Related papers: The Power of Adaptivity for Stochastic Submodular …
This work proposes an adaptive framework to solve a robust structural shape optimization problem governed by linear elasticity models that account for uncertainties in the loading and material inputs. A posteriori error estimators are…
Greedy algorithms are widely used for problems in machine learning such as feature selection and set function optimization. Unfortunately, for large datasets, the running time of even greedy algorithms can be quite high. This is because for…
We consider the problem of fitting variational posterior approximations using stochastic optimization methods. The performance of these approximations depends on (1) how well the variational family matches the true posterior…
Motivated by applications in machine learning, such as subset selection and data summarization, we consider the problem of maximizing a monotone submodular function subject to mixed packing and covering constraints. We present a tight…
This paper develops an adaptive proximal alternating direction method of multipliers (ADMM) for solving linearly constrained, composite optimization problems under the assumption that the smooth component of the objective is weakly convex,…
Context: Adaptive monitoring is a method used in a variety of domains for responding to changing conditions. It has been applied in different ways, from monitoring systems' customization to re-composition, in different application domains.…
We develop and analyze a set of new sequential simulation-optimization algorithms for large-scale multi-dimensional discrete optimization via simulation problems with a convexity structure. The "large-scale" notion refers to that the…
In this paper we study the problem of model reduction by moment matching for stochastic systems. We characterize the mathematical object which generalizes the notion of moment to stochastic differential equations and we find a class of…
In this paper, we study the classic submodular maximization problem subject to a group equality constraint under both non-adaptive and adaptive settings. It has been shown that the utility function of many machine learning applications,…
A variety of large-scale machine learning problems can be cast as instances of constrained submodular maximization. Existing approaches for distributed submodular maximization have a critical drawback: The capacity - number of instances…
We consider the problem of covering multiple submodular constraints. Given a finite ground set $N$, a cost function $c: N \rightarrow \mathbb{R}_+$, $r$ monotone submodular functions $f_1,f_2,\ldots,f_r$ over $N$ and requirements…
We introduce the Adaptive Skills, Adaptive Partitions (ASAP) framework that (1) learns skills (i.e., temporally extended actions or options) as well as (2) where to apply them. We believe that both (1) and (2) are necessary for a truly…
Adaptive robust optimization problems have received significant attention in recent years, but remain notoriously difficult to solve when recourse decisions are discrete in nature. In this paper, we propose new reformulation techniques for…
Adaptive networks have the capability to pursue solutions of global stochastic optimization problems by relying only on local interactions within neighborhoods. The diffusion of information through repeated interactions allows for globally…
We propose a new method to design adaptation algorithms that guarantee a certain prescribed level of performance and are applicable to systems with nonconvex parameterization. The main idea behind the method is, given the desired…
Consider a kidney-exchange application where we want to find a max-matching in a random graph. To find whether an edge $e$ exists, we need to perform an expensive test, in which case the edge $e$ appears independently with a \emph{known}…
The problem of searching for an unknown object occurs in important applications ranging from security, medicine and defense. Sensors with the capability to process information rapidly require adaptive algorithms to control their search in…
Balkanski and Singer [5] recently initiated the study of adaptivity (or parallelism) for constrained submodular function maximization, and studied the setting of a cardinality constraint. Very recent improvements for this problem by…
We study the worst-case adaptive optimization problem with budget constraint that is useful for modeling various practical applications in artificial intelligence and machine learning. We investigate the near-optimality of greedy algorithms…
This paper is devoted to a new modification of a recently proposed adaptive stochastic mirror descent algorithm for constrained convex optimization problems in the case of several convex functional constraints. Algorithms, standard and its…