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We study the problem of maximizing a monotone submodular set function subject to linear packing constraints. An instance of this problem consists of a matrix $A \in [0,1]^{m \times n}$, a vector $b \in [1,\infty)^m$, and a monotone…

Data Structures and Algorithms · Computer Science 2012-05-01 Yossi Azar , Iftah Gamzu

We consider the problem of bandit optimization, inspired by stochastic optimization and online learning problems with bandit feedback. In this problem, the objective is to minimize a global loss function of all the actions, not necessarily…

Machine Learning · Computer Science 2017-09-07 Quentin Berthet , Vianney Perchet

This paper introduces the notion of upper-linearizable/quadratizable functions, a class that extends concavity and DR-submodularity in various settings, including monotone and non-monotone cases over different convex sets. A general…

Optimization and Control · Mathematics 2024-11-04 Mohammad Pedramfar , Vaneet Aggarwal

This paper studies a bandit optimization problem where the goal is to maximize a function $f(x)$ over $T$ periods for some unknown strongly concave function $f$. We consider a new pairwise comparison oracle, where the decision-maker chooses…

Machine Learning · Computer Science 2025-05-29 Xiangyu Chang , Xi Chen , Yining Wang , Zhiyi Zeng

In this paper, we introduce a novel technique for constrained submodular maximization, inspired by barrier functions in continuous optimization. This connection not only improves the running time for constrained submodular maximization but…

Machine Learning · Computer Science 2020-02-11 Ashwinkumar Badanidiyuru , Amin Karbasi , Ehsan Kazemi , Jan Vondrak

A matroid is a notion of independence in combinatorial optimization which is closely related to computational efficiency. In particular, it is well known that the maximum of a constrained modular function can be found greedily if and only…

Machine Learning · Computer Science 2015-04-15 Branislav Kveton , Zheng Wen , Azin Ashkan , Hoda Eydgahi , Brian Eriksson

We study planning with submodular objective functions, where instead of maximizing the cumulative reward, the goal is to maximize the objective value induced by a submodular function. Our framework subsumes standard planning and submodular…

Artificial Intelligence · Computer Science 2020-10-23 Ruosong Wang , Hanrui Zhang , Devendra Singh Chaplot , Denis Garagić , Ruslan Salakhutdinov

Contextual dueling bandit is used to model the bandit problems, where a learner's goal is to find the best arm for a given context using observed noisy human preference feedback over the selected arms for the past contexts. However,…

Machine Learning · Computer Science 2025-04-17 Arun Verma , Zhongxiang Dai , Xiaoqiang Lin , Patrick Jaillet , Bryan Kian Hsiang Low

Submodular optimization generalizes many classic problems in combinatorial optimization and has recently found a wide range of applications in machine learning (e.g., feature engineering and active learning). For many large-scale…

Data Structures and Algorithms · Computer Science 2023-04-11 Matthew Fahrbach , Vahab Mirrokni , Morteza Zadimoghaddam

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

The simplex algorithm for linear programming is based on the fact that any local optimum with respect to the polyhedral neighborhood is also a global optimum. We show that a similar result carries over to submodular maximization. In…

Data Structures and Algorithms · Computer Science 2017-12-01 Simon Bruggmann , Rico Zenklusen

We study the problem of maximizing a function that is approximately submodular under a cardinality constraint. Approximate submodularity implicitly appears in a wide range of applications as in many cases errors in evaluation of a…

Data Structures and Algorithms · Computer Science 2024-11-19 Thibaut Horel , Yaron Singer

Maximizing submodular functions under cardinality constraints lies at the core of numerous data mining and machine learning applications, including data diversification, data summarization, and coverage problems. In this work, we study this…

Data Structures and Algorithms · Computer Science 2016-11-01 Alessandro Epasto , Silvio Lattanzi , Sergei Vassilvitskii , Morteza Zadimoghaddam

We investigate two new optimization problems -- minimizing a submodular function subject to a submodular lower bound constraint (submodular cover) and maximizing a submodular function subject to a submodular upper bound constraint…

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

We consider a class of submodular maximization problems in which decision-makers have limited access to the objective function. We explore scenarios where the decision-maker can observe only pairwise information, i.e., can evaluate the…

Data Structures and Algorithms · Computer Science 2022-02-09 Andrew Downie , Bahman Gharesifard , Stephen L. Smith

In this work, we consider robust submodular maximization with matroid constraints. We give an efficient bi-criteria approximation algorithm that outputs a small family of feasible sets whose union has (nearly) optimal objective value. This…

Data Structures and Algorithms · Computer Science 2018-07-26 Sebastian Pokutta , Mohit Singh , Alfredo Torrico

This paper studies representation learning for multi-task linear bandits and multi-task episodic RL with linear value function approximation. We first consider the setting where we play $M$ linear bandits with dimension $d$ concurrently,…

Machine Learning · Computer Science 2021-02-09 Jiachen Hu , Xiaoyu Chen , Chi Jin , Lihong Li , Liwei Wang

Contextual bandit algorithms are at the core of many applications, including recommender systems, clinical trials, and optimal portfolio selection. One of the most popular problems studied in the contextual bandit literature is to maximize…

Machine Learning · Computer Science 2023-10-24 Siddhant Chaudhary , Abhishek Sinha

We consider the problem of maximizing a submodular function with access to a noisy value oracle for the function instead of an exact value oracle. Similar to prior work, we assume that the noisy oracle is persistent in that multiple calls…

Data Structures and Algorithms · Computer Science 2026-01-01 Kshipra Bhawalkar , Yang Cai , Zhe Feng , Christopher Liaw , Tao Lin

We investigate the online bandit learning of the monotone multi-linear DR-submodular functions, designing the algorithm $\mathtt{BanditMLSM}$ that attains $O(T^{2/3}\log T)$ of $(1-1/e)$-regret. Then we reduce submodular bandit with…

Machine Learning · Computer Science 2023-05-23 Zongqi Wan , Jialin Zhang , Wei Chen , Xiaoming Sun , Zhijie Zhang