Related papers: Stochastic Submodular Cover with Limited Adaptivit…

We introduce a new model of stochastic bandits with adversarial corruptions which aims to capture settings where most of the input follows a stochastic pattern but some fraction of it can be adversarially changed to trick the algorithm,…

We generalize the problem of online submodular welfare maximization to incorporate various stochastic elements that have gained significant attention in recent years. We show that a non-adaptive Greedy algorithm, which is oblivious to the…

We study the non-uniform capacitated multi-item lot-sizing (\lotsizing) problem. In this problem, there is a set of demands over a planning horizon of $T$ time periods and all demands must be satisfied on time. We can place an order at the…

This paper studies empirical risk minimization (ERM) problems for large-scale datasets and incorporates the idea of adaptive sample size methods to improve the guaranteed convergence bounds for first-order stochastic and deterministic…

Maximizing submodular functions under cardinality constraints lies at the core of numerous data mining and machine learning applications, including data diversification, data summarization, and coverage problems. In this work, we study this…

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…

Coverage problems are central in optimization and have a wide range of applications in data mining and machine learning. While several distributed algorithms have been developed for coverage problems, the existing methods suffer from…

We consider a class of stochastic programming problems where the implicitly decision-dependent random variable follows a nonparametric regression model with heteroscedastic error. The Clarke subdifferential and surrogate functions are not…

Running machine learning algorithms on large and rapidly growing volumes of data is often computationally expensive, one common trick to reduce the size of a data set, and thus reduce the computational cost of machine learning algorithms,…

Optimization problems consist of either maximizing or minimizing an objective function. Instead of looking for a maximum solution (resp. minimum solution), one can find a minimum maximal solution (resp. maximum minimal solution). Such…

We provide a unifying approximate dynamic programming framework that applies to a broad variety of problems involving sequential estimation. We consider first the construction of surrogate cost functions for the purposes of optimization,…

Optimization over the Stiefel manifold is a fundamental computational problem in many scientific and engineering applications. Despite considerable research effort, high-dimensional optimization problems over the Stiefel manifold remain…

In the stochastic matching problem, we are given a general (not necessarily bipartite) graph $G(V,E)$, where each edge in $E$ is realized with some constant probability $p > 0$ and the goal is to compute a bounded-degree (bounded by a…

We give a polynomial-time algorithm for OnlineSetCover with a competitive ratio of $O(\log mn)$ when the elements are revealed in random order, essentially matching the best possible offline bound of $O(\log n)$ and circumventing the…

We study algorithms for the Submodular Multiway Partition problem (SubMP). An instance of SubMP consists of a finite ground set $V$, a subset of $k$ elements $S = \{s_1,s_2,...,s_k\}$ called terminals, and a non-negative submodular set…

We present a deterministic dynamic algorithm for maintaining a $(1+\epsilon)f$-approximate minimum cost set cover with $O(f\log(Cn)/\epsilon^2)$ amortized update time, when the input set system is undergoing element insertions and…

We propose a first-order stochastic optimization algorithm incorporating adaptive regularization applicable to machine learning problems in deep learning framework. The adaptive regularization is imposed by stochastic process in determining…

We consider distributionally robust optimization (DRO) problems, reformulated as distributionally robust feasibility (DRF) problems, with multiple expectation constraints. We propose a generic stochastic first-order meta-algorithm, where…

We propose a new concept named adaptive submodularity ratio to study the greedy policy for sequential decision making. While the greedy policy is known to perform well for a wide variety of adaptive stochastic optimization problems in…

We present an optimal, combinatorial 1-1/e approximation algorithm for monotone submodular optimization over a matroid constraint. Compared to the continuous greedy algorithm (Calinescu, Chekuri, Pal and Vondrak, 2008), our algorithm is…