English
Related papers

Related papers: Greedy Selection under Independent Increments: A T…

200 papers

Optimal designs are usually model-dependent and likely to be sub-optimal if the postulated model is not correctly specified. In practice, it is common that a researcher has a list of candidate models at hand and a design has to be found…

Statistics Theory · Mathematics 2023-03-29 Mingyao Ai , Holger Dette , Zhengfu Liu , Jun Yu

We show for several computational problems how classical greedy algorithms for special cases can be derived in a simple way from dynamic programs for the general case: interval scheduling (restricted to unit weights), knapsack (restricted…

Data Structures and Algorithms · Computer Science 2026-02-26 Dieter van Melkebeek

Selective classification is a powerful tool for automated decision-making in high-risk scenarios, allowing classifiers to act only when confident and abstain when uncertainty is high. Given a target accuracy, our goal is to minimize…

Statistics Theory · Mathematics 2025-10-28 Mohamed Ndaoud , Peter Radchenko , Bradley Rava

In this paper, we consider a class of continuous-time, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation methods and sampling-based algorithms for deterministic path planning,…

Robotics · Computer Science 2012-02-27 Vu Anh Huynh , Sertac Karaman , Emilio Frazzoli

Sequence models are a critical component of modern NLP systems, but their predictions are difficult to explain. We consider model explanations though rationales, subsets of context that can explain individual model predictions. We find…

Computation and Language · Computer Science 2021-11-19 Keyon Vafa , Yuntian Deng , David M. Blei , Alexander M. Rush

Optimization of expensive computer models with the help of Gaussian process emulators in now commonplace. However, when several (competing) objectives are considered, choosing an appropriate sampling strategy remains an open question. We…

Optimization and Control · Mathematics 2013-10-03 Victor Picheny

Many problems in signal processing and machine learning can be formalized as weak submodular optimization tasks. For such problems, a simple greedy algorithm (\textsc{Greedy}) is guaranteed to find a solution achieving the objective with a…

Discrete Mathematics · Computer Science 2021-11-24 Abolfazl Hashemi , Haris Vikalo , Gustavo de Veciana

Test-time data augmentation$-$averaging the predictions of a machine learning model across multiple augmented samples of data$-$is a widely used technique that improves the predictive performance. While many advanced learnable data…

Machine Learning · Statistics 2020-06-23 Dmitry Molchanov , Alexander Lyzhov , Yuliya Molchanova , Arsenii Ashukha , Dmitry Vetrov

The random greedy algorithm for constructing a large partial Steiner-Triple-System is defined as follows. We begin with a complete graph on $n$ vertices and proceed to remove the edges of triangles one at a time, where each triangle removed…

Combinatorics · Mathematics 2010-04-15 Tom Bohman , Alan Frieze , Eyal Lubetzky

We consider the problem of selfish agents in discrete-time queuing systems, where competitive queues try to get their packets served. In this model, a queue gets to send a packet each step to one of the servers, which will attempt to serve…

Computer Science and Game Theory · Computer Science 2020-11-23 Jason Gaitonde , Eva Tardos

In this paper, we consider a multistage expected utility maximization problem where the decision maker's utility function at each stage depends on historical data and the information on the true utility function is incomplete. To mitigate…

Optimization and Control · Mathematics 2023-02-22 Jia Liu , Zhiping Chen , Huifu Xu

Influence maximization, defined as a problem of finding a set of seed nodes to trigger a maximized spread of influence, is crucial to viral marketing on social networks. For practical viral marketing on large scale social networks, it is…

Social and Information Networks · Computer Science 2014-02-18 Suqi Cheng , Huawei Shen , Junming Huang , Guoqing Zhang , Xueqi Cheng

Meta-Learning has gained increasing attention in the machine learning and artificial intelligence communities. In this paper, we introduce and study an adaptive submodular meta-learning problem. The input of our problem is a set of items,…

Machine Learning · Computer Science 2021-03-26 Shaojie Tang , Jing Yuan

The paper addresses an optimal control problem for a perturbed sweeping process of the rate-independent hysteresis type described by a controlled "play and stop" operator with separately controlled perturbations. This problem can be reduced…

Optimization and Control · Mathematics 2015-12-01 Tan H. Cao , Boris S. Mordukhovich

We consider a class of multi-stage robust covering problems, where additional information is revealed about the problem instance in each stage, but the cost of taking actions increases. The dilemma for the decision-maker is whether to wait…

Data Structures and Algorithms · Computer Science 2013-02-25 Anupam Gupta , Viswanath Nagarajan , Vijay V. Vazirani

The paper is devoted to the study of a new class of optimal control problems governed by discontinuous constrained differential inclusions of the sweeping type with involving the duration of the dynamic process into optimization. We develop…

Optimization and Control · Mathematics 2023-10-18 Giovanni Colombo , Boris S. Mordukhovich , Dao Nguyen , Trang Nguyen

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

The problem of synthesizing an optimal sensor selection policy is pertinent to a variety of engineering applications ranging from event detection to autonomous navigation. We consider such a synthesis problem over an infinite time horizon…

Systems and Control · Electrical Eng. & Systems 2020-12-24 Michael Hibbard , Kirsten Tuggle , Takashi Tanaka

Greedy Sampling Methods (GSMs) are widely used to construct approximate solutions of Configuration Optimization Problems (COPs), where a loss functional is minimized over finite configurations of points in a compact domain. While effective…

Optimization and Control · Mathematics 2026-01-09 Evie Nielen , Oliver Tse

We consider the problem of maximizing expected utility from terminal wealth in models with stochastic factors. Using martingale methods and a conditioning argument, we determine the optimal strategy for power utility under the assumption…

Portfolio Management · Quantitative Finance 2009-11-22 Jan Kallsen , Johannes Muhle-Karbe
‹ Prev 1 3 4 5 6 7 10 Next ›