Related papers: On the Complexity of the Weighted Fused Lasso

The regularization path of the Lasso can be shown to be piecewise linear, making it possible to "follow" and explicitly compute the entire path. We analyze in this paper this popular strategy, and prove that its worst case complexity is…

We study a class of fused lasso problems where the estimated parameters in a sequence are regressed toward their respective observed values (fidelity loss), with $\ell_1$ norm penalty (regularization loss) on the differences between…

In this paper, we provide an $O(n \mathrm{polylog} n)$ bound on the expected complexity of the randomly weighted Voronoi diagram of a set of $n$ sites in the plane, where the sites can be either points, interior-disjoint convex sets, or…

We compare alternative computing strategies for solving the constrained lasso problem. As its name suggests, the constrained lasso extends the widely-used lasso to handle linear constraints, which allow the user to incorporate prior…

Let $G$ be a connected $n$-vertex graph in a proper minor-closed class $\mathcal G$. We prove that the extension complexity of the spanning tree polytope of $G$ is $O(n^{3/2})$. This improves on the $O(n^2)$ bounds following from the work…

We prove that if a smooth variety with non-positive canonical class can be embedded into a weighted projective space of dimension $n$ as a well formed complete intersection and it is not an intersection with a linear cone therein, then the…

We construct a family of planar graphs $\{G_n\}_{n\geq 4}$, where $G_n$ has $n$ vertices including a source vertex $s$ and a sink vertex $t$, and edge weights that change linearly with a parameter $\lambda$ such that, as $\lambda$ varies in…

The main result of this article is that we obtain an elementwise error bound for the Fused Lasso estimator for any general convex loss function $\rho$. We then focus on the special cases when either $\rho$ is the square loss function (for…

This paper shows the weighted matching problem on general graphs can be solved in time $O(n(m + n\log n))$ for $n$ and $m$ the number of vertices and edges, respectively. This was previously known only for bipartite graphs. The crux is a…

We give an $O(g^{1/2} n^{3/2} + g^{3/2} n^{1/2})$-size extended formulation for the spanning tree polytope of an $n$-vertex graph embedded on a surface of genus $g$, improving on the known $O(n^2 + g n)$-size extended formulations following…

Detecting changepoints in a one-dimensional signal is a classical yet fundamental problem. The fused lasso provides an elegant convex formulation that produces a stepwise estimate of the mean, but quantifying the uncertainty of the detected…

We present a path algorithm for the generalized lasso problem. This problem penalizes the $\ell_1$ norm of a matrix D times the coefficient vector, and has a wide range of applications, dictated by the choice of D. Our algorithm is based on…

The Lasso is a very well known penalized regression model, which adds an $L_{1}$ penalty with parameter $\lambda_{1}$ on the coefficients to the squared error loss function. The Fused Lasso extends this model by also putting an $L_{1}$…

We prove that, when a path of length n is embedded in R^2, the 3-distortion is an Omega(n^{1/2}), and that, when embedded in R^d, the 3-distortion is an O(n^{1/d-1}).

The fused lasso, also known as (anisotropic) total variation denoising, is widely used for piecewise constant signal estimation with respect to a given undirected graph. The fused lasso estimate is highly nontrivial to compute when the…

Least-mean squares (LMS) solvers such as Linear / Ridge / Lasso-Regression, SVD and Elastic-Net not only solve fundamental machine learning problems, but are also the building blocks in a variety of other methods, such as decision trees and…

In this work we use variational methods to show the existence of weak solutions for a nonlinear problem of the type elliptic. This problem was initially study by the authors Ahmad, Lazer and Paul (see \cite{ALP}) considering the space…

We present an algorithm for evaluating a linear ``intersection transform'' of a function defined on the lattice of subsets of an $n$-element set. In particular, the algorithm constructs an arithmetic circuit for evaluating the transform in…

We introduce a novel multivariate approach for solving weighted parameterized problems. In our model, given an instance of size $n$ of a minimization (maximization) problem, and a parameter $W \geq 1$, we seek a solution of weight at most…

The weighted ancestor problem is a well-known generalization of the predecessor problem to trees. It is known to require $\Omega(\log\log n)$ time for queries provided $O(n\mathop{\mathrm{polylog}} n)$ space is available and weights are…