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The stochastic gradient descent (SGD) optimization algorithm plays a central role in a series of machine learning applications. The scientific literature provides a vast amount of upper error bounds for the SGD method. Much less attention…

Numerical Analysis · Mathematics 2020-10-05 Arnulf Jentzen , Philippe von Wurstemberger

We consider a class of multi-agent optimal coverage problems in which the goal is to determine the optimal placement of a group of agents in a given mission space so that they maximize a coverage objective that represents a blend of…

Systems and Control · Electrical Eng. & Systems 2024-03-26 Shirantha Welikala , Christos G. Cassandras

The rate of convergence of the classical Thresholding Greedy Algorithm with respect to bases is studied in this paper. We bound the error of approximation by the product of both norms -- the norm of $f$ and the $A_1$-norm of $f$. We obtain…

Numerical Analysis · Mathematics 2024-07-29 V. N. Temlyakov

We investigate the performance of a deterministic GREEDY algorithm for the problem of maximizing functions under a partition matroid constraint. We consider non-monotone submodular functions and monotone subadditive functions. Even though…

Discrete Mathematics · Computer Science 2019-02-22 Tobias Friedrich , Andreas Göbel , Frank Neumann , Francesco Quinzan , Ralf Rothenberger

We design new serial and parallel approximation algorithms for computing a maximum weight $b$-matching in an edge-weighted graph with a submodular objective function. This problem is NP-hard; the new algorithms have approximation ratio…

Data Structures and Algorithms · Computer Science 2021-07-14 S M Ferdous , Alex Pothen , Arif Khan , Ajay Panyala , Mahantesh Halappanavar

We consider meshless approximation for solutions of boundary value problems (BVPs) of elliptic Partial Differential Equations (PDEs) via symmetric kernel collocation. We discuss the importance of the choice of the collocation points, in…

Numerical Analysis · Mathematics 2025-04-29 Tizian Wenzel , Daniel Winkle , Gabriele Santin , Bernard Haasdonk

Submodular functions -- functions exhibiting diminishing returns -- are central to machine learning. When the objective is monotone and non-negative, the greedy algorithm achieves a tight $63\%$ approximation. But many practical objectives…

Machine Learning · Computer Science 2026-05-11 Yixin Chen , Alan Kuhnle

In this paper, we study the problem of sparse multiple kernel learning (MKL), where the goal is to efficiently learn a combination of a fixed small number of kernels from a large pool that could lead to a kernel classifier with a small…

Machine Learning · Computer Science 2013-02-05 Rong Jin , Tianbao Yang , Mehrdad Mahdavi

In this paper, we study error bounds for {\em Bayesian quadrature} (BQ), with an emphasis on noisy settings, randomized algorithms, and average-case performance measures. We seek to approximate the integral of functions in a {\em…

Machine Learning · Statistics 2023-02-13 Xu Cai , Chi Thanh Lam , Jonathan Scarlett

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…

Data Structures and Algorithms · Computer Science 2016-07-22 Daniel Hsu , Matus Telgarsky

While greedy algorithms have long been observed to perform well on a wide variety of problems, up to now approximation ratios have only been known for their application to problems having submodular objective functions $f$. Since many…

Data Structures and Algorithms · Computer Science 2018-01-16 J. David Smith , My T. Thai

We study the problem of maximizing a non-negative monotone submodular objective $f$ subject to the intersection of $k$ arbitrary matroid constraints. The natural greedy algorithm guarantees $(k+1)$-approximation for this problem, and the…

Data Structures and Algorithms · Computer Science 2026-05-11 Moran Feldman , Justin Ward

We present an optimal, combinatorial 1-1/e approximation algorithm for monotone submodular optimization over a matroid constraint. Compared to the continuous greedy algorithm (Calinescu, Chekuri, Pal and Vondrak, 2008), our algorithm is…

Data Structures and Algorithms · Computer Science 2013-11-20 Yuval Filmus , Justin Ward

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

Embedding probability distributions into reproducing kernel Hilbert spaces (RKHS) has enabled powerful nonparametric methods such as the maximum mean discrepancy (MMD), a statistical distance with strong theoretical and computational…

Machine Learning · Statistics 2025-05-28 Masha Naslidnyk , Siu Lun Chau , François-Xavier Briol , Krikamol Muandet

The kernel Maximum Mean Discrepancy~(MMD) is a popular multivariate distance metric between distributions that has found utility in two-sample testing. The usual kernel-MMD test statistic is a degenerate U-statistic under the null, and thus…

Methodology · Statistics 2025-09-16 Shubhanshu Shekhar , Ilmun Kim , Aaditya Ramdas

Robust parameter estimation is a crucial task in several 3D computer vision pipelines such as Structure from Motion (SfM). State-of-the-art algorithms for robust estimation, however, still suffer from difficulties in converging to…

Computer Vision and Pattern Recognition · Computer Science 2021-02-23 Huu Le , Christopher Zach

We study minimum entropy submodular optimization, a common generalization of the minimum entropy set cover problem, studied earlier by Cardinal et al., and the submodular set cover problem. We give a general bound of the approximation…

Data Structures and Algorithms · Computer Science 2014-02-19 Cosmin Bonchiş , Gabriel Istrate

While the basic greedy algorithm gives a semi-streaming algorithm with an approximation guarantee of $2$ for the \emph{unweighted} matching problem, it was only recently that Paz and Schwartzman obtained an analogous result for weighted…

Data Structures and Algorithms · Computer Science 2021-02-09 Paritosh Garg , Linus Jordan , Ola Svensson

Given two labeled data-sets $\mathcal{S}$ and $\mathcal{T}$, we design a simple and efficient greedy algorithm to reweigh the loss function such that the limiting distribution of the neural network weights that result from training on…

Machine Learning · Statistics 2025-02-26 Pratik Worah
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