Related papers: A brief note on approximate optimization of submod…
We consider the problem of multi-objective maximization of monotone submodular functions subject to cardinality constraint, often formulated as $\max_{|A|=k}\min_{i\in\{1,\dots,m\}}f_i(A)$. While it is widely known that greedy methods work…
We show how combinatorial optimisation algorithms can be applied to the problem of identifying c-optimal experimental designs when there may be correlation between and within experimental units and evaluate the performance of relevant…
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…
Identifying strongly connected substructures in large networks provides insight into their coarse-grained organization. Several approaches based on the optimization of a quality function, e.g., the modularity, have been proposed. We present…
We consider the problem of optimizing lifetime consumption under a habit formation model, both with and without an exogenous pension. Unlike much of the existing literature, we apply a power utility to the ratio of consumption to habit,…
In this paper, we study the \underline{R}obust \underline{o}ptimization for \underline{se}quence \underline{Net}worked \underline{s}ubmodular maximization (RoseNets) problem. We interweave the robust optimization with the sequence networked…
Dimensionality reduction on quadratic manifolds augments linear approximations with quadratic correction terms. Previous works rely on linear approximations given by projections onto the first few leading principal components of the…
We present a novel stagewise strategy for improving greedy algorithms for sparse recovery. We demonstrate its efficiency both for synthesis and analysis sparse priors, where in both cases we demonstrate its computational efficiency and…
Maximizing monotone submodular functions under cardinality constraints is a classic optimization task with several applications in data mining and machine learning. In this paper we study this problem in a dynamic environment with…
We suggest a new greedy strategy for convex optimization in Banach spaces and prove its convergent rates under a suitable behavior of the modulus of uniform smoothness of the objective function.
We consider the problem of maximizing a monotone submodular function subject to a knapsack constraint. Our main contribution is an algorithm that achieves a nearly-optimal, $1 - 1/e - \epsilon$ approximation, using…
Kernel based regularized interpolation is a well known technique to approximate a continuous multivariate function using a set of scattered data points and the corresponding function evaluations, or data values. This method has some…
In this article, we present a greedy algorithm based on a tensor product decomposition, whose aim is to compute the global minimum of a strongly convex energy functional. We prove the convergence of our method provided that the gradient of…
In this note we study the greedy algorithm for combinatorial auctions with submodular bidders. It is well known that this algorithm provides an approximation ratio of $2$ for every order of the items. We show that if the valuations are…
We propose a new method for learning deep neural network models that is based on a greedy learning approach: we add one basis function at a time, and a new basis function is generated as a non-linear activation function applied to a linear…
Subset selection, which aims to select a subset from a ground set to maximize some objective function, arises in various applications such as influence maximization and sensor placement. In real-world scenarios, however, one often needs to…
We consider the celebrated bound introduced by Conforti and Cornu\'ejols (1984) for greedy schemes in submodular optimization. The bound assumes a submodular function defined on a collection of sets forming a matroid and is based on greedy…
We consider the problem of maximizing a submodular function with access to a noisy value oracle for the function instead of an exact value oracle. Similar to prior work, we assume that the noisy oracle is persistent in that multiple calls…
Submodular function minimization is a fundamental optimization problem that arises in several applications in machine learning and computer vision. The problem is known to be solvable in polynomial time, but general purpose algorithms have…
We continue the study of Lebesgue-type parameters for various greedy algorithms in quasi-Banach spaces. First, we introduce a parameter that can be used with the quasi-greedy parameter to obtain the exact growth of the Lebesgue parameter…