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We consider a class of learning problems regularized by a structured sparsity-inducing norm defined as the sum of l_2- or l_infinity-norms over groups of variables. Whereas much effort has been put in developing fast optimization techniques…

Optimization and Control · Mathematics 2011-10-17 Julien Mairal , Rodolphe Jenatton , Guillaume Obozinski , Francis Bach

We consider the empirical risk minimization problem for linear supervised learning, with regularization by structured sparsity-inducing norms. These are defined as sums of Euclidean norms on certain subsets of variables, extending the usual…

Machine Learning · Statistics 2011-11-23 Rodolphe Jenatton , Jean-Yves Audibert , Francis Bach

Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. While naturally cast as a combinatorial optimization problem, variable or feature selection admits a convex relaxation through the…

Machine Learning · Computer Science 2012-04-23 Francis Bach , Rodolphe Jenatton , Julien Mairal , Guillaume Obozinski

This paper investigates a new learning formulation called structured sparsity, which is a natural extension of the standard sparsity concept in statistical learning and compressive sensing. By allowing arbitrary structures on the feature…

Methodology · Statistics 2009-05-05 Junzhou Huang , Tong Zhang , Dimitris Metaxas

We study a generalized framework for structured sparsity. It extends the well-known methods of Lasso and Group Lasso by incorporating additional constraints on the variables as part of a convex optimization problem. This framework provides…

Machine Learning · Computer Science 2011-06-28 Andreas Argyriou , Luca Baldassarre , Jean Morales , Massimiliano Pontil

We consider a class of sparse learning problems in high dimensional feature space regularized by a structured sparsity-inducing norm which incorporates prior knowledge of the group structure of the features. Such problems often pose a…

Optimization and Control · Mathematics 2014-02-11 Zhiwei Qin , Donald Goldfarb

In this work, we consider multitask learning problems where clusters of nodes are interested in estimating their own parameter vector. Cooperation among clusters is beneficial when the optimal models of adjacent clusters have a good number…

Systems and Control · Computer Science 2016-11-03 Roula Nassif , Cédric Richard , André Ferrari , Ali H. Sayed

Stochastic optimization algorithms update models with cheap per-iteration costs sequentially, which makes them amenable for large-scale data analysis. Such algorithms have been widely studied for structured sparse models where the sparsity…

Machine Learning · Computer Science 2019-05-10 Baojian Zhou , Feng Chen , Yiming Ying

We present efficient deep learning techniques for approximating flow and transport equations for both single phase and two-phase flow problems. The proposed methods take advantages of the sparsity structures in the underlying discrete…

Numerical Analysis · Mathematics 2020-01-08 Yating Wang , Guang Lin

Diffusion is a fundamental graph procedure and has been a basic building block in a wide range of theoretical and empirical applications such as graph partitioning and semi-supervised learning on graphs. In this paper, we study…

Data Structures and Algorithms · Computer Science 2021-06-07 Li Chen , Richard Peng , Di Wang

Joint sparsity offers powerful structural cues for feature selection, especially for variables that are expected to demonstrate a "grouped" behavior. Such behavior is commonly modeled via group-lasso, multitask lasso, and related methods…

Machine Learning · Statistics 2012-04-09 Suvrit Sra

We study sparsity in the max-plus algebraic setting. We seek both exact and approximate solutions of the max-plus linear equation with minimum cardinality of support. In the former case, the sparsest solution problem is shown to be…

Optimization and Control · Mathematics 2019-06-05 Anastasios Tsiamis , Petros Maragos

The proximal problem for structured penalties obtained via convex relaxations of submodular functions is known to be equivalent to minimizing separable convex functions over the corresponding submodular polyhedra. In this paper, we reveal a…

Machine Learning · Computer Science 2015-09-15 Yoshinobu Kawahara , Yutaro Yamaguchi

Quantile regression is studied in combination with a penalty which promotes structured (or group) sparsity. A mixed $\ell_{1,\infty}$-norm on the parameter vector is used to impose structured sparsity on the traditional quantile regression…

Methodology · Statistics 2013-02-26 Vahid Nassiri , Ignace Loris

A structured variable selection problem is considered in which the covariates, divided into predefined groups, activate according to sparse patterns with few nonzero entries per group. Capitalizing on the concept of atomic norm, a composite…

Machine Learning · Computer Science 2023-11-03 David Gregoratti , Xavier Mestre , Carlos Buelga

In many statistical learning problems, it is desired that the optimal solution conforms to an a priori known sparsity structure represented by a directed acyclic graph. Inducing such structures by means of convex regularizers requires…

Optimization and Control · Mathematics 2020-10-20 Dewei Zhang , Yin Liu , Sam Davanloo Tajbakhsh

We study supervised learning problems using clustering constraints to impose structure on either features or samples, seeking to help both prediction and interpretation. The problem of clustering features arises naturally in text…

Machine Learning · Computer Science 2016-09-20 Vincent Roulet , Fajwel Fogel , Alexandre d'Aspremont , Francis Bach

Sparsity-constrained optimization is an important and challenging problem that has wide applicability in data mining, machine learning, and statistics. In this paper, we focus on sparsity-constrained optimization in cases where the cost…

Machine Learning · Computer Science 2016-12-19 Feng Chen , Baojian Zhou

Many statistical learning problems can be posed as minimization of a sum of two convex functions, one typically a composition of non-smooth and linear functions. Examples include regression under structured sparsity assumptions. Popular…

Machine Learning · Statistics 2021-07-19 Seyoon Ko , Donghyeon Yu , Joong-Ho Won

This paper proposes a new interpretation of sparse penalties such as the elastic-net and the group-lasso. Beyond providing a new viewpoint on these penalization schemes, our approach results in a unified optimization strategy. Our…

Machine Learning · Statistics 2017-07-20 Yves Grandvalet , Julien Chiquet , Christophe Ambroise
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