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We propose and analyze batch greedy heuristics for cardinality constrained maximization of non-submodular non-decreasing set functions. We consider the standard greedy paradigm, along with its distributed greedy and stochastic greedy…

Optimization and Control · Mathematics 2021-08-12 Jayanth Jagalur-Mohan , Youssef Marzouk

Optimizing nonlinear systems involving expensive computer experiments with regard to conflicting objectives is a common challenge. When the number of experiments is severely restricted and/or when the number of objectives increases,…

Machine Learning · Statistics 2019-07-16 David Gaudrie , Rodolphe Le Riche , Victor Picheny , Benoit Enaux , Vincent Herbert

We consider the optimal coverage problem where a multi-agent network is deployed in an environment with obstacles to maximize a joint event detection probability. The objective function of this problem is non-convex and no global optimum is…

Optimization and Control · Mathematics 2017-08-15 Xinmiao Sun , Christos G. Cassandras , Xiangyu Meng

During the past two decades, multi-agent optimization problems have drawn increased attention from the research community. When multiple objective functions are present among agents, many works optimize the sum of these objective functions.…

Multiagent Systems · Computer Science 2020-10-13 M. J. Blondin , M. T. Hale

In general, a multi-objective optimization problem does not have a single optimal solution but a set of Pareto optimal solutions, which forms the Pareto front in the objective space. Various evolutionary algorithms have been proposed to…

Neural and Evolutionary Computing · Computer Science 2020-06-16 Hisao Ishibuchi , Lie Meng Pang , Ke Shang

Multi-agent optimization problems with many objective functions have drawn much interest over the past two decades. Many works on the subject minimize the sum of objective functions, which implicitly carries a decision about the problem…

Systems and Control · Electrical Eng. & Systems 2020-03-05 Maude J. Blondin , Matthew Hale

We propose a greedy algorithm to select $N$ important features among $P$ input features for a non-linear prediction problem. The features are selected one by one sequentially, in an iterative loss minimization procedure. We use neural…

Machine Learning · Computer Science 2023-09-14 Sandipan Das , Alireza M. Javid , Prakash Borpatra Gohain , Yonina C. Eldar , Saikat Chatterjee

We consider a multi-objective optimization problem with objective functions that are expensive to evaluate. The decision maker (DM) has unknown preferences, and so the standard approach is to generate an approximation of the Pareto front…

Machine Learning · Computer Science 2021-05-28 Juan Ungredda , Mariapia Marchi , Teresa Montrone , Juergen Branke

A classic problem is the estimation of a set of parameters from measurements collected by only a few sensors. The number of sensors is often limited by physical or economical constraints and their placement is of fundamental importance to…

Information Theory · Computer Science 2015-06-16 Juri Ranieri , Amina Chebira , Martin Vetterli

We study the problem of causal structure learning when the experimenter is limited to perform at most $k$ non-adaptive experiments of size $1$. We formulate the problem of finding the best intervention target set as an optimization problem,…

Machine Learning · Computer Science 2018-08-03 AmirEmad Ghassami , Saber Salehkaleybar , Negar Kiyavash , Elias Bareinboim

A $k$-submodular function is a generalization of the submodular set function. Many practical applications can be modeled as maximizing a $k$-submodular function, such as multi-cooperative games, sensor placement with $k$ type sensors,…

Combinatorics · Mathematics 2023-12-13 Hongyang Zhang , Wenchang Luo

We consider parametrized linear-quadratic optimal control problems and provide their online-efficient solutions by combining greedy reduced basis methods and machine learning algorithms. To this end, we first extend the greedy control…

Optimization and Control · Mathematics 2023-07-31 Hendrik Kleikamp , Martin Lazar , Cesare Molinari

We present PESMO, a Bayesian method for identifying the Pareto set of multi-objective optimization problems, when the functions are expensive to evaluate. The central idea of PESMO is to choose evaluation points so as to maximally reduce…

Machine Learning · Statistics 2016-02-23 Daniel Hernández-Lobato , José Miguel Hernández-Lobato , Amar Shah , Ryan P. Adams

Ensemble techniques have demonstrated remarkable success in improving predictive performance across various domains by aggregating predictions from multiple models [1]. In the realm of recommender systems, this research explores the…

Information Retrieval · Computer Science 2024-07-09 Zainil Mehta , Tobias Vente

The submodular maximization problem is widely applicable in many engineering problems where objectives exhibit diminishing returns. While this problem is known to be NP-hard for certain subclasses of objective functions, there is a greedy…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-07-01 Haoyuan Sun , David Grimsman , Jason R Marden

In this paper, a discrete state transition algorithm is introduced to solve a multiobjective single machine job shop scheduling problem. In the proposed approach, a non-dominated sort technique is used to select the best from a candidate…

Optimization and Control · Mathematics 2015-09-22 Xiaojun Zhou

A key aspect for any greedy pursuit algorithm used in compressed sensing is a good support-set detection method. For distributed compressed sensing, we consider a setup where many sensors measure sparse signals that are correlated via the…

Information Theory · Computer Science 2014-07-18 Dennis Sundman , Saikat Chatterjee , Mikael Skoglund

The performance of acquisition functions for Bayesian optimisation to locate the global optimum of continuous functions is investigated in terms of the Pareto front between exploration and exploitation. We show that Expected Improvement…

Machine Learning · Computer Science 2021-04-29 George De Ath , Richard M. Everson , Alma A. M. Rahat , Jonathan E. Fieldsend

We study a fundamental problem in Bayesian learning, where the goal is to select a set of data sources with minimum cost while achieving a certain learning performance based on the data streams provided by the selected data sources. First,…

Machine Learning · Computer Science 2021-05-04 Lintao Ye , Aritra Mitra , Shreyas Sundaram

Sparsity learning with known grouping structure has received considerable attention due to wide modern applications in high-dimensional data analysis. Although advantages of using group information have been well-studied by shrinkage-based…

Machine Learning · Statistics 2018-09-28 Wei Qian , Wending Li , Yasuhiro Sogawa , Ryohei Fujimaki , Xitong Yang , Ji Liu