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In the stochastic contextual low-rank matrix bandit problem, the expected reward of an action is given by the inner product between the action's feature matrix and some fixed, but initially unknown $d_1$ by $d_2$ matrix $\Theta^*$ with rank…

Machine Learning · Statistics 2024-01-17 Yue Kang , Cho-Jui Hsieh , Thomas C. M. Lee

Coordinate descent with random coordinate selection is the current state of the art for many large scale optimization problems. However, greedy selection of the steepest coordinate on smooth problems can yield convergence rates independent…

Optimization and Control · Mathematics 2018-10-17 Sai Praneeth Karimireddy , Anastasia Koloskova , Sebastian U. Stich , Martin Jaggi

We consider the maximum bipartite matching problem in stochastic settings, namely the query-commit and price-of-information models. In the query-commit model, an edge e independently exists with probability $p_e$. We can query whether an…

Data Structures and Algorithms · Computer Science 2019-10-15 Buddhima Gamlath , Sagar Kale , Ola Svensson

We study a pair of budget- and performance-constrained weak-submodular maximization problems. For computational efficiency, we explore the use of stochastic greedy algorithms which limit the search space via random sampling instead of the…

Optimization and Control · Mathematics 2026-03-06 Ege C. Kaya , Michael Hibbard , Takashi Tanaka , Ufuk Topcu , Abolfazl Hashemi

Finding a maximum-weight matching is a classical and well-studied problem in computer science, solvable in cubic time in general graphs. We consider the specialization called assignment problem where the input is a bipartite graph, and…

Data Structures and Algorithms · Computer Science 2024-10-15 Romaric Duvignau , Noël Gillet , Ralf Klasing

We study the problem of maximizing a non-monotone submodular function under multiple knapsack constraints. We propose a simple discrete greedy algorithm to approach this problem, and prove that it yields strong approximation guarantees for…

Machine Learning · Computer Science 2020-02-19 Vanja Doskoč , Tobias Friedrich , Andreas Göbel , Frank Neumann , Aneta Neumann , Francesco Quinzan

Online learning algorithms have been successfully used to design caching policies with sublinear regret in the total number of requests, with no statistical assumption about the request sequence. Most existing algorithms involve…

Machine Learning · Computer Science 2025-03-05 Younes Ben Mazziane , Francescomaria Faticanti , Sara Alouf , Giovanni Neglia

We consider the problem of learning in adversarial Markov decision processes [MDPs] with an oblivious adversary in a full-information setting. The agent interacts with an environment during $T$ episodes, each of which consists of $H$…

Machine Learning · Computer Science 2025-03-06 Daniil Tiapkin , Evgenii Chzhen , Gilles Stoltz

The determinantal point process (DPP) is an elegant probabilistic model of repulsion with applications in various machine learning tasks including summarization and search. However, the maximum a posteriori (MAP) inference for DPP which…

Information Retrieval · Computer Science 2018-05-29 Laming Chen , Guoxin Zhang , Hanning Zhou

We study adaptive greedy algorithms for the problems of stochastic set cover with perfect and imperfect coverages. In stochastic set cover with perfect coverage, we are given a set of items and a ground set B. Evaluating an item reveals its…

Data Structures and Algorithms · Computer Science 2018-06-19 Srinivasan Parthasarathy

Maximum Inner Product Search (MIPS) is an important task in many machine learning applications such as the prediction phase of a low-rank matrix factorization model for a recommender system. There have been some works on how to perform MIPS…

Data Structures and Algorithms · Computer Science 2016-10-12 Hsiang-Fu Yu , Cho-Jui Hsieh , Qi Lei , Inderjit S. Dhillon

We consider the problem of simultaneous learning in stochastic games with many players in the finite-horizon setting. While the typical target solution for a stochastic game is a Nash equilibrium, this is intractable with many players. We…

Computer Science and Game Theory · Computer Science 2022-10-27 William Brown

A service system with multiple types of arriving customers is considered. There is an infinite number of homogeneous servers. Multiple customers can be placed for simultaneous service into one server, subject to general packing constraints.…

Probability · Mathematics 2020-11-23 Alexander Stolyar , Yuan Zhong

The paper presents a priori error analysis of the shallow neural network approximation to the solution to the indefinite elliptic equation and and cutting-edge implementation of the Orthogonal Greedy Algorithm (OGA) tailored to overcome the…

Numerical Analysis · Mathematics 2024-10-28 Qingguo Hong , Jiwei Jia , Young Ju Lee , Ziqian Li

The Long Term Evolution (LTE) as a mobile broadband technology supports a wide domain of communication services with different requirements. Therefore, scheduling of all flows from various applications in overload states in which the…

Networking and Internet Architecture · Computer Science 2016-01-15 Nasim Ferdosian , Mohamed Othman , Borhanuddin Mohd Ali , Kweh Yeah Lun

We consider the problem of approximating a given element $f$ from a Hilbert space $\mathcal{H}$ by means of greedy algorithms and the application of such procedures to the regression problem in statistical learning theory. We improve on the…

Statistics Theory · Mathematics 2009-09-29 Andrew R. Barron , Albert Cohen , Wolfgang Dahmen , Ronald A. DeVore

Cascading bandit (CB) is a popular model for web search and online advertising, where an agent aims to learn the $K$ most attractive items out of a ground set of size $L$ during the interaction with a user. However, the stationary CB model…

Machine Learning · Computer Science 2020-02-18 Lingda Wang , Huozhi Zhou , Bingcong Li , Lav R. Varshney , Zhizhen Zhao

Despite the great success of deep learning, recent works show that large deep neural networks are often highly redundant and can be significantly reduced in size. However, the theoretical question of how much we can prune a neural network…

Machine Learning · Computer Science 2020-11-02 Mao Ye , Lemeng Wu , Qiang Liu

We study a linear quadratic regulation problem with a constraint where the control input can be nonzero only at a limited number of times. Given that this constraint leads to a combinational optimization problem, we adopt a greedy method to…

Systems and Control · Electrical Eng. & Systems 2024-03-26 Shumpei Nishida , Kunihisa Okano

We consider the problem of online combinatorial optimization under semi-bandit feedback. The goal of the learner is to sequentially select its actions from a combinatorial decision set so as to minimize its cumulative loss. We propose a…

Machine Learning · Computer Science 2013-05-14 Gergely Neu , Gábor Bartók
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