Related papers: Minimax Optimization: The Case of Convex-Submodula…
A number of discrete and continuous optimization problems in machine learning are related to convex minimization problems under submodular constraints. In this paper, we deal with a submodular function with a directed graph structure, and…
The min-max optimization problem, also known as the saddle point problem, is a classical optimization problem which is also studied in the context of zero-sum games. Given a class of objective functions, the goal is to find a value for the…
Min-max problems have broad applications in machine learning, including learning with non-decomposable loss and learning with robustness to data distribution. Convex-concave min-max problem is an active topic of research with efficient…
Submodularity is a discrete domain functional property that can be interpreted as mimicking the role of the well-known convexity/concavity properties in the continuous domain. Submodular functions exhibit strong structure that lead to…
Submodular functions are relevant to machine learning for at least two reasons: (1) some problems may be expressed directly as the optimization of submodular functions and (2) the lovasz extension of submodular functions provides a useful…
Submodular set-functions have many applications in combinatorial optimization, as they can be minimized and approximately maximized in polynomial time. A key element in many of the algorithms and analyses is the possibility of extending the…
Stochastic optimization of continuous objectives is at the heart of modern machine learning. However, many important problems are of discrete nature and often involve submodular objectives. We seek to unleash the power of stochastic…
The use of min-max optimization in adversarial training of deep neural network classifiers and training of generative adversarial networks has motivated the study of nonconvex-nonconcave optimization objectives, which frequently arise in…
Submodular functions and their optimization have found applications in diverse settings ranging from machine learning and data mining to game theory and economics. In this work, we consider the constrained maximization of a submodular…
We develop a framework for the distributed minimization of submodular functions. Submodular functions are a discrete analog of convex functions and are extensively used in large-scale combinatorial optimization problems. While there has…
Continuous submodular functions are a category of generally non-convex/non-concave functions with a wide spectrum of applications. The celebrated property of this class of functions - continuous submodularity - enables both exact…
In model selection problems for machine learning, the desire for a well-performing model with meaningful structure is typically expressed through a regularized optimization problem. In many scenarios, however, the meaningful structure is…
The optimal allocation of resources for maximizing influence, spread of information or coverage, has gained attention in the past years, in particular in machine learning and data mining. But in applications, the parameters of the problem…
Submodularity is one of the most well-studied properties of problem classes in combinatorial optimization and many applications of machine learning and data mining, with strong implications for guaranteed optimization. In this thesis, we…
Despite the rich existing literature about minimax optimization in continuous settings, only very partial results of this kind have been obtained for combinatorial settings. In this paper, we fill this gap by providing a characterization of…
We study a general class of convex submodular optimization problems with indicator variables. Many applications such as the problem of inferring Markov random fields (MRFs) with a sparsity or robustness prior can be naturally modeled in…
Submodularity is a fundamental phenomenon in combinatorial optimization. Submodular functions occur in a variety of combinatorial settings such as coverage problems, cut problems, welfare maximization, and many more. Therefore, a lot of…
We present the viewpoint that optimization problems encountered in machine learning can often be interpreted as minimizing a convex functional over a function space, but with a non-convex constraint set introduced by model parameterization.…
We consider several classes of highly important semidefinite optimization problems that involve both a convex objective function (smooth or nonsmooth) and additional linear or nonlinear smooth and convex constraints, which are ubiquitous in…
We study a general class of convex submodular optimization problems with indicator variables. Many applications such as the problem of inferring Markov random fields (MRFs) with a sparsity or robustness prior can be naturally modeled in…