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Solving stochastic optimization problems under partial observability, where one needs to adaptively make decisions with uncertain outcomes, is a fundamental but notoriously difficult challenge. In this paper, we introduce the concept of…

Machine Learning · Computer Science 2017-12-07 Daniel Golovin , Andreas Krause

The greedy strategy is an approximation algorithm to solve optimization problems arising in decision making with multiple actions. How good is the greedy strategy compared to the optimal solution? In this survey, we mainly consider two…

Optimization and Control · Mathematics 2019-05-10 Yajing Liu , Edwin K. P. Chong , Ali Pezeshki , Zhenliang Zhang

Many robotic systems deal with uncertainty by performing a sequence of information gathering actions. In this work, we focus on the problem of efficiently constructing such a sequence by drawing an explicit connection to submodularity.…

We address an optimal sensor placement problem through Bayesian experimental design for seismic full waveform inversion for the recovery of the associated moment tensor. The objective is that of optimally choosing the location of 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…

Numerical Analysis · Mathematics 2020-12-02 Guy Leibovitz , Raja Giryes

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

Modern LiDAR-SLAM (L-SLAM) systems have shown excellent results in large-scale, real-world scenarios. However, they commonly have a high latency due to the expensive data association and nonlinear optimization. This paper demonstrates that…

Robotics · Computer Science 2021-03-25 Jianhao Jiao , Yilong Zhu , Haoyang Ye , Huaiyang Huang , Peng Yun , Linxin Jiang , Lujia Wang , Ming Liu

A vector-measurement-sensor problem for the least squares estimation is considered, by extending a previous novel approach in this paper. An extension of the vector-measurement-sensor selection of the greedy algorithm is proposed and is…

Signal Processing · Electrical Eng. & Systems 2020-07-01 Yuji Saito , Taku Nonomura , Koki Nankai , Keigo Yamada , Keisuke Asai , Yasuo Sasaki , Daisuke Tsubakino

We introduce the problem of maximizing approximately $k$-submodular functions subject to size constraints. In this problem, one seeks to select $k$-disjoint subsets of a ground set with bounded total size or individual sizes, and maximum…

Data Structures and Algorithms · Computer Science 2021-01-19 Leqian Zheng , Hau Chan , Grigorios Loukides , Minming Li

Detection of a signal under noise is a classical signal processing problem. When monitoring spatial phenomena under a fixed budget, i.e., either physical, economical or computational constraints, the selection of a subset of available…

Signal Processing · Electrical Eng. & Systems 2018-08-01 Mario Coutino , Sundeep Prabhakar Chepuri , Geert Leus

The submodular maximization problem is widely applicable in many engineering problems where objectives exhibit diminishing returns. While this problem is known to be NP-hard for certain subclasses of objective functions, there is a greedy…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-07-01 Haoyuan Sun , David Grimsman , Jason R Marden

This work provides performance guarantees for the greedy solution of experimental design problems. In particular, it focuses on A- and E-optimal designs, for which typical guarantees do not apply since the mean-square error and the maximum…

Machine Learning · Computer Science 2018-02-01 Luiz F. O. Chamon , Alejandro Ribeiro

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…

Optimization and Control · Mathematics 2021-06-08 Sebatian Ament , Carla Gomes

Kernel-based schemes are state-of-the-art techniques for learning by data. In this work we extend some ideas about kernel-based greedy algorithms to exponential-polynomial splines, whose main drawback consists in possible overfitting and…

Numerical Analysis · Mathematics 2022-10-31 Rosanna Campagna , Stefano De Marchi , Emma Perracchione , Gabriele Santin

This paper studies selecting a subset of the system's output to minimize the state estimation mean square error (MSE). This results in the maximization problem of a set function defined on possible sensor selections subject to a cardinality…

Systems and Control · Electrical Eng. & Systems 2020-09-29 Akira Kohara , Kunihisa Okano , Kentaro Hirata , Yukinori Nakamura

Greedy Pursuits are very popular in Compressed Sensing for sparse signal recovery. Though many of the Greedy Pursuits possess elegant theoretical guarantees for performance, it is well known that their performance depends on the statistical…

Applications · Statistics 2012-06-20 Sooraj K. Ambat , Saikat Chatterjee , K. V. S. Hari

It is known that greedy methods perform well for maximizing monotone submodular functions. At the same time, such methods perform poorly in the face of non-monotonicity. In this paper, we show - arguably, surprisingly - that invoking the…

Machine Learning · Computer Science 2017-04-07 Moran Feldman , Christopher Harshaw , Amin Karbasi

Sparse signal recovery deals with finding the sparsest solution of an under-determined linear system $\vx = \mQ\vs$. In this paper, we propose a novel greedy approach to addressing the challenges from such a problem. Such an approach is…

Information Theory · Computer Science 2026-04-09 Gang Li , Qiuwei Li , Shuang Li , Wu Angela Li

We consider the maximization of a submodular objective function $f:2^U\to\mathbb{R}_{\geq 0}$, where the objective $f$ is not accessed as a value oracle but instead subject to noisy queries. We introduce a versatile adaptive sampling…

Data Structures and Algorithms · Computer Science 2024-04-11 Wenjing Chen , Shuo Xing , Victoria G. Crawford

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