Related papers: Fast Learning with Nonconvex L1-2 Regularization

Finding multiple solutions of non-convex optimization problems is a ubiquitous yet challenging task. Most past algorithms either apply single-solution optimization methods from multiple random initial guesses or search in the vicinity of…

We consider the problem of recovering elements of a low-dimensional model from under-determined linear measurements. To perform recovery, we consider the minimization of a convex regularizer subject to a data fit constraint. Given a model,…

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…

We investigate the learning rate of multiple kernel leaning (MKL) with elastic-net regularization, which consists of an $\ell_1$-regularizer for inducing the sparsity and an $\ell_2$-regularizer for controlling the smoothness. We focus on a…

Sparse logistic regression is for classification and feature selection simultaneously. Although many studies have been done to solve $\ell_1$-regularized logistic regression, there is no equivalently abundant work on solving sparse logistic…

For the problem of high-dimensional sparse linear regression, it is known that an $\ell_0$-based estimator can achieve a $1/n$ "fast" rate on the prediction error without any conditions on the design matrix, whereas in absence of…

This paper investigates a general class of problems in which a lower bounded smooth convex function incorporating $\ell_{0}$ and $\ell_{2,0}$ regularization is minimized over a box constraint. Although such problems arise frequently in…

In this paper, we show how to transform any optimization problem that arises from fitting a machine learning model into one that (1) detects and removes contaminated data from the training set while (2) simultaneously fitting the trimmed…

Joint sparsity regularization in multi-task learning has attracted much attention in recent years. The traditional convex formulation employs the group Lasso relaxation to achieve joint sparsity across tasks. Although this approach leads to…

We provide theoretical analysis of the statistical and computational properties of penalized $M$-estimators that can be formulated as the solution to a possibly nonconvex optimization problem. Many important estimators fall in this…

In this work, we consider a class of differentiable criteria for sparse image computing problems, where a nonconvex regularization is applied to an arbitrary linear transform of the target image. As special cases, it includes…

This paper presents an algorithm for efficient training of sparse linear models with elastic net regularization. Extending previous work on delayed updates, the new algorithm applies stochastic gradient updates to non-zero features only,…

In this paper, we investigate the matrix estimation problem in the multi-response regression model with measurement errors. A nonconvex error-corrected estimator based on a combination of the amended loss function and the nuclear norm…

We propose a prox-regular-type low-rank constrained nonconvex nonsmooth optimization model for Robust Low-Rank Matrix Recovery (RLRMR), i.e., estimate problem of low-rank matrix from an observed signal corrupted by outliers. For RLRMR, the…

Backward error analysis allows finding a modified loss function, which the parameter updates really follow under the influence of an optimization method. The additional loss terms included in this modified function is called implicit…

Many important machine learning applications involve regularized nonconvex bi-level optimization. However, the existing gradient-based bi-level optimization algorithms cannot handle nonconvex or nonsmooth regularizers, and they suffer from…

We use convex relaxation techniques to provide a sequence of solutions to the matrix completion problem. Using the nuclear norm as a regularizer, we provide simple and very efficient algorithms for minimizing the reconstruction error…

Imaging is a standard example of an inverse problem, where the task of reconstructing a ground truth from a noisy measurement is ill-posed. Recent state-of-the-art approaches for imaging use deep learning, spearheaded by unrolled and…

We exploit analogies between first-order algorithms for constrained optimization and non-smooth dynamical systems to design a new class of accelerated first-order algorithms for constrained optimization. Unlike Frank-Wolfe or projected…

This paper considers the problem of finding a low rank matrix from observations of linear combinations of its elements. It is well known that if the problem fulfills a restricted isometry property (RIP), convex relaxations using the nuclear…