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In this paper we develop a novel approach for estimating large and sparse dynamic factor models using variational inference, also allowing for missing data. Inspired by Bayesian variable selection, we apply slab-and-spike priors onto the…

Methodology · Statistics 2022-10-14 Erik Spånberg

Neural networks are usually not the tool of choice for nonparametric high-dimensional problems where the number of input features is much larger than the number of observations. Though neural networks can approximate complex multivariate…

Methodology · Statistics 2019-06-25 Jean Feng , Noah Simon

Sparse modelling or model selection with categorical data is challenging even for a moderate number of variables, because one parameter is roughly needed to encode one category or level. The Group Lasso is a well known efficient algorithm…

Methodology · Statistics 2022-11-14 Szymon Nowakowski , Piotr Pokarowski , Wojciech Rejchel , Agnieszka Sołtys

We develop a new framework for learning variational autoencoders and other deep generative models that balances generative and discriminative goals. Our framework optimizes model parameters to maximize a variational lower bound on the…

Machine Learning · Computer Science 2020-12-15 Gabriel Hope , Madina Abdrakhmanova , Xiaoyin Chen , Michael C. Hughes , Michael C. Hughes , Erik B. Sudderth

Simultaneous feature selection and non-linear function estimation is challenging in modeling, especially in high-dimensional settings where the number of variables exceeds the available sample size. In this article, we investigate the…

Machine Learning · Statistics 2026-01-05 Bin Luo , Susan Halabi

Several learning applications require solving high-dimensional regression problems where the relevant features belong to a small number of (overlapping) groups. For very large datasets and under standard sparsity constraints, hard…

Machine Learning · Statistics 2016-05-30 Prateek Jain , Nikhil Rao , Inderjit Dhillon

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

High dimensional sparse learning has imposed a great computational challenge to large scale data analysis. In this paper, we are interested in a broad class of sparse learning approaches formulated as linear programs parametrized by a {\em…

Machine Learning · Computer Science 2017-11-28 Haotian Pang , Robert Vanderbei , Han Liu , Tuo Zhao

Compressive sensing (CS) exploits sparsity to recover sparse or compressible signals from dimensionality reducing, non-adaptive sensing mechanisms. Sparsity is also used to enhance interpretability in machine learning and statistics…

Information Theory · Computer Science 2015-07-21 Anastasios Kyrillidis , Luca Baldassarre , Marwa El-Halabi , Quoc Tran-Dinh , Volkan Cevher

An extension to a recently introduced binary neural network is proposed in order to allow the learning of sparse messages, in large numbers and with high memory efficiency. This new network is justified both in biological and informational…

Neural and Evolutionary Computing · Computer Science 2012-08-21 Behrooz Kamary Aliabadi , Claude Berrou , Vincent Gripon , Xiaoran Jiang

Diffusion models are one of the key architectures of generative AI. Their main drawback, however, is the computational costs. This study indicates that the concept of sparsity, well known especially in statistics, can provide a pathway to…

Machine Learning · Computer Science 2025-09-26 Mahsa Taheri , Johannes Lederer

In unsupervised learning, an unbiased uniform sampling strategy is typically used, in order that the learned features faithfully encode the statistical structure of the training data. In this work, we explore whether active example…

Machine Learning · Computer Science 2015-04-01 Tomoki Tsuchida , Garrison W. Cottrell

Disentangled representation learning aims to uncover latent variables underlying the observed data, and generally speaking, rather strong assumptions are needed to ensure identifiability. Some approaches rely on sufficient changes on the…

Machine Learning · Computer Science 2025-03-04 Zijian Li , Shunxing Fan , Yujia Zheng , Ignavier Ng , Shaoan Xie , Guangyi Chen , Xinshuai Dong , Ruichu Cai , Kun Zhang

Automatic machine learning of empirical models from experimental data has recently become possible as a result of increased availability of computational power and dedicated algorithms. Despite the successes of non-parametric inference and…

Statistical Mechanics · Physics 2024-06-04 Yunfei Huang , Youssef Mabrouk , Gerhard Gompper , Benedikt Sabass

Sparsity has become popular in machine learning, because it can save computational resources, facilitate interpretations, and prevent overfitting. In this paper, we discuss sparsity in the framework of neural networks. In particular, we…

Machine Learning · Computer Science 2020-06-30 Mohamed Hebiri , Johannes Lederer

We propose a novel, efficient approach for distributed sparse learning in high-dimensions, where observations are randomly partitioned across machines. Computationally, at each round our method only requires the master machine to solve a…

Machine Learning · Statistics 2016-05-26 Jialei Wang , Mladen Kolar , Nathan Srebro , Tong Zhang

Sparse coding strategies have been lauded for their parsimonious representations of data that leverage low dimensional structure. However, inference of these codes typically relies on an optimization procedure with poor computational…

Machine Learning · Computer Science 2022-09-02 Kion Fallah , Christopher J. Rozell

Diffusion models (DMs) are a powerful type of generative models that have achieved state-of-the-art results in various image synthesis tasks and have shown potential in other domains, such as natural language processing and temporal data…

Machine Learning · Computer Science 2026-02-05 Inês Cardoso Oliveira , Decebal Constantin Mocanu , Luis A. Leiva

We present a framework to define a large class of neural networks for which, by construction, training by gradient flow provably reaches arbitrarily low loss when the number of parameters grows. Distinct from the fixed-space global…

Optimization and Control · Mathematics 2025-01-13 David A. R. Robin , Kevin Scaman , Marc Lelarge

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…

Machine Learning · Computer Science 2008-07-04 John Langford , Lihong Li , Tong Zhang
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