Related papers: Sparse approximation of individual functions
We study the problem of selecting a subset of k random variables from a large set, in order to obtain the best linear prediction of another variable of interest. This problem can be viewed in the context of both feature selection and sparse…
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…
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…
The standard greedy algorithm has been recently shown to enjoy approximation guarantees for constrained non-submodular nondecreasing set function maximization. While these recent results allow to better characterize the empirical success of…
When developing robust preconditioners for multiphysics problems, fractional functions of the Laplace operator often arise and need to be inverted. Rational approximation in the uniform norm can be used to convert inverting those fractional…
Sparse recovery and subset selection are fundamental problems in varied communities, including signal processing, statistics and machine learning. Herein, we focus on an important greedy algorithm for these problems: Backward Stepwise…
We describe a greedy algorithm that approximates the Carleson constant of a collection of general sets. The approximation has a logarithmic loss in a general setting, but is optimal up to a constant with only mild geometric assumptions. The…
Kernel based regularized interpolation is a well known technique to approximate a continuous multivariate function using a set of scattered data points and the corresponding function evaluations, or data values. This method has some…
The approximation of a discrete probability distribution $\mathbf{t}$ by an $M$-type distribution $\mathbf{p}$ is considered. The approximation error is measured by the informational divergence $\mathbb{D}(\mathbf{t}\Vert\mathbf{p})$, which…
We study sparse approximate solutions to convex optimization problems. It is known that in many engineering applications researchers are interested in an approximate solution of an optimization problem as a linear combination of elements…
The paper gives a constructive method, based on greedy algorithms, that provides for the classes of functions with small mixed smoothness the best possible in the sense of order approximation error for the $m$-term approximation with…
In many prediction problems, it is not uncommon that the number of variables used to construct a forecast is of the same order of magnitude as the sample size, if not larger. We then face the problem of constructing a prediction in the…
We present a novel stagewise strategy for improving greedy algorithms for sparse recovery. We demonstrate its efficiency both for synthesis and analysis sparse priors, where in both cases we demonstrate its computational efficiency and…
Motivated by the question of optimal functional approximation via compressed sensing, we propose generalizations of the Iterative Hard Thresholding and the Compressive Sampling Matching Pursuit algorithms able to promote sparse in levels…
This study investigated typical performance of approximation algorithms known as belief propagation, greedy algorithm, and linear-programming relaxation for maximum coverage problems on sparse biregular random graphs. After using the cavity…
This letter studies the problem of minimizing increasing set functions, or equivalently, maximizing decreasing set functions, over the base of a matroid. This setting has received great interest, since it generalizes several applied…
In dictionary selection, several atoms are selected from finite candidates that successfully approximate given data points in the sparse representation. We propose a novel efficient greedy algorithm for dictionary selection. Not only does…
We study greedy-type algorithms such that at a greedy step we pick several dictionary elements contrary to a single dictionary element in standard greedy-type algorithms. We call such greedy algorithms {\it super greedy algorithms}. The…
Randomized matrix sparsification has proven to be a fruitful technique for producing faster algorithms in applications ranging from graph partitioning to semidefinite programming. In the decade or so of research into this technique, the…
Behavior of the entropy numbers of classes of multivariate functions with mixed smoothness is studied here. This problem has a long history and some fundamental problems in the area are still open. The main goal of this paper is to develop…