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In many prediction problems, it is not uncommon that the number of variables used to construct a forecast is of the same order of magnitude as the sample size, if not larger. We then face the problem of constructing a prediction in the…

Statistics Theory · Mathematics 2016-02-08 Alessio Sancetta

In this paper we develop a procedure to deal with a family of parameter-dependent ill-posed problems, for which the exact solution in general does not exist. The original problems are relaxed by considering corresponding approximate ones,…

Analysis of PDEs · Mathematics 2022-06-29 Martin Lazar , Enrique Zuazua

In this paper we study greedy approximation in Banach spaces. We discuss a modification of the Weak Chebyshev Greedy Algorithm, in which steps of the algorithm can be executed imprecisely. Such inaccuracies are represented by both absolute…

Functional Analysis · Mathematics 2021-06-07 Anton Dereventsov

The Greedy algorithm is the simplest heuristic in sequential decision problem that carelessly takes the locally optimal choice at each round, disregarding any advantages of exploring and/or information gathering. Theoretically, it is known…

Machine Learning · Computer Science 2021-01-05 Matthieu Jedor , Jonathan Louëdec , Vianney Perchet

Collective communications are ubiquitous in parallel applications. We present two new algorithms for performing a reduction. The operation associated with our reduction needs to be associative and commutative. The two algorithms are…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-10-18 Bradley R. Lowery , Julien Langou

The Power-Relaxed Greedy Algorithm (PRGA) was introduced as a generalization of the so called Relaxed Greedy Algorithm, introduced by DeVore and Temlyakov, by replacing the relaxation parameter $1/m$ with $1/m^\alpha$, with the aim of…

Functional Analysis · Mathematics 2026-02-03 Pablo M. Berná , Andrea García

Submodular maximization has been widely studied over the past decades, mostly because of its numerous applications in real-world problems. It is well known that the standard greedy algorithm guarantees a worst-case approximation factor of…

Data Structures and Algorithms · Computer Science 2020-02-12 Alfredo Torrico , Mohit Singh , Sebastian Pokutta

The rate of convergence of the classical Thresholding Greedy Algorithm with respect to bases is studied in this paper. We bound the error of approximation by the product of both norms -- the norm of $f$ and the $A_1$-norm of $f$. We obtain…

Numerical Analysis · Mathematics 2024-07-29 V. N. Temlyakov

The general theory of greedy approximation with respect to arbitrary dictionaries is well developed in the case of real Banach spaces. Recently, some of results proved for the Weak Chebyshev Greedy Algorithm (WCGA) in the case of real…

Functional Analysis · Mathematics 2024-10-01 A. Gasnikov , V. Temlyakov

In 1999, S. V. Konyagin and V. N. Temlyakov introduced the so-called Thresholding Greedy Algorithm. Since then, there have been many interesting and useful characterizations of greedy-type bases in Banach spaces. In this article, we study…

Functional Analysis · Mathematics 2022-06-30 Pablo M. Berná , Hung Viet Chu

Optimal experimental design (OED) concerns itself with identifying ideal methods of data collection, e.g.~via sensor placement. The \emph{greedy algorithm}, that is, placing one sensor at a time, in an iteratively optimal manner, stands as…

Optimization and Control · Mathematics 2025-10-15 Christian Aarset

This paper is devoted to the theoretical study of the efficiency, namely, stability of some greedy algorithms. In the greedy approximation theory researchers are mostly interested in the following two important properties of an algorithm --…

Numerical Analysis · Mathematics 2025-12-25 V. N. Temlyakov

We prove some results on the rate of convergence of greedy algorithms, which provide expansions. We consider both the case of Hilbert spaces and the more general case of Banach spaces. The new ingredient of the paper is that we bound the…

Numerical Analysis · Mathematics 2023-04-14 V. N. Temlyakov

The main goal of this paper is twofold. First, we extend some results known in the case of weak greedy algorithms with a scalar parameter to the case of weak greedy algorithms with a weakness sequence. Second, we formulate a new setting of…

Numerical Analysis · Mathematics 2026-04-30 A. S. Spivak , V. N. Temlyakov

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

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

Sparse approximation is important in many applications because of concise form of an approximant and good accuracy guarantees. The theory of compressed sensing, which proved to be very useful in the image processing and data sciences, is…

Numerical Analysis · Mathematics 2025-02-20 V. Temlyakov

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

The greedy algorithm adapted from Kruskal's algorithm is an efficient and folklore way to produce a $k$-spanner with girth at least $k+2$. The greedy algorithm has shown to be `existentially optimal', while it's not `universally optimal'…

Data Structures and Algorithms · Computer Science 2024-11-05 Yeyuan Chen

Motivated by, e.g., sensitivity analysis and end-to-end learning, the demand for differentiable optimization algorithms has been significantly increasing. In this paper, we establish a theoretically guaranteed versatile framework that makes…

Data Structures and Algorithms · Computer Science 2020-06-15 Shinsaku Sakaue