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Motivated by the extensive application of approximate gradients in machine learning and optimization, we investigate inexact subgradient methods subject to persistent additive errors. Within a nonconvex semialgebraic framework, assuming…

Optimization and Control · Mathematics 2025-05-14 Jérôme Bolte , Tam Le , Éric Moulines , Edouard Pauwels

DR-submodular continuous functions are important objectives with wide real-world applications spanning MAP inference in determinantal point processes (DPPs), and mean-field inference for probabilistic submodular models, amongst others.…

Machine Learning · Computer Science 2019-05-27 An Bian , Kfir Y. Levy , Andreas Krause , Joachim M. Buhmann

Coordinating multiple agents to collaboratively maximize submodular functions in unpredictable environments is a critical task with numerous applications in machine learning, robot planning and control. The existing approaches, such as the…

Multiagent Systems · Computer Science 2025-02-10 Qixin Zhang , Zongqi Wan , Yu Yang , Li Shen , Dacheng Tao

We study online inference and asymptotic covariance estimation for the stochastic gradient descent (SGD) algorithm. While classical methods (such as plug-in and batch-means estimators) are available, they either require inaccessible…

Machine Learning · Statistics 2026-04-24 Ziyang Wei , Wanrong Zhu , Jingyang Lyu , Wei Biao Wu

We study the problem of maximizing a non-monotone submodular function subject to a cardinality constraint in the streaming model. Our main contribution is a single-pass (semi-)streaming algorithm that uses roughly $O(k / \varepsilon^2)$…

Data Structures and Algorithms · Computer Science 2020-08-11 Naor Alaluf , Alina Ene , Moran Feldman , Huy L. Nguyen , Andrew Suh

We study the problem of maximizing a monotone submodular function subject to a matroid constraint, and present for it a deterministic non-oblivious local search algorithm that has an approximation guarantee of $1 - 1/e - \varepsilon$ (for…

Data Structures and Algorithms · Computer Science 2025-09-18 Niv Buchbinder , Moran Feldman

In this work, we study the problem of finding the maximum value of a non-negative submodular function subject to a limit on the number of items selected, a ubiquitous problem that appears in many applications, such as data summarization and…

Data Structures and Algorithms · Computer Science 2023-08-08 Yixin Chen , Alan Kuhnle

We introduce a framework to accelerate the convergence of gradient-based methods with online learning. The framework learns to scale the gradient at each iteration through an online learning algorithm and provably accelerates gradient-based…

Optimization and Control · Mathematics 2024-11-07 Wenzhi Gao , Ya-Chi Chu , Yinyu Ye , Madeleine Udell

In this work, we present a combinatorial, deterministic single-pass streaming algorithm for the problem of maximizing a submodular function, not necessarily monotone, with respect to a cardinality constraint (SMCC). In the case the function…

Data Structures and Algorithms · Computer Science 2020-11-03 Alan Kuhnle

We investigate the continuous non-monotone DR-submodular maximization problem subject to a down-closed convex solvable constraint. Our first contribution is to construct an example to demonstrate that (first-order) stationary points can…

Data Structures and Algorithms · Computer Science 2024-03-27 Shengminjie Chen , Donglei Du , Wenguo Yang , Dachuan Xu , Suixiang Gao

It has been well established that first order optimization methods can converge to the maximal objective value of concave functions and provide constant factor approximation guarantees for (non-convex/non-concave) continuous submodular…

Optimization and Control · Mathematics 2021-06-10 Siddharth Mitra , Moran Feldman , Amin Karbasi

Boosting is a highly successful ML-born optimization setting in which one is required to computationally efficiently learn arbitrarily good models based on the access to a weak learner oracle, providing classifiers performing at least…

Machine Learning · Computer Science 2024-11-15 Richard Nock , Yishay Mansour

In this paper, we design fixed-parameter tractable (FPT) algorithms for (non-monotone) submodular maximization subject to a matroid constraint, where the matroid rank $r$ is treated as a fixed parameter that is independent of the total…

Data Structures and Algorithms · Computer Science 2025-09-03 Shamisa Nematollahi , Adrian Vladu , Junyao Zhao

The stochastic dual coordinate-ascent (S-DCA) technique is a useful alternative to the traditional stochastic gradient-descent algorithm for solving large-scale optimization problems due to its scalability to large data sets and strong…

Optimization and Control · Mathematics 2016-02-25 Bicheng Ying , Kun Yuan , Ali H. Sayed

This work designs a framework for boosting the approximation guarantee of maximum matching algorithms. As input, the framework receives a parameter $\epsilon > 0$ and an oracle access to a $\Theta(1)$-approximate maximum matching algorithm…

Data Structures and Algorithms · Computer Science 2025-08-19 Slobodan Mitrović , Wen-Horng Sheu

The Stochastic Gradient Descent method (SGD) and its stochastic variants have become methods of choice for solving finite-sum optimization problems arising from machine learning and data science thanks to their ability to handle large-scale…

Optimization and Control · Mathematics 2024-03-06 Trang H. Tran , Quoc Tran-Dinh , Lam M. Nguyen

Submodular maximization is one of the central topics in combinatorial optimization. It has found numerous applications in the real world. Streaming algorithms for submodule maximization have gained attention in recent years, allowing for…

Data Structures and Algorithms · Computer Science 2023-11-08 Xiaoming Sun , Jialin Zhang , Shuo Zhang

Overshoot is a novel, momentum-based stochastic gradient descent optimization method designed to enhance performance beyond standard and Nesterov's momentum. In conventional momentum methods, gradients from previous steps are aggregated…

Machine Learning · Computer Science 2025-01-17 Jakub Kopal , Michal Gregor , Santiago de Leon-Martinez , Jakub Simko

Part I of this work [Gao25] establishes online scaled gradient methods (OSGM), a framework that utilizes online convex optimization to adapt stepsizes in gradient methods. This paper focuses on the practical aspects of OSGM. We leverage the…

Optimization and Control · Mathematics 2025-10-08 Ya-Chi Chu , Wenzhi Gao , Yinyu Ye , Madeleine Udell

Gradient optimization algorithms using epochs, that is those based on stochastic gradient descent without replacement (SGDo), are predominantly used to train machine learning models in practice. However, the mathematical theory of SGDo and…

Machine Learning · Computer Science 2025-12-05 Stefan Perko