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We consider the maximization of a submodular objective function $f:2^U\to\mathbb{R}_{\geq 0}$, where the objective $f$ is not accessed as a value oracle but instead subject to noisy queries. We introduce a versatile adaptive sampling…

Data Structures and Algorithms · Computer Science 2024-04-11 Wenjing Chen , Shuo Xing , Victoria G. Crawford

Maximizing a monotone submodular function is a fundamental task in machine learning. In this paper, we study the deletion robust version of the problem under the classic matroids constraint. Here the goal is to extract a small size summary…

Data Structures and Algorithms · Computer Science 2024-02-20 Paul Dütting , Federico Fusco , Silvio Lattanzi , Ashkan Norouzi-Fard , Morteza Zadimoghaddam

The problem of maximizing non-negative monotone submodular functions under a certain constraint has been intensively studied in the last decade. In this paper, we address the problem for functions defined over the integer lattice. Suppose…

Data Structures and Algorithms · Computer Science 2016-05-11 Tasuku Soma , Yuichi Yoshida

Derivative-free optimization (DFO) is the mathematical study of the optimization algorithms that do not use derivatives. One branch of DFO focuses on model-based DFO methods, where an approximation of the objective function is used to guide…

Numerical Analysis · Mathematics 2016-12-16 Warren Hare

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 revisit the online non-monotone continuous DR-submodular maximization problem over a down-closed convex set, which finds wide real-world applications in the domain of machine learning, economics, and operations research.…

Machine Learning · Computer Science 2022-08-17 Qixin Zhang , Zengde Deng , Zaiyi Chen , Kuangqi Zhou , Haoyuan Hu , Yu Yang

Submodular function minimization is well studied, and existing algorithms solve it exactly or up to arbitrary accuracy. However, in many applications, such as structured sparse learning or batch Bayesian optimization, the objective function…

Machine Learning · Computer Science 2022-03-10 Marwa El Halabi , Stefanie Jegelka

We consider the problem of multi-objective maximization of monotone submodular functions subject to cardinality constraint, often formulated as $\max_{|A|=k}\min_{i\in\{1,\dots,m\}}f_i(A)$. While it is widely known that greedy methods work…

Data Structures and Algorithms · Computer Science 2021-05-04 Rajan Udwani

We study parallel algorithms for the problem of maximizing a non-negative submodular function. Our main result is an algorithm that achieves a nearly-optimal $1/2 -\epsilon$ approximation using $O(\log(1/\epsilon) / \epsilon)$ parallel…

Data Structures and Algorithms · Computer Science 2018-12-05 Alina Ene , Huy L. Nguyen , Adrian Vladu

We introduce a derivative-free global optimization algorithm that efficiently computes minima for various classes of one-dimensional functions, including non-convex, and non-smooth functions.This algorithm numerically approximates the…

Optimization and Control · Mathematics 2023-08-21 Alexandra A. Gomes , Diogo A. Gomes

We consider $\min\{f(x):g(x) \le 0, ~x\in X\},$ where $X$ is a compact convex subset of $\RR^m$, and $f$ and $g$ are continuous convex functions defined on an open neighbourhood of $X$. We work in the setting of derivative-free…

Optimization and Control · Mathematics 2012-10-25 Heinz H. Bauschke , Warren L. Hare , Walaa M. Moursi

Dynamic Mode Decomposition (DMD) has emerged as a powerful tool for analyzing the dynamics of non-linear systems from experimental datasets. Recently, several attempts have extended DMD to the context of low-rank approximations. This…

Machine Learning · Statistics 2018-05-18 Patrick Héas , Cédric Herzet

We study the problem of maximizing a monotone set function subject to a cardinality constraint $k$ in the setting where some number of elements $\tau$ is deleted from the returned set. The focus of this work is on the worst-case adversarial…

Machine Learning · Statistics 2020-05-05 Ilija Bogunovic , Junyao Zhao , Volkan Cevher

In this work, we study the classical problem of maximizing a submodular function subject to a matroid constraint. We develop deterministic algorithms that are very parsimonious with respect to querying the submodular function, for both the…

Data Structures and Algorithms · Computer Science 2024-08-29 Eric Balkanski , Steven DiSilvio , Alan Kuhnle , ChunLi Peng

In this paper we study the adaptivity of submodular maximization. Adaptivity quantifies the number of sequential rounds that an algorithm makes when function evaluations can be executed in parallel. Adaptivity is a fundamental concept that…

Data Structures and Algorithms · Computer Science 2018-04-18 Eric Balkanski , Aviad Rubinstein , Yaron Singer

Motivated by applications in machine learning, such as subset selection and data summarization, we consider the problem of maximizing a monotone submodular function subject to mixed packing and covering constraints. We present a tight…

Data Structures and Algorithms · Computer Science 2018-12-20 Eyal Mizrachi , Roy Schwartz , Joachim Spoerhase , Sumedha Uniyal

A function $f: \mathbb{Z}_+^E \rightarrow \mathbb{R}_+$ is DR-submodular if it satisfies $f({\bf x} + \chi_i) -f ({\bf x}) \ge f({\bf y} + \chi_i) - f({\bf y})$ for all ${\bf x}\le {\bf y}, i\in E$. Recently, the problem of maximizing a…

Data Structures and Algorithms · Computer Science 2018-05-29 Alina Ene , Huy L. Nguyen

Maximizing monotone submodular functions under a matroid constraint is a classic algorithmic problem with multiple applications in data mining and machine learning. We study this classic problem in the fully dynamic setting, where elements…

Data Structures and Algorithms · Computer Science 2025-05-26 Paul Dütting , Federico Fusco , Silvio Lattanzi , Ashkan Norouzi-Fard , Morteza Zadimoghaddam

The maximization of submodular functions have found widespread application in areas such as machine learning, combinatorial optimization, and economics, where practitioners often wish to enforce various constraints; the matroid constraint…

Data Structures and Algorithms · Computer Science 2023-05-02 Monika Henzinger , Paul Liu , Jan Vondrak , Da Wei Zheng

In this work we give two new algorithms that use similar techniques for (non-monotone) submodular function maximization subject to a cardinality constraint. The first is an offline fixed parameter tractable algorithm that guarantees a…

Data Structures and Algorithms · Computer Science 2022-04-26 Aviad Rubinstein , Junyao Zhao
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