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This paper provides a statistical analysis of high-dimensional batch Reinforcement Learning (RL) using sparse linear function approximation. When there is a large number of candidate features, our result sheds light on the fact that…

Machine Learning · Computer Science 2020-11-10 Botao Hao , Yaqi Duan , Tor Lattimore , Csaba Szepesvári , Mengdi Wang

Sparse learning techniques have been routinely used for feature selection as the resulting model usually has a small number of non-zero entries. Safe screening, which eliminates the features that are guaranteed to have zero coefficients for…

Machine Learning · Computer Science 2014-05-13 Jun Liu , Zheng Zhao , Jie Wang , Jieping Ye

In this paper, we review state-of-the-art methods for feature selection in statistics with an application-oriented eye. Indeed, sparsity is a valuable property and the profusion of research on the topic might have provided little guidance…

Methodology · Statistics 2021-11-08 Dimitris Bertsimas , Jean Pauphilet , Bart Van Parys

Deep neural networks have emerged as powerful tools for learning operators defined over infinite-dimensional function spaces. However, existing theories frequently encounter difficulties related to dimensionality and limited…

Machine Learning · Computer Science 2026-05-12 Jianfei Li , Shuo Huang , Han Feng , Ding-Xuan Zhou , Gitta Kutyniok

A new sparse semiparametric model is proposed, which incorporates the influence of two functional random variables in a scalar response in a flexible and interpretable manner. One of the functional covariates is included through a…

Methodology · Statistics 2024-01-29 Silvia Novo , Philippe Vieu , Germán Aneiros

Most learning methods with rank or sparsity constraints use convex relaxations, which lead to optimization with the nuclear norm or the $\ell_1$-norm. However, several important learning applications cannot benefit from this approach as…

Machine Learning · Computer Science 2013-04-11 Anastasios Kyrillidis , Stephen Becker , Volkan Cevher and , Christoph Koch

Sparse learning is a very important tool for mining useful information and patterns from high dimensional data. Non-convex non-smooth regularized learning problems play essential roles in sparse learning, and have drawn extensive attentions…

Machine Learning · Computer Science 2020-10-22 Guannan Liang , Qianqian Tong , Jiahao Ding , Miao Pan , Jinbo Bi

Classification and probability estimation are fundamental tasks with broad applications across modern machine learning and data science, spanning fields such as biology, medicine, engineering, and computer science. Recent development of…

Methodology · Statistics 2026-03-25 Liyun Zeng , Hao Helen Zhang

In this paper we consider learning in passive setting but with a slight modification. We assume that the target expected loss, also referred to as target risk, is provided in advance for learner as prior knowledge. Unlike most studies in…

Machine Learning · Computer Science 2013-05-21 Mehrdad Mahdavi , Rong Jin

In the field of data mining, how to deal with high-dimensional data is an inevitable problem. Unsupervised feature selection has attracted more and more attention because it does not rely on labels. The performance of spectral-based…

Machine Learning · Computer Science 2021-01-01 Zhengxin Li , Feiping Nie , Jintang Bian , Xuelong Li

We analyze the computational complexity of Quantum Sparse Support Vector Machine, a linear classifier that minimizes the hinge loss and the $L_1$ norm of the feature weights vector and relies on a quantum linear programming solver instead…

Machine Learning · Computer Science 2022-04-26 Seyran Saeedi , Tom Arodz

Feature selection is one of the most decisive tools in understanding data and machine learning models. Among other methods, sparsity induced by $L^{1}$ penalty is one of the simplest and best studied approaches to this problem. Although…

Machine Learning · Computer Science 2020-07-09 Andrii Trelin , Aleš Procházka

Similarity and metric learning provides a principled approach to construct a task-specific similarity from weakly supervised data. However, these methods are subject to the curse of dimensionality: as the number of features grows large,…

Machine Learning · Statistics 2019-09-10 Kuan Liu , Aurélien Bellet

We consider the problem of multivariate regression in a setting where the relevant predictors could be shared among different responses. We propose an algorithm which decomposes the coefficient matrix into the product of a long matrix and a…

Machine Learning · Statistics 2016-03-02 Milad Kharratzadeh , Mark Coates

In exact sparse optimization problems on Rd (also known as sparsity constrained problems), one looks for solution that have few nonzero components. In this paper, we consider problems where sparsity is exactly measured either by the…

Optimization and Control · Mathematics 2019-02-14 Jean-Philippe Chancelier , Michel De Lara , Ponts Paristech

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…

Computer Vision and Pattern Recognition · Computer Science 2014-06-11 Hilton Bristow , Simon Lucey

Sparse auto-encoders (SAEs) have re-emerged as a prominent method for mechanistic interpretability, yet they face two significant challenges: the non-smoothness of the $L_1$ penalty, which hinders reconstruction and scalability, and a lack…

Artificial Intelligence · Computer Science 2026-05-19 Ouns El Harzli , Hugo Wallner , Yoonsoo Nam , Haixuan Xavier Tao

We propose a simple and efficient algorithm for learning sparse invariant representations from unlabeled data with fast inference. When trained on short movies sequences, the learned features are selective to a range of orientations and…

Computer Vision and Pattern Recognition · Computer Science 2011-05-27 Karol Gregor , Yann LeCun

Feature selection with specific multivariate performance measures is the key to the success of many applications, such as image retrieval and text classification. The existing feature selection methods are usually designed for…

Machine Learning · Computer Science 2015-03-19 Qi Mao , Ivor W. Tsang

Feature selection that selects an informative subset of variables from data not only enhances the model interpretability and performance but also alleviates the resource demands. Recently, there has been growing attention on feature…

Neural and Evolutionary Computing · Computer Science 2023-03-15 Zahra Atashgahi , Xuhao Zhang , Neil Kichler , Shiwei Liu , Lu Yin , Mykola Pechenizkiy , Raymond Veldhuis , Decebal Constantin Mocanu