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In the field of data mining, how to deal with high-dimensional data is an inevitable problem. Unsupervised feature selection has attracted more and more attention because it does not rely on labels. The performance of spectral-based…

Machine Learning · Computer Science 2021-01-01 Zhengxin Li , Feiping Nie , Jintang Bian , Xuelong Li

In high-dimensional settings, sparse structures are critical for efficiency in term of memory and computation complexity. For a linear system, to find the sparsest solution provided with an over-complete dictionary of features directly is…

Machine Learning · Statistics 2020-07-09 Yiping Jiang , Tianshi Chen

Given $m$ $d$-dimensional responsors and $n$ $d$-dimensional predictors, sparse regression finds at most $k$ predictors for each responsor for linear approximation, $1\leq k \leq d-1$. The key problem in sparse regression is subset…

Machine Learning · Computer Science 2020-11-25 Jianji Wang , Qi Liu , Shupei Zhang , Nanning Zheng , Fei-Yue Wang

We consider high dimensional sparse regression, and develop strategies able to deal with arbitrary -- possibly, severe or coordinated -- errors in the covariance matrix $X$. These may come from corrupted data, persistent experimental…

Machine Learning · Statistics 2013-01-15 Yudong Chen , Constantine Caramanis , Shie Mannor

Sparse feature selection is necessary when we fit statistical models, we have access to a large group of features, don't know which are relevant, but assume that most are not. Alternatively, when the number of features is larger than the…

Applications · Statistics 2017-04-04 Emiliano Diaz

Linear mixed models (LMMs), which incorporate fixed and random effects, are key tools for analyzing heterogeneous data, such as in personalized medicine. Nowadays, this type of data is increasingly wide, sometimes containing thousands of…

Machine Learning · Statistics 2026-05-15 Ryan Thompson , Matt P. Wand , Joanna J. J. Wang

As with many other problems, real-world regression is plagued by the presence of noisy labels, an inevitable issue that demands our attention. Fortunately, much real-world data often exhibits an intrinsic property of continuously ordered…

Machine Learning · Computer Science 2025-02-26 Chris Dongjoo Kim , Sangwoo Moon , Jihwan Moon , Dongyeon Woo , Gunhee Kim

Feature selection is one of the most decisive tools in understanding data and machine learning models. Among other methods, sparsity induced by $L^{1}$ penalty is one of the simplest and best studied approaches to this problem. Although…

Machine Learning · Computer Science 2020-07-09 Andrii Trelin , Aleš Procházka

Sparsity-inducing penalties are useful tools for variable selection and they are also effective for regression settings where the data are functions. We consider the problem of selecting not only variables but also decision boundaries in…

Methodology · Statistics 2020-06-01 Hidetoshi Matsui

Penalized regression models such as the Lasso have proved useful for variable selection in many fields - especially for situations with high-dimensional data where the numbers of predictors far exceeds the number of observations. These…

Methodology · Statistics 2014-03-19 Kasper Brink-Jensen , Claus Thorn Ekstrøm

Feature selection has attracted significant attention in data mining and machine learning in the past decades. Many existing feature selection methods eliminate redundancy by measuring pairwise inter-correlation of features, whereas the…

Machine Learning · Computer Science 2015-02-03 Zhijun Chen , Chaozhong Wu , Yishi Zhang , Zhen Huang , Bin Ran , Ming Zhong , Nengchao Lyu

Feature selection with specific multivariate performance measures is the key to the success of many applications, such as image retrieval and text classification. The existing feature selection methods are usually designed for…

Machine Learning · Computer Science 2015-03-19 Qi Mao , Ivor W. Tsang

Subset selection is a fundamental problem in combinatorial optimization, which has a wide range of applications such as influence maximization and sparse regression. The goal is to select a subset of limited size from a ground set in order…

Neural and Evolutionary Computing · Computer Science 2026-04-22 Yiheng Xu , Danxuan Liu , Bin Zhang , Weiyong Yang , Chao Qian

We consider a linear regression problem in a high dimensional setting where the number of covariates $p$ can be much larger than the sample size $n$. In such a situation, one often assumes sparsity of the regression vector, \textit i.e.,…

Statistics Theory · Mathematics 2011-10-12 Mohamed Hebiri , Sara A. Van De Geer

In industrial imaging, accurately detecting and distinguishing surface defects from noise is critical and challenging, particularly in complex environments with noisy data. This paper presents a hybrid framework that integrates both…

Image and Video Processing · Electrical Eng. & Systems 2024-12-13 Alejandro Garnung Menéndez

Phase retrieval (PR) is a popular research topic in signal processing and machine learning. However, its performance degrades significantly when the measurements are corrupted by noise or outliers. To address this limitation, we propose a…

Optimization and Control · Mathematics 2025-05-30 Jun Fan , Ailing Yan , Xianchao Xiu , Wanquan Liu

We introduce a novel method for sparse regression and variable selection, which is inspired by modern ideas in multiple testing. Imagine we have observations from the linear model y = X beta + z, then we suggest estimating the regression…

Methodology · Statistics 2013-10-30 Malgorzata Bogdan , Ewout van den Berg , Weijie Su , Emmanuel Candes

Sparse Bayesian learning is a state-of-the-art supervised learning algorithm that can choose a subset of relevant samples from the input data and make reliable probabilistic predictions. However, in the presence of high-dimensional data…

Machine Learning · Computer Science 2020-01-10 Bingbing Jiang , Chang Li , Maarten de Rijke , Xin Yao , Huanhuan Chen

We consider sparsity-based techniques for the approximation of high-dimensional functions from random pointwise evaluations. To date, almost all the works published in this field contain some a priori assumptions about the error corrupting…

Numerical Analysis · Mathematics 2019-05-10 Ben Adcock , Anyi Bao , Simone Brugiapaglia

In this paper, we propose a novel sparse learning based feature selection method that directly optimizes a large margin linear classification model sparsity with l_(2,p)-norm (0 < p < 1)subject to data-fitting constraints, rather than using…

Machine Learning · Computer Science 2015-04-03 Hanyang Peng , Yong Fan