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We describe an implicit sparsity-inducing mechanism based on minimization over a family of kernels: \begin{equation*} \min_{\beta, f}~\widehat{\mathbb{E}}[L(Y, f(\beta^{1/q} \odot X)] + \lambda_n \|f\|_{\mathcal{H}_q}^2~~\text{subject…

Machine Learning · Statistics 2021-10-13 Michael I. Jordan , Keli Liu , Feng Ruan

We propose a novel sparse spectrum approximation of Gaussian process (GP) tailored for Bayesian optimization. Whilst the current sparse spectrum methods provide desired approximations for regression problems, it is observed that this…

Machine Learning · Computer Science 2020-06-09 Ang Yang , Cheng Li , Santu Rana , Sunil Gupta , Svetha Venkatesh

We establish exact asymptotic expressions for the normalized mutual information and minimum mean-square-error (MMSE) of sparse linear regression in the sub-linear sparsity regime. Our result is achieved by a generalization of the adaptive…

Information Theory · Computer Science 2023-04-11 Lan V. Truong

Hyperspectral measurements from long range sensors can give a detailed picture of the items, materials, and chemicals in a scene but analysis can be difficult, slow, and expensive due to high spatial and spectral resolutions of…

Machine Learning · Computer Science 2023-10-10 Michael G. Rawson , Timothy Doster

Subspace clustering methods based on $\ell_1$, $\ell_2$ or nuclear norm regularization have become very popular due to their simplicity, theoretical guarantees and empirical success. However, the choice of the regularizer can greatly impact…

Computer Vision and Pattern Recognition · Computer Science 2016-05-09 Chong You , Daniel P. Robinson , Rene Vidal

Compression and generalization are fundamentally related through Solomonoff induction and the minimum description length principle (MDL), which predict that simpler models generalize better when data arises from low-complexity…

Machine Learning · Computer Science 2026-05-14 Lukas Silvester Barth , Paulo von Petersenn

Hyperspectral unmixing (HU) plays a fundamental role in a wide range of hyperspectral applications. It is still challenging due to the common presence of outlier channels and the large solution space. To address the above two issues, we…

Computer Vision and Pattern Recognition · Computer Science 2017-08-29 Feiyun Zhu , Ying Wang , Bin Fan , Gaofeng Meng , Chunhong Pan

Classical signal recovery based on $\ell_1$ minimization solves the least squares problem with all available measurements via sparsity-promoting regularization. In practice, it is often the case that not all measurements are available or…

Machine Learning · Statistics 2018-12-12 Luoluo Liu , Sang Peter Chin , Trac D. Tran

In this paper, based on a successively accuracy-increasing approximation of the $\ell_0$ norm, we propose a new algorithm for recovery of sparse vectors from underdetermined measurements. The approximations are realized with a certain class…

Information Theory · Computer Science 2016-11-03 Mohammadreza Malek-Mohammadi , Ali Koochakzadeh , Massoud Babaie-Zadeh , Magnus Jansson , Cristian R. Rojas

Sparse training reduces the memory and computational costs of deep neural networks. However, sparse optimization methods, e.g., those adding an $\ell_1$ penalty, often control sparsity only indirectly through a regularization parameter…

Machine Learning · Computer Science 2026-05-21 Ahmad Aloradi , Tim Roith , Emanuël A. P. Habets , Daniel Tenbrinck

We consider solving the $\ell_1$-regularized least-squares ($\ell_1$-LS) problem in the context of sparse recovery, for applications such as compressed sensing. The standard proximal gradient method, also known as iterative…

Optimization and Control · Mathematics 2012-03-15 Lin Xiao , Tong Zhang

For high-dimensional sparse parameter estimation problems, Log-Sum Penalty (LSP) regularization effectively reduces the sampling sizes in practice. However, it still lacks theoretical analysis to support the experience from previous…

Information Theory · Computer Science 2014-02-25 Zheng Pan , Guangdong Hou , Changshui Zhang

In this paper, we give a new generalization error bound of Multiple Kernel Learning (MKL) for a general class of regularizations, and discuss what kind of regularization gives a favorable predictive accuracy. Our main target in this paper…

Machine Learning · Statistics 2011-11-17 Taiji Suzuki

This work considers Maximum Likelihood Estimation (MLE) of a Toeplitz structured covariance matrix. In this regard, an equivalent reformulation of the MLE problem is introduced and two iterative algorithms are proposed for the optimization…

Signal Processing · Electrical Eng. & Systems 2021-10-26 Augusto Aubry , Prabhu Babu , Antonio De Maio , Rikhabchand Jyothi

The recovery of signals that are sparse not in a basis, but rather sparse with respect to an over-complete dictionary is one of the most flexible settings in the field of compressed sensing with numerous applications. As in the standard…

Information Theory · Computer Science 2021-10-01 Pedro Abdalla , Christian Kümmerle

We introduce a new multi-dimensional nonlinear embedding -- Piecewise Flat Embedding (PFE) -- for image segmentation. Based on the theory of sparse signal recovery, piecewise flat embedding with diverse channels attempts to recover a…

Computer Vision and Pattern Recognition · Computer Science 2018-08-13 Chaowei Fang , Zicheng Liao , Yizhou Yu

The sparse optimization problems arise in many areas of science and engineering, such as compressed sensing, image processing, statistical and machine learning. The $\ell_{0}$-minimization problem is one of such optimization problems, which…

Optimization and Control · Mathematics 2019-04-23 Jialiang Xu , Yun-Bin Zhao

We consider a commonly studied supervised classification of a synthetic dataset whose labels are generated by feeding a one-layer neural network with random iid inputs. We study the generalization performances of standard classifiers in the…

Machine Learning · Statistics 2021-02-18 Benjamin Aubin , Florent Krzakala , Yue M. Lu , Lenka Zdeborová

We propose a new method for supervised learning. The hubNet procedure fits a hub-based graphical model to the predictors, to estimate the amount of "connection" that each predictor has with other predictors. This yields a set of predictor…

Methodology · Statistics 2016-08-22 Leying Guan , Zhou Fan , Robert Tibshirani

A scheme to provide various mean-field-type approximation algorithms is presented by employing the Bethe free energy formalism to a family of replicated systems in conjunction with analytical continuation with respect to the number of…

Disordered Systems and Neural Networks · Physics 2009-11-11 Yoshiyuki Kabashima