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The sparse-group lasso performs both variable and group selection, simultaneously using the strengths of the lasso and group lasso. It has found widespread use in genetics, a field that regularly involves the analysis of high-dimensional…

Machine Learning · Statistics 2025-09-18 Fabio Feser , Marina Evangelou

This article introduces the sparse group fused lasso (SGFL) as a statistical framework for segmenting sparse regression models with multivariate time series. To compute solutions of the SGFL, a nonsmooth and nonseparable convex program, we…

Computation · Statistics 2020-10-09 David Degras

Within the statistical and machine learning literature, regularization techniques are often used to construct sparse (predictive) models. Most regularization strategies only work for data where all predictors are treated identically, such…

Computation · Statistics 2020-12-16 Sander Devriendt , Katrien Antonio , Tom Reynkens , Roel Verbelen

We present a novel feature selection technique, Sparse Linear Centroid-Encoder (SLCE). The algorithm uses a linear transformation to reconstruct a point as its class centroid and, at the same time, uses the $\ell_1$-norm penalty to filter…

Machine Learning · Computer Science 2023-06-12 Tomojit Ghosh , Michael Kirby , Karim Karimov

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

Multi-task sparse feature learning aims to improve the generalization performance by exploiting the shared features among tasks. It has been successfully applied to many applications including computer vision and biomedical informatics.…

Machine Learning · Statistics 2012-10-23 Pinghua Gong , Jieping Ye , Changshui Zhang

Iteratively reweighted least square (IRLS) is a popular approach to solve sparsity-enforcing regression problems in machine learning. State of the art approaches are more efficient but typically rely on specific coordinate pruning schemes.…

Machine Learning · Statistics 2022-10-03 Clarice Poon , Gabriel Peyré

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

Lasso is a widely used regression technique to find sparse representations. When the dimension of the feature space and the number of samples are extremely large, solving the Lasso problem remains challenging. To improve the efficiency of…

Machine Learning · Computer Science 2014-10-17 Jie Wang , Peter Wonka , Jieping Ye

We study the Sparse Plus Low-Rank decomposition problem (SLR), which is the problem of decomposing a corrupted data matrix into a sparse matrix of perturbations plus a low-rank matrix containing the ground truth. SLR is a fundamental…

Machine Learning · Statistics 2023-11-15 Dimitris Bertsimas , Ryan Cory-Wright , Nicholas A. G. Johnson

Reusing features in deep networks through dense connectivity is an effective way to achieve high computational efficiency. The recent proposed CondenseNet has shown that this mechanism can be further improved if redundant features are…

Computer Vision and Pattern Recognition · Computer Science 2021-04-12 Le Yang , Haojun Jiang , Ruojin Cai , Yulin Wang , Shiji Song , Gao Huang , Qi Tian

In this manuscript, a new high-dimensional approach for simultaneous variable and group selection is proposed, called sparse-group SLOPE (SGS). SGS achieves false discovery rate control at both variable and group levels by incorporating the…

Methodology · Statistics 2023-05-17 Fabio Feser , Marina Evangelou

We investigate fast methods that allow to quickly eliminate variables (features) in supervised learning problems involving a convex loss function and a $l_1$-norm penalty, leading to a potentially substantial reduction in the number of…

Machine Learning · Computer Science 2010-10-28 Laurent El Ghaoui , Vivian Viallon , Tarek Rabbani

Label smoothing regularization (LSR) has a great success in training deep neural networks by stochastic algorithms such as stochastic gradient descent and its variants. However, the theoretical understanding of its power from the view of…

Machine Learning · Computer Science 2020-10-06 Yi Xu , Yuanhong Xu , Qi Qian , Hao Li , Rong Jin

Nowadays, several data analysis problems require for complexity reduction, mainly meaning that they target at removing the non-influential covariates from the model and at delivering a sparse model. When categorical covariates are present,…

Statistics Theory · Mathematics 2022-12-21 Lea Kaufmann , Maria Kateri

While deep neural networks (DNNs) have proven to be efficient for numerous tasks, they come at a high memory and computation cost, thus making them impractical on resource-limited devices. However, these networks are known to contain a…

Neural and Evolutionary Computing · Computer Science 2020-07-21 Anthony Berthelier , Yongzhe Yan , Thierry Chateau , Christophe Blanc , Stefan Duffner , Christophe Garcia

This article aims to seek a selection and estimation procedure for a class of tensor regression problems with multivariate covariates and matrix responses, which can provide theoretical guarantees for model selection in finite samples.…

Statistics Theory · Mathematics 2023-10-10 Yang Chen , Ziyan Luo

Nonlocal image representation or group sparsity has attracted considerable interest in various low-level vision tasks and has led to several state-of-the-art image denoising techniques, such as BM3D, LSSC. In the past, convex optimization…

Computer Vision and Pattern Recognition · Computer Science 2017-11-22 Qiong Wang , Xinggan Zhang , Yu Wu , Lan Tang , Zhiyuan Zha

Sparse logistic regression is for classification and feature selection simultaneously. Although many studies have been done to solve $\ell_1$-regularized logistic regression, there is no equivalently abundant work on solving sparse logistic…

Machine Learning · Computer Science 2023-10-13 Mengyuan Zhang , Kai Liu

Learned Sparse Retrieval (LSR) models encode text as weighted term vectors, which need to be sparse to leverage inverted index structures during retrieval. SPLADE, the most popular LSR model, uses FLOPS regularization to encourage vector…

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