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We propose an efficient optimization algorithm for selecting a subset of training data to induce sparsity for Gaussian process regression. The algorithm estimates an inducing set and the hyperparameters using a single objective, either the…

Machine Learning · Computer Science 2013-11-12 Yanshuai Cao , Marcus A. Brubaker , David J. Fleet , Aaron Hertzmann

We present a comprehensive analysis of an algorithm for evaluating high-dimensional polynomials that are invariant under permutations and rotations. The key bottleneck is the contraction of a high-dimensional symmetric and sparse tensor…

Numerical Analysis · Mathematics 2022-02-10 Illia Kaliuzhnyi , Christoph Ortner

Recovering nonlinearly degraded signal in the presence of noise is a challenging problem. In this work, this problem is tackled by minimizing the sum of a non convex least-squares fit criterion and a penalty term. We assume that the…

Signal Processing · Electrical Eng. & Systems 2019-02-27 Marc Castella , Jean-Christophe Pesquet , Arthur Marmin

Fine-tuning pre-trained models has been ubiquitously proven to be effective in a wide range of NLP tasks. However, fine-tuning the whole model is parameter inefficient as it always yields an entirely new model for each task. Currently, many…

Computation and Language · Computer Science 2022-11-29 Zihao Fu , Haoran Yang , Anthony Man-Cho So , Wai Lam , Lidong Bing , Nigel Collier

We study high-dimensional sparse estimation tasks in a robust setting where a constant fraction of the dataset is adversarially corrupted. Specifically, we focus on the fundamental problems of robust sparse mean estimation and robust sparse…

Data Structures and Algorithms · Computer Science 2019-11-20 Ilias Diakonikolas , Sushrut Karmalkar , Daniel Kane , Eric Price , Alistair Stewart

In this paper, we consider the optimization problem of minimizing a continuously differentiable function subject to both convex constraints and sparsity constraints. By exploiting a mixed-integer reformulation from the literature, we define…

Optimization and Control · Mathematics 2021-04-28 M. Lapucci , T. Levato , F. Rinaldi , M. Sciandrone

We propose a method to reconstruct sparse signals degraded by a nonlinear distortion and acquired at a limited sampling rate. Our method formulates the reconstruction problem as a nonconvex minimization of the sum of a data fitting term and…

Optimization and Control · Mathematics 2023-01-19 Arthur Marmin , Marc Castella , Jean-Christophe Pesquet , Laurent Duval

In the context of high-dimensional linear regression models, we propose an algorithm of exact support recovery in the setting of noisy compressed sensing where all entries of the design matrix are independent and identically distributed…

Statistics Theory · Mathematics 2019-10-23 Mohamed Ndaoud , Alexandre B. Tsybakov

This document introduces a strategy to solve linear optimization problems. The strategy is based on the bounding condition each constraint produces on each one of the problem's dimension. The solution of a linear optimization problem is…

Optimization and Control · Mathematics 2018-09-24 Gerardo L. Febres

The ultimate goal of any sparse coding method is to accurately recover from a few noisy linear measurements, an unknown sparse vector. Unfortunately, this estimation problem is NP-hard in general, and it is therefore always approached with…

We address the problem of prediction of multivariate data process using an underlying graph model. We develop a method that learns a sparse partial correlation graph in a tuning-free and computationally efficient manner. Specifically, the…

Machine Learning · Statistics 2018-11-19 Arun Venkitaraman , Dave Zachariah

Conventional sparse phase retrieval schemes can recover sparse signals from the magnitude of linear measurements only up to a global phase ambiguity. This work proposes a novel approach that instead utilizes the magnitude of affine…

Information Theory · Computer Science 2021-05-25 Ming-Hsun Yang , Y. -W. Peter Hong , Jwo-Yuh Wu

Natural signals and images are well-known to be approximately sparse in transform domains such as Wavelets and DCT. This property has been heavily exploited in various applications in image processing and medical imaging. Compressed sensing…

Machine Learning · Computer Science 2015-10-26 Saiprasad Ravishankar , Yoram Bresler

In high-dimensional statistics, variable selection recovers the latent sparse patterns from all possible covariate combinations. This paper proposes a novel optimization method to solve the exact L0-regularized regression problem, which is…

Methodology · Statistics 2022-06-02 Mingzhang Yin , Nhat Ho , Bowei Yan , Xiaoning Qian , Mingyuan Zhou

Recently, a class of algorithms combining classical fixed point iterations with repeated random sparsification of approximate solution vectors has been successfully applied to eigenproblems with matrices as large as $10^{108} \times…

Numerical Analysis · Mathematics 2025-04-28 Jonathan Weare , Robert J. Webber

The null space condition for $\ell_1$ minimization in compressed sensing is a necessary and sufficient condition on the sensing matrices under which a sparse signal can be uniquely recovered from the observation data via $\ell_1$…

Information Theory · Computer Science 2018-02-06 Myung Cho , Kumar Vijay Mishra , Weiyu Xu

We analyze a practical algorithm for sparse PCA on incomplete and noisy data under a general non-random sampling scheme. The algorithm is based on a semidefinite relaxation of the $\ell_1$-regularized PCA problem. We provide theoretical…

Machine Learning · Statistics 2023-02-06 Hanbyul Lee , Qifan Song , Jean Honorio

We introduce a learning-based algorithm to obtain a measurement matrix for compressive sensing related recovery problems. The focus lies on matrices with a constant modulus constraint which typically represent a network of analog phase…

Signal Processing · Electrical Eng. & Systems 2021-10-15 Michael Koller , Wolfgang Utschick

Compressed sensing is an important problem in many fields of science and engineering. It reconstructs signals by finding sparse solutions to underdetermined linear equations. In this work we propose a deterministic and non-parametric…

Signal Processing · Electrical Eng. & Systems 2017-12-19 Mutian Shen , Pan Zhang , Hai-Jun Zhou

In this paper we present a new algorithm for compressive sensing that makes use of binary measurement matrices and achieves exact recovery of ultra sparse vectors, in a single pass and without any iterations. Due to its noniterative nature,…

Information Theory · Computer Science 2018-05-22 Mahsa Lotfi , Mathukumalli Vidyasagar