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We describe a fast method to eliminate features (variables) in l1 -penalized least-square regression (or LASSO) problems. The elimination of features leads to a potentially substantial reduction in running time, specially for large values…

Machine Learning · Computer Science 2011-05-19 Laurent El Ghaoui , Vivian Viallon , Tarek Rabbani

Many computer vision and medical imaging problems are faced with learning from large-scale datasets, with millions of observations and features. In this paper we propose a novel efficient learning scheme that tightens a sparsity constraint…

Machine Learning · Statistics 2017-02-07 Adrian Barbu , Yiyuan She , Liangjing Ding , Gary Gramajo

Sparse support vector machine (SVM) is a popular classification technique that can simultaneously learn a small set of the most interpretable features and identify the support vectors. It has achieved great successes in many real-world…

Machine Learning · Statistics 2019-07-19 Weizhong Zhang , Bin Hong , Wei Liu , Jieping Ye , Deng Cai , Xiaofei He , Jie Wang

Feature selection in learning to rank has recently emerged as a crucial issue. Whereas several preprocessing approaches have been proposed, only a few works have been focused on integrating the feature selection into the learning process.…

Machine Learning · Computer Science 2015-07-03 Léa Laporte , Rémi Flamary , Stephane Canu , Sébastien Déjean , Josiane Mothe

We present the framework of slowly varying regression under sparsity, allowing sparse regression models to exhibit slow and sparse variations. The problem of parameter estimation is formulated as a mixed-integer optimization problem. We…

Machine Learning · Computer Science 2023-11-14 Dimitris Bertsimas , Vassilis Digalakis , Michael Linghzi Li , Omar Skali Lami

Due to its linear complexity, naive Bayes classification remains an attractive supervised learning method, especially in very large-scale settings. We propose a sparse version of naive Bayes, which can be used for feature selection. This…

Machine Learning · Computer Science 2025-03-13 Armin Askari , Alexandre d'Aspremont , Laurent El Ghaoui

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

High-dimensional learning problems, where the number of features exceeds the sample size, often require sparse regularization for effective prediction and variable selection. While established for fully supervised data, these techniques…

Machine Learning · Computer Science 2026-01-01 The Tien Mai , Mai Anh Nguyen , Trung Nghia Nguyen

We formulate the sparse classification problem of $n$ samples with $p$ features as a binary convex optimization problem and propose a cutting-plane algorithm to solve it exactly. For sparse logistic regression and sparse SVM, our algorithm…

Optimization and Control · Mathematics 2025-01-08 Dimitris Bertsimas , Jean Pauphilet , Bart Van Parys

We present a novel feature selection technique, Sparse Linear Centroid-Encoder (SLCE). The algorithm uses a linear transformation to reconstruct a point as its class centroid and, at the same time, uses the $\ell_1$-norm penalty to filter…

Machine Learning · Computer Science 2023-06-12 Tomojit Ghosh , Michael Kirby , Karim Karimov

We present a supervised-learning algorithm from graph data (a set of graphs) for arbitrary twice-differentiable loss functions and sparse linear models over all possible subgraph features. To date, it has been shown that under all possible…

Machine Learning · Statistics 2014-03-21 Ichigaku Takigawa , Hiroshi Mamitsuka

The redundant features existing in high dimensional datasets always affect the performance of learning and mining algorithms. How to detect and remove them is an important research topic in machine learning and data mining research. In this…

Machine Learning · Computer Science 2017-07-04 Shuchu Han , Hao Huang , Hong Qin

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…

Computer Vision and Pattern Recognition · Computer Science 2017-12-19 Ambra Demontis , Marco Melis , Battista Biggio , Giorgio Fumera , Fabio Roli

In this paper, we propose a novel sparse learning based feature selection method that directly optimizes a large margin linear classification model sparsity with l_(2,p)-norm (0 < p < 1)subject to data-fitting constraints, rather than using…

Machine Learning · Computer Science 2015-04-03 Hanyang Peng , Yong Fan

The growing environmental footprint of artificial intelligence (AI), especially in terms of storage and computation, calls for more frugal and interpretable models. Sparse models (e.g., linear, neural networks) offer a promising solution by…

Machine Learning · Statistics 2025-09-23 Sylvain Sardy , Maxime van Cutsem , Xiaoyu Ma

In high-dimensional settings, sparse structures are critical for efficiency in term of memory and computation complexity. For a linear system, to find the sparsest solution provided with an over-complete dictionary of features directly is…

Machine Learning · Statistics 2020-07-09 Yiping Jiang , Tianshi Chen

Simultaneous feature selection and non-linear function estimation is challenging in modeling, especially in high-dimensional settings where the number of variables exceeds the available sample size. In this article, we investigate the…

Machine Learning · Statistics 2026-01-05 Bin Luo , Susan Halabi

Classifiers based on sparse representations have recently been shown to provide excellent results in many visual recognition and classification tasks. However, the high cost of computing sparse representations at test time is a major…

Computer Vision and Pattern Recognition · Computer Science 2014-10-03 Alhussein Fawzi , Mike Davies , Pascal Frossard

A good measure of similarity between data points is crucial to many tasks in machine learning. Similarity and metric learning methods learn such measures automatically from data, but they do not scale well respect to the dimensionality of…

Machine Learning · Computer Science 2019-09-10 Kuan Liu , Aurélien Bellet , Fei Sha

A new line of research for feature selection based on neural networks has recently emerged. Despite its superiority to classical methods, it requires many training iterations to converge and detect informative features. The computational…

Machine Learning · Computer Science 2022-11-29 Ghada Sokar , Zahra Atashgahi , Mykola Pechenizkiy , Decebal Constantin Mocanu
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