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In this paper, we consider a recursive estimation problem for linear regression where the signal to be estimated admits a sparse representation and measurement samples are only sequentially available. We propose a convergent parallel…

Optimization and Control · Mathematics 2017-12-12 Yang Yang , Mengyi Zhang , Marius Pesavento , Daniel P. Palomar

This paper proposes a fast and accurate method for sparse regression in the presence of missing data. The underlying statistical model encapsulates the low-dimensional structure of the incomplete data matrix and the sparsity of the…

Machine Learning · Statistics 2015-03-31 Ravi Ganti , Rebecca M. Willett

Data selection seeks to identify a compact yet informative subset from large-scale training corpora, balancing sample quality against collection diversity. We formulate this problem as a Weighted Independent Set (WIS) on a similarity graph,…

Machine Learning · Computer Science 2026-05-21 Yuan Zhang , Lifeng Guo , Junwen Pan , Wenzhao Zheng , Wen Zhou , Kuan Cheng , Kurt Keutzer , Shanghang Zhang

We propose and analyse a reduced-rank method for solving least-squares regression problems with infinite dimensional output. We derive learning bounds for our method, and study under which setting statistical performance is improved in…

Machine Learning · Statistics 2022-11-17 Luc Brogat-Motte , Alessandro Rudi , Céline Brouard , Juho Rousu , Florence d'Alché-Buc

Segmented models are widely used to describe non-stationary sequential data with discrete change points. Their estimation usually requires solving a mixed discrete-continuous optimization problem, where the segmentation is the discrete part…

Machine Learning · Computer Science 2021-01-19 Erik Scharwächter , Jonathan Lennartz , Emmanuel Müller

Recently, a class of algorithms combining classical fixed point iterations with repeated random sparsification of approximate solution vectors has been successfully applied to eigenproblems with matrices as large as $10^{108} \times…

Numerical Analysis · Mathematics 2025-04-28 Jonathan Weare , Robert J. Webber

If error distribution has heteroscedasticity, it voliates the assumption of linear regression. Expectile regression is a powerful tool for estimating the conditional expectiles of a response variable in this setting. Since multiple levels…

Methodology · Statistics 2022-08-03 Jinghang Lin , Yuan Huang , Shuangge Ma

We devise a one-shot approach to distributed sparse regression in the high-dimensional setting. The key idea is to average "debiased" or "desparsified" lasso estimators. We show the approach converges at the same rate as the lasso as long…

Machine Learning · Statistics 2015-08-12 Jason D. Lee , Yuekai Sun , Qiang Liu , Jonathan E. Taylor

We propose a novel approach to estimating the precision matrix of multivariate Gaussian data that relies on decomposing them into a low-rank and a diagonal component. Such decompositions are very popular for modeling large covariance…

Methodology · Statistics 2022-08-18 Noirrit Kiran Chandra , Peter Mueller , Abhra Sarkar

This paper proposes a general adaptive procedure for budget-limited predictor design in high dimensions called two-stage Sampling, Prediction and Adaptive Regression via Correlation Screening (SPARCS). SPARCS can be applied to high…

Machine Learning · Statistics 2016-11-18 Hamed Firouzi , Alfred Hero , Bala Rajaratnam

Bayesian sparse factor models have proven useful for characterizing dependence in multivariate data, but scaling computation to large numbers of samples and dimensions is problematic. We propose expandable factor analysis for scalable…

Methodology · Statistics 2018-06-21 Sanvesh Srivastava , Barbara E. Engelhardt , David B. Dunson

We develop new stochastic gradient methods for efficiently solving sparse linear regression in a partial attribute observation setting, where learners are only allowed to observe a fixed number of actively chosen attributes per example at…

Optimization and Control · Mathematics 2018-12-04 Tomoya Murata , Taiji Suzuki

Interpretability benefits the theoretical understanding of representations. Existing word embeddings are generally dense representations. Hence, the meaning of latent dimensions is difficult to interpret. This makes word embeddings like a…

Computation and Language · Computer Science 2023-06-27 Minxue Xia , Hao Zhu

Sparse Inverse Covariance Estimation (SICE) is useful in many practical data analyses. Recovering the connectivity, non-connectivity graph of covariates is classified amongst the most important data mining and learning problems. In this…

Machine Learning · Computer Science 2019-04-05 Ashkan Esmaeili , Farokh Marvasti

The SPLADE (SParse Lexical AnD Expansion) model is a highly effective approach to learned sparse retrieval, where documents are represented by term impact scores derived from large language models. During training, SPLADE applies…

Information Retrieval · Computer Science 2023-06-30 Joel Mackenzie , Shengyao Zhuang , Guido Zuccon

In this work, we observe a counterintuitive phenomenon in self-supervised learning (SSL): longer training may impair the performance of dense prediction tasks (e.g., semantic segmentation). We refer to this phenomenon as Self-supervised…

Computer Vision and Pattern Recognition · Computer Science 2025-10-21 Siran Dai , Qianqian Xu , Peisong Wen , Yang Liu , Qingming Huang

The big data trend has inspired feature-driven learning tasks, which cannot be handled by conventional machine learning models. Unstructured data produces very large binary matrices with millions of columns when converted to vector form.…

Machine Learning · Computer Science 2019-12-19 Anton Akusok , Emil Eirola

Given $m$ $d$-dimensional responsors and $n$ $d$-dimensional predictors, sparse regression finds at most $k$ predictors for each responsor for linear approximation, $1\leq k \leq d-1$. The key problem in sparse regression is subset…

Machine Learning · Computer Science 2020-11-25 Jianji Wang , Qi Liu , Shupei Zhang , Nanning Zheng , Fei-Yue Wang

We propose a method to reconstruct and cluster incomplete high-dimensional data lying in a union of low-dimensional subspaces. Exploring the sparse representation model, we jointly estimate the missing data while imposing the intrinsic…

Computer Vision and Pattern Recognition · Computer Science 2017-09-06 João Carvalho , Manuel Marques , João P. Costeira

A recent line of work has shown promise in using sparse autoencoders (SAEs) to uncover interpretable features in neural network representations. However, the simple linear-nonlinear encoding mechanism in SAEs limits their ability to perform…

Machine Learning · Computer Science 2025-01-31 Charles O'Neill , Alim Gumran , David Klindt
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