Related papers: Boosting with Structural Sparsity: A Differential …
We present a new algorithm for boosting generalized additive models for location, scale and shape (GAMLSS) that allows to incorporate stability selection, an increasingly popular way to obtain stable sets of covariates while controlling the…
In this paper, we study the implicit bias of gradient descent for sparse regression. We extend results on regression with quadratic parametrization, which amounts to depth-2 diagonal linear networks, to more general depth-N networks, under…
We provide a sparse version of the bounded degree SOS hierarchy BSOS [7] for polynomial optimization problems. It permits to treat large scale problems which satisfy a structured sparsity pattern. When the sparsity pattern satisfies the…
This paper examines a novel gradient boosting framework for regression. We regularize gradient boosted trees by introducing subsampling and employ a modified shrinkage algorithm so that at every boosting stage the estimate is given by an…
Excessive computational cost for learning large data and streaming data can be alleviated by using stochastic algorithms, such as stochastic gradient descent and its variants. Recent advances improve stochastic algorithms on convergence…
In this paper, we propose a scalable algorithm for spectral embedding. The latter is a standard tool for graph clustering. However, its computational bottleneck is the eigendecomposition of the graph Laplacian matrix, which prevents its…
Sparsity-based methods are widely used in machine learning, statistics, and signal processing. There is now a rich class of structured sparsity approaches that expand the modeling power of the sparsity paradigm and incorporate constraints…
We introduce a dynamic sparse training algorithm based on linearized Bregman iterations / mirror descent that exploits the naturally incurred sparsity by alternating between periods of static and dynamic sparsity pattern updates. The key…
Numerous studies attempt to mitigate classification bias caused by class imbalance. However, existing studies have yet to explore the collaborative optimization of imbalanced learning and model training. This constraint hinders further…
As an emerging communication auxiliary technology, reconfigurable intelligent surface (RIS) is expected to play a significant role in the upcoming 6G networks. Due to its total reflection characteristics, it is challenging to implement…
We propose a general method called truncated gradient to induce sparsity in the weights of online learning algorithms with convex loss functions. This method has several essential properties: The degree of sparsity is continuous -- a…
Although disentangled representations are often said to be beneficial for downstream tasks, current empirical and theoretical understanding is limited. In this work, we provide evidence that disentangled representations coupled with sparse…
Recent studies in the literature have paid much attention to the sparsity in linear classification tasks. One motivation of imposing sparsity assumption on the linear discriminant direction is to rule out the noninformative features, making…
Latent Gaussian models and boosting are widely used techniques in statistics and machine learning. Tree-boosting shows excellent prediction accuracy on many data sets, but potential drawbacks are that it assumes conditional independence of…
Gradient boosting remains a strong and widely used method for tabular data learning, but its performance often degrades when training labels are noisy. This behavior is largely related to the way boosting algorithms emphasize samples with…
Gradient Boosting (GB) is a popular methodology used to solve prediction problems by minimizing a differentiable loss function, $L$. GB performs very well on tabular machine learning (ML) problems; however, as a pure ML solver it lacks the…
We give a new consistent scoring function for structure learning of Bayesian networks. In contrast to traditional approaches to scorebased structure learning, such as BDeu or MDL, the complexity penalty that we propose is data-dependent and…
We consider the least-square linear regression problem with regularization by the l1-norm, a problem usually referred to as the Lasso. In this paper, we present a detailed asymptotic analysis of model consistency of the Lasso. For various…
For data with high-dimensional covariates but small to moderate sample sizes, the analysis of single datasets often generates unsatisfactory results. The integrative analysis of multiple independent datasets provides an effective way of…
In many statistical modeling problems, such as classification and regression, it is common to encounter sparse and blocky coefficients. Sparse fused Lasso is specifically designed to recover these sparse and blocky structured features,…