Related papers: Sparse Regression via Range Counting
In this work, we study the problem of finding approximate, with minimum support set, solutions to matrix max-plus equations, which we call sparse approximate solutions. We show how one can obtain such solutions efficiently and in polynomial…
We propose an efficient optimization algorithm for selecting a subset of training data to induce sparsity for Gaussian process regression. The algorithm estimates an inducing set and the hyperparameters using a single objective, either the…
Restoring images degraded by spatially varying blur is a problem encountered in many disciplines such as astrophysics, computer vision or biomedical imaging. One of the main challenges to perform this task is to design efficient numerical…
The sparse linear regression problem is difficult to handle with usual sparse optimization models when both predictors and measurements are either quantized or represented in low-precision, due to non-convexity. In this paper, we provide a…
In this paper, we study the problem of online sparse linear regression (OSLR) where the algorithms are restricted to accessing only $k$ out of $d$ attributes per instance for prediction, which was proved to be NP-hard. Previous work gave…
The (non-uniform) sparsest cut problem is the following graph-partitioning problem: given a "supply" graph, and demands on pairs of vertices, delete some subset of supply edges to minimize the ratio of the supply edges cut to the total…
We study the problem of high-dimensional sparse mean estimation in the presence of an $\epsilon$-fraction of adversarial outliers. Prior work obtained sample and computationally efficient algorithms for this task for identity-covariance…
This paper aims to propose and theoretically analyze a new distributed scheme for sparse linear regression and feature selection. The primary goal is to learn the few causal features of a high-dimensional dataset based on noisy observations…
In this paper, we consider the optimization problem of minimizing a continuously differentiable function subject to both convex constraints and sparsity constraints. By exploiting a mixed-integer reformulation from the literature, we define…
Consider the regularized sparse minimization problem, which involves empirical sums of loss functions for $n$ data points (each of dimension $d$) and a nonconvex sparsity penalty. We prove that finding an…
Sparse representation has been applied successfully in abnormal event detection, in which the baseline is to learn a dictionary accompanied by sparse codes. While much emphasis is put on discriminative dictionary construction, there are no…
Convex regression is the problem of fitting a convex function to a data set consisting of input-output pairs. We present a new approach to this problem called spectrahedral regression, in which we fit a spectrahedral function to the data,…
Recent theoretical studies proved that deep neural network (DNN) estimators obtained by minimizing empirical risk with a certain sparsity constraint can attain optimal convergence rates for regression and classification problems. However,…
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…
For low-dimensional data sets with a large amount of data points, standard kernel methods are usually not feasible for regression anymore. Besides simple linear models or involved heuristic deep learning models, grid-based discretizations…
Consider the regression problem where the response $Y\in\mathbb{R}$ and the covariate $X\in\mathbb{R}^d$ for $d\geq 1$ are \textit{unmatched}. Under this scenario, we do not have access to pairs of observations from the distribution of $(X,…
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…
We study the problem of finding a small sparse cut in an undirected graph. Given an undirected graph G=(V,E) and a parameter k <= |E|, the small sparsest cut problem is to find a subset of vertices S with minimum conductance among all sets…
A common data analysis task is the reduced-rank regression problem: $$\min_{\textrm{rank-}k \ X} \|AX-B\|,$$ where $A \in \mathbb{R}^{n \times c}$ and $B \in \mathbb{R}^{n \times d}$ are given large matrices and $\|\cdot\|$ is some norm.…
We compute a \emph{sparse} solution to the classical least-squares problem $\min_x||A x -b||,$ where $A$ is an arbitrary matrix. We describe a novel algorithm for this sparse least-squares problem. The algorithm operates as follows: first,…