The first one, MA-SPL, not only can achieve the optimal (1 ce)-approximation guarantee for the MA-OC problem with submodular objectives but also can handle the unexplored α-weakly DR-submodular and (γ,β)-weakly submodular scenarios, where c is the curvature of the investigated submodular functions, α denotes the diminishing-return(DR) ratio and the tuple (γ,β) represents the submodularity ratios. Subsequently, in order to reduce the reliance on the unknown parameters α,γ,β inherent in the MA-SPLalgorithm, we further introduce the second online algorithm named MA-MPL. This MA-MPL algorithm is entirely parameter-free and simultaneously can maintain the same approximation ratio as the first MA-SPL algorithm. The core of our MA-SPL and MA-MPL algorithms is a novel continuous-relaxation technique termed as policybased continuous extension. Compared with the well-established multi-linear extension, a notable advantage of this new policy-based continuous extension is its ability to provide a lossless rounding scheme for any set function, thereby enabling us to tackle the challenging weakly submodular objectives. Finally, extensive simulations are conducted to validate the effectiveness of our proposed algorithms.

Optimal transport (OT) defines a powerful framework to compare probability distributions in a geometrically faithful way. However, the practical impact of OT is still limited because of its computational burden. We propose a new class of stochastic optimization algorithms to cope with large-scale OT problems. These methods can handle arbitrary distributions (either discrete or continuous) as long as one is able to draw samples from them, which is the typical setup in highdimensional learning problems.

Submodular maximization problems appear in several areas of machine learning and data science, as many useful modelling concepts such as diversity and coverage satisfy this natural diminishing returns property. Because the data defining these functions, as well as the decisions made with the computed solutions, are subject to statistical noise and randomness, it is arguably necessary to go beyond computing a single approximate optimum and quantify its inherent uncertainty. To this end, we define a rich class of probabilistic models associated with constrained submodular maximization problems. These capture log-submodular dependencies of arbitrary order between the variables, but also satisfy hard combinatorial constraints. Namely, the variables are assumed to take on one of -- possibly exponentially many -- set of states, which form the bases of a matroid.

Consider a general formulation of the distributionally robust learning (DRL) problem of active interest.

Regularization is an important tool in machine learning which is used in, for instance, reducing overfitting[23].

Submodular maximization problems appear in several areas of machine learning and data science, as many useful modelling concepts such as diversity and coverage satisfy this natural diminishing returns property. Because the data defining these functions, as well as the decisions made with the computed solutions, are subject to statistical noise and randomness, it is arguably necessary to go beyond computing a single approximate optimum and quantify its inherent uncertainty. To this end, we define a rich class of probabilistic models associated with constrained submodular maximization problems. These capture log-submodular dependencies of arbitrary order between the variables, but also satisfy hard combinatorial constraints. Namely, the variables are assumed to take on one of -- possibly exponentially many -- set of states, which form the bases of a matroid.

Section 4 derives an equivalent mixed-integer SDP (MISDP) reformulation for SCCA.