Related papers: Screening Tests for Lasso Problems

The present generation of weak lensing surveys will be superseded by surveys run from space with much better sky coverage and high level of signal to noise ratio, such as SNAP. However, removal of any systematics or noise will remain a…

This paper proposes a bootstrap-assisted procedure to conduct simultaneous inference for high dimensional sparse linear models based on the recent de-sparsifying Lasso estimator (van de Geer et al. 2014). Our procedure allows the dimension…

We present a new optimization method for the group selection problem in linear regression. In this problem, predictors are assumed to have a natural group structure and the goal is to select a small set of groups that best fits the…

The pattern of zero entries in the inverse covariance matrix of a multivariate normal distribution corresponds to conditional independence restrictions between variables. Covariance selection aims at estimating those structural zeros from…

We design simple screening tests to automatically discard data samples in empirical risk minimization without losing optimization guarantees. We derive loss functions that produce dual objectives with a sparse solution. We also show how to…

In life sciences, the experts generally use empirical knowledge to recode variables, choose interactions and perform selection by classical approach. The aim of this work is to perform automatic learning algorithm for variables selection…

Given a set of pattern strings $\mathcal{P}=\{P_1, P_2,\ldots P_k\}$ and a text string $S$, the classic dictionary matching problem is to report all occurrences of each pattern in $S$. We study the dictionary problem in the compressed…

Sparse linear regression is a fundamental problem in high-dimensional statistics, but strikingly little is known about how to efficiently solve it without restrictive conditions on the design matrix. We consider the (correlated) random…

The network Lasso is a recently proposed convex optimization method for machine learning from massive network structured datasets, i.e., big data over networks. It is a variant of the well-known least absolute shrinkage and selection…

In sparse recovery we are given a matrix $A$ (the dictionary) and a vector of the form $A X$ where $X$ is sparse, and the goal is to recover $X$. This is a central notion in signal processing, statistics and machine learning. But in…

This paper provides a statistical analysis of high-dimensional batch Reinforcement Learning (RL) using sparse linear function approximation. When there is a large number of candidate features, our result sheds light on the fact that…

Bayesian coresets have emerged as a promising approach for implementing scalable Bayesian inference. The Bayesian coreset problem involves selecting a (weighted) subset of the data samples, such that the posterior inference using the…

It is well-known that the statistical performance of Lasso can suffer significantly when the covariates of interest have strong correlations. In particular, the prediction error of Lasso becomes much worse than computationally inefficient…

We introduce c-lasso, a Python package that enables sparse and robust linear regression and classification with linear equality constraints. The underlying statistical forward model is assumed to be of the following form: \[ y = X \beta +…

We consider the dictionary learning problem, where the aim is to model the given data as a linear combination of a few columns of a matrix known as a dictionary, where the sparse weights forming the linear combination are known as…

Extracting relevant features from data sets where the number of observations ($n$) is much smaller then the number of predictors ($p$) is a major challenge in modern statistics. Sorted L-One Penalized Estimation (SLOPE), a generalization of…

In variable or graph selection problems, finding a right-sized model or controlling the number of false positives is notoriously difficult. Recently, a meta-algorithm called Stability Selection was proposed that can provide reliable…

In this paper, we study the problem of image-text matching. Inferring the latent semantic alignment between objects or other salient stuff (e.g. snow, sky, lawn) and the corresponding words in sentences allows to capture fine-grained…

Dictionary learning is the task of determining a data-dependent transform that yields a sparse representation of some observed data. The dictionary learning problem is non-convex, and usually solved via computationally complex iterative…

We study the problem of set discovery where given a few example tuples of a desired set, we want to find the set in a collection of sets. A challenge is that the example tuples may not uniquely identify a set, and a large number of…