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Configuration Optimization Problems (COPs), which involve minimizing a loss function over a set of discrete points $\boldsymbol{\gamma} \subset P$, are common in areas like Model Order Reduction, Active Learning, and Optimal Experimental…
Motivated by recent work on stochastic gradient descent methods, we develop two stochastic variants of greedy algorithms for possibly non-convex optimization problems with sparsity constraints. We prove linear convergence in expectation to…
Kernel based methods provide a way to reconstruct potentially high-dimensional functions from meshfree samples, i.e., sampling points and corresponding target values. A crucial ingredient for this to be successful is the distribution of the…
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…
Models based on recursive adaptive partitioning such as decision trees and their ensembles are popular for high-dimensional regression as they can potentially avoid the curse of dimensionality. Because empirical risk minimization (ERM) is…
In many prediction problems, it is not uncommon that the number of variables used to construct a forecast is of the same order of magnitude as the sample size, if not larger. We then face the problem of constructing a prediction in the…
Kernel-based methods provide flexible and accurate algorithms for the reconstruction of functions from meshless samples. A major question in the use of such methods is the influence of the samples locations on the behavior of the…
Learning of low-rank matrices is fundamental to many machine learning applications. A state-of-the-art algorithm is the rank-one matrix pursuit (R1MP). However, it can only be used in matrix completion problems with the square loss. In this…
The paper gives a systematic study of the approximate versions of three greedy-type algorithms that are widely used in convex optimization. By approximate version we mean the one where some of evaluations are made with an error. Importance…
Sparse signal recovery deals with finding the sparsest solution of an under-determined linear system $\vx = \mQ\vs$. In this paper, we propose a novel greedy approach to addressing the challenges from such a problem. Such an approach is…
Determinantal point processes (DPPs) are popular probabilistic models that arise in many machine learning tasks, where distributions of diverse sets are characterized by matrix determinants. In this paper, we develop fast algorithms to find…
We describe a parallel approximation algorithm for maximizing monotone submodular functions subject to hereditary constraints on distributed memory multiprocessors. Our work is motivated by the need to solve submodular optimization problems…
This paper focuses on the development of novel greedy techniques for distributed learning under sparsity constraints. Greedy techniques have widely been used in centralized systems due to their low computational requirements and at the same…
Combining kernel-based collocation methods with time-stepping methods to solve parabolic partial differential equations can potentially introduce challenges in balancing temporal and spatial discretization errors. Typically, using kernels…
We propose a class of greedy algorithms for weighted sparse recovery by considering new loss function-based generalizations of Orthogonal Matching Pursuit (OMP). Given a (regularized) loss function, the proposed algorithms alternate the…
Partial differential equation parameter estimation is a mathematical and computational process used to estimate the unknown parameters in a partial differential equation model from observational data. This paper employs a greedy sampling…
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…
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…
This paper investigates the problems large-scale distributed composite convex optimization, with motivations from a broad range of applications, including multi-agent systems, federated learning, smart grids, wireless sensor networks,…
In their standard form Gaussian processes (GPs) provide a powerful non-parametric framework for regression and classificaton tasks. Their one limiting property is their $\mathcal{O}(N^{3})$ scaling where $N$ is the number of training data…