Two-Sided Weak Submodularity for Matroid Constrained Optimization and Regression.
Theophile ThieryJustin WardPublished in: COLT (2022)
Keyphrases
- constrained optimization
- submodular functions
- objective function
- semi parametric
- regression model
- greedy algorithm
- constraint handling
- unconstrained optimization
- constrained optimization problems
- penalty function
- support vector regression
- model selection
- regression function
- interval analysis
- facility location problem
- combinatorial optimization
- augmented lagrangian
- linear regression
- penalty functions
- optimization problems
- lagrange multipliers
- regression problems
- gaussian processes
- energy function
- iterative methods
- closed form solutions
- inequality constraints
- lagrange multiplier method
- metaheuristic
- support vector