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Sparse penalized quantile regression provides an effective framework for variable selection and robust estimation in high-dimensional data analysis. When ex planatory variables are organized into groups, achieving sparsity both within and…

Computation · Statistics 2026-04-23 Huayan Kou , Yuwen Gu , Yi Lian , Rui Zhang , Jun Fan

In this paper, we consider the linear programming (LP) formulation for deep reinforcement learning. The number of the constraints depends on the size of state and action spaces, which makes the problem intractable in large or continuous…

Optimization and Control · Mathematics 2021-05-21 Yongfeng Li , Mingming Zhao , Weijie Chen , Zaiwen Wen

In text classification, the problem of overfitting arises due to the high dimensionality, making regularization essential. Although classic regularizers provide sparsity, they fail to return highly accurate models. On the contrary,…

Machine Learning · Computer Science 2018-10-10 Konstantinos Skianis , Nikolaos Tziortziotis , Michalis Vazirgiannis

Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. They were first dedicated to linear variable selection but numerous extensions have now emerged such as structured sparsity or kernel…

Machine Learning · Computer Science 2011-11-24 Francis Bach , Rodolphe Jenatton , Julien Mairal , Guillaume Obozinski

Regularization is widely used in statistics and machine learning to prevent overfitting and gear solution towards prior information. In general, a regularized estimation problem minimizes the sum of a loss function and a penalty term. The…

Computation · Statistics 2012-01-18 Hua Zhou , Yichao Wu

We consider a minimization problem whose objective function is the sum of a fidelity term, not necessarily convex, and a regularization term defined by a positive regularization parameter $\lambda$ multiple of the $\ell_0$ norm composed…

Optimization and Control · Mathematics 2021-11-17 Yuesheng Xu

Learning to Optimize (L2O) approaches, including algorithm unrolling, plug-and-play methods, and hyperparameter learning, have garnered significant attention and have been successfully applied to the Alternating Direction Method of…

Optimization and Control · Mathematics 2024-09-27 Ling Liang , Cameron Austin , Haizhao Yang

Despite the importance of sparsity in many large-scale applications, there are few methods for distributed optimization of sparsity-inducing objectives. In this paper, we present a communication-efficient framework for L1-regularized…

Machine Learning · Computer Science 2016-06-06 Virginia Smith , Simone Forte , Michael I. Jordan , Martin Jaggi

We consider the least-square regression problem with regularization by a block 1-norm, i.e., a sum of Euclidean norms over spaces of dimensions larger than one. This problem, referred to as the group Lasso, extends the usual regularization…

Machine Learning · Computer Science 2008-01-28 Francis Bach

Analysis sparsity is a common prior in inverse problem or machine learning including special cases such as Total Variation regularization, Edge Lasso and Fused Lasso. We study the geometry of the solution set (a polyhedron) of the analysis…

Optimization and Control · Mathematics 2022-04-14 Xavier Dupuis , Samuel Vaiter

This paper deals with sparse feature selection and grouping for classification and regression. The classification or regression problems under consideration consists in minimizing a convex empirical risk function subject to an $\ell^1$…

Statistics Theory · Mathematics 2017-03-27 Michel Barlaud , Wafa Belhajali , Patrick L. Combettes , Lionel Fillatre

This paper is devoted to the theoretical and numerical investigation of an augmented Lagrangian method for the solution of optimization problems with geometric constraints. Specifically, we study situations where parts of the constraints…

Optimization and Control · Mathematics 2022-04-20 Xiaoxi Jia , Christian Kanzow , Patrick Mehlitz , Gerd Wachsmuth

Deepening and widening convolutional neural networks (CNNs) significantly increases the number of trainable weight parameters by adding more convolutional layers and feature maps per layer, respectively. By imposing inter- and intra-group…

Computer Vision and Pattern Recognition · Computer Science 2019-12-18 Kevin Bui , Fredrick Park , Shuai Zhang , Yingyong Qi , Jack Xin

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…

Machine Learning · Computer Science 2017-11-09 Jianqiao Wangni , Dahua Lin

In this paper, we propose and study the use of alternating direction algorithms for several $\ell_1$-norm minimization problems arising from sparse solution recovery in compressive sensing, including the basis pursuit problem, the…

Optimization and Control · Mathematics 2009-12-08 Junfeng Yang , Yin Zhang

We consider a class of sparsity-inducing optimization problems whose constraint set is regularizer-compatible, in the sense that, the constraint set becomes easy-to-project-onto after a coordinate transformation induced by the…

Optimization and Control · Mathematics 2023-03-09 Tianxiang Liu , Ting Kei Pong , Akiko Takeda

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

In this paper, we propose an unifying view of several recently proposed structured sparsity-inducing norms. We consider the situation of a model simultaneously (a) penalized by a set- function de ned on the support of the unknown parameter…

Machine Learning · Statistics 2012-05-08 Guillaume Obozinski , Francis Bach

In this paper, we propose a unified primal-dual algorithm framework based on the augmented Lagrangian function for composite convex problems with conic inequality constraints. The new framework is highly versatile. First, it not only covers…

Optimization and Control · Mathematics 2022-08-31 Zhenyuan Zhu , Fan Chen , Junyu Zhang , Zaiwen Wen

We consider the problem of learning a sparse undirected graph underlying a given set of multivariate data. We focus on graph Laplacian-related constraints on the sparse precision matrix that encodes conditional dependence between the random…

Machine Learning · Statistics 2021-11-17 Jitendra K. Tugnait
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