Subset Selection under Noise

Chao Qian, Jing-Cheng Shi, Yang Yu, Ke Tang, Zhi-Hua Zhou

Neural Information Processing Systems 

Since it is generally NPhard [7], much effort has been devoted to the design of polynomial-time approximation algorithms. The greedy algorithm is most favored for its simplicity, which iteratively chooses one item with the largest immediate benefit. Despite the greedy nature, it can perform well in many cases.

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