Related papers: Structured sparsity-inducing norms through submodu…
In genomic analysis, biomarker discovery, image recognition, and other systems involving machine learning, input variables can often be organized into different groups by their source or semantic category. Eliminating some groups of…
This paper presents a convex-analytic framework to learn sparse graphs from data. While our problem formulation is inspired by an extension of the graphical lasso using the so-called combinatorial graph Laplacian framework, a key difference…
Dictionary learning for sparse representations has been successful in many reconstruction tasks. Simplicial learning is an adaptation of dictionary learning, where subspaces become clipped and acquire arbitrary offsets, taking the form of…
Nonconvex penalty methods for sparse modeling in linear regression have been a topic of fervent interest in recent years. Herein, we study a family of nonconvex penalty functions that we call the trimmed Lasso and that offers exact control…
We consider several classes of highly important semidefinite optimization problems that involve both a convex objective function (smooth or nonsmooth) and additional linear or nonlinear smooth and convex constraints, which are ubiquitous in…
Sparsity inducing regularization is an important part for learning over-complete visual representations. Despite the popularity of $\ell_1$ regularization, in this paper, we investigate the usage of non-convex regularizations in this…
State-of-the-art learned reconstruction methods often rely on black-box modules that, despite their strong performance, raise questions about their interpretability and robustness. Here, we build on a recently proposed image reconstruction…
We consider the problem of selective inference after solving a (randomized) convex statistical learning program in the form of a penalized or constrained loss function. Our first main result is a change-of-measure formula that describes…
Signal processing is rich in inherently continuous and often nonlinear applications, such as spectral estimation, optical imaging, and super-resolution microscopy, in which sparsity plays a key role in obtaining state-of-the-art results.…
We study the problem of learning high dimensional regression models regularized by a structured-sparsity-inducing penalty that encodes prior structural information on either input or output sides. We consider two widely adopted types of…
In several applications, input samples are more naturally represented in terms of similarities between each other, rather than in terms of feature vectors. In these settings, machine-learning algorithms can become very computationally…
Detection of a signal under noise is a classical signal processing problem. When monitoring spatial phenomena under a fixed budget, i.e., either physical, economical or computational constraints, the selection of a subset of available…
In this paper, we study the problem of low-rank tensor learning, where only a few of training samples are observed and the underlying tensor has a low-rank structure. The existing methods are based on the sum of nuclear norms of unfolding…
Sparse and convolutional constraints form a natural prior for many optimization problems that arise from physical processes. Detecting motifs in speech and musical passages, super-resolving images, compressing videos, and reconstructing…
Sparse high dimensional graphical model selection is a topic of much interest in modern day statistics. A popular approach is to apply l1-penalties to either (1) parametric likelihoods, or, (2) regularized regression/pseudo-likelihoods,…
In this paper, we consider a class of sparse regression problems, whose objective function is the summation of a convex loss function and a cardinality penalty. By constructing a smoothing function for the cardinality function, we propose a…
Despite widespread adoption in practice, guarantees for the LASSO and Group LASSO are strikingly lacking in settings beyond statistical problems, and these algorithms are usually considered to be a heuristic in the context of sparse convex…
In this work we propose to fit a sparse logistic regression model by a weakly convex regularized nonconvex optimization problem. The idea is based on the finding that a weakly convex function as an approximation of the $\ell_0$ pseudo norm…
We analyze a class of norms defined via an optimal interpolation problem involving the composition of norms and a linear operator. This construction, known as infimal postcomposition in convex analysis, is shown to encompass various of…
Composite minimization is a powerful framework in large-scale convex optimization, based on decoupling of the objective function into terms with structurally different properties and allowing for more flexible algorithmic design. We…