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The problem of maximizing non-negative submodular functions has been studied extensively in the last few years. However, most papers consider submodular set functions. Recently, several advances have been made for the more general case of…

Discrete Mathematics · Computer Science 2016-11-29 Corinna Gottschalk , Britta Peis

In this paper, we study the tradeoff between the approximation guarantee and adaptivity for the problem of maximizing a monotone submodular function subject to a cardinality constraint. The adaptivity of an algorithm is the number of…

Data Structures and Algorithms · Computer Science 2018-11-01 Alina Ene , Huy L. Nguyen

We investigate the adversarial bandit problem with multiple plays under semi-bandit feedback. We introduce a highly efficient algorithm that asymptotically achieves the performance of the best switching $m$-arm strategy with minimax optimal…

Machine Learning · Computer Science 2019-12-02 N. Mert Vural , Hakan Gokcesu , Kaan Gokcesu , Suleyman S. Kozat

It is generally believed that submodular functions -- and the more general class of $\gamma$-weakly submodular functions -- may only be optimized under the non-negativity assumption $f(S) \geq 0$. In this paper, we show that once the…

Data Structures and Algorithms · Computer Science 2019-04-23 Christopher Harshaw , Moran Feldman , Justin Ward , Amin Karbasi

Algorithms for bandit convex optimization and online learning often rely on constructing noisy gradient estimates, which are then used in appropriately adjusted first-order algorithms, replacing actual gradients. Depending on the properties…

Machine Learning · Computer Science 2020-07-07 Xiaowei Hu , Prashanth L. A. , András György , Csaba Szepesvári

Submodular functions are an important class of functions in combinatorial optimization which satisfy the natural properties of decreasing marginal costs. The study of these functions has led to strong structural properties with applications…

Multiagent Systems · Computer Science 2009-11-13 Gagan Goel , Pushkar Tripathi , Lei Wang

The maximization of submodular functions have found widespread application in areas such as machine learning, combinatorial optimization, and economics, where practitioners often wish to enforce various constraints; the matroid constraint…

Data Structures and Algorithms · Computer Science 2023-05-02 Monika Henzinger , Paul Liu , Jan Vondrak , Da Wei Zheng

The problem of maximizing non-negative monotone submodular functions under a certain constraint has been intensively studied in the last decade. In this paper, we address the problem for functions defined over the integer lattice. Suppose…

Data Structures and Algorithms · Computer Science 2016-05-11 Tasuku Soma , Yuichi Yoshida

Greedy algorithms are widely used for problems in machine learning such as feature selection and set function optimization. Unfortunately, for large datasets, the running time of even greedy algorithms can be quite high. This is because for…

Machine Learning · Statistics 2017-03-09 Rajiv Khanna , Ethan Elenberg , Alexandros G. Dimakis , Sahand Negahban , Joydeep Ghosh

In performative prediction, the deployment of a predictive model triggers a shift in the data distribution. As these shifts are typically unknown ahead of time, the learner needs to deploy a model to get feedback about the distribution it…

Machine Learning · Computer Science 2022-07-19 Meena Jagadeesan , Tijana Zrnic , Celestine Mendler-Dünner

Weak submodularity is a natural relaxation of the diminishing return property, which is equivalent to submodularity. Weak submodularity has been used to show that many (monotone) functions that arise in practice can be efficiently maximized…

Data Structures and Algorithms · Computer Science 2020-09-24 Richard Santiago , Yuichi Yoshida

Bandit problems with linear or concave reward have been extensively studied, but relatively few works have studied bandits with non-concave reward. This work considers a large family of bandit problems where the unknown underlying reward…

Machine Learning · Computer Science 2021-07-12 Baihe Huang , Kaixuan Huang , Sham M. Kakade , Jason D. Lee , Qi Lei , Runzhe Wang , Jiaqi Yang

The problem of maximizing a non-negative submodular function was introduced by Feige, Mirrokni, and Vondrak [FOCS'07] who provided a deterministic local-search based algorithm that guarantees an approximation ratio of $\frac 1 3$, as well…

Data Structures and Algorithms · Computer Science 2015-07-28 Shahar Dobzinski , Ami Mor

Motivated by applications to online learning in sparse estimation and Bayesian optimization, we consider the problem of online unconstrained nonsubmodular minimization with delayed costs in both full information and bandit feedback…

Machine Learning · Computer Science 2022-06-02 Tianyi Lin , Aldo Pacchiano , Yaodong Yu , Michael I. Jordan

Constrained submodular maximization has been extensively studied in the recent years. In this paper, we study adaptive robust optimization with nearly submodular structure (ARONSS). Our objective is to randomly select a subset of items that…

Machine Learning · Computer Science 2019-07-30 Shaojie Tang , Jing Yuan

We study a variant of the stochastic linear bandit problem wherein we optimize a linear objective function but rewards are accrued only orthogonal to an unknown subspace (which we interpret as a \textit{protected space}) given only…

Machine Learning · Computer Science 2021-03-03 Advait Parulekar , Soumya Basu , Aditya Gopalan , Karthikeyan Shanmugam , Sanjay Shakkottai

Maximizing a DR-submodular function subject to a general convex set is an NP-hard problem arising from many applications in combinatorial optimization and machine learning. While it is highly desirable to design efficient approximation…

Data Structures and Algorithms · Computer Science 2022-03-29 Donglei Du , Zhicheng Liu , Chenchen Wu , Dachuan Xu , Yang Zhou

Submodularity is a fundamental phenomenon in combinatorial optimization. Submodular functions occur in a variety of combinatorial settings such as coverage problems, cut problems, welfare maximization, and many more. Therefore, a lot of…

Data Structures and Algorithms · Computer Science 2011-11-08 Shaddin Dughmi

We consider the problem of contextual bandits where actions are subsets of a ground set and mean rewards are modeled by an unknown monotone submodular function that belongs to a class $\mathcal{F}$. We allow time-varying matroid constraints…

Machine Learning · Computer Science 2021-12-07 Dean P. Foster , Alexander Rakhlin

We consider the problem of maximizing a nonnegative submodular set function $f:2^{\mathcal{N}} \rightarrow \mathbb{R}^+$ subject to a $p$-matchoid constraint in the single-pass streaming setting. Previous work in this context has considered…

Data Structures and Algorithms · Computer Science 2015-05-01 Chandra Chekuri , Shalmoli Gupta , Kent Quanrud