Related papers: Dual Extrapolation for Sparse Generalized Linear M…

Logistic regression is a widely used statistical model to describe the relationship between a binary response variable and predictor variables in data sets. It is often used in machine learning to identify important predictor variables.…

Many problems of low-level computer vision and image processing, such as denoising, deconvolution, tomographic reconstruction or super-resolution, can be addressed by maximizing the posterior distribution of a sparse linear model (SLM). We…

Generalized Linear Models (GLMs) and Single Index Models (SIMs) provide powerful generalizations of linear regression, where the target variable is assumed to be a (possibly unknown) 1-dimensional function of a linear predictor. In general,…

The Vector AutoRegressive Moving Average (VARMA) model is fundamental to the theory of multivariate time series; however, identifiability issues have led practitioners to abandon it in favor of the simpler but more restrictive Vector…

Regression models are popular tools in empirical sciences to infer the influence of a set of variables onto a dependent variable given an experimental dataset. In neuroscience and cognitive psychology, Generalized Linear Models (GLMs)…

We study fast algorithms for statistical regression problems under the strong contamination model, where the goal is to approximately optimize a generalized linear model (GLM) given adversarially corrupted samples. Prior works in this line…

As datasets grow larger, they are often distributed across multiple machines that compute in parallel and communicate with a central machine through short messages. In this paper, we focus on sparse regression and propose a new procedure…

The estimation problem in a high regression model with structured sparsity is investigated. An algorithm using a two steps block thresholding procedure called GR-LOL is provided. Convergence rates are produced: they depend on simple…

Logistic models are commonly used for binary classification tasks. The success of such models has often been attributed to their connection to maximum-likelihood estimators. It has been shown that gradient descent algorithm, when applied on…

Variable selection has become a pivotal choice in data analyses that impacts subsequent inference and prediction. In linear models, variable selection using Second-Generation P-Values (SGPV) has been shown to be as good as any other…

The generalised linear model (GLM) is a very important tool for analysing real data in biology, sociology, agriculture, engineering and many other application domain where the relationship between the response and explanatory variables may…

Merging the two cultures of deep and statistical learning provides insights into structured high-dimensional data. Traditional statistical modeling is still a dominant strategy for structured tabular data. Deep learning can be viewed…

We introduce a randomly extrapolated primal-dual coordinate descent method that adapts to sparsity of the data matrix and the favorable structures of the objective function. Our method updates only a subset of primal and dual variables with…

This paper presents approaches to compute sparse solutions of Generalized Singular Value Problem (GSVP). The GSVP is regularized by $\ell_1$-norm and $\ell_q$-penalty for $0<q<1$, resulting in the $\ell_1$-GSVP and $\ell_q$-GSVP…

We study a class of generalized linear programs (GLP) in a large-scale setting, which includes simple, possibly nonsmooth convex regularizer and simple convex set constraints. By reformulating (GLP) as an equivalent convex-concave min-max…

This paper investigates the problem of certifying optimality for sparse generalized linear models (GLMs), where sparsity is enforced through an $\ell_0$ cardinality constraint. While branch-and-bound (BnB) frameworks can certify optimality…

High-dimensional linear and nonlinear models have been extensively used to identify associations between response and explanatory variables. The variable selection problem is commonly of interest in the presence of massive and complex data.…

We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to solve a maximum likelihood problem with an added l_1-norm…

We consider the problem of learning mixtures of generalized linear models (GLM) which arise in classification and regression problems. Typical learning approaches such as expectation maximization (EM) or variational Bayes can get stuck in…

Generalized linear models (GLMs) are fundamental tools for statistical modeling, with maximum likelihood estimation (MLE) serving as the classical approach for parameter inference. While MLE performs well for canonical GLMs, it can become…