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In this paper, we investigate a class of submodular problems which in general are very hard. These include minimizing a submodular cost function under combinatorial constraints, which include cuts, matchings, paths, etc., optimizing a…

Machine Learning · Computer Science 2019-02-28 Rishabh Iyer , Jeff Bilmes

We connect high-dimensional subset selection and submodular maximization. Our results extend the work of Das and Kempe (2011) from the setting of linear regression to arbitrary objective functions. For greedy feature selection, this…

Machine Learning · Statistics 2017-10-13 Ethan R. Elenberg , Rajiv Khanna , Alexandros G. Dimakis , Sahand Negahban

For many optimization problems in machine learning, finding an optimal solution is computationally intractable and we seek algorithms that perform well in practice. Since computational intractability often results from pathological…

Machine Learning · Computer Science 2021-02-25 Eric Balkanski , Sharon Qian , Yaron Singer

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

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

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

This paper describes a simple greedy D-approximation algorithm for any covering problem whose objective function is submodular and non-decreasing, and whose feasible region can be expressed as the intersection of arbitrary (closed upwards)…

Data Structures and Algorithms · Computer Science 2015-06-02 Christos Koufogiannakis , Neal E. Young

Continuous submodular functions are a category of generally non-convex/non-concave functions with a wide spectrum of applications. The celebrated property of this class of functions - continuous submodularity - enables both exact…

Machine Learning · Computer Science 2020-06-25 Yatao Bian , Joachim M. Buhmann , Andreas Krause

We study submodular maximization problems with matroid constraints, in particular, problems where the objective can be expressed via compositions of analytic and multilinear functions. We show that for functions of this form, the so-called…

Machine Learning · Computer Science 2024-12-17 Gözde Özcan , Armin Moharrer , Stratis Ioannidis

A fundamental task underlying many important optimization problems, from influence maximization to sensor placement to content recommendation, is to select the optimal group of $k$ items from a larger set. Submodularity has been very…

Data Structures and Algorithms · Computer Science 2022-03-02 Jon Kleinberg , Emily Ryu , Éva Tardos

We demonstrate that from an algorithm guaranteeing an approximation factor for the ratio of submodular (RS) optimization problem, we can build another algorithm having a different kind of approximation guarantee -- weaker than the classical…

Data Structures and Algorithms · Computer Science 2022-09-12 Pierre Perrault , Jennifer Healey , Zheng Wen , Michal Valko

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 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

In this paper, we propose the first exact algorithm for minimizing the difference of two submodular functions (D.S.), i.e., the discrete version of the D.C. programming problem. The developed algorithm is a branch-and-bound-based algorithm…

Data Structures and Algorithms · Computer Science 2011-08-23 Yoshinobu Kawahara , Takashi Washio

We study the following problem: Given a variable of interest, we would like to find a best linear predictor for it by choosing a subset of $k$ relevant variables obeying a matroid constraint. This problem is a natural generalization of…

Data Structures and Algorithms · Computer Science 2023-01-19 Theophile Thiery , Justin Ward

Submodular maximization has been the backbone of many important machine-learning problems, and has applications to viral marketing, diversification, sensor placement, and more. However, the study of maximizing submodular functions has…

Data Structures and Algorithms · Computer Science 2022-05-02 Guangyi Zhang , Nikolaj Tatti , Aristides Gionis

Submodular optimization plays a key role in many real-world problems. In many real-world scenarios, it is also necessary to handle uncertainty, and potentially disruptive events that violate constraints in stochastic settings need to be…

Machine Learning · Computer Science 2019-11-27 Benjamin Doerr , Carola Doerr , Aneta Neumann , Frank Neumann , Andrew M. Sutton

We consider the optimal coverage problem where a multi-agent network is deployed in an environment with obstacles to maximize a joint event detection probability. The objective function of this problem is non-convex and no global optimum is…

Optimization and Control · Mathematics 2017-08-15 Xinmiao Sun , Christos G. Cassandras , Xiangyu Meng

We address the problem of minimizing a convex function over the space of large matrices with low rank. While this optimization problem is hard in general, we propose an efficient greedy algorithm and derive its formal approximation…

Machine Learning · Computer Science 2011-06-09 Shai Shalev-Shwartz , Alon Gonen , Ohad Shamir

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