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We consider high dimensional sparse regression, and develop strategies able to deal with arbitrary -- possibly, severe or coordinated -- errors in the covariance matrix $X$. These may come from corrupted data, persistent experimental…

Machine Learning · Statistics 2013-01-15 Yudong Chen , Constantine Caramanis , Shie Mannor

Sparsity-based methods are widely used in machine learning, statistics, and signal processing. There is now a rich class of structured sparsity approaches that expand the modeling power of the sparsity paradigm and incorporate constraints…

Data Structures and Algorithms · Computer Science 2017-12-22 Aleksander Mądry , Slobodan Mitrović , Ludwig Schmidt

Regularization is often used in high-dimensional regression settings to generate a sparse model, which can save tremendous computing resources and identify predictors that are most strongly associated with the response. When the predictors…

Machine Learning · Statistics 2026-05-07 Jia Wei He , R. Ayesha Ali , Gerarda Darlington

Deep neural networks have emerged as powerful tools for learning operators defined over infinite-dimensional function spaces. However, existing theories frequently encounter difficulties related to dimensionality and limited…

Machine Learning · Computer Science 2026-05-12 Jianfei Li , Shuo Huang , Han Feng , Ding-Xuan Zhou , Gitta Kutyniok

Iterative hard thresholding (IHT) is a projected gradient descent algorithm, known to achieve state of the art performance for a wide range of structured estimation problems, such as sparse inference. In this work, we consider IHT as a…

Machine Learning · Statistics 2020-02-03 Jacky Y. Zhang , Rajiv Khanna , Anastasios Kyrillidis , Oluwasanmi Koyejo

The growing environmental footprint of artificial intelligence (AI), especially in terms of storage and computation, calls for more frugal and interpretable models. Sparse models (e.g., linear, neural networks) offer a promising solution by…

Machine Learning · Statistics 2025-09-23 Sylvain Sardy , Maxime van Cutsem , Xiaoyu Ma

Neural network models are widely used in solving many challenging problems, such as computer vision, personalized recommendation, and natural language processing. Those models are very computationally intensive and reach the hardware limit…

Machine Learning · Computer Science 2020-04-28 Fei Sun , Minghai Qin , Tianyun Zhang , Liu Liu , Yen-Kuang Chen , Yuan Xie

The use of M-estimators in generalized linear regression models in high dimensional settings requires risk minimization with hard $L_0$ constraints. Of the known methods, the class of projected gradient descent (also known as iterative hard…

Machine Learning · Computer Science 2014-10-22 Prateek Jain , Ambuj Tewari , Purushottam Kar

We consider linear sparse recovery problems where additional structure regarding the support of the solution is known. The form of the structure considered is non-overlapping sets of indices that each contain part of the support. An…

Numerical Analysis · Mathematics 2021-10-05 Joseph S. Donato , Howard W. Levinson

To cope with the high level of ambiguity faced in domains such as Computer Vision or Natural Language processing, robust prediction methods often search for a diverse set of high-quality candidate solutions or proposals. In structured…

Machine Learning · Computer Science 2014-11-10 Adarsh Prasad , Stefanie Jegelka , Dhruv Batra

Compressive sensing (CS) exploits sparsity to recover sparse or compressible signals from dimensionality reducing, non-adaptive sensing mechanisms. Sparsity is also used to enhance interpretability in machine learning and statistics…

Information Theory · Computer Science 2015-07-21 Anastasios Kyrillidis , Luca Baldassarre , Marwa El-Halabi , Quoc Tran-Dinh , Volkan Cevher

Robustness and resource-efficiency are two highly desirable properties for modern machine learning models. However, achieving them jointly remains a challenge. In this paper, we identify high learning rates as a facilitator for…

Machine Learning · Computer Science 2025-08-06 Melih Barsbey , Lucas Prieto , Stefanos Zafeiriou , Tolga Birdal

Decision trees are popular Classification and Regression tools and, when small-sized, easy to interpret. Traditionally, a greedy approach has been used to build the trees, yielding a very fast training process; however, controlling sparsity…

Optimization and Control · Mathematics 2020-02-24 Rafael Blanquero , Emilio Carrizosa , Cristina Molero-Río , Dolores Romero Morales

We present a novel Bayesian approach for high-dimensional grouped regression under sparsity. We leverage a sparse projection method that uses a sparsity-inducing map to derive an induced posterior on a lower-dimensional parameter space. Our…

Methodology · Statistics 2026-05-25 Samhita Pal , Subhashis Ghosal

Many problems in signal processing and machine learning can be formalized as weak submodular optimization tasks. For such problems, a simple greedy algorithm (\textsc{Greedy}) is guaranteed to find a solution achieving the objective with a…

Discrete Mathematics · Computer Science 2021-11-24 Abolfazl Hashemi , Haris Vikalo , Gustavo de Veciana

The problem of the distributed recovery of jointly sparse signals has attracted much attention recently. Let us assume that the nodes of a network observe different sparse signals with common support; starting from linear, compressed…

Optimization and Control · Mathematics 2016-11-15 Sophie M. Fosson , Javier Matamoros , Carles Anton-Haro , Enrico Magli

Structured sparse optimization is an important and challenging problem for analyzing high-dimensional data in a variety of applications such as bioinformatics, medical imaging, social networks, and astronomy. Although a number of structured…

Artificial Intelligence · Computer Science 2016-10-03 Baojian Zhou , Feng Chen

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

Motivation: The high dimensionality of genomic data calls for the development of specific classification methodologies, especially to prevent over-optimistic predictions. This challenge can be tackled by compression and variable selection,…

Methodology · Statistics 2021-04-10 G. Durif , L. Modolo , J. Michaelsson , J. E. Mold , S. Lambert-Lacroix , F. Picard

We present a framework to define a large class of neural networks for which, by construction, training by gradient flow provably reaches arbitrarily low loss when the number of parameters grows. Distinct from the fixed-space global…

Optimization and Control · Mathematics 2025-01-13 David A. R. Robin , Kevin Scaman , Marc Lelarge