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Underdetermined or ill-posed inverse problems require additional information for \ldd{d} sound solutions with tractable optimization algorithms. Sparsity yields consequent heuristics to that matter, with numerous applications in signal…

Optimization and Control · Mathematics 2020-11-04 Afef Cherni , Emilie Chouzenoux , Laurent Duval , Jean-Christophe Pesquet

In this paper, we establish robustness to noise perturbations of polyhedral regularization of linear inverse problems. We provide a sufficient condition that ensures that the polyhedral face associated to the true vector is equal to that of…

Information Theory · Computer Science 2013-04-23 Samuel Vaiter , Gabriel Peyré , Jalal Fadili

We present the framework of slowly varying regression under sparsity, allowing sparse regression models to exhibit slow and sparse variations. The problem of parameter estimation is formulated as a mixed-integer optimization problem. We…

Machine Learning · Computer Science 2023-11-14 Dimitris Bertsimas , Vassilis Digalakis , Michael Linghzi Li , Omar Skali Lami

Sparse clustering, which aims to find a proper partition of an extremely high-dimensional data set with redundant noise features, has been attracted more and more interests in recent years. The existing studies commonly solve the problem in…

Machine Learning · Statistics 2019-02-25 Xiangyu Chang , Yu Wang , Rongjian Li , Zongben Xu

In this paper, we propose a novel algorithm for analysis-based sparsity reconstruction. It can solve the generalized problem by structured sparsity regularization with an orthogonal basis and total variation regularization. The proposed…

Computer Vision and Pattern Recognition · Computer Science 2015-04-29 Chen Chen , Junzhou Huang , Lei He , Hongsheng Li

We discuss a general notion of "sparsity structure" and associated recoveries of a sparse signal from its linear image of reduced dimension possibly corrupted with noise. Our approach allows for unified treatment of (a) the "usual sparsity"…

Optimization and Control · Mathematics 2016-11-26 Anatoli Juditsky , Fatma Kilinc Karzan , Arkadi Nemirovski

Feature selection in learning to rank has recently emerged as a crucial issue. Whereas several preprocessing approaches have been proposed, only a few works have been focused on integrating the feature selection into the learning process.…

Machine Learning · Computer Science 2015-07-03 Léa Laporte , Rémi Flamary , Stephane Canu , Sébastien Déjean , Josiane Mothe

Sparsity-inducing penalties are useful tools for variable selection and they are also effective for regression settings where the data are functions. We consider the problem of selecting not only variables but also decision boundaries in…

Methodology · Statistics 2020-06-01 Hidetoshi Matsui

In this work we consider numerical efficiency and convergence rates for solvers of non-convex multi-penalty formulations when reconstructing sparse signals from noisy linear measurements. We extend an existing approach, based on reduction…

Information Theory · Computer Science 2021-01-15 Zeljko Kereta , Johannes Maly , Valeriya Naumova

While convolutional sparse representations enjoy a number of useful properties, they have received limited attention for image reconstruction problems. The present paper compares the performance of block-based and convolutional sparse…

Computer Vision and Pattern Recognition · Computer Science 2021-03-25 Brendt Wohlberg

This article proposes diffusion LMS strategies for distributed estimation over adaptive networks that are able to exploit sparsity in the underlying system model. The approach relies on convex regularization, common in compressive sensing,…

Machine Learning · Computer Science 2015-06-05 Paolo Di Lorenzo , Ali H. Sayed

We introduce and study a mathematical framework for a broad class of regularization functionals for ill-posed inverse problems: Regularization Graphs. Regularization graphs allow to construct functionals using as building blocks linear…

Optimization and Control · Mathematics 2022-09-28 Kristian Bredies , Marcello Carioni , Martin Holler

In many statistical modeling problems, such as classification and regression, it is common to encounter sparse and blocky coefficients. Sparse fused Lasso is specifically designed to recover these sparse and blocky structured features,…

Statistics Theory · Mathematics 2024-05-30 Xiaofei Wu , Rongmei Liang , Zhimin Zhang , Zhenyu Cui

The aim of this paper is to test and analyze a novel technique for image reconstruction in positron emission tomography, which is based on (total variation) regularization on both the image space and the projection space. We formulate our…

Numerical Analysis · Mathematics 2014-07-24 Martin Burger , Jahn Müller , Evangelos Papoutsellis , Carola-Bibiane Schönlieb

In high-dimensional and/or non-parametric regression problems, regularization (or penalization) is used to control model complexity and induce desired structure. Each penalty has a weight parameter that indicates how strongly the structure…

Machine Learning · Statistics 2017-03-30 Jean Feng , Noah Simon

In this paper, we study the support recovery guarantees of underdetermined sparse regression using the $\ell_1$-norm as a regularizer and a non-smooth loss function for data fidelity. More precisely, we focus in detail on the cases of…

Information Theory · Computer Science 2016-11-04 Kévin Degraux , Gabriel Peyré , Jalal M. Fadili , Laurent Jacques

Sparse reconstruction approaches using the re-weighted l1-penalty have been shown, both empirically and theoretically, to provide a significant improvement in recovering sparse signals in comparison to the l1-relaxation. However, numerical…

Machine Learning · Statistics 2013-12-06 Dmitry Malioutov , Aleksandr Aravkin

The recovery of sparse data is at the core of many applications in machine learning and signal processing. While such problems can be tackled using $\ell_1$-regularization as in the LASSO estimator and in the Basis Pursuit approach,…

Optimization and Control · Mathematics 2021-11-15 Christian Kümmerle , Claudio Mayrink Verdun , Dominik Stöger

Sparse model selection is ubiquitous from linear regression to graphical models where regularization paths, as a family of estimators upon the regularization parameter varying, are computed when the regularization parameter is unknown or…

Machine Learning · Statistics 2018-10-10 Chendi Huang , Yuan Yao

Decision-making problems are commonly formulated as optimization problems, which are then solved to make optimal decisions. In this work, we consider the inverse problem where we use prior decision data to uncover the underlying…

Optimization and Control · Mathematics 2022-12-27 Rishabh Gupta , Qi Zhang