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Stochastic optimization of continuous objectives is at the heart of modern machine learning. However, many important problems are of discrete nature and often involve submodular objectives. We seek to unleash the power of stochastic…

Machine Learning · Computer Science 2017-11-07 Mohammad Reza Karimi , Mario Lucic , Hamed Hassani , Andreas Krause

In this work, we consider robust submodular maximization with matroid constraints. We give an efficient bi-criteria approximation algorithm that outputs a small family of feasible sets whose union has (nearly) optimal objective value. This…

Data Structures and Algorithms · Computer Science 2018-07-26 Sebastian Pokutta , Mohit Singh , Alfredo Torrico

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

Submodular optimization finds applications in machine learning and data mining. In this paper, we study the problem of maximizing functions of the form $h = f-c$, where $f$ is a monotone, non-negative, weakly submodular set function and $c$…

Data Structures and Algorithms · Computer Science 2024-08-20 Yanhui Zhu , Samik Basu , A. Pavan

Finding diverse solutions to optimization problems has been of practical interest for several decades, and recently enjoyed increasing attention in research. While submodular optimization has been rigorously studied in many fields, its…

Data Structures and Algorithms · Computer Science 2023-07-18 Anh Viet Do , Mingyu Guo , Aneta Neumann , Frank Neumann

Submodular optimization has become increasingly prominent in machine learning and fairness has drawn much attention. In this paper, we propose to study the fair $k$-submodular maximization problem and develop a $\frac{1}{3}$-approximation…

Machine Learning · Computer Science 2024-11-11 Yanhui Zhu , Samik Basu , A. Pavan

A wide variety of problems in machine learning, including exemplar clustering, document summarization, and sensor placement, can be cast as constrained submodular maximization problems. A lot of recent effort has been devoted to developing…

Data Structures and Algorithms · Computer Science 2016-08-15 Rafael da Ponte Barbosa , Alina Ene , Huy L. Nguyen , Justin Ward

For constrained, not necessarily monotone submodular maximization, all known approximation algorithms with ratio greater than $1/e$ require continuous ideas, such as queries to the multilinear extension of a submodular function and its…

Data Structures and Algorithms · Computer Science 2025-02-06 Yixin Chen , Ankur Nath , Chunli Peng , Alan Kuhnle

The problem of selecting a small-size representative summary of a large dataset is a cornerstone of machine learning, optimization and data science. Motivated by applications to recommendation systems and other scenarios with query-limited…

Data Structures and Algorithms · Computer Science 2019-10-15 Dmitrii Avdiukhin , Grigory Yaroslavtsev , Samson Zhou

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 propose scalable methods for maximizing a regularized submodular function $f = g - \ell$ expressed as the difference between a monotone submodular function $g$ and a modular function $\ell$. Indeed, submodularity is…

Machine Learning · Computer Science 2020-02-11 Ehsan Kazemi , Shervin Minaee , Moran Feldman , Amin Karbasi

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 investigate the performance of the standard Greedy algorithm for cardinality constrained maximization of non-submodular nondecreasing set functions. While there are strong theoretical guarantees on the performance of Greedy for…

Discrete Mathematics · Computer Science 2019-05-15 Andrew An Bian , Joachim M. Buhmann , Andreas Krause , Sebastian Tschiatschek

Submodular function maximization is a critical building block for diverse tasks, such as document summarization, sensor placement, and image segmentation. Yet its practical utility is often limit by the $O(knd^2)$ computational bottleneck.…

Machine Learning · Computer Science 2026-01-29 Boyu Liu , Lianke Qin , Zhao Song , Yitan Wang , Jiale Zhao

In the classical selection problem, the input consists of a collection of elements and the goal is to pick a subset of elements from the collection such that some objective function $f$ is maximized. This problem has been studied…

Data Structures and Algorithms · Computer Science 2021-09-06 Sofia Maria Nikolakaki , Alina Ene , Evimaria Terzi

While greedy algorithms have long been observed to perform well on a wide variety of problems, up to now approximation ratios have only been known for their application to problems having submodular objective functions $f$. Since many…

Data Structures and Algorithms · Computer Science 2018-01-16 J. David Smith , My T. Thai

Many problems in signal processing and machine learning can be formalized as weak submodular optimization tasks. For such problems, a simple greedy algorithm (\textsc{Greedy}) is guaranteed to find a solution achieving the objective with a…

Discrete Mathematics · Computer Science 2021-11-24 Abolfazl Hashemi , Haris Vikalo , Gustavo de Veciana

This paper considers smooth convex optimization problems with many functional constraints. To solve this general class of problems we propose a new stochastic perturbed augmented Lagrangian method, called SGDPA, where a perturbation is…

Optimization and Control · Mathematics 2025-04-01 Nitesh Kumar Singh , Ion Necoara

This paper considers online optimization for a system that performs a sequence of back-to-back tasks. Each task can be processed in one of multiple processing modes that affect the duration of the task, the reward earned, and an additional…

Optimization and Control · Mathematics 2024-01-17 Michael J. Neely

We provide theoretical bounds on the worst case performance of the greedy algorithm in seeking to maximize a normalized, monotone, but not necessarily submodular objective function under a simple partition matroid constraint. We also…

Systems and Control · Electrical Eng. & Systems 2022-10-19 Benjamin Biggs , James McMahon , Philip Baldoni , Daniel J. Stilwell
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