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Convex optimization problems arising in applications often have favorable objective functions and complicated constraints, thereby precluding first-order methods from being immediately applicable. We describe an approach that exchanges the…

Optimization and Control · Mathematics 2016-02-05 Aleksandr Y. Aravkin , James V. Burke , Dmitriy Drusvyatskiy , Michael P. Friedlander , Scott Roy

Sparse decision tree optimization has been one of the most fundamental problems in AI since its inception and is a challenge at the core of interpretable machine learning. Sparse decision tree optimization is computationally hard, and…

Machine Learning · Computer Science 2022-07-07 Hayden McTavish , Chudi Zhong , Reto Achermann , Ilias Karimalis , Jacques Chen , Cynthia Rudin , Margo Seltzer

Tree projections provide a unifying framework to deal with most structural decomposition methods of constraint satisfaction problems (CSPs). Within this framework, a CSP instance is decomposed into a number of sub-problems, called views,…

Artificial Intelligence · Computer Science 2017-11-15 Georg Gottlob , Gianlugi Greco , Francesco Scarcello

An algorithm for solving nonconvex smooth optimization problems is proposed, analyzed, and tested. The algorithm is an extension of the Trust Region Algorithm with Contractions and Expansions (TRACE) [Math. Prog. 162(1):132, 2017]. In…

Optimization and Control · Mathematics 2022-04-26 Frank E. Curtis , Qi Wang

A decision tree is commonly restricted to use a single hyperplane to split the covariate space at each of its internal nodes. It often requires a large number of nodes to achieve high accuracy, hurting its interpretability. In this paper,…

Machine Learning · Computer Science 2020-10-23 Mohammadreza Armandpour , Mingyuan Zhou

We address the problem of minimizing a convex function over the space of large matrices with low rank. While this optimization problem is hard in general, we propose an efficient greedy algorithm and derive its formal approximation…

Machine Learning · Computer Science 2011-06-09 Shai Shalev-Shwartz , Alon Gonen , Ohad Shamir

We consider the projected gradient algorithm for the nonconvex best subset selection problem that minimizes a given empirical loss function under an $\ell_0$-norm constraint. Through decomposing the feasible set of the given sparsity…

Optimization and Control · Mathematics 2026-02-13 Jan Harold Alcantara , Ching-pei Lee

Many scientific and engineering applications feature nonsmooth convex minimization problems over convex sets. In this paper, we address an important instance of this broad class where we assume that the nonsmooth objective is equipped with…

Optimization and Control · Mathematics 2014-06-23 Quoc Tran Dinh , Anastasios Kyrillidis , Volkan Cevher

In an ordinary feature selection procedure, a set of important features is obtained by solving an optimization problem such as the Lasso regression problem, and we expect that the obtained features explain the data well. In this study,…

Machine Learning · Statistics 2018-10-16 Satoshi Hara , Takanori Maehara

In many modern applications, including analysis of gene expression and text documents, the data are noisy, high-dimensional, and unordered--with no particular meaning to the given order of the variables. Yet, successful learning is often…

Methodology · Statistics 2008-07-25 Ann B. Lee , Boaz Nadler , Larry Wasserman

Sparse coding consists in representing signals as sparse linear combinations of atoms selected from a dictionary. We consider an extension of this framework where the atoms are further assumed to be embedded in a tree. This is achieved…

Machine Learning · Statistics 2011-08-18 Rodolphe Jenatton , Julien Mairal , Guillaume Obozinski , Francis Bach

The popular Lasso approach for sparse estimation can be derived via marginalization of a joint density associated with a particular stochastic model. A different marginalization of the same probabilistic model leads to a different…

Machine Learning · Statistics 2013-02-28 Aleksandr Y. Aravkin , James V. Burke , Alessandro Chiuso , Gianluigi Pillonetto

This paper investigates a new learning formulation called structured sparsity, which is a natural extension of the standard sparsity concept in statistical learning and compressive sensing. By allowing arbitrary structures on the feature…

Methodology · Statistics 2009-05-05 Junzhou Huang , Tong Zhang , Dimitris Metaxas

This paper focuses on the development of novel greedy techniques for distributed learning under sparsity constraints. Greedy techniques have widely been used in centralized systems due to their low computational requirements and at the same…

Information Theory · Computer Science 2015-06-23 Symeon Chouvardas , Gerasimos Mileounis , Nicholas Kalouptsidis , Sergios Theodoridis

Tree search algorithms, such as branch-and-bound, are the most widely used tools for solving combinatorial and nonconvex problems. For example, they are the foremost method for solving (mixed) integer programs and constraint satisfaction…

Artificial Intelligence · Computer Science 2018-05-18 Maria-Florina Balcan , Travis Dick , Tuomas Sandholm , Ellen Vitercik

We introduce a code generator that converts unoptimized C++ code operating on sparse data into vectorized and parallel CPU or GPU kernels. Our approach unrolls the computation into a massive expression graph, performs redundant expression…

Programming Languages · Computer Science 2022-03-15 Philipp Herholz , Xuan Tang , Teseo Schneider , Shoaib Kamil , Daniele Panozzo , Olga Sorkine-Hornung

The problem of computing minimally sparse solutions of under-determined linear systems is $NP$ hard in general. Subsets with extra properties, may allow efficient algorithms, most notably problems with the restricted isometry property (RIP)…

Machine Learning · Computer Science 2023-02-07 G. Welper

In this paper, we consider the optimization problem of minimizing a continuously differentiable function subject to both convex constraints and sparsity constraints. By exploiting a mixed-integer reformulation from the literature, we define…

Optimization and Control · Mathematics 2021-04-28 M. Lapucci , T. Levato , F. Rinaldi , M. Sciandrone

Many path planning algorithms are based on sampling the state space. While this approach is very simple, it can become costly when the obstacles are unknown, since samples hitting these obstacles are wasted. The goal of this paper is to…

Robotics · Computer Science 2022-03-09 Murad Tukan , Alaa Maalouf , Dan Feldman , Roi Poranne

Constructing a spanning tree of a graph is one of the most basic tasks in graph theory. We consider a relaxed version of this problem in the setting of local algorithms. The relaxation is that the constructed subgraph is a sparse spanning…

Data Structures and Algorithms · Computer Science 2021-04-28 Reut Levi , Dana Ron , Ronitt Rubinfeld