optimization problems with interval objective function. We give a generalization of the greedy algorithm for the problems. Using the algorithm, we obtain the set of all possible greedy solutions and…
The goal of causal discovery is to learn a directed acyclic graph from data. One of the most well-known methods for this problem is Greedy Equivalence Search (GES). GES searches for the graph by incrementally and greedily adding or removing…
Active learning is increasingly adopted for expensive multi-objective combinatorial optimization problems, but it involves a challenging subset selection problem, optimizing the batch acquisition score that quantifies the goodness of a…
Sensor placement optimization methods have been studied extensively. They can be applied to a wide range of applications, including surveillance of known environments, optimal locations for 5G towers, and placement of missile defense…
Several sparsity-constrained algorithms such as Orthogonal Matching Pursuit or the Frank-Wolfe algorithm with sparsity constraints work by iteratively selecting a novel atom to add to the current non-zero set of variables. This selection…
We study the worst-case adaptive optimization problem with budget constraint that is useful for modeling various practical applications in artificial intelligence and machine learning. We investigate the near-optimality of greedy algorithms…
We consider the problem of optimizing lifetime consumption under a habit formation model, both with and without an exogenous pension. Unlike much of the existing literature, we apply a power utility to the ratio of consumption to habit,…
We propose a new yet natural algorithm for learning the graph structure of general discrete graphical models (a.k.a. Markov random fields) from samples. Our algorithm finds the neighborhood of a node by sequentially adding nodes that…
We study minimum entropy submodular optimization, a common generalization of the minimum entropy set cover problem, studied earlier by Cardinal et al., and the submodular set cover problem. We give a general bound of the approximation…
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…
Sequence models are a critical component of modern NLP systems, but their predictions are difficult to explain. We consider model explanations though rationales, subsets of context that can explain individual model predictions. We find…
Decision trees and randomized forests are widely used in computer vision and machine learning. Standard algorithms for decision tree induction optimize the split functions one node at a time according to some splitting criteria. This greedy…
We address an optimal sensor placement problem through Bayesian experimental design for seismic full waveform inversion for the recovery of the associated moment tensor. The objective is that of optimally choosing the location of the…
We revisit the classical problem of optimal experimental design (OED) under a new mathematical model grounded in a geometric motivation. Specifically, we introduce models based on elementary symmetric polynomials; these polynomials capture…
Particle based optimization algorithms have recently been developed as sampling methods that iteratively update a set of particles to approximate a target distribution. In particular Stein variational gradient descent has gained attention…
The online weighted matching problem is a fundamental problem in machine learning due to its numerous applications. Despite many efforts in this area, existing algorithms are either too slow or don't take $\mathrm{deadline}$ (the longest…
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…