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In this paper, we consider the problem of sensor selection for parameter estimation with correlated measurement noise. We seek optimal sensor activations by formulating an optimization problem, in which the estimation error, given by the…

We study the problem of maximizing a non-monotone submodular function under multiple knapsack constraints. We propose a simple discrete greedy algorithm to approach this problem, and prove that it yields strong approximation guarantees for…

Machine Learning · Computer Science 2020-02-19 Vanja Doskoč , Tobias Friedrich , Andreas Göbel , Frank Neumann , Aneta Neumann , Francesco Quinzan

We consider the problem of identifying a subset of nodes in a network that will enable the fastest spread of information in a decentralized environment.In a model of communication based on a random walk on an undirected graph, the optimal…

Discrete Mathematics · Computer Science 2014-08-20 Fern Y. Hunt

We present an information-theoretic framework for sequential adaptive compressed sensing, Info-Greedy Sensing, where measurements are chosen to maximize the extracted information conditioned on the previous measurements. We show that the…

Information Theory · Computer Science 2023-07-19 Gabor Braun , Sebastian Pokutta , Yao Xie

Ensembles of independently trained neural networks are a state-of-the-art approach to estimate predictive uncertainty in Deep Learning, and can be interpreted as an approximation of the posterior distribution via a mixture of delta…

Machine Learning · Computer Science 2022-07-11 Aleksei Tiulpin , Matthew B. Blaschko

In this work, we study the Stochastic Budgeted Multi-round Submodular Maximization (SBMSm) problem, where we aim to adaptively maximize the sum, over multiple rounds, of a monotone and submodular objective function defined on subsets of…

Data Structures and Algorithms · Computer Science 2024-09-26 Vincenzo Auletta , Diodato Ferraioli , Cosimo Vinci

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

The standard greedy algorithm has been recently shown to enjoy approximation guarantees for constrained non-submodular nondecreasing set function maximization. While these recent results allow to better characterize the empirical success of…

Social and Information Networks · Computer Science 2019-10-09 Khashayar Gatmiry , Manuel Gomez-Rodriguez

Motivated by, e.g., sensitivity analysis and end-to-end learning, the demand for differentiable optimization algorithms has been significantly increasing. In this paper, we establish a theoretically guaranteed versatile framework that makes…

Data Structures and Algorithms · Computer Science 2020-06-15 Shinsaku Sakaue

We consider a class of discrete optimization problems that aim to maximize a submodular objective function subject to a distributed partition matroid constraint. More precisely, we consider a networked scenario in which multiple agents…

Optimization and Control · Mathematics 2020-11-19 Alexander Robey , Arman Adibi , Brent Schlotfeldt , George J. Pappas , Hamed Hassani

This paper proposes a new algorithm for multiple sparse regression in high dimensions, where the task is to estimate the support and values of several (typically related) sparse vectors from a few noisy linear measurements. Our algorithm is…

Machine Learning · Statistics 2012-06-08 Ali Jalali , Sujay Sanghavi

Partial differential equation parameter estimation is a mathematical and computational process used to estimate the unknown parameters in a partial differential equation model from observational data. This paper employs a greedy sampling…

Dynamical Systems · Mathematics 2024-05-15 Ali Forootani , Harshit Kapadia , Sridhar Chellappa , Pawan Goyal , Peter Benner

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

This letter studies the problem of minimizing increasing set functions, or equivalently, maximizing decreasing set functions, over the base of a matroid. This setting has received great interest, since it generalizes several applied…

Optimization and Control · Mathematics 2021-03-02 Orcun Karaca , Daniel Tihanyi , Maryam Kamgarpour

We study the problem of maximizing a submodular function, subject to a cardinality constraint, with a set of agents communicating over a connected graph. We propose a distributed greedy algorithm that allows all the agents to converge to a…

Optimization and Control · Mathematics 2020-09-29 Lintao Ye , Shreyas Sundaram

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

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

A wide variety of problems in machine learning, including exemplar clustering, document summarization, and sensor placement, can be cast as constrained submodular maximization problems. Unfortunately, the resulting submodular optimization…

Machine Learning · Computer Science 2015-04-23 Rafael da Ponte Barbosa , Alina Ene , Huy L. Nguyen , Justin Ward

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

In this work, we treat the problem of multi-task submodular optimization from the perspective of local distributional robustness within the neighborhood of a reference distribution which assigns an importance score to each task. We…

Machine Learning · Computer Science 2026-03-06 Ege C. Kaya , Abolfazl Hashemi