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We compute precise asymptotic expressions for the learning curves of least squares random feature (RF) models with either a separable strongly convex regularization or the $\ell_1$ regularization. We propose a novel multi-level application…

Machine Learning · Statistics 2023-03-02 David Bosch , Ashkan Panahi , Ayca Özcelikkale , Devdatt Dubhash

We demonstrate that the primal-dual witness proof method may be used to establish variable selection consistency and $\ell_\infty$-bounds for sparse regression problems, even when the loss function and/or regularizer are nonconvex. Using…

Statistics Theory · Mathematics 2014-12-19 Po-Ling Loh , Martin J. Wainwright

The $\ell_1$ norm is the tight convex relaxation for the $\ell_0$ "norm" and has been successfully applied for recovering sparse signals. For problems with fewer samplings, one needs to enhance the sparsity by nonconvex penalties such as…

Optimization and Control · Mathematics 2016-01-05 Xiaolin Huang , Lei Shi , Ming Yan

We extend the standard notion of self-concordance to non-convex optimization and develop a family of second-order algorithms with global convergence guarantees. In particular, two function classes -- \textit{weakly self-concordant}…

Optimization and Control · Mathematics 2026-04-07 Donald Goldfarb , Lexiao Lai , Tianyi Lin , Jiayu Zhang

This work proposes a novel convex-non-convex formulation of the image segmentation and the image completion problems. The proposed approach is based on the minimization of a functional involving two distinct regularization terms: one…

Numerical Analysis · Mathematics 2025-09-01 Mohamed El Guide , Anas El Hachimi , Khalide Jbilou , Lothar Reichel

In this paper a robust second-order method is developed for the solution of strongly convex l1-regularized problems. The main aim is to make the proposed method as inexpensive as possible, while even difficult problems can be efficiently…

Optimization and Control · Mathematics 2015-01-13 Kimon Fountoulakis , Jacek Gondzio

Underpinning the success of deep learning is effective regularizations that allow a variety of priors in data to be modeled. For example, robustness to adversarial perturbations, and correlations between multiple modalities. However, most…

Machine Learning · Computer Science 2020-06-16 Mao Li , Yingyi Ma , Xinhua Zhang

We consider the problem of learning a sparse graph under the Laplacian constrained Gaussian graphical models. This problem can be formulated as a penalized maximum likelihood estimation of the Laplacian constrained precision matrix. Like in…

Machine Learning · Computer Science 2023-09-06 Jiaxi Ying , José Vinícius de M. Cardoso , Daniel P. Palomar

Feature subset selection arises in many high-dimensional applications of statistics, such as compressed sensing and genomics. The $\ell_0$ penalty is ideal for this task, the caveat being it requires the NP-hard combinatorial evaluation of…

Machine Learning · Statistics 2017-06-26 Anindya Bhadra , Jyotishka Datta , Nicholas G. Polson , Brandon Willard

Convolutional neural networks (CNNs) have developed to become powerful models for various computer vision tasks ranging from object detection to semantic segmentation. However, most of the state-of-the-art CNNs cannot be deployed directly…

Computer Vision and Pattern Recognition · Computer Science 2021-08-20 Kevin Bui , Fredrick Park , Shuai Zhang , Yingyong Qi , Jack Xin

We analyze two classical algorithms for solving additively composite convex optimization problems where the objective is the sum of a smooth term and a nonsmooth regularizer: proximal stochastic gradient method for a single regularizer; and…

Optimization and Control · Mathematics 2026-02-06 Kevin Kurian Thomas Vaidyan , Michael P. Friedlander , Ahmet Alacaoglu

Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. While naturally cast as a combinatorial optimization problem, variable or feature selection admits a convex relaxation through the…

Machine Learning · Computer Science 2012-04-23 Francis Bach , Rodolphe Jenatton , Julien Mairal , Guillaume Obozinski

Self-paced learning (SPL) mimics the cognitive mechanism of humans and animals that gradually learns from easy to hard samples. One key issue in SPL is to obtain better weighting strategy that is determined by minimizer function. Existing…

Machine Learning · Computer Science 2016-09-20 Yanbo Fan , Ran He , Jian Liang , Bao-Gang Hu

We provide a statistical analysis of regularization-based continual learning on a sequence of linear regression tasks, with emphasis on how different regularization terms affect the model performance. We first derive the convergence rate…

Machine Learning · Computer Science 2024-06-11 Xuyang Zhao , Huiyuan Wang , Weiran Huang , Wei Lin

We present a general variational framework for the training of freeform nonlinearities in layered computational architectures subject to some slope constraints. The regularization that we add to the traditional training loss penalizes the…

Machine Learning · Statistics 2025-03-31 Michael Unser , Alexis Goujon , Stanislas Ducotterd

Safe reinforcement learning (RL) aims to learn policies that satisfy certain constraints before deploying them to safety-critical applications. Previous primal-dual style approaches suffer from instability issues and lack optimality…

Machine Learning · Computer Science 2022-06-20 Zuxin Liu , Zhepeng Cen , Vladislav Isenbaev , Wei Liu , Zhiwei Steven Wu , Bo Li , Ding Zhao

In this paper, we analyse the recovery properties of nonconvex regularized $M$-estimators, under the assumption that the true parameter is of soft sparsity. In the statistical aspect, we establish the recovery bound for any stationary point…

Statistics Theory · Mathematics 2019-11-20 Xin Li , Dongya Wu , Chong Li , Jinhua Wang , Jen-Chih Yao

The goal of this paper is to find a low-rank approximation for a given tensor. Specifically, we give a computable strategy on calculating the rank of a given tensor, based on approximating the solution to an NP-hard problem. In this paper,…

Numerical Analysis · Mathematics 2016-10-20 Xiaofei Wang , Carmeliza Navasca

We propose a stochastic variance reduced optimization algorithm for solving sparse learning problems with cardinality constraints. Sufficient conditions are provided, under which the proposed algorithm enjoys strong linear convergence…

Machine Learning · Computer Science 2017-12-27 Xingguo Li , Raman Arora , Han Liu , Jarvis Haupt , Tuo Zhao

The existing matrix completion methods focus on optimizing the relaxation of rank function such as nuclear norm, Schatten-p norm, etc. They usually need many iterations to converge. Moreover, only the low-rank property of matrices is…

Machine Learning · Computer Science 2022-03-07 Xuelong Li , Hongyuan Zhang , Rui Zhang