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Related papers: Regularizers for Structured Sparsity

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We propose a new penalty, the springback penalty, for constructing models to recover an unknown signal from incomplete and inaccurate measurements. Mathematically, the springback penalty is a weakly convex function. It bears various…

Numerical Analysis · Mathematics 2022-08-22 Congpei An , Hao-Ning Wu , Xiaoming Yuan

In high dimensional settings, sparse structures are crucial for efficiency, both in term of memory, computation and performance. It is customary to consider $\ell_1$ penalty to enforce sparsity in such scenarios. Sparsity enforcing methods,…

Machine Learning · Statistics 2017-11-22 Eugene Ndiaye , Olivier Fercoq , Alexandre Gramfort , Vincent Leclère , Joseph Salmon

We study the problem of variable selection in convex nonparametric least squares (CNLS). Whereas the least absolute shrinkage and selection operator (Lasso) is a popular technique for least squares, its variable selection performance is…

Methodology · Statistics 2025-10-31 Zhiqiang Liao , Zhaonan Qu

Recent work has focused on the problem of conducting linear regression when the number of covariates is very large, potentially greater than the sample size. To facilitate this, one useful tool is to assume that the model can be well…

Methodology · Statistics 2011-11-21 Zhou Fang

This paper analyzes a new regularized learning scheme for high dimensional partially linear support vector machine. The proposed approach consists of an empirical risk and the Lasso-type penalty for linear part, as well as the standard…

Statistics Theory · Mathematics 2020-06-08 Yifan Xia , Yongchao Hou , Shaogao Lv

Sparse regularization techniques are well-established in machine learning, yet their application in neural networks remains challenging due to the non-differentiability of penalties like the $L_1$ norm, which is incompatible with stochastic…

Machine Learning · Computer Science 2025-02-10 Chris Kolb , Tobias Weber , Bernd Bischl , David Rügamer

Sparse optimization seeks an optimal solution with few nonzero entries. To achieve this, it is common to add to the criterion a penalty term proportional to the $\ell_1$-norm, which is recognized as the archetype of sparsity-inducing norms.…

Optimization and Control · Mathematics 2026-03-05 Jean-Philippe Chancelier , Michel de Lara , Antoine Deza , Lionel Pournin

We consider structure discovery of undirected graphical models from observational data. Inferring likely structures from few examples is a complex task often requiring the formulation of priors and sophisticated inference procedures.…

Machine Learning · Statistics 2017-08-04 Eugene Belilovsky , Kyle Kastner , Gaël Varoquaux , Matthew Blaschko

Variable selection is a fundamental task in statistical data analysis. Sparsity-inducing regularization methods are a popular class of methods that simultaneously perform variable selection and model estimation. The central problem is a…

Machine Learning · Computer Science 2016-03-16 Hongbo Dong , Kun Chen , Jeff Linderoth

We investigate the problem of reconstructing n-by-n structured matrix signal X via convex programming, where each column xj is a vector of s-sparsity and all columns have the same l1-norm. The regularizer in use is matrix norm…

Statistics Theory · Mathematics 2019-12-03 Yuan Tian

Sparse linear models are one of several core tools for interpretable machine learning, a field of emerging importance as predictive models permeate decision-making in many domains. Unfortunately, sparse linear models are far less flexible…

Machine Learning · Statistics 2024-01-03 Ryan Thompson , Amir Dezfouli , Robert Kohn

In this work we are interested in the problems of supervised learning and variable selection when the input-output dependence is described by a nonlinear function depending on a few variables. Our goal is to consider a sparse nonparametric…

Machine Learning · Statistics 2012-08-14 Lorenzo Rosasco , Silvia Villa , Sofia Mosci , Matteo Santoro , Alessandro verri

This paper studies the asymptotic properties of the penalized least squares estimator using an adaptive group Lasso penalty for the reduced rank regression. The group Lasso penalty is defined in the way that the regression coefficients…

Statistics Theory · Mathematics 2024-04-02 Kejun He , Jianhua Z. Huang

Many regression and classification procedures fit a parameterized function $f(x;w)$ of predictor variables $x$ to data $\{x_{i},y_{i}\}_1^N$ based on some loss criterion $L(y,f)$. Often, regularization is applied to improve accuracy by…

Machine Learning · Computer Science 2021-07-16 Gilmer Valdes , Wilmer Arbelo , Yannet Interian , Jerome H. Friedman

This paper studies a tensor-structured linear regression model with a scalar response variable and tensor-structured predictors, such that the regression parameters form a tensor of order $d$ (i.e., a $d$-fold multiway array) in…

Machine Learning · Computer Science 2020-11-26 Talal Ahmed , Haroon Raja , Waheed U. Bajwa

Regularization techniques are widely employed in optimization-based approaches for solving ill-posed inverse problems in data analysis and scientific computing. These methods are based on augmenting the objective with a penalty function,…

Optimization and Control · Mathematics 2021-06-08 Yong Sheng Soh , Venkat Chandrasekaran

In this paper, we are concerned with regularized regression problems where the prior regularizer is a proper lower semicontinuous and convex function which is also partly smooth relative to a Riemannian submanifold. This encompasses as…

Statistics Theory · Mathematics 2016-02-11 Samuel Vaiter , Charles-Alban Deledalle , Jalal M. Fadili , Gabriel Peyré , Charles Dossal

In this work, we consider a class of linear ill-posed problems with operators that map from the sequence space $ \ell_r $ ($r \ge 1$) into a Banach space and in addition satisfy a conditional stability estimate in the scale of sequence…

Numerical Analysis · Mathematics 2025-10-21 Robert Plato , Bernd Hofmann

Nonparametric methods are widely applicable to statistical inference problems, since they rely on a few modeling assumptions. In this context, the fresh look advocated here permeates benefits from variable selection and compressive…

Machine Learning · Statistics 2015-03-19 Gonzalo Mateos , Georgios B. Giannakis

We use transductive regression techniques to learn mappings between source and target features of given parallel corpora and use these mappings to generate machine translation outputs. We show the effectiveness of $L_1$ regularized…

Computation and Language · Computer Science 2024-07-01 Ergun Biçici
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