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Sparse approximate solutions to linear equations are classically obtained via L1 norm regularized least squares, but this method often underestimates the true solution. As an alternative to the L1 norm, this paper proposes a class of…

Optimization and Control · Mathematics 2018-03-20 Ivan Selesnick

Nonconvex penalties are utilized for regularization in high-dimensional statistical learning algorithms primarily because they yield unbiased or nearly unbiased estimators for the parameters in the model. Nonconvex penalties existing in the…

Machine Learning · Statistics 2024-08-19 Majnu John , Sujit Vettam , Yihren Wu

We consider a regularization problem whose objective function consists of a convex fidelity term and a regularization term determined by the $\ell_1$ norm composed with a linear transform. Empirical results show that the regularization with…

Numerical Analysis · Mathematics 2023-01-18 Qianru Liu , Rui Wang , Yuesheng Xu , Mingsong Yan

In this work we are interested in the problems of supervised learning and variable selection when the input-output dependence is described by a nonlinear function depending on a few variables. Our goal is to consider a sparse nonparametric…

Machine Learning · Statistics 2012-08-14 Lorenzo Rosasco , Silvia Villa , Sofia Mosci , Matteo Santoro , Alessandro verri

This paper considers a large class of problems where we seek to recover a low rank matrix and/or sparse vector from some set of measurements. While methods based on convex relaxations suffer from a (possibly large) estimator bias, and other…

Machine Learning · Statistics 2021-09-28 April Sagan , John E. Mitchell

We study a regularization framework that combines a convex fidelity term with multiple $\ell_1$-based regularizers, each linked to a distinct linear transform. This multi-penalty model enhances flexibility in promoting structured sparsity.…

Numerical Analysis · Mathematics 2026-02-02 Qianru Liu , Rui Wang , Yuesheng Xu

In this work we propose to fit a sparse logistic regression model by a weakly convex regularized nonconvex optimization problem. The idea is based on the finding that a weakly convex function as an approximation of the $\ell_0$ pseudo norm…

Machine Learning · Computer Science 2018-05-23 Xinyue Shen , Yuantao Gu

Nonconvex methods have emerged as a dominant approach for low-rank matrix estimation, a problem that arises widely in machine learning and AI for learning and representing high-dimensional data. Existing analyses for these methods often…

Machine Learning · Statistics 2026-05-08 Chengyu Cui , Gongjun Xu

In this paper, we propose a novel sparse learning based feature selection method that directly optimizes a large margin linear classification model sparsity with l_(2,p)-norm (0 < p < 1)subject to data-fitting constraints, rather than using…

Machine Learning · Computer Science 2015-04-03 Hanyang Peng , Yong Fan

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

Learning sparse models from data is an important task in all those frameworks where relevant information should be identified within a large dataset. This can be achieved by formulating and solving suitable sparsity promoting optimization…

Optimization and Control · Mathematics 2025-02-18 V. Cerone , S. M. Fosson , D. Regruto , A. Salam

Much more attention has been paid to unsupervised feature selection nowadays due to the emergence of massive unlabeled data. The distribution of samples and the latent effect of training a learning method using samples in more effective…

Machine Learning · Computer Science 2021-12-15 Weiyi Li , Hongmei Chen , Tianrui Li , Jihong Wan , Binbin Sang

The linear Support Vector Machine (SVM) is a classic classification technique in machine learning. Motivated by applications in modern high dimensional statistics, we consider penalized SVM problems involving the minimization of a…

Machine Learning · Statistics 2021-08-31 Antoine Dedieu , Rahul Mazumder , Haoyue Wang

Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. They were first dedicated to linear variable selection but numerous extensions have now emerged such as structured sparsity or kernel…

Machine Learning · Computer Science 2011-11-24 Francis Bach , Rodolphe Jenatton , Julien Mairal , Guillaume Obozinski

This paper addresses the problem of sparsity penalized least squares for applications in sparse signal processing, e.g. sparse deconvolution. This paper aims to induce sparsity more strongly than L1 norm regularization, while avoiding…

Machine Learning · Computer Science 2015-06-15 Ivan W. Selesnick , Ilker Bayram

In this work we consider numerical efficiency and convergence rates for solvers of non-convex multi-penalty formulations when reconstructing sparse signals from noisy linear measurements. We extend an existing approach, based on reduction…

Information Theory · Computer Science 2021-01-15 Zeljko Kereta , Johannes Maly , Valeriya Naumova

Compared with digital methods, sparse recovery based on spiking neural networks has great advantages like high computational efficiency and low power-consumption. However, current spiking algorithms cannot guarantee more accurate estimates…

Signal Processing · Electrical Eng. & Systems 2020-09-22 Xiang Zhang , Lei Yu , Gang Zheng

In this paper, nonconvex and nonsmooth models for compressed sensing (CS) and low rank matrix completion (MC) is studied. The problem is formulated as a nonconvex regularized leat square optimization problems, in which the l0-norm and the…

Optimization and Control · Mathematics 2016-05-03 Zhuo-Xu Cui , Qibin Fan

Sparsity inducing regularization is an important part for learning over-complete visual representations. Despite the popularity of $\ell_1$ regularization, in this paper, we investigate the usage of non-convex regularizations in this…

Machine Learning · Computer Science 2017-11-09 Jianqiao Wangni , Dahua Lin

Optimization problems with rank constraints appear in many diverse fields such as control, machine learning and image analysis. Since the rank constraint is non-convex, these problems are often approximately solved via convex relaxations.…

Optimization and Control · Mathematics 2018-11-12 Christian Grussler , Pontus Giselsson