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Many sequential decision making problems can be formulated as an adaptive submodular maximization problem. However, most of existing studies in this field focus on pool-based setting, where one can pick items in any order, and there have…

Artificial Intelligence · Computer Science 2022-08-18 Shaojie Tang , Jing Yuan

We study the problem of minimizing the sum of potentially non-differentiable convex cost functions with partially overlapping dependences in an asynchronous manner, where communication in the network is not coordinated. We study the…

Optimization and Control · Mathematics 2021-02-17 Yankai Lin , Iman Shames , Dragan Nesic

The blessing of ubiquitous data also comes with a curse: the communication, storage, and labeling of massive, mostly redundant datasets. We seek to solve this problem at its core, collecting only valuable data and throwing out the rest via…

Machine Learning · Computer Science 2023-12-18 Mariel Werner , Anastasios Angelopoulos , Stephen Bates , Michael I. Jordan

We investigate three related and important problems connected to machine learning: approximating a submodular function everywhere, learning a submodular function (in a PAC-like setting [53]), and constrained minimization of submodular…

Data Structures and Algorithms · Computer Science 2013-11-12 Rishabh Iyer , Stefanie Jegelka , Jeff Bilmes

We explore the possibility to derive basic calculus rules for some subdifferential constructions associated to set-valued maps between normed vector spaces. Then, we use these results in order to write optimality conditions for a special…

Optimization and Control · Mathematics 2023-11-28 Marius Durea , Elena-Andreea Florea

Stochastic approximation techniques play an important role in solving many problems encountered in machine learning or adaptive signal processing. In these contexts, the statistics of the data are often unknown a priori or their direct…

Optimization and Control · Mathematics 2016-09-27 Chouzenoux Emilie , Pesquet Jean-Christophe

We consider stochastic settings for clustering, and develop provably-good approximation algorithms for a number of these notions. These algorithms yield better approximation ratios compared to the usual deterministic clustering setting.…

Data Structures and Algorithms · Computer Science 2023-10-13 David G. Harris , Shi Li , Thomas Pensyl , Aravind Srinivasan , Khoa Trinh

Many real-world problems involve massive amounts of data. Under these circumstances learning algorithms often become prohibitively expensive, making scalability a pressing issue to be addressed. A common approach is to perform sampling to…

Machine Learning · Computer Science 2015-08-10 Uday Kamath , Carlotta Domeniconi , Kenneth De Jong

In this paper we study the adaptivity of submodular maximization. Adaptivity quantifies the number of sequential rounds that an algorithm makes when function evaluations can be executed in parallel. Adaptivity is a fundamental concept that…

Data Structures and Algorithms · Computer Science 2018-04-18 Eric Balkanski , Aviad Rubinstein , Yaron Singer

Online Set Cover and Load Balancing are central problems in online optimization, and there is a long line of work on developing algorithms for these problems with convex objectives. Although we know optimal online algorithms with…

Data Structures and Algorithms · Computer Science 2025-08-27 Thomas Kesselheim , Marco Molinaro , Kalen Patton , Sahil Singla

In this manuscript, we offer a gentle review of submodularity and supermodularity and their properties. We offer a plethora of submodular definitions; a full description of a number of example submodular functions and their generalizations;…

Machine Learning · Computer Science 2022-10-05 Jeff Bilmes

In a stochastic probing problem we are given a universe $E$, where each element $e \in E$ is active independently with probability $p_e$, and only a probe of e can tell us whether it is active or not. On this universe we execute a process…

Data Structures and Algorithms · Computer Science 2014-02-19 Marek Adamczyk , Maxim Sviridenko , Justin Ward

We study the problem of ranking with submodular valuations. An instance of this problem consists of a ground set $[m]$, and a collection of $n$ monotone submodular set functions $f^1, \ldots, f^n$, where each $f^i: 2^{[m]} \to R_+$. An…

Data Structures and Algorithms · Computer Science 2010-07-16 Yossi Azar , Iftah Gamzu

Online learning to rank is a core problem in machine learning. In Lattimore et al. (2018), a novel online learning algorithm was proposed based on topological sorting. In the paper they provided a set of self-normalized inequalities (a) in…

Machine Learning · Statistics 2020-01-22 Victor de la Pena , Haolin Zou

Robust optimization is concerned with constructing solutions that remain feasible also when a limited number of resources is removed from the solution. Most studies of robust combinatorial optimization to date made the assumption that every…

Optimization and Control · Mathematics 2015-04-21 David Adjiashvili

Composite minimization is a powerful framework in large-scale convex optimization, based on decoupling of the objective function into terms with structurally different properties and allowing for more flexible algorithmic design. We…

Optimization and Control · Mathematics 2023-02-17 Jelena Diakonikolas , Cristóbal Guzmán

Robust Optimization is becoming increasingly important in machine learning applications. This paper studies the problem of robust submodular minimization subject to combinatorial constraints. Constrained Submodular Minimization arises in…

Machine Learning · Computer Science 2020-01-28 Rishabh Iyer

We study optimization algorithms for the finite sum problems frequently arising in machine learning applications. First, we propose novel variants of stochastic gradient descent with a variance reduction property that enables linear…

Machine Learning · Computer Science 2017-07-06 Jakub Konečný

We extend the work of Narasimhan and Bilmes [30] for minimizing set functions representable as a difference between submodular functions. Similar to [30], our new algorithms are guaranteed to monotonically reduce the objective function at…

Data Structures and Algorithms · Computer Science 2013-08-27 Rishabh Iyer , Jeff Bilmes

In this paper, we demonstrate a formulation for optimizing coupled submodular maximization problems with provable sub-optimality bounds. In robotics applications, it is quite common that optimization problems are coupled with one another…

Robotics · Computer Science 2021-11-19 Jun Liu , Ryan K. Williams