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Related papers: Optimizing Sparsity over Lattices and Semigroups

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In this paper, we propose $\ell_p$-norm regularized models to seek near-optimal sparse portfolios. These sparse solutions reduce the complexity of portfolio implementation and management. Theoretical results are established to guarantee the…

Portfolio Management · Quantitative Finance 2013-12-24 Caihua Chen , Xindan Li , Caleb Tolman , Suyang Wang , Yinyu Ye

The problems of Lasso regression and optimal design of experiments share a critical property: their optimal solutions are typically \emph{sparse}, i.e., only a small fraction of the optimal variables are non-zero. Therefore, the…

Methodology · Statistics 2023-12-07 Guillaume Sagnol , Luc Pronzato

Let A be an M by N matrix (M < N) which is an instance of a real random Gaussian ensemble. In compressed sensing we are interested in finding the sparsest solution to the system of equations A x = y for a given y. In general, whenever the…

Information Theory · Computer Science 2011-03-09 Mihailo Stojnic , Farzad Parvaresh , Babak Hassibi

Deepening and widening convolutional neural networks (CNNs) significantly increases the number of trainable weight parameters by adding more convolutional layers and feature maps per layer, respectively. By imposing inter- and intra-group…

Computer Vision and Pattern Recognition · Computer Science 2019-12-18 Kevin Bui , Fredrick Park , Shuai Zhang , Yingyong Qi , Jack Xin

The sparsity of natural signals and images in a transform domain or dictionary has been extensively exploited in several applications such as compression, denoising and inverse problems. More recently, data-driven adaptation of synthesis…

Machine Learning · Computer Science 2017-04-24 Saiprasad Ravishankar , Raj Rao Nadakuditi , Jeffrey A. Fessler

We focus on solving the clustered lasso problem, which is a least squares problem with the $\ell_1$-type penalties imposed on both the coefficients and their pairwise differences to learn the group structure of the regression parameters.…

Optimization and Control · Mathematics 2019-05-02 Meixia Lin , Yong-Jin Liu , Defeng Sun , Kim-Chuan Toh

This paper studies oracle properties of $\ell_1$-penalized least squares in nonparametric regression setting with random design. We show that the penalized least squares estimator satisfies sparsity oracle inequalities, i.e., bounds in…

Statistics Theory · Mathematics 2007-08-03 Florentina Bunea , Alexandre Tsybakov , Marten Wegkamp

We consider a minimization problem whose objective function is the sum of a fidelity term, not necessarily convex, and a regularization term defined by a positive regularization parameter $\lambda$ multiple of the $\ell_0$ norm composed…

Optimization and Control · Mathematics 2021-11-17 Yuesheng Xu

In our companion work \cite{Stojnicl1RegPosasymldp} we revisited random under-determined linear systems with sparse solutions. The main emphasis was on the performance analysis of the $\ell_1$ heuristic in the so-called asymptotic regime,…

Optimization and Control · Mathematics 2016-12-20 Mihailo Stojnic

We present theoretical guarantees for an alternating minimization algorithm for the dictionary learning/sparse coding problem. The dictionary learning problem is to factorize vector samples $y^{1},y^{2},\ldots, y^{n}$ into an appropriate…

Machine Learning · Statistics 2019-08-01 Niladri S. Chatterji , Peter L. Bartlett

Many practical problems can be formulated as l0-minimization problems with nonnegativity constraints, which seek the sparsest nonnegative solutions to underdetermined linear systems. Recent study indicates that l1-minimization is efficient…

Optimization and Control · Mathematics 2013-12-17 Yun-Bin Zhao

In prior work, Gupta et al. (SPAA 2022) presented a distributed algorithm for multiplying sparse $n \times n$ matrices, using $n$ computers. They assumed that the input matrices are uniformly sparse--there are at most $d$ non-zeros in each…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-05-24 Chetan Gupta , Janne H. Korhonen , Jan Studený , Jukka Suomela , Hossein Vahidi

The constrained $\ell_0$ regularization plays an important role in sparse reconstruction. A widely used approach for solving this problem is the penalty method, of which the least square penalty problem is a special case. However, the…

Optimization and Control · Mathematics 2017-02-01 Na Zhang , Qia Li

Motivated by the need to better understand the properties of sparse cutting-planes used in mixed integer programming solvers, the paper [2] studied the idealized problem of how well a polytope is approximated by the use of sparse valid…

Optimization and Control · Mathematics 2014-12-12 Santanu S. Dey , Andres Iroume , Marco Molinaro

Nonnegative matrix factorization (NMF) has become a ubiquitous tool for data analysis. An important variant is the sparse NMF problem which arises when we explicitly require the learnt features to be sparse. A natural measure of sparsity is…

Machine Learning · Computer Science 2013-03-20 Vamsi K. Potluru , Sergey M. Plis , Jonathan Le Roux , Barak A. Pearlmutter , Vince D. Calhoun , Thomas P. Hayes

We study sparse group Lasso for high-dimensional double sparse linear regression, where the parameter of interest is simultaneously element-wise and group-wise sparse. This problem is an important instance of the simultaneously structured…

Statistics Theory · Mathematics 2022-05-10 T. Tony Cai , Anru R. Zhang , Yuchen Zhou

A comprehensive overview of lattice rules and polynomial lattice rules is given for function spaces based on $\ell_p$ semi-norms. Good lattice rules and polynomial lattice rules are defined as those obtaining worst-case errors bounded by…

Numerical Analysis · Mathematics 2020-07-20 Dirk Nuyens

We consider a class of $\ell_0$-regularized linear-quadratic (LQ) optimal control problems. This class of problems is obtained by augmenting a penalizing sparsity measure to the cost objective of the standard linear-quadratic regulator…

Optimization and Control · Mathematics 2015-07-31 MirSaleh Bahavarnia

Recently, \cite{CRT,DonohoPol} theoretically analyzed the success of a polynomial $\ell_1$-optimization algorithm in solving an under-determined system of linear equations. In a large dimensional and statistical context \cite{CRT,DonohoPol}…

Information Theory · Computer Science 2009-07-22 Mihailo Stojnic

For a large class of optimization problems, namely those that can be expressed as finite-valued constraint satisfaction problems (VCSPs), we establish a dichotomy on the number of levels of the Lasserre hierarchy of semi-definite programs…

Logic in Computer Science · Computer Science 2016-09-27 Anuj Dawar , Pengming Wang