Related papers: Safe Feature Elimination for Non-Negativity Constr…
We describe a fast method to eliminate features (variables) in l1 -penalized least-square regression (or LASSO) problems. The elimination of features leads to a potentially substantial reduction in running time, specially for large values…
We investigate fast methods that allow to quickly eliminate variables (features) in supervised learning problems involving a convex loss function and a $l_1$-norm penalty, leading to a potentially substantial reduction in the number of…
We propose a new framework for deriving screening rules for convex optimization problems. Our approach covers a large class of constrained and penalized optimization formulations, and works in two steps. First, given any approximate point,…
We present a novel screening methodology to safely discard irrelevant nodes within a generic branch-and-bound (BnB) algorithm solving the l0-penalized least-squares problem. Our contribution is a set of two simple tests to detect sets of…
A recently introduced technique for a sparse optimization problem called "safe screening" allows us to identify irrelevant variables in the early stage of optimization. In this paper, we first propose a flexible framework for safe screening…
The present work investigates the segmentation of textures by formulating it as a strongly convex optimization problem, aiming to favor piecewise constancy of fractal features (local variance and local regularity) widely used to model…
Sparse learning techniques have been routinely used for feature selection as the resulting model usually has a small number of non-zero entries. Safe screening, which eliminates the features that are guaranteed to have zero coefficients for…
Nonnegative matrix factorization (NMF) is a linear dimensionality reduction technique for nonnegative data, with applications such as hyperspectral unmixing and topic modeling. NMF is a difficult problem in general (NP-hard), and its…
We consider solving large scale nonconvex optimisation problems with nonnegativity constraints. Such problems arise frequently in machine learning, such as nonnegative least-squares, nonnegative matrix factorisation, as well as problems…
We give two provably accurate feature-selection techniques for the linear SVM. The algorithms run in deterministic and randomized time respectively. Our algorithms can be used in an unsupervised or supervised setting. The supervised…
In this paper we explore avenues for improving the reliability of dimensionality reduction methods such as Non-Negative Matrix Factorization (NMF) as interpretive exploratory data analysis tools. We first explore the difficulties of the…
This work proposes an implementable proximal-type method for a broad class of optimization problems involving nonsmooth and nonconvex objective and constraint functions. In contrast to existing methods that rely on an ad hoc model…
This paper addresses constrained smooth saddle-point problems in settings where projection onto the feasible sets is computationally expensive. We bridge the gap between projection-based and projection-free optimization by introducing a…
Sparse optimization problems are ubiquitous in many fields such as statistics, signal/image processing and machine learning. This has led to the birth of many iterative algorithms to solve them. A powerful strategy to boost the performance…
Nonnegative (linear) least square problems are a fundamental class of problems that is well-studied in statistical learning and for which solvers have been implemented in many of the standard programming languages used within the machine…
In this paper, we propose a new Fully Composite Formulation of convex optimization problems. It includes, as a particular case, the problems with functional constraints, max-type minimization problems, and problems of Composite…
This paper addresses the problem of safe optimization under a single smooth constraint, a scenario that arises in diverse real-world applications such as robotics and autonomous navigation. The objective of safe optimization is to solve a…
With the increase in data availability, it has been widely demonstrated that neural networks (NN) can capture complex system dynamics precisely in a data-driven manner. However, the architectural complexity and nonlinearity of the NNs make…
We give safe screening rules to eliminate variables from regression with $\ell_0$ regularization or cardinality constraint. These rules are based on guarantees that a feature may or may not be selected in an optimal solution. The screening…
Submodular functions are discrete analogs of convex functions, which have applications in various fields, including machine learning and computer vision. However, in large-scale applications, solving Submodular Function Minimization (SFM)…