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Minimax optimization has been central in addressing various applications in machine learning, game theory, and control theory. Prior literature has thus far mainly focused on studying such problems in the continuous domain, e.g.,…

Optimization and Control · Mathematics 2021-11-03 Arman Adibi , Aryan Mokhtari , Hamed Hassani

The goal of a typical adaptive sequential decision making problem is to design an interactive policy that selects a group of items sequentially, based on some partial observations, to maximize the expected utility. It has been shown that…

Machine Learning · Computer Science 2021-11-02 Shaojie Tang , Jing Yuan

We investigate the continuous non-monotone DR-submodular maximization problem subject to a down-closed convex solvable constraint. Our first contribution is to construct an example to demonstrate that (first-order) stationary points can…

Data Structures and Algorithms · Computer Science 2024-03-27 Shengminjie Chen , Donglei Du , Wenguo Yang , Dachuan Xu , Suixiang Gao

Submodular maximization subject to matroid constraints is a central problem with many applications in machine learning. As algorithms are increasingly used in decision-making over datapoints with sensitive attributes such as gender or race,…

Data Structures and Algorithms · Computer Science 2026-01-16 Sepideh Mahabadi , Sherry Sarkar , Jakub Tarnawski

We study a stochastic variant of monotone submodular maximization problem as follows. We are given a monotone submodular function as an objective function and a feasible domain defined on a finite set, and our goal is to find a feasible…

Data Structures and Algorithms · Computer Science 2020-06-29 Takanori Maehara , Yutaro Yamaguchi

In this paper, we study the non-monotone adaptive submodular maximization problem subject to a cardinality constraint. We first revisit the adaptive random greedy algorithm proposed in \citep{gotovos2015non}, where they show that this…

Machine Learning · Computer Science 2020-12-16 Shaojie Tang

We propose a batchwise monotone algorithm for dictionary learning. Unlike the state-of-the-art dictionary learning algorithms which impose sparsity constraints on a sample-by-sample basis, we instead treat the samples as a batch, and impose…

Machine Learning · Computer Science 2015-02-03 Huan Wang , John Wright , Daniel Spielman

Maximization of {\it non-submodular} functions appears in various scenarios, and many previous works studied it based on some measures that quantify the closeness to being submodular. On the other hand, many practical non-submodular…

Data Structures and Algorithms · Computer Science 2019-10-04 Shinsaku Sakaue

Motivated by a wide range of applications in data mining and machine learning, we consider the problem of maximizing a submodular function subject to supermodular cost constraints. In contrast to the well-understood setting of cardinality…

Data Structures and Algorithms · Computer Science 2026-02-19 Ajitesh Srivastava , Shanghua Teng

The simplex algorithm for linear programming is based on the fact that any local optimum with respect to the polyhedral neighborhood is also a global optimum. We show that a similar result carries over to submodular maximization. In…

Data Structures and Algorithms · Computer Science 2017-12-01 Simon Bruggmann , Rico Zenklusen

This paper presents a randomized algorithm for computing the near-optimal low-rank dynamic mode decomposition (DMD). Randomized algorithms are emerging techniques to compute low-rank matrix approximations at a fraction of the cost of…

Numerical Analysis · Mathematics 2019-11-28 N. Benjamin Erichson , Lionel Mathelin , Steven L. Brunton , J. Nathan Kutz

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 present a simple randomized reduction from fully-dynamic integral matching algorithms to fully-dynamic "approximately-maximal" fractional matching algorithms. Applying this reduction to the recent fractional matching algorithm of…

Data Structures and Algorithms · Computer Science 2018-03-01 Moab Arar , Shiri Chechik , Sarel Cohen , Cliff Stein , David Wajc

We address the problem of maximizing an unknown submodular function that can only be accessed via noisy evaluations. Our work is motivated by the task of summarizing content, e.g., image collections, by leveraging users' feedback in form of…

Artificial Intelligence · Computer Science 2015-12-02 Adish Singla , Sebastian Tschiatschek , Andreas Krause

We develop a dynamic version of the primal-dual method for optimization problems, and apply it to obtain the following results. (1) For the dynamic set-cover problem, we maintain an $O(f^2)$-approximately optimal solution in $O(f \cdot \log…

Data Structures and Algorithms · Computer Science 2016-04-20 Sayan Bhattacharya , Monika Henzinger , Giuseppe F. Italiano

Submodular maximization over a matroid constraint is a fundamental problem with various applications in machine learning. Some of these applications involve decision-making over datapoints with sensitive attributes such as gender or race.…

Machine Learning · Computer Science 2023-12-25 Marwa El Halabi , Jakub Tarnawski , Ashkan Norouzi-Fard , Thuy-Duong Vuong

The sheer scale of modern datasets has resulted in a dire need for summarization techniques that identify representative elements in a dataset. Fortunately, the vast majority of data summarization tasks satisfy an intuitive diminishing…

Machine Learning · Computer Science 2018-06-08 Marko Mitrovic , Ehsan Kazemi , Morteza Zadimoghaddam , Amin Karbasi

Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…

Machine Learning · Computer Science 2024-01-24 Alexandre d'Aspremont , Cristóbal Guzmán , Clément Lezane

Evolutionary algorithms (EAs) are a kind of nature-inspired general-purpose optimization algorithm, and have shown empirically good performance in solving various real-word optimization problems. During the past two decades, promising…

Neural and Evolutionary Computing · Computer Science 2022-11-29 Chao Qian , Yang Yu , Ke Tang , Xin Yao , Zhi-Hua Zhou

Submodular maximization is one of the central topics in combinatorial optimization. It has found numerous applications in the real world. Streaming algorithms for submodule maximization have gained attention in recent years, allowing for…

Data Structures and Algorithms · Computer Science 2023-11-08 Xiaoming Sun , Jialin Zhang , Shuo Zhang