Related papers: When is Network Lasso Accurate?
The network Lasso is a recently proposed convex optimization method for machine learning from massive network structured datasets, i.e., big data over networks. It is a variant of the well-known least absolute shrinkage and selection…
The network Lasso (nLasso) has been proposed recently as an efficient learning algorithm for massive networked data sets (big data over networks). It extends the well-known least absolute shrinkage and selection operator (Lasso) from…
A recently proposed learning algorithm for massive network-structured data sets (big data over networks) is the network Lasso (nLasso), which extends the well- known Lasso estimator from sparse models to network-structured datasets.…
Network reconstruction is important to the understanding and control of collective dynamics in complex systems. Most real networks exhibit sparsely connected properties, and the connection parameter is a signal (0 or 1). Well-known…
We apply network Lasso to semi-supervised regression problems involving network structured data. This approach lends quite naturally to highly scalable learning algorithms in the form of message passing over an empirical graph which…
In statistics, the least absolute shrinkage and selection operator (Lasso) is a regression method that performs both variable selection and regularization. There is a lot of literature available, discussing the statistical properties of the…
We study the problem of variable selection in convex nonparametric least squares (CNLS). Whereas the least absolute shrinkage and selection operator (Lasso) is a popular technique for least squares, its variable selection performance is…
We apply the network Lasso to solve binary classification and clustering problems for network-structured data. To this end, we generalize ordinary logistic regression to non-Euclidean data with an intrinsic network structure. The resulting…
The least absolute shrinkage and selection operator (LASSO) is a popular technique for simultaneous estimation and model selection. There have been a lot of studies on the large sample asymptotic distributional properties of the LASSO…
Many applications generate data with an intrinsic network structure such as time series data, image data or social network data. The network Lasso (nLasso) has been proposed recently as a method for joint clustering and optimization of…
We analyze the performance of the least absolute shrinkage and selection operator (Lasso) for the linear model when the number of regressors $N$ grows larger keeping the true support size $d$ finite, i.e., the ultra-sparse case. The result…
Inferring the connectivity structure of networked systems from data is an extremely important task in many areas of science. Most of real-world networks exhibit sparsely connected topologies, with links between nodes that in some cases may…
The least absolute shrinkage and selection operator (LASSO) for linear regression exploits the geometric interplay of the $\ell_2$-data error objective and the $\ell_1$-norm constraint to arbitrarily select sparse models. Guiding this…
Much work has been done recently to make neural networks more interpretable, and one obvious approach is to arrange for the network to use only a subset of the available features. In linear models, Lasso (or $\ell_1$-regularized) regression…
Inferring network structures remains an interesting question for its importance on the understanding and controlling collective dynamics of complex systems. The existing shrinking methods such as Lasso-type estimation can not suitably…
We apply the network Lasso to classify partially labeled data points which are characterized by high-dimensional feature vectors. In order to learn an accurate classifier from limited amounts of labeled data, we borrow statistical strength,…
The traditional compressed sensing approach is naturally offline, in that it amounts to sparsely sampling and reconstructing a given dataset. Recently, an online algorithm for performing compressed sensing on streaming data was proposed:…
A sparse modeling is a major topic in machine learning and statistics. LASSO (Least Absolute Shrinkage and Selection Operator) is a popular sparse modeling method while it has been known to yield unexpected large bias especially at a sparse…
The Least Absolute Shrinkage and Selection Operator (LASSO) has gained attention in a wide class of continuous parametric estimation problems with promising results. It has been a subject of research for more than a decade. Due to the…
Network Lasso (NL for short) is a methodology for estimating models by simultaneously clustering data samples and fitting the models to the samples. It often succeeds in forming clusters thanks to the geometry of the $\ell_1$-regularizer…