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We propose and analyze a regularization approach for structured prediction problems. We characterize a large class of loss functions that allows to naturally embed structured outputs in a linear space. We exploit this fact to design…

Machine Learning · Computer Science 2017-07-31 Carlo Ciliberto , Alessandro Rudi , Lorenzo Rosasco

Existing approaches remain largely constrained by traditional distance metrics, limiting their effectiveness in handling random data. In this work, we introduce the first k-means variant in the literature that operates within a…

In this paper, we propose $\ell_p$-norm regularized models to seek near-optimal sparse portfolios. These sparse solutions reduce the complexity of portfolio implementation and management. Theoretical results are established to guarantee the…

Portfolio Management · Quantitative Finance 2013-12-24 Caihua Chen , Xindan Li , Caleb Tolman , Suyang Wang , Yinyu Ye

The goal of regression and classification methods in supervised learning is to minimize the empirical risk, that is, the expectation of some loss function quantifying the prediction error under the empirical distribution. When facing scarce…

Optimization and Control · Mathematics 2019-07-15 Soroosh Shafieezadeh-Abadeh , Daniel Kuhn , Peyman Mohajerin Esfahani

Consistency regularization is a commonly-used technique for semi-supervised and self-supervised learning. It is an auxiliary objective function that encourages the prediction of the network to be similar in the vicinity of the observed…

Machine Learning · Computer Science 2021-10-05 Erik Englesson , Hossein Azizpour

The recently developed data-driven eigenmatrix method shows very promising reconstruction accuracy in sparse recovery for a wide range of kernel functions and random sample locations. However, its current implementation can lead to…

Numerical Analysis · Mathematics 2024-05-15 Koung Hee Leem , Jun Liu , George Pelekanos

In the current quantum computing paradigm, significant focus is placed on the reduction or mitigation of quantum decoherence. When designing new quantum processing units, the general objective is to reduce the amount of noise qubits are…

Quantum Physics · Physics 2026-02-17 Viacheslav Kuzmin , Wilfrid Somogyi , Ekaterina Pankovets , Alexey Melnikov

In this paper, the decades-old clustering method k-means is revisited. The original distortion minimization model of k-means is addressed by a pure stochastic minimization procedure. In each step of the iteration, one sample is tentatively…

Machine Learning · Computer Science 2020-05-20 Wan-Lei Zhao , Run-Qing Chen , Hui Ye , Chong-Wah Ngo

Recently there has been a surge of interest in understanding implicit regularization properties of iterative gradient-based optimization algorithms. In this paper, we study the statistical guarantees on the excess risk achieved by…

Machine Learning · Statistics 2020-08-28 Tomas Vaškevičius , Varun Kanade , Patrick Rebeschini

In regularized risk minimization, the associated optimization problem becomes particularly difficult when both the loss and regularizer are nonsmooth. Existing approaches either have slow or unclear convergence properties, are restricted to…

Machine Learning · Computer Science 2016-10-14 Shuai Zheng , Ruiliang Zhang , James T. Kwok

In this paper, we investigate the theoretical guarantees of penalized $\lun$ minimization (also called Basis Pursuit Denoising or Lasso) in terms of sparsity pattern recovery (support and sign consistency) from noisy measurements with…

Information Theory · Computer Science 2011-09-13 Charles Dossal , Marie-Line Chabanol , Gabriel Peyré , Jalal Fadili

This paper is motivated by structured sparsity for deep neural network training. We study a weighted group L0-norm constraint, and present the projection and normal cone of this set. Using randomized smoothing, we develop zeroth and…

Optimization and Control · Mathematics 2022-12-22 Michael R. Metel

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

The regsem package in R, an implementation of regularized structural equation modeling (RegSEM; Jacobucci, Grimm, and McArdle 2016), was recently developed with the goal of incorporating various forms of penalized likelihood estimation in a…

Methodology · Statistics 2017-09-11 Ross Jacobucci

Normalization techniques play an important role in supporting efficient and often more effective training of deep neural networks. While conventional methods explicitly normalize the activations, we suggest to add a loss term instead. This…

Machine Learning · Computer Science 2018-11-22 Etai Littwin , Lior Wolf

Regularized empirical risk minimization including support vector machines plays an important role in machine learning theory. In this paper regularized pairwise learning (RPL) methods based on kernels will be investigated. One example is…

Statistics Theory · Mathematics 2015-10-13 Andreas Christmann , Ding-Xuan Zhou

Deep neural networks exploiting millions of parameters are nowadays the norm in deep learning applications. This is a potential issue because of the great amount of computational resources needed for training, and of the possible loss of…

Computation and Language · Computer Science 2022-10-31 Giovanni Bonetta , Matteo Ribero , Rossella Cancelliere

Conventional algorithms for sparse signal recovery and sparse representation rely on $l_1$-norm regularized variational methods. However, when applied to the reconstruction of $\textit{sparse images}$, i.e., images where only a few pixels…

Computer Vision and Pattern Recognition · Computer Science 2016-05-09 Sohil Shah , Tom Goldstein , Christoph Studer

We consider a general statistical learning problem where an unknown fraction of the training data is corrupted. We develop a robust learning method that only requires specifying an upper bound on the corrupted data fraction. The method…

Machine Learning · Statistics 2020-02-10 Muhammad Osama , Dave Zachariah , Peter Stoica

Empirical Risk Minimization (ERM) algorithms are widely used in a variety of estimation and prediction tasks in signal-processing and machine learning applications. Despite their popularity, a theory that explains their statistical…

Machine Learning · Statistics 2020-07-07 Hossein Taheri , Ramtin Pedarsani , Christos Thrampoulidis