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This paper defines weak-$\alpha$-supermodularity for set functions. Many optimization objectives in machine learning and data mining seek to minimize such functions under cardinality constrains. We prove that such problems benefit from a…

Data Structures and Algorithms · Computer Science 2015-02-24 Christos Boutsidis , Edo Liberty , Maxim Sviridenko

Solving stochastic optimization problems under partial observability, where one needs to adaptively make decisions with uncertain outcomes, is a fundamental but notoriously difficult challenge. In this paper, we introduce the concept of…

Machine Learning · Computer Science 2017-12-07 Daniel Golovin , Andreas Krause

We provide new approximation guarantees for greedy low rank matrix estimation under standard assumptions of restricted strong convexity and smoothness. Our novel analysis also uncovers previously unknown connections between the low rank…

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

A novel and detailed convergence analysis is presented for a greedy algorithm that was previously introduced for operator reconstruction problems in the field of quantum mechanics. This algorithm is based on an offline/online decomposition…

Optimization and Control · Mathematics 2020-11-02 S Buchwald , G Ciaramella , Julien Salomon

We study the problem of estimating a random process from the observations collected by a network of sensors that operate under resource constraints. When the dynamics of the process and sensor observations are described by a state-space…

Signal Processing · Electrical Eng. & Systems 2018-07-24 Abolfazl Hashemi , Mahsa Ghasemi , Haris Vikalo , Ufuk Topcu

We study parallel algorithms for the problem of maximizing a non-negative submodular function. Our main result is an algorithm that achieves a nearly-optimal $1/2 -\epsilon$ approximation using $O(\log(1/\epsilon) / \epsilon)$ parallel…

Data Structures and Algorithms · Computer Science 2018-12-05 Alina Ene , Huy L. Nguyen , Adrian Vladu

We propose a theoretical framework to capture incremental solutions to cardinality constrained maximization problems. The defining characteristic of our framework is that the cardinality/support of the solution is bounded by a value…

Discrete Mathematics · Computer Science 2018-04-18 Aaron Bernstein , Yann Disser , Martin Groß

The $k$-batch greedy strategy is an approximate algorithm to solve optimization problems where the optimal solution is hard to obtain. Starting with the empty set, the $k$-batch greedy strategy adds a batch of $k$ elements to the current…

Optimization and Control · Mathematics 2016-03-23 Yajing Liu , Zhenliang Zhang , Edwin K. P. Chong , Ali Pezeshki

For many optimization problems in machine learning, finding an optimal solution is computationally intractable and we seek algorithms that perform well in practice. Since computational intractability often results from pathological…

Machine Learning · Computer Science 2021-02-25 Eric Balkanski , Sharon Qian , Yaron Singer

We study the problem of selecting a subset of k random variables from a large set, in order to obtain the best linear prediction of another variable of interest. This problem can be viewed in the context of both feature selection and sparse…

Machine Learning · Statistics 2011-02-28 Abhimanyu Das , David Kempe

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

Greedy layer-wise or module-wise training of neural networks is compelling in constrained and on-device settings where memory is limited, as it circumvents a number of problems of end-to-end back-propagation. However, it suffers from a…

Machine Learning · Computer Science 2023-10-06 Skander Karkar , Ibrahim Ayed , Emmanuel de Bézenac , Patrick Gallinari

Kernel-based schemes are state-of-the-art techniques for learning by data. In this work we extend some ideas about kernel-based greedy algorithms to exponential-polynomial splines, whose main drawback consists in possible overfitting and…

Numerical Analysis · Mathematics 2022-10-31 Rosanna Campagna , Stefano De Marchi , Emma Perracchione , Gabriele Santin

MAXCUT defines a classical NP-hard problem for graph partitioning and it serves as a typical case of the symmetric non-monotone Unconstrained Submodular Maximization (USM) problem. Applications of MAXCUT are abundant in machine learning,…

Data Structures and Algorithms · Computer Science 2016-09-06 Yatao Bian , Alexey Gronskiy , Joachim M. Buhmann

In a standard NP-complete optimization problem we introduce an interpolating algorithm between the quick decrease along the gradient (greedy dynamics) and a slow decrease close to the level curves (reluctant dynamics). We find that for a…

Mathematical Physics · Physics 2007-05-23 P. Contucci , C. Giardina' , C. Giberti , F. Unguendoli , C. Vernia

Ensembles of independently trained neural networks are a state-of-the-art approach to estimate predictive uncertainty in Deep Learning, and can be interpreted as an approximation of the posterior distribution via a mixture of delta…

Machine Learning · Computer Science 2022-07-11 Aleksei Tiulpin , Matthew B. Blaschko

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

Sparse recovery and subset selection are fundamental problems in varied communities, including signal processing, statistics and machine learning. Herein, we focus on an important greedy algorithm for these problems: Backward Stepwise…

Optimization and Control · Mathematics 2021-06-08 Sebatian Ament , Carla Gomes

We generalize the problem of online submodular welfare maximization to incorporate various stochastic elements that have gained significant attention in recent years. We show that a non-adaptive Greedy algorithm, which is oblivious to the…

Data Structures and Algorithms · Computer Science 2026-01-06 Rajan Udwani

We analyze the performance of the greedy algorithm, and also a discrete semi-gradient based algorithm, for maximizing the sum of a suBmodular and suPermodular (BP) function (both of which are non-negative monotone non-decreasing) under two…

Discrete Mathematics · Computer Science 2018-01-24 Wenruo Bai , Jeffrey A. Bilmes