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In this work, we study the Stochastic Budgeted Multi-round Submodular Maximization (SBMSm) problem, where we aim to adaptively maximize the sum, over multiple rounds, of a monotone and submodular objective function defined on subsets of…

Data Structures and Algorithms · Computer Science 2024-09-26 Vincenzo Auletta , Diodato Ferraioli , Cosimo Vinci

This paper depicts an algorithm for solving the Decision Boolean Satisfiability Problem using the binary numerical properties of a Special Decision Satisfiability Problem, parallel execution, object oriented, and short termination. The two…

Data Structures and Algorithms · Computer Science 2018-04-17 Carlos Barrón-Romero

We consider the minimization of composite objective functions composed of the expectation of quadratic functions and an arbitrary convex function. We study the stochastic dual averaging algorithm with a constant step-size, showing that it…

Optimization and Control · Mathematics 2017-02-22 Nicolas Flammarion , Francis Bach

Bayesian Optimisation (BO) methods seek to find global optima of objective functions which are only available as a black-box or are expensive to evaluate. Such methods construct a surrogate model for the objective function, quantifying the…

Machine Learning · Statistics 2023-01-10 Enrico Crovini , Simon L. Cotter , Konstantinos Zygalakis , Andrew B. Duncan

We propose a Bayesian optimization algorithm for objective functions that are sums or integrals of expensive-to-evaluate functions, allowing noisy evaluations. These objective functions arise in multi-task Bayesian optimization for tuning…

Machine Learning · Computer Science 2018-03-26 Saul Toscano-Palmerin , Peter I. Frazier

We give a non-adaptive algorithm that makes $2^{\tilde{O}(\sqrt{k\log(1/\varepsilon_2 - \varepsilon_1)})}$ queries to a Boolean function $f:\{\pm 1\}^n \rightarrow \{\pm 1\}$ and distinguishes between $f$ being $\varepsilon_1$-close to some…

Data Structures and Algorithms · Computer Science 2024-04-23 Shivam Nadimpalli , Shyamal Patel

We present a novel stochastic approach to binary optimization for optimal experimental design (OED) for Bayesian inverse problems governed by mathematical models such as partial differential equations. The OED utility function, namely, the…

Optimization and Control · Mathematics 2022-06-28 Ahmed Attia , Sven Leyffer , Todd Munson

We consider the problem of maximizing a monotone submodular function under noise. There has been a great deal of work on optimization of submodular functions under various constraints, resulting in algorithms that provide desirable…

Data Structures and Algorithms · Computer Science 2016-11-08 Avinatan Hassidim , Yaron Singer

We study a class of nonconvex nonsmooth optimization problems in which the objective is a sum of two functions: One function is the average of a large number of differentiable functions, while the other function is proper, lower…

Optimization and Control · Mathematics 2023-05-12 Duy-Nhat Phan , Sedi Bartz , Nilabja Guha , Hung M. Phan

For a given graph $G$ with positive integral cost and delay on edges, distinct vertices $s$ and $t$, cost bound $C\in Z^{+}$ and delay bound $D\in Z^{+}$, the $k$ bi-constraint path ($k$BCP) problem is to compute $k$ disjoint $st$-paths…

Data Structures and Algorithms · Computer Science 2013-04-04 Longkun Guo , Hong Shen , Kewen Liao

We develop and analyze stochastic approximation algorithms for solving nested compositional bi-level optimization problems. These problems involve a nested composition of $T$ potentially non-convex smooth functions in the upper-level, and a…

Optimization and Control · Mathematics 2023-07-12 Xuxing Chen , Krishnakumar Balasubramanian , Saeed Ghadimi

Decomposition of any Boolean Function BF_n of n binary inputs into an optimal inverter coupled network of Symmetric Boolean functions SF_k (k \leq n) is described. Each SF component is implemented by Threshold Logic Cells, forming a…

General Mathematics · Mathematics 2007-05-23 N. F. Benschop

Bayesian optimization (BO) is a widely-used sequential method for zeroth-order optimization of complex and expensive-to-compute black-box functions. The existing BO methods assume that the function evaluation (feedback) is available to the…

Machine Learning · Computer Science 2022-06-22 Arun Verma , Zhongxiang Dai , Bryan Kian Hsiang Low

Existing value function approximation methods have been successfully used in many applications, but they often lack useful a priori error bounds. We propose a new approximate bilinear programming formulation of value function approximation,…

Artificial Intelligence · Computer Science 2010-06-15 Marek Petrik , Shlomo Zilberstein

Submodular functions describe a variety of discrete problems in machine learning, signal processing, and computer vision. However, minimizing submodular functions poses a number of algorithmic challenges. Recent work introduced an…

Optimization and Control · Mathematics 2014-11-06 Robert Nishihara , Stefanie Jegelka , Michael I. Jordan

We propose a stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs. Our approach is based on a bi-objective viewpoint of chance-constrained programs that seeks solutions on the…

Optimization and Control · Mathematics 2020-05-29 Rohit Kannan , James Luedtke

Motivated by applications in optimization and machine learning, we consider stochastic quasi-Newton (SQN) methods for solving stochastic optimization problems. In the literature, the convergence analysis of these algorithms relies on strong…

Optimization and Control · Mathematics 2016-03-16 Farzad Yousefian , Angelia Nedić , Uday V. Shanbha

We give the first almost optimal polynomial-time proper learning algorithm of Boolean sparse multivariate polynomial under the uniform distribution. For $s$-sparse polynomial over $n$ variables and $\epsilon=1/s^\beta$, $\beta>1$, our…

Machine Learning · Computer Science 2022-02-08 Nader H. Bshouty

We provide a randomized linear time approximation scheme for a generic problem about clustering of binary vectors subject to additional constrains. The new constrained clustering problem encompasses a number of problems and by solving it,…

Data Structures and Algorithms · Computer Science 2018-07-20 Fedor V. Fomin , Petr A. Golovach , Daniel Lokshtanov , Fahad Panolan , Saket Saurabh

We present combinatorial and parallelizable algorithms for maximization of a submodular function, not necessarily monotone, with respect to a size constraint. We improve the best approximation factor achieved by an algorithm that has…

Data Structures and Algorithms · Computer Science 2024-02-21 Yixin Chen , Alan Kuhnle