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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

The popular Lasso approach for sparse estimation can be derived via marginalization of a joint density associated with a particular stochastic model. A different marginalization of the same probabilistic model leads to a different…

Machine Learning · Statistics 2013-02-28 Aleksandr Y. Aravkin , James V. Burke , Alessandro Chiuso , Gianluigi Pillonetto

In the blind deconvolution problem, we observe the convolution of an unknown filter and unknown signal and attempt to reconstruct the filter and signal. The problem seems impossible in general, since there are seemingly many more unknowns…

Information Theory · Computer Science 2021-06-15 Qingyun Sun , David Donoho

In this paper, we investigate the recovery of the sparse representation of data in general infinite-dimensional optimization problems regularized by convex functionals. We show that it is possible to define a suitable non-degeneracy…

Optimization and Control · Mathematics 2023-11-15 Marcello Carioni , Leonardo Del Grande

The goal of compressed sensing is to reconstruct a sparse signal under a few linear measurements far less than the dimension of the ambient space of the signal. However, many real-life applications in physics and biomedical sciences carry…

Optimization and Control · Mathematics 2017-08-29 Angang Cui , Jigen Peng , Haiyang Li

In this paper, we consider nonconvex optimization problems with nonlinear equality constraints. We assume that the objective function and the functional constraints are locally smooth. To solve this problem, we introduce a linearized…

Optimization and Control · Mathematics 2025-03-21 Lahcen El Bourkhissi , Ion Necoara

We consider the problem of minimizing the sum of an average function of a large number of smooth convex components and a general, possibly non-differentiable, convex function. Although many methods have been proposed to solve this problem…

Optimization and Control · Mathematics 2019-01-01 Le Thi Khanh Hien , Cuong V. Nguyen , Huan Xu , Canyi Lu , Jiashi Feng

In exact sparse optimization problems on Rd (also known as sparsity constrained problems), one looks for solution that have few nonzero components. In this paper, we consider problems where sparsity is exactly measured either by the…

Optimization and Control · Mathematics 2019-02-14 Jean-Philippe Chancelier , Michel De Lara , Ponts Paristech

We propose a new penalty, the springback penalty, for constructing models to recover an unknown signal from incomplete and inaccurate measurements. Mathematically, the springback penalty is a weakly convex function. It bears various…

Numerical Analysis · Mathematics 2022-08-22 Congpei An , Hao-Ning Wu , Xiaoming Yuan

We study the problem of reconstructing a block-sparse signal from compressively sampled measurements. In certain applications, in addition to the inherent block-sparse structure of the signal, some prior information about the block support,…

Information Theory · Computer Science 2019-02-25 Sajad Daei , Farzan Haddadi , Arash Amini

Higher-order tensors can represent scores in a rating system, frames in a video, and images of the same subject. In practice, the measurements are often highly quantized due to the sampling strategies or the quality of devices. Existing…

Machine Learning · Computer Science 2020-10-28 Ren Wang , Meng Wang , Jinjun Xiong

We know that compressive sensing can establish stable sparse recovery results from highly undersampled data under a restricted isometry property condition. In reality, however, numerous problems are coherent, and vast majority conventional…

Optimization and Control · Mathematics 2021-11-25 Yanyun Ding , Haibin Zhang , Peili Li , Yunhai Xiao

Sparsity promoting regularization is an important technique for signal reconstruction and several other ill-posed problems. Theoretical investigation typically bases on the assumption that the unknown solution has a sparse representation…

Numerical Analysis · Mathematics 2013-11-11 Jens Flemming , Markus Hegland

In this paper we study the problem of recovering a low-rank matrix from a number of random linear measurements that are corrupted by outliers taking arbitrary values. We consider a nonsmooth nonconvex formulation of the problem, in which we…

Information Theory · Computer Science 2019-07-16 Xiao Li , Zhihui Zhu , Anthony Man-Cho So , Rene Vidal

Optimization models with non-convex constraints arise in many tasks in machine learning, e.g., learning with fairness constraints or Neyman-Pearson classification with non-convex loss. Although many efficient methods have been developed…

Optimization and Control · Mathematics 2023-03-24 Runchao Ma , Qihang Lin , Tianbao Yang

We consider the problem of robust estimation in the presence of integrity attacks. There are m sensors monitoring the state and p of them are under attack. The malicious measurements collected by the compromised sensors can be manipulated…

Information Theory · Computer Science 2015-11-24 Duo Han , Yilin Mo , Lihua Xie

In this paper, we study the effect of different regularizers and their implications in high dimensional image classification and sparse linear unmixing. Although kernelization or sparse methods are globally accepted solutions for processing…

Machine Learning · Statistics 2016-11-03 Devis Tuia , Remi Flamary , Michel Barlaud

Phase retrieval (PR) is a popular research topic in signal processing and machine learning. However, its performance degrades significantly when the measurements are corrupted by noise or outliers. To address this limitation, we propose a…

Optimization and Control · Mathematics 2025-05-30 Jun Fan , Ailing Yan , Xianchao Xiu , Wanquan Liu

This paper considers the problem of recovery of a low-rank matrix in the situation when most of its entries are not observed and a fraction of observed entries are corrupted. The observations are noisy realizations of the sum of a low rank…

Statistics Theory · Mathematics 2016-07-05 Olga Klopp , Karim Lounici , Alexandre B. Tsybakov

Consider the problem of simultaneous estimation and support recovery of the coefficient vector in a linear data model with additive Gaussian noise. We study the problem of estimating the model coefficients based on a recently proposed…

Statistics Theory · Mathematics 2022-11-15 Soham Jana , Henry Li , Yutaro Yamada , Ofir Lindenbaum