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In many statistical learning problems, it is desired that the optimal solution conforms to an a priori known sparsity structure represented by a directed acyclic graph. Inducing such structures by means of convex regularizers requires…

Optimization and Control · Mathematics 2020-10-20 Dewei Zhang , Yin Liu , Sam Davanloo Tajbakhsh

Regularized methods have been widely applied to system identification problems without known model structures. This paper proposes an infinite-dimensional sparse learning algorithm based on atomic norm regularization. Atomic norm…

Systems and Control · Electrical Eng. & Systems 2023-03-20 Mingzhou Yin , Mehmet Tolga Akan , Andrea Iannelli , Roy S. Smith

Nonconvex regularization has been popularly used in low-rank matrix learning. However, extending it for low-rank tensor learning is still computationally expensive. To address this problem, we develop an efficient solver for use with a…

Machine Learning · Computer Science 2022-05-09 Quanming Yao , Yaqing Wang , Bo Han , James Kwok

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

We consider a class of sparse learning problems in high dimensional feature space regularized by a structured sparsity-inducing norm which incorporates prior knowledge of the group structure of the features. Such problems often pose a…

Optimization and Control · Mathematics 2014-02-11 Zhiwei Qin , Donald Goldfarb

In recent years, there has been a growing interest in mathematical models leading to the minimization, in a symmetric matrix space, of a Bregman divergence coupled with a regularization term. We address problems of this type within a…

Optimization and Control · Mathematics 2022-06-10 A. Benfenati , E. Chouzenoux , J. -C. Pesquet

We consider a class of learning problems regularized by a structured sparsity-inducing norm defined as the sum of l_2- or l_infinity-norms over groups of variables. Whereas much effort has been put in developing fast optimization techniques…

Optimization and Control · Mathematics 2011-10-17 Julien Mairal , Rodolphe Jenatton , Guillaume Obozinski , Francis Bach

Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…

Machine Learning · Computer Science 2024-01-24 Alexandre d'Aspremont , Cristóbal Guzmán , Clément Lezane

We study the implicit regularization of optimization methods for linear models interpolating the training data in the under-parametrized and over-parametrized regimes. Since it is difficult to determine whether an optimizer converges to…

Machine Learning · Computer Science 2022-07-12 Sharan Vaswani , Reza Babanezhad , Jose Gallego-Posada , Aaron Mishkin , Simon Lacoste-Julien , Nicolas Le Roux

A wide class of regularization problems in machine learning and statistics employ a regularization term which is obtained by composing a simple convex function \omega with a linear transformation. This setting includes Group Lasso methods,…

Machine Learning · Computer Science 2011-04-11 Andreas Argyriou , Charles A. Micchelli , Massimiliano Pontil , Lixin Shen , Yuesheng Xu

Deep Neural Networks have achieved remarkable success relying on the developing high computation capability of GPUs and large-scale datasets with increasing network depth and width in image recognition, object detection and many other…

Machine Learning · Computer Science 2020-01-08 E Zhenqian , Gao Weiguo

The use of convex regularizers allows for easy optimization, though they often produce biased estimation and inferior prediction performance. Recently, nonconvex regularizers have attracted a lot of attention and outperformed convex ones.…

Optimization and Control · Mathematics 2017-02-14 Quanming Yao , James. T Kwok

Traditional maximum entropy and sparsity-based algorithms for analytic continuation often suffer from the ill-posed kernel matrix or demand tremendous computation time for parameter tuning. Here we propose a neural network method by convex…

Machine Learning · Computer Science 2022-02-07 Dongchen Huang , Yi-feng Yang

The group Lasso is an extension of the Lasso for feature selection on (predefined) non-overlapping groups of features. The non-overlapping group structure limits its applicability in practice. There have been several recent attempts to…

Machine Learning · Computer Science 2010-09-03 Jun Liu , Jieping Ye

Using the $\ell_1$-norm to regularize the estimation of the parameter vector of a linear model leads to an unstable estimator when covariates are highly correlated. In this paper, we introduce a new penalty function which takes into account…

Machine Learning · Computer Science 2011-09-14 Edouard Grave , Guillaume Obozinski , Francis Bach

This paper introduces a novel approach to learning sparsity-promoting regularizers for solving linear inverse problems. We develop a bilevel optimization framework to select an optimal synthesis operator, denoted as $B$, which regularizes…

Machine Learning · Statistics 2026-03-03 Giovanni S. Alberti , Ernesto De Vito , Tapio Helin , Matti Lassas , Luca Ratti , Matteo Santacesaria

We consider the problem of supervised learning with convex loss functions and propose a new form of iterative regularization based on the subgradient method. Unlike other regularization approaches, in iterative regularization no constraint…

Machine Learning · Statistics 2015-04-02 Junhong Lin , Lorenzo Rosasco , Ding-Xuan Zhou

The worst-case performance of an optimization method on a problem class can be analyzed using a finite description of the problem class, known as interpolation conditions. In this work, we study interpolation conditions for linear operators…

Optimization and Control · Mathematics 2025-11-21 Nizar Bousselmi , Zhicheng Deng , Jie Lu , Francois Glineur , Julien M. Hendrickx

State-of-the-art machine learning models can be vulnerable to very small input perturbations that are adversarially constructed. Adversarial training is an effective approach to defend against it. Formulated as a min-max problem, it…

Machine Learning · Statistics 2023-10-18 Antônio H. Ribeiro , Dave Zachariah , Francis Bach , Thomas B. Schön

Group lasso is a commonly used regularization method in statistical learning in which parameters are eliminated from the model according to predefined groups. However, when the groups overlap, optimizing the group lasso penalized objective…

Machine Learning · Statistics 2024-02-22 Mingyu Qi , Tianxi Li
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