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Standard results in stochastic convex optimization bound the number of samples that an algorithm needs to generate a point with small function value in expectation. More nuanced high probability guarantees are rare, and typically either…

Optimization and Control · Mathematics 2019-10-18 Damek Davis , Dmitriy Drusvyatskiy , Lin Xiao , Junyu Zhang

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

Online mirror descent (OMD) is a fundamental algorithmic paradigm that underlies many algorithms in optimization, machine learning and sequential decision-making. The OMD iterates are defined as solutions to optimization subproblems which,…

Machine Learning · Computer Science 2025-12-01 Ofir Schlisselberg , Uri Sherman , Tomer Koren , Yishay Mansour

Algorithmic stability is a central concept in statistics and learning theory that measures how sensitive an algorithm's output is to small changes in the training data. Stability plays a crucial role in understanding generalization,…

Statistics Theory · Mathematics 2026-01-21 Abhinav Chakraborty , Yuetian Luo , Rina Foygel Barber

We present a polynomial-time $\frac{3}{2}$-approximation algorithm for the problem of finding a maximum-cardinality stable matching in a many-to-many matching model with ties and laminar constraints on both sides. We formulate our problem…

Data Structures and Algorithms · Computer Science 2021-10-06 Yu Yokoi

We study the canonical problem of maximizing a stochastic submodular function subject to a cardinality constraint, where the goal is to select a subset from a ground set of items with uncertain individual performances to maximize their…

Data Structures and Algorithms · Computer Science 2019-05-10 Shreyas Sekar , Milan Vojnovic , Se-Young Yun

We present combinatorial and parallelizable algorithms for maximization of a submodular function, not necessarily monotone, with respect to a size constraint. We improve the best approximation factor achieved by an algorithm that has…

Data Structures and Algorithms · Computer Science 2024-02-21 Yixin Chen , Alan Kuhnle

We study a fundamental stochastic selection problem involving $n$ independent random variables, each of which can be queried at some cost. Given a tolerance level $\delta$, the goal is to find a value that is $\delta$-approximately minimum…

Data Structures and Algorithms · Computer Science 2025-04-25 Hessa Al-Thani , Viswanath Nagarajan

We show that any submodular minimization (SM) problem defined on a linear constraint set with constraints having up to two variables per inequality, are 2-approximable in polynomial time. If the constraints are monotone (the two variables…

Discrete Mathematics · Computer Science 2017-05-01 Dorit S. Hochbaum

Stochastic optimization of continuous objectives is at the heart of modern machine learning. However, many important problems are of discrete nature and often involve submodular objectives. We seek to unleash the power of stochastic…

Machine Learning · Computer Science 2017-11-07 Mohammad Reza Karimi , Mario Lucic , Hamed Hassani , Andreas Krause

We study various generalizations of the secretary problem with submodular objective functions. Generally, a set of requests is revealed step-by-step to an algorithm in random order. For each request, one option has to be selected so as to…

Data Structures and Algorithms · Computer Science 2016-08-01 Thomas Kesselheim , Andreas Tönnis

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 develop fast algorithms for two stochastic submodular maximization problems. We start with the well-studied adaptive submodular maximization problem subject to a cardinality constraint. We develop the first linear-time…

Machine Learning · Computer Science 2020-07-09 Shaojie Tang

In this paper, we develop deterministic fully dynamic algorithms for computing approximate distances in a graph with worst-case update time guarantees. In particular, we obtain improved dynamic algorithms that, given an unweighted and…

Data Structures and Algorithms · Computer Science 2022-09-09 Jan van den Brand , Sebastian Forster , Yasamin Nazari

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

Maximum consensus estimation plays a critically important role in robust fitting problems in computer vision. Currently, the most prevalent algorithms for consensus maximization draw from the class of randomized hypothesize-and-verify…

Computer Vision and Pattern Recognition · Computer Science 2018-10-24 Huu Le , Tat-Jun Chin , Anders Eriksson , Thanh-Toan Do , David Suter

The performance of online convex optimization algorithms in a dynamic environment is often expressed in terms of the dynamic regret, which measures the decision maker's performance against a sequence of time-varying comparators. In the…

Machine Learning · Computer Science 2022-02-28 Nima Eshraghi , Ben Liang

Robust estimation is much more challenging in high dimensions than it is in one dimension: Most techniques either lead to intractable optimization problems or estimators that can tolerate only a tiny fraction of errors. Recent work in…

Machine Learning · Computer Science 2018-03-14 Ilias Diakonikolas , Gautam Kamath , Daniel M. Kane , Jerry Li , Ankur Moitra , Alistair Stewart

Maximizing a monotone submodular function is a fundamental task in machine learning, economics, and statistics. In this paper, we present two communication-efficient decentralized online algorithms for the monotone continuous DR-submodular…

Machine Learning · Computer Science 2022-08-19 Qixin Zhang , Zengde Deng , Xiangru Jian , Zaiyi Chen , Haoyuan Hu , Yu Yang

In recent years we have witnessed an increase on the development of methods for submodular optimization, which have been motivated by the wide applicability of submodular functions in real-world data-science problems. In this paper, we…

Data Structures and Algorithms · Computer Science 2022-09-15 Guangyi Zhang , Nikolaj Tatti , Aristides Gionis