Related papers: A greedy anytime algorithm for sparse PCA
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…
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,…
Sparse Principal Component Analysis (SPCA) is an important technique for high-dimensional data analysis, improving interpretability by imposing sparsity on principal components. However, existing methods often fail to simultaneously…
Submodular maximization has been widely studied over the past decades, mostly because of its numerous applications in real-world problems. It is well known that the standard greedy algorithm guarantees a worst-case approximation factor of…
In a standard NP-complete optimization problem we introduce an interpolating algorithm between the quick decrease along the gradient (greedy dynamics) and a slow decrease close to the level curves (reluctant dynamics). We find that for a…
We study the correlated stochastic knapsack problem of a submodular target function, with optional additional constraints. We utilize the multilinear extension of submodular function, and bundle it with an adaptation of the relaxed linear…
Greedy algorithm are in widespread use for sparse recovery because of its efficiency. But some evident flaws exists in most popular greedy algorithms, such as CoSaMP, which includes unreasonable demands on prior knowledge of target signal…
Motivated by the use of high speed circuit switches in large scale data centers, we consider the problem of circuit switch scheduling. In this problem we are given demands between pairs of servers and the goal is to schedule at every time…
Polynomial chaos expansions (PCE) have seen widespread use in the context of uncertainty quantification. However, their application to structural reliability problems has been hindered by the limited performance of PCE in the tails of the…
The research in parallel machine scheduling in combinatorial optimization suggests that the desirable parallel efficiency could be achieved when the jobs are sorted in the non-increasing order of processing times. In this paper, we find…
Data-dependent greedy algorithms in kernel spaces are known to provide fast converging interpolants, while being extremely easy to implement and efficient to run. Despite this experimental evidence, no detailed theory has yet been…
Sparse principal component analysis (SPCA) has emerged as a powerful technique for modern data analysis, providing improved interpretation of low-rank structures by identifying localized spatial structures in the data and disambiguating…
We propose a fast greedy algorithm to compute sparse representations of signals from continuous dictionaries that are factorizable, i.e., with atoms that can be separated as a product of sub-atoms. Existing algorithms strongly reduce the…
Sparse Principal Component Analysis (SPCA) is a fundamental technique for dimensionality reduction, and is NP-hard. In this paper, we introduce a randomized approximation algorithm for SPCA, which is based on the basic SDP relaxation. Our…
Greedy algorithms have been successfully analyzed and applied in training neural networks for solving variational problems, ensuring guaranteed convergence orders. In this paper, we extend the analysis of the orthogonal greedy algorithm…
Greedy algorithms are central to sparse approximation and stage-wise learning methods such as matching pursuit and boosting. It is known that the Power-Relaxed Greedy Algorithm with step sizes $m^{-\alpha}$ may fail to converge when…
Sparsity-constrained optimization underlies many problems in signal processing, statistics, and machine learning. State-of-the-art hard-thresholding (HT) algorithms rely on an appropriately selected continuous step-size parameter to ensure…
The Power-Relaxed Greedy Algorithm (PRGA) was introduced as a generalization of the so called Relaxed Greedy Algorithm, introduced by DeVore and Temlyakov, by replacing the relaxation parameter $1/m$ with $1/m^\alpha$, with the aim of…
We introduce a novel algorithm that computes the $k$-sparse principal component of a positive semidefinite matrix $A$. Our algorithm is combinatorial and operates by examining a discrete set of special vectors lying in a low-dimensional…
Recently, neural networks have been widely applied for solving partial differential equations (PDEs). Although such methods have been proven remarkably successful on practical engineering problems, they have not been shown, theoretically or…