Related papers: Sparse Regression via Range Counting
This paper deals with sparse feature selection and grouping for classification and regression. The classification or regression problems under consideration consists in minimizing a convex empirical risk function subject to an $\ell^1$…
In the problem of adaptive compressed sensing, one wants to estimate an approximately $k$-sparse vector $x\in\mathbb{R}^n$ from $m$ linear measurements $A_1 x, A_2 x,\ldots, A_m x$, where $A_i$ can be chosen based on the outcomes $A_1…
The problem of computing the Fourier Transform of a signal whose spectrum is dominated by a small number $k$ of frequencies quickly and using a small number of samples of the signal in time domain (the Sparse FFT problem) has received…
The problem of finding the sparsest vector (direction) in a low dimensional subspace can be considered as a homogeneous variant of the sparse recovery problem, which finds applications in robust subspace recovery, dictionary learning,…
In this paper we consider the dictionary learning problem for sparse representation. We first show that this problem is NP-hard by polynomial time reduction of the densest cut problem. Then, using successive convex approximation strategies,…
Many modern big data applications feature large scale in both numbers of responses and predictors. Better statistical efficiency and scientific insights can be enabled by understanding the large-scale response-predictor association network…
The SparseStep algorithm is presented for the estimation of a sparse parameter vector in the linear regression problem. The algorithm works by adding an approximation of the exact counting norm as a constraint on the model parameters and…
We consider an important problem in scientific discovery, namely identifying sparse governing equations for nonlinear dynamical systems. This involves solving sparse ridge regression problems to provable optimality in order to determine…
In the restricted shortest paths problem, we are given a graph $G$ whose edges are assigned two non-negative weights: lengths and delays, a source $s$, and a delay threshold $D$. The goal is to find, for each target $t$, the length of the…
Robust mean estimation is one of the most important problems in statistics: given a set of samples in $\mathbb{R}^d$ where an $\alpha$ fraction are drawn from some distribution $D$ and the rest are adversarially corrupted, we aim to…
We present the first sample-optimal sublinear time algorithms for the sparse Discrete Fourier Transform over a two-dimensional sqrt{n} x sqrt{n} grid. Our algorithms are analyzed for /average case/ signals. For signals whose spectrum is…
In this paper, we investigate the problem of optimization multivariate performance measures, and propose a novel algorithm for it. Different from traditional machine learning methods which optimize simple loss functions to learn prediction…
Sparse regression has been a popular approach to perform variable selection and enhance the prediction accuracy and interpretability of the resulting statistical model. Existing approaches focus on offline regularized regression, while the…
Let A be an n by m matrix with m>n, and suppose that the underdetermined linear system As=x admits a sparse solution s0 for which ||s0||_0 < 1/2 spark(A). Such a sparse solution is unique due to a well-known uniqueness theorem. Suppose now…
Whether or not the Sparsest Cut problem admits an efficient $O(1)$-approximation algorithm is a fundamental algorithmic question with connections to geometry and the Unique Games Conjecture. Revisiting spectral algorithms for Sparsest Cut,…
We present a novel method for exact hierarchical sparse polynomial regression. Our regressor is that degree $r$ polynomial which depends on at most $k$ inputs, counting at most $\ell$ monomial terms, which minimizes the sum of the squares…
We overcome two major bottlenecks in the study of low rank approximation by assuming the low rank factors themselves are sparse. Specifically, (1) for low rank approximation with spectral norm error, we show how to improve the best known…
We study the algorithmic problem of sparse mean estimation in the presence of adversarial outliers. Specifically, the algorithm observes a \emph{corrupted} set of samples from $\mathcal{N}(\mu,\mathbf{I}_d)$, where the unknown mean $\mu \in…
Sparse optimization is a central problem in machine learning and computer vision. However, this problem is inherently NP-hard and thus difficult to solve in general. Combinatorial search methods find the global optimal solution but are…
In this paper, we consider the "foreach" sparse recovery problem with failure probability $p$. The goal of which is to design a distribution over $m \times N$ matrices $\Phi$ and a decoding algorithm $\algo$ such that for every…