Related papers: On random multi-dimensional assignment problems
Greedy algorithms are widely used for problems in machine learning such as feature selection and set function optimization. Unfortunately, for large datasets, the running time of even greedy algorithms can be quite high. This is because for…
The minimisation problem of a sum of unary and pairwise functions of discrete variables is a general NP-hard problem with wide applications such as computing MAP configurations in Markov Random Fields (MRF), minimising Gibbs energy, or…
We consider the problem of maximizing a non-negative monotone submodular function subject to a knapsack constraint, which is also known as the Budgeted Submodular Maximization (BSM) problem. Sviridenko (2004) showed that by guessing 3…
We study the problem of assigning robots with actions to track targets. The objective is to optimize the robot team's tracking quality which can be defined as the reduction in the uncertainty of the targets' states. Specifically, we…
The problem of approximate joint diagonalization of a collection of matrices arises in a number of diverse engineering and signal processing problems. This problem is usually cast as an optimization problem, and it is the main goal of this…
We consider the problem of jointly testing multiple hypotheses and estimating a random parameter of the underlying distribution. This problem is investigated in a sequential setup under mild assumptions on the underlying random process. The…
The frame algorithm uses a simple recursive formula to approximate an unknown vector from its frame coefficients. This note introduces an adaptive version of the frame algorithm that maximizes the error reduction between steps in terms of…
Let $L_1,L_2,\dots,L_K$ be a family of closed subspaces of a Hilbert space $H$, $L_1\cap \dots \cap L_K =\{0\}$; let $P_k$ be the orthogonal projection onto $L_k$. We consider two types of consecutive projections of an element $x_0\in H$:…
The Greedy algorithm is the simplest heuristic in sequential decision problem that carelessly takes the locally optimal choice at each round, disregarding any advantages of exploring and/or information gathering. Theoretically, it is known…
Evolutionary multi-objective algorithms have successfully been used in the context of Pareto optimization where a given constraint is relaxed into an additional objective. In this paper, we explore the use of 3-objective formulations for…
Reduced bases have been introduced for the approximation of parametrized PDEs in applications where many online queries are required. Their numerical efficiency for such problems has been theoretically confirmed in \cite{BCDDPW,DPW}, where…
In multi-fidelity optimization, biased approximations of varying costs of the target function are available. This paper studies the problem of optimizing a locally smooth function with a limited budget, where the learner has to make a…
In this paper we address the complexity of solving linear programming problems with a set of differential equations that converge to a fixed point that represents the optimal solution. Assuming a probabilistic model, where the inputs are…
We study a fundamental problem in Bayesian learning, where the goal is to select a set of data sources with minimum cost while achieving a certain learning performance based on the data streams provided by the selected data sources. First,…
We consider the sample complexity of revenue maximization for multiple bidders in unrestricted multi-dimensional settings. Specifically, we study the standard model of $n$ additive bidders whose values for $m$ heterogeneous items are drawn…
Sparse variational approximations are popular methods for scaling up inference and learning in Gaussian processes to larger datasets. For $N$ training points, exact inference has $O(N^3)$ cost; with $M \ll N$ features, state of the art…
This paper investigates the following natural greedy procedure for clustering in the bi-criterion setting: iteratively grow a set of centers, in each round adding the center from a candidate set that maximally decreases clustering cost. In…
Managing radio spectrum resources is a crucial issue. The frequency assignment problem (FAP) basically aims to allocate, in an efficient manner, limited number of frequencies to communication links. Geographically close links, however,…
This paper studies the estimation of the conditional density f (x, $\times$) of Y i given X i = x, from the observation of an i.i.d. sample (X i , Y i) $\in$ R d , i = 1,. .. , n. We assume that f depends only on r unknown components with…
Mean field optimal control problems are a class of optimization problems that arise from optimal control when applied to the many body setting. In the noisy case one has a set of controllable stochastic processes and a cost function that is…