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This work addresses the problem of exploration in an unknown environment. For linear dynamical systems, we use an experimental design framework and introduce an online greedy policy where the control maximizes the information of the next…

Machine Learning · Statistics 2023-04-27 Matthieu Blanke , Marc Lelarge

Cost-efficient compressive sensing is challenging when facing large-scale data, {\em i.e.}, data with large sizes. Conventional compressive sensing methods for large-scale data will suffer from low computational efficiency and massive…

Data Structures and Algorithms · Computer Science 2016-03-18 Sung-Hsien Hsieh , Chun-Shien Lu , Soo-Chang Pei

Inverse imaging problems rely on limited and indirect measurements, making reconstruction highly dependent on both regularization and sample locations. We introduce a novel greedy framework for the optimal selection of indirect measurements…

Numerical Analysis · Mathematics 2025-12-04 L. Bruni Bruno , P. Massa , E. Perracchione , M. Trombini

Many robotic systems deal with uncertainty by performing a sequence of information gathering actions. In this work, we focus on the problem of efficiently constructing such a sequence by drawing an explicit connection to submodularity.…

In this article, we present a family of numerical approaches to solve high-dimensional linear non-symmetric problems. The principle of these methods is to approximate a function which depends on a large number of variates by a sum of tensor…

Functional Analysis · Mathematics 2012-10-26 Eric Cances , Virginie Ehrlacher , Tony Lelievre

Recent works have shown that gradient-update alignment is a powerful signal for modulating optimizer updates, often leading to faster training. We promote this update-wise heuristic as a mathematically grounded principle for selecting and…

Machine Learning · Computer Science 2026-05-08 Jaerin Lee , Kyoung Mu Lee

Online learning algorithms, widely used to power search and content optimization on the web, must balance exploration and exploitation, potentially sacrificing the experience of current users in order to gain information that will lead to…

Machine Learning · Computer Science 2021-12-28 Manish Raghavan , Aleksandrs Slivkins , Jennifer Wortman Vaughan , Zhiwei Steven Wu

The frame algorithm uses a simple recursive formula to approximate an unknown vector from its frame coefficients. This note introduces an adaptive version of the frame algorithm that maximizes the error reduction between steps in terms of…

Functional Analysis · Mathematics 2025-06-24 Brody Dylan Johnson

An adaptive scheme to generate reduced-order models for parametric nonlinear dynamical systems is proposed. It aims to automatize the POD-Greedy algorithm combined with empirical interpolation. At each iteration, it is able to adaptively…

Numerical Analysis · Mathematics 2021-10-13 Sridhar Chellappa , Lihong Feng , Peter Benner

In optimal experimental design, the objective is to select a limited set of experiments that maximizes information about unknown model parameters based on factor levels. This work addresses the generalized D-optimal design problem, allowing…

Data Structures and Algorithms · Computer Science 2024-11-05 Aditya Pillai , Gabriel Ponte , Marcia Fampa , Jon Lee , and Mohit Singh , Weijun Xie

Identifying cause-effect relations among variables is a key step in the decision-making process. While causal inference requires randomized experiments, researchers and policymakers are increasingly using observational studies to test…

Optimization and Control · Mathematics 2021-11-22 Md Saiful Islam , Md Sarowar Morshed , Md. Noor-E-Alam

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

Orthogonal greedy learning (OGL) is a stepwise learning scheme that adds a new atom from a dictionary via the steepest gradient descent and build the estimator via orthogonal projecting the target function to the space spanned by the…

Machine Learning · Computer Science 2014-11-14 Lin Xu , Shaobo Lin , Jinshan Zeng , Zongben Xu

The \emph{sensor placement problem} for stochastic linear inverse problems consists of determining the optimal manner in which sensors can be employed to collect data. Specifically, one wishes to place a limited number of sensors over a…

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

We introduce a novel geometric framework for optimal experimental design (OED). Traditional OED approaches, such as those based on mutual information, rely explicitly on probability densities, leading to restrictive invariance properties.…

Machine Learning · Statistics 2025-10-17 Gavin Kerrigan , Christian A. Naesseth , Tom Rainforth

Optimal experimental design (OED) seeks experiments expected to yield the most useful data for some purpose. In practical circumstances where experiments are time-consuming or resource-intensive, OED can yield enormous savings. We pursue…

Computation · Statistics 2014-12-30 Xun Huan , Youssef M. Marzouk

The greedy algorithm A iterates over a set of uniformly sized independent sets of a given graph G and checks for each set S which non-neighbor of S, if any, is best suited to be added to S, until no more suitable non-neighbors are found for…

Data Structures and Algorithms · Computer Science 2015-05-05 Asbjørn Brændeland

This work applies Bayesian experimental design to selecting optimal projection geometries in (discretized) parallel beam X-ray tomography assuming the prior and the additive noise are Gaussian. The introduced greedy exhaustive optimization…

Numerical Analysis · Mathematics 2021-08-11 Martin Burger , Andreas Hauptmann , Tapio Helin , Nuutti Hyvönen , Juha-Pekka Puska

Subset selection is an interesting and important topic in the field of evolutionary multi-objective optimization (EMO). Especially, in an EMO algorithm with an unbounded external archive, subset selection is an essential post-processing…

Neural and Evolutionary Computing · Computer Science 2021-09-23 Weiyu Chen , Hisao Ishibuchi , Ke Shang

We consider the problem of approximating a given element $f$ from a Hilbert space $\mathcal{H}$ by means of greedy algorithms and the application of such procedures to the regression problem in statistical learning theory. We improve on the…

Statistics Theory · Mathematics 2009-09-29 Andrew R. Barron , Albert Cohen , Wolfgang Dahmen , Ronald A. DeVore
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