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Convex regularizers are often used for sparse learning. They are easy to optimize, but can lead to inferior prediction performance. The difference of $\ell_1$ and $\ell_2$ ($\ell_{1-2}$) regularizer has been recently proposed as a nonconvex…

Machine Learning · Computer Science 2017-06-21 Quanming Yao , James T. Kwok , Xiawei Guo

In this paper, we consider the optimization problem of minimizing a continuously differentiable function subject to both convex constraints and sparsity constraints. By exploiting a mixed-integer reformulation from the literature, we define…

Optimization and Control · Mathematics 2021-04-28 M. Lapucci , T. Levato , F. Rinaldi , M. Sciandrone

Understanding the fundamental principles behind the success of deep neural networks is one of the most important open questions in the current literature. To this end, we study the training problem of deep neural networks and introduce an…

Machine Learning · Computer Science 2023-09-27 Tolga Ergen , Mert Pilanci

Regularization is a popular technique to solve the overfitting problem of machine learning algorithms. Most regularization technique relies on parameter selection of the regularization coefficient. Plug-in method and cross-validation…

Machine Learning · Computer Science 2022-05-24 Hao Wang

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

Variational methods for revealing visual concepts learned by convolutional neural networks have gained significant attention during the last years. Being based on noisy gradients obtained via back-propagation such methods require the…

Machine Learning · Computer Science 2018-05-02 Maximilian Baust , Florian Ludwig , Christian Rupprecht , Matthias Kohl , Stefan Braunewell

We study the generalization properties of stochastic gradient methods for learning with convex loss functions and linearly parameterized functions. We show that, in the absence of penalizations or constraints, the stability and…

Machine Learning · Computer Science 2016-05-27 Junhong Lin , Raffaello Camoriano , Lorenzo Rosasco

Self-paced learning (SPL) mimics the cognitive mechanism of humans and animals that gradually learns from easy to hard samples. One key issue in SPL is to obtain better weighting strategy that is determined by minimizer function. Existing…

Machine Learning · Computer Science 2016-09-20 Yanbo Fan , Ran He , Jian Liang , Bao-Gang Hu

Optimization algorithms for solving nonconvex inverse problem have attracted significant interests recently. However, existing methods require the nonconvex regularization to be smooth or simple to ensure convergence. In this paper, we…

Computer Vision and Pattern Recognition · Computer Science 2020-03-26 Qingchao Zhang , Xiaojing Ye , Hongcheng Liu , Yunmei Chen

There are various inverse problems -- including reconstruction problems arising in medical imaging -- where one is often aware of the forward operator that maps variables of interest to the observations. It is therefore natural to ask…

Image and Video Processing · Electrical Eng. & Systems 2020-06-23 Jaweria Amjad , Zhaoyan Lyu , Miguel R. D. Rodrigues

This article aims to provide a comprehensive overview of sparse optimization, with a focus on both sparse signal recovery and sparse regularization techniques. We will begin by exploring the foundations of sparse optimization, delving into…

History and Overview · Mathematics 2026-01-13 Jun Lu

We consider adaptive system identification problems with convex constraints and propose a family of regularized Least-Mean-Square (LMS) algorithms. We show that with a properly selected regularization parameter the regularized LMS provably…

Methodology · Statistics 2010-12-24 Yilun Chen , Yuantao Gu , Alfred O. Hero

This paper presents a regularization technique incorporating a non-convex and non-smooth term, $\ell_{1}^{2}-\eta\ell_{2}^{2}$, with parameters $0<\eta\leq 1$ designed to address ill-posed linear problems that yield sparse solutions. We…

Optimization and Control · Mathematics 2025-06-16 Long Li , Liang Ding

Sparsity promoting regularization is an important technique for signal reconstruction and several other ill-posed problems. Theoretical investigation typically bases on the assumption that the unknown solution has a sparse representation…

Numerical Analysis · Mathematics 2013-11-11 Jens Flemming , Markus Hegland

In high dimension, it is customary to consider Lasso-type estimators to enforce sparsity. For standard Lasso theory to hold, the regularization parameter should be proportional to the noise level, yet the latter is generally unknown in…

Machine Learning · Statistics 2017-10-19 Mathurin Massias , Olivier Fercoq , Alexandre Gramfort , Joseph Salmon

Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…

Machine Learning · Computer Science 2024-01-24 Alexandre d'Aspremont , Cristóbal Guzmán , Clément Lezane

Bootstrapping is behind much of the successes of Deep Reinforcement Learning. However, learning the value function via bootstrapping often leads to unstable training due to fast-changing target values. Target Networks are employed to…

Sparsity is a highly desired feature in deep neural networks (DNNs) since it ensures numerical efficiency, improves the interpretability of models (due to the smaller number of relevant features), and robustness. For linear models, it is…

Machine Learning · Computer Science 2024-04-01 Augustina C. Amakor , Konstantin Sonntag , Sebastian Peitz

Sparsity-inducing penalties are useful tools to design multiclass support vector machines (SVMs). In this paper, we propose a convex optimization approach for efficiently and exactly solving the multiclass SVM learning problem involving a…

Machine Learning · Computer Science 2015-12-15 G. Chierchia , Nelly Pustelnik , Jean-Christophe Pesquet , B. Pesquet-Popescu

We investigate different randomizations for mirror descent method. We try to propose such a randomization that allows us to use sparsity of the problem as much as it possible. In the paper one can also find a generalization of randomizaed…

Optimization and Control · Mathematics 2016-12-12 Anton Anikin , Alexander Gasnikov , Alexander Gornov