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Low-complexity non-smooth convex regularizers are routinely used to impose some structure (such as sparsity or low-rank) on the coefficients for linear predictors in supervised learning. Model consistency consists then in selecting the…

Optimization and Control · Mathematics 2019-01-17 Jalal Fadili , Guillaume Garrigos , Jérome Malick , Gabriel Peyré

Lasso, or $\ell^1$ regularized least squares, has been explored extensively for its remarkable sparsity properties. It is shown in this paper that the solution to Lasso, in addition to its sparsity, has robustness properties: it is the…

Information Theory · Computer Science 2008-11-13 Huan Xu , Constantine Caramanis , Shie Mannor

We study iterative regularization for linear models, when the bias is convex but not necessarily strongly convex. We characterize the stability properties of a primal-dual gradient based approach, analyzing its convergence in the presence…

Machine Learning · Statistics 2020-10-30 Cesare Molinari , Mathurin Massias , Lorenzo Rosasco , Silvia Villa

We consider a regularization concept for the solution of ill--posed operator equations, where the operator is composed of a continuous and a discontinuous operator. A particular application is level set regularization, where we develop a…

Numerical Analysis · Mathematics 2020-11-16 F. Frühauf , O. Scherzer , A. Leitao

Iterative regularization exploits the implicit bias of an optimization algorithm to regularize ill-posed problems. Constructing algorithms with such built-in regularization mechanisms is a classic challenge in inverse problems but also in…

Optimization and Control · Mathematics 2022-02-02 Cesare Molinari , Mathurin Massias , Lorenzo Rosasco , Silvia Villa

We propose a general learning based framework for solving nonsmooth and nonconvex image reconstruction problems. We model the regularization function as the composition of the $l_{2,1}$ norm and a smooth but nonconvex feature mapping…

Computer Vision and Pattern Recognition · Computer Science 2022-09-07 Yunmei Chen , Hongcheng Liu , Xiaojing Ye , Qingchao Zhang

Simultaneous feature selection and non-linear function estimation is challenging in modeling, especially in high-dimensional settings where the number of variables exceeds the available sample size. In this article, we investigate the…

Machine Learning · Statistics 2026-01-05 Bin Luo , Susan Halabi

We propose to learn non-convex regularizers with a prescribed upper bound on their weak-convexity modulus. Such regularizers give rise to variational denoisers that minimize a convex energy. They rely on few parameters (less than 15,000)…

Image and Video Processing · Electrical Eng. & Systems 2023-12-21 Alexis Goujon , Sebastian Neumayer , Michael Unser

Our focus is on the stable approximate solution of linear operator equations based on noisy data by using $\ell^1$-regularization as a sparsity-enforcing version of Tikhonov regularization. We summarize recent results on situations where…

Functional Analysis · Mathematics 2017-11-27 Daniel Gerth , Bernd Hofmann

Tensor decomposition methods allow us to learn the parameters of latent variable models through decomposition of low-order moments of data. A significant limitation of these algorithms is that there exists no general method to regularize…

Machine Learning · Statistics 2019-05-28 Omer Gottesman , Weiwei Pan , Finale Doshi-Velez

This paper introduces new solvers for efficiently computing solutions to large-scale inverse problems with group sparsity regularization, including both non-overlapping and overlapping groups. Group sparsity regularization refers to a type…

Numerical Analysis · Mathematics 2023-06-16 Julianne Chung , Malena Sabaté Landman

Learning an appropriate (dis)similarity function from the available data is a central problem in machine learning, since the success of many machine learning algorithms critically depends on the choice of a similarity function to compare…

Machine Learning · Computer Science 2013-08-30 Zheng-Chu Guo , Yiming Ying

Learned Sparse Retrieval (LSR) is an effective IR approach that exploits pre-trained language models for encoding text into a learned bag of words. Several efforts in the literature have shown that sparsity is key to enabling a good…

Information Retrieval · Computer Science 2025-05-06 Franco Maria Nardini , Thong Nguyen , Cosimo Rulli , Rossano Venturini , Andrew Yates

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

We propose a regularization scheme for image reconstruction that leverages the power of deep learning while hinging on classic sparsity-promoting models. Many deep-learning-based models are hard to interpret and cumbersome to analyze…

Image and Video Processing · Electrical Eng. & Systems 2024-07-10 Mehrsa Pourya , Sebastian Neumayer , Michael Unser

For high-dimensional omics data, sparsity-inducing regularization methods such as the Lasso are widely used and often yield strong predictive performance, even in settings when the assumption of sparsity is likely violated. We demonstrate…

Methodology · Statistics 2025-02-13 Andrea Bratsberg , Magne Thoresen , Jelle J. Goeman

Understanding the fundamental mechanism behind the success of deep neural networks is one of the key challenges in the modern machine learning literature. Despite numerous attempts, a solid theoretical analysis is yet to be developed. In…

Machine Learning · Computer Science 2022-01-14 Tolga Ergen , Mert Pilanci

Several applications of Reinforcement Learning suffer from instability due to high variance. This is especially prevalent in high dimensional domains. Regularization is a commonly used technique in machine learning to reduce variance, at…

Machine Learning · Computer Science 2019-04-12 Pierre Thodoroff , Audrey Durand , Joelle Pineau , Doina Precup

In sparse regression modeling via regularization such as the lasso, it is important to select appropriate values of tuning parameters including regularization parameters. The choice of tuning parameters can be viewed as a model selection…

Methodology · Statistics 2012-01-05 Kei Hirose , Shohei Tateishi , Sadanori Konishi

We extend the standard notion of self-concordance to non-convex optimization and develop a family of second-order algorithms with global convergence guarantees. In particular, two function classes -- \textit{weakly self-concordant}…

Optimization and Control · Mathematics 2026-04-07 Donald Goldfarb , Lexiao Lai , Tianyi Lin , Jiayu Zhang