Related papers: Efficient Implementations of the Generalized Lasso…
Large-scale generalized linear array models (GLAMs) can be challenging to fit. Computation and storage of its tensor product design matrix can be impossible due to time and memory constraints, and previously considered design matrix free…
It is known that the Thresholded Lasso (TL), SCAD or MCP correct intrinsic estimation bias of the Lasso. In this paper we propose an alternative method of improving the Lasso for predictive models with general convex loss functions which…
Nowadays, analysing data from different classes or over a temporal grid has attracted a great deal of interest. As a result, various multiple graphical models for learning a collection of graphical models simultaneously have been derived by…
In this paper we develop inference for high dimensional linear models, with serially correlated errors. We examine Lasso under the assumption of strong mixing in the covariates and error process, allowing for fatter tails in their…
Computation of (approximate) polynomials common factors is an important problem in several fields of science, like control theory and signal processing. While the problem has been widely studied for scalar polynomials, the scientific…
Excessive computational cost for learning large data and streaming data can be alleviated by using stochastic algorithms, such as stochastic gradient descent and its variants. Recent advances improve stochastic algorithms on convergence…
This paper proposes an efficient general alternating-direction implicit (GADI) framework for solving large sparse linear systems. The convergence property of the GADI framework is discussed. Most of the existing ADI methods can be viewed as…
Generalized linear model with $L_1$ and $L_2$ regularization is a widely used technique for solving classification, class probability estimation and regression problems. With the numbers of both features and examples growing rapidly in the…
For many algorithms, parameter tuning remains a challenging and critical task, which becomes tedious and infeasible in a multi-parameter setting. Multi-penalty regularization, successfully used for solving undetermined sparse regression of…
This paper describes an R package named flare, which implements a family of new high dimensional regression methods (LAD Lasso, SQRT Lasso, $\ell_q$ Lasso, and Dantzig selector) and their extensions to sparse precision matrix estimation…
Learning under distribution shifts is a challenging task. One principled approach is to exploit the invariance principle via the structural causal models. However, the invariance principle is violated when the response is intervened, making…
The sparse group Lasso is a widely used statistical model which encourages the sparsity both on a group and within the group level. In this paper, we develop an efficient augmented Lagrangian method for large-scale non-overlapping sparse…
Regularized regression has become very popular nowadays, particularly on high-dimensional problems where the addition of a penalty term to the log-likelihood allows inference where traditional methods fail. A number of penalties have been…
Based on the joint bidiagonalization process of a large matrix pair $\{A,L\}$, we propose and develop an iterative regularization algorithm for the large scale linear discrete ill-posed problems in general-form regularization: $\min\|Lx\| \…
Gaussian Processes are widely used for regression tasks. A known limitation in the application of Gaussian Processes to regression tasks is that the computation of the solution requires performing a matrix inversion. The solution also…
In this era of large-scale data, distributed systems built on top of clusters of commodity hardware provide cheap and reliable storage and scalable processing of massive data. Here, we review recent work on developing and implementing…
We consider the generic regularized optimization problem $\hat{\mathsf{\beta}}(\lambda)=\arg \min_{\beta}L({\sf{y}},X{\sf{\beta}})+\lambda J({\sf{\beta}})$. Efron, Hastie, Johnstone and Tibshirani [Ann. Statist. 32 (2004) 407--499] have…
Gaussian processes (GP) are a widely used model for regression problems in supervised machine learning. Implementation of GP regression typically requires $O(n^3)$ logic gates. We show that the quantum linear systems algorithm [Harrow et…
Gaussian graphical models are nowadays commonly applied to the comparison of groups sharing the same variables, by jointy learning their independence structures. We consider the case where there are exactly two dependent groups and the…
The problem of generalized function matching can be defined as follows: given a pattern $p=p_1 \cdots p_m$ and a text $t=t_1 \cdots t_n$, find a mapping $f:\Sigma_p\rightarrow\Sigma_t^{*}$ and all text locations $i$ such that $f(p_1) f(p_2)…