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Large-scale subset selection asks for a small useful set of examples, features, sensors, seed users, or context passages from an enormous ground set. Submodular maximization is a canonical model for such diminishing-returns problems, but…

Data Structures and Algorithms · Computer Science 2026-05-07 Alan Kuhnle

We observe an infinite sequence of independent identically distributed random variables $X_1,X_2,\ldots$ drawn from an unknown distribution $p$ over $[n]$, and our goal is to estimate the entropy $H(p)=-\mathbb{E}[\log p(X)]$ within an…

Information Theory · Computer Science 2025-04-24 Tomer Berg , Or Ordentlich , Ofer Shayevitz

Ergodic Optimization is the process of finding invariant probability measures that maximize the integral of a given function. It has been conjectured that "most" functions are optimized by measures supported on a periodic orbit, and it has…

Dynamical Systems · Mathematics 2015-03-17 Anthony Quas , Jason Siefken

Given a set of discrete probability distributions, the minimum entropy coupling is the minimum entropy joint distribution that has the input distributions as its marginals. This has immediate relevance to tasks such as entropic causal…

Information Theory · Computer Science 2023-02-24 Spencer Compton , Dmitriy Katz , Benjamin Qi , Kristjan Greenewald , Murat Kocaoglu

Finding parameters that minimise a loss function is at the core of many machine learning methods. The Stochastic Gradient Descent algorithm is widely used and delivers state of the art results for many problems. Nonetheless, Stochastic…

Machine Learning · Computer Science 2018-09-26 Yao Zhang , Andrew M. Saxe , Madhu S. Advani , Alpha A. Lee

We study problems with stochastic uncertainty information on intervals for which the precise value can be queried by paying a cost. The goal is to devise an adaptive decision tree to find a correct solution to the problem in consideration…

Data Structures and Algorithms · Computer Science 2021-09-27 Steven Chaplick , Magnús M. Halldórsson , Murilo S. de Lima , Tigran Tonoyan

Conformal Prediction (CP) is a powerful framework for constructing prediction sets with guaranteed coverage. However, recent studies have shown that integrating confidence calibration with CP can lead to a degradation in efficiency. In this…

Machine Learning · Computer Science 2024-07-25 Rui Luo , Nicolo Colombo

Entropy rate of sequential data-streams naturally quantifies the complexity of the generative process. Thus entropy rate fluctuations could be used as a tool to recognize dynamical perturbations in signal sources, and could potentially be…

Information Theory · Computer Science 2014-03-24 Ishanu Chattopadhyay , Hod Lipson

Hierarchical beam search in mmWave communications incurs substantial training overhead, necessitating deep learning-enabled beam predictions to effectively leverage channel priors and mitigate this overhead. In this study, we introduce a…

Information Theory · Computer Science 2024-01-04 Fan Meng , Cheng Zhang , Yongming Huang , Zhilei Zhang , Xiaoyu Bai , Zhaohua Lu

We consider a wide class of the discrete optimization problems with interval objective function. We give a generalization of the greedy algorithm for the problems. Using the algorithm, we obtain the set of all possible greedy solutions and…

Data Structures and Algorithms · Computer Science 2020-09-29 Alexander Prolubnikov

We design new approximation algorithms for the problems of optimizing submodular and supermodular functions subject to a single matroid constraint. Specifically, we consider the case in which we wish to maximize a nondecreasing submodular…

Data Structures and Algorithms · Computer Science 2014-12-15 Maxim Sviridenko , Jan Vondrák , Justin Ward

Performance analysis of all kinds of randomised search heuristics is a rapidly growing and developing field. Run time and solution quality are two popular measures of the performance of these algorithms. The focus of this paper is on the…

Neural and Evolutionary Computing · Computer Science 2019-11-11 Jun He , Thomas Jansen , Christine Zarges

To solve real-world expensive constrained multi-objective optimization problems (ECMOPs), surrogate/approximation models are commonly incorporated in evolutionary algorithms to pre-select promising candidate solutions for evaluation.…

Neural and Evolutionary Computing · Computer Science 2024-05-24 Kamrul Hasan Rahi

Constrained submodular function maximization has been used in subset selection problems such as selection of most informative sensor locations. While these models have been quite popular, the solutions Constrained submodular function…

Data Structures and Algorithms · Computer Science 2020-10-15 Alfredo Torrico , Mohit Singh , Sebastian Pokutta , Nika Haghtalab , Joseph , Naor , Nima Anari

We formulate the entropy of a quantized artificial neural network as a differentiable function that can be plugged as a regularization term into the cost function minimized by gradient descent. Our formulation scales efficiently beyond the…

Machine Learning · Computer Science 2021-07-13 Enzo Tartaglione , Stéphane Lathuilière , Attilio Fiandrotti , Marco Cagnazzo , Marco Grangetto

The maximum entropy principle can be used to assign utility values when only partial information is available about the decision maker's preferences. In order to obtain such utility values it is necessary to establish an analogy between…

Statistical Finance · Quantitative Finance 2009-11-13 Andreia Dionisio , A. Heitor Reis

We present an optimal, combinatorial 1-1/e approximation algorithm for monotone submodular optimization over a matroid constraint. Compared to the continuous greedy algorithm (Calinescu, Chekuri, Pal and Vondrak, 2008), our algorithm is…

Data Structures and Algorithms · Computer Science 2013-11-20 Yuval Filmus , Justin Ward

Entropy regularization is commonly used to improve policy optimization in reinforcement learning. It is believed to help with \emph{exploration} by encouraging the selection of more stochastic policies. In this work, we analyze this claim…

Machine Learning · Computer Science 2019-06-11 Zafarali Ahmed , Nicolas Le Roux , Mohammad Norouzi , Dale Schuurmans

Machine learning algorithms are very sensitive to the hyperparameters, and their evaluations are generally expensive. Users desperately need intelligent methods to quickly optimize hyperparameter settings according to known evaluation…

Machine Learning · Computer Science 2020-05-05 Chunnan Wang , Hongzhi Wang , Chang Zhou , Hanxiao Chen

Real-world problems often involve the optimization of several objectives under multiple constraints. An example is the hyper-parameter tuning problem of machine learning algorithms. In particular, the minimization of the estimation of the…

Machine Learning · Statistics 2021-07-02 Eduardo C. Garrido-Merchán , Daniel Hernández-Lobato
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