Related papers: Sparse Group Fused Lasso for Model Segmentation
Synchronous federated learning (FL) is a popular paradigm for collaborative edge learning. It typically involves a set of heterogeneous devices locally training neural network (NN) models in parallel with periodic centralized aggregations.…
In this manuscript, a new high-dimensional approach for simultaneous variable and group selection is proposed, called sparse-group SLOPE (SGS). SGS achieves false discovery rate control at both variable and group levels by incorporating the…
Federated learning (FL) enables distributed clients to collaboratively train a machine learning model without sharing raw data with each other. However, it suffers the leakage of private information from uploading models. In addition, as…
Latent structure methods, specifically linear continuous latent structure methods, are a type of fundamental statistical learning strategy. They are widely used for dimension reduction, regression and prediction, in the fields of…
Federated Learning (FL) is a collaborative machine learning framework that allows multiple users to train models utilizing their local data in a distributed manner. However, considerable statistical heterogeneity in local data across…
Gaussian Graphical Models (GGMs) are popular tools for studying network structures. However, many modern applications such as gene network discovery and social interactions analysis often involve high-dimensional noisy data with outliers or…
In this paper, we introduce Adaptive Cluster Lasso(ACL) method for variable selection in high dimensional sparse regression models with strongly correlated variables. To handle correlated variables, the concept of clustering or grouping…
In high dimensional settings, sparse structures are crucial for efficiency, both in term of memory, computation and performance. It is customary to consider $\ell_1$ penalty to enforce sparsity in such scenarios. Sparsity enforcing methods,…
We propose a fast method for solving compressed sensing, Lasso regression, and Logistic Lasso regression problems that iteratively runs an appropriate solver using an active set approach. We design a strategy to update the active set that…
We present a novel binary convex reformulation of the sparse regression problem that constitutes a new duality perspective. We devise a new cutting plane method and provide evidence that it can solve to provable optimality the sparse…
Radiogenomics is an emerging field in cancer research that combines medical imaging data with genomic data to predict patients clinical outcomes. In this paper, we propose a multivariate sparse group lasso joint model to integrate imaging…
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…
This dissertation presents a general framework for changepoint detection based on L0 model selection. The core method, Iteratively Reweighted Fused Lasso (IRFL), improves upon the generalized lasso by adaptively reweighting penalties to…
Graphical models are a powerful tool to estimate a high-dimensional inverse covariance (precision) matrix, which has been applied for a portfolio allocation problem. The assumption made by these models is a sparsity of the precision matrix.…
Sparse logistic regression is for classification and feature selection simultaneously. Although many studies have been done to solve $\ell_1$-regularized logistic regression, there is no equivalently abundant work on solving sparse logistic…
Sparse penalized quantile regression provides an effective framework for variable selection and robust estimation in high-dimensional data analysis. When ex planatory variables are organized into groups, achieving sparsity both within and…
Federated Learning (FL) is plagued by two key challenges: high communication overhead and performance collapse on heterogeneous (non-IID) data. Analytic FL (AFL) provides a single-round, data distribution invariant solution, but is limited…
This paper addresses the statistical estimation of Gaussian Mixture Models (GMMs) with unknown diagonal covariances from independent and identically distributed samples. We employ the Beurling-LASSO (BLASSO), a convex optimization framework…
The sparse group Lasso is a widely used statistical model which encourages the sparsity both on a group and within the group level. In this paper, we develop an efficient augmented Lagrangian method for large-scale non-overlapping sparse…
In scientific machine learning, the task of identifying partial differential equations accurately from sparse and noisy data poses a significant challenge. Current sparse regression methods may identify inaccurate equations on sparse and…