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Feature subset selection arises in many high-dimensional applications of statistics, such as compressed sensing and genomics. The $\ell_0$ penalty is ideal for this task, the caveat being it requires the NP-hard combinatorial evaluation of…

Machine Learning · Statistics 2017-06-26 Anindya Bhadra , Jyotishka Datta , Nicholas G. Polson , Brandon Willard

In real-world application scenarios, the identification of groups poses a significant challenge due to possibly occurring outliers and existing noise variables. Therefore, there is a need for a clustering method which is capable of…

We here introduce a novel classification approach adopted from the nonlinear model identification framework, which jointly addresses the feature selection and classifier design tasks. The classifier is constructed as a polynomial expansion…

Machine Learning · Computer Science 2016-07-29 Aida Brankovic , Alessandro Falsone , Maria Prandini , Luigi Piroddi

In this paper, we consider the joint task of simultaneously optimizing (i) the weights of a deep neural network, (ii) the number of neurons for each hidden layer, and (iii) the subset of active input features (i.e., feature selection).…

Machine Learning · Statistics 2017-02-14 Simone Scardapane , Danilo Comminiello , Amir Hussain , Aurelio Uncini

Multi-dimensional classification (MDC) can be employed in a range of applications where one needs to predict multiple class variables for each given instance. Many existing MDC methods suffer from at least one of inaccuracy, scalability,…

Machine Learning · Computer Science 2023-11-28 Vu-Linh Nguyen , Yang Yang , Cassio de Campos

Sparse linear regression -- finding an unknown vector from linear measurements -- is now known to be possible with fewer samples than variables, via methods like the LASSO. We consider the multiple sparse linear regression problem, where…

Machine Learning · Computer Science 2012-02-28 Ali Jalali , Pradeep Ravikumar , Sujay Sanghavi

Clustering analysis is one of the most widely used statistical tools in many emerging areas such as microarray data analysis. For microarray and other high-dimensional data, the presence of many noise variables may mask underlying…

Machine Learning · Statistics 2008-03-26 Benhuai Xie , Wei Pan , Xiaotong Shen

While the SLIM approach obtained high ranking-accuracy in many experiments in the literature, it is also known for its high computational cost of learning its parameters from data. For this reason, we focus in this paper on variants of…

Information Retrieval · Computer Science 2019-05-01 Harald Steck

Detecting influential features in non-linear and/or high-dimensional data is a challenging and increasingly important task in machine learning. Variable selection methods have thus been gaining much attention as well as post-selection…

Statistics Theory · Mathematics 2021-06-18 Tobias Freidling , Benjamin Poignard , Héctor Climente-González , Makoto Yamada

Clustering high-dimensional data often requires some form of dimensionality reduction, where clustered variables are separated from "noise-looking" variables. We cast this problem as finding a low-dimensional projection of the data which is…

Machine Learning · Statistics 2016-08-30 Nicolas Flammarion , Balamurugan Palaniappan , Francis Bach

We study the problem of estimating multiple linear regression equations for the purpose of both prediction and variable selection. Following recent work on multi-task learning Argyriou et al. [2008], we assume that the regression vectors…

Machine Learning · Statistics 2012-08-21 Karim Lounici , Massimiliano Pontil , Alexandre B. Tsybakov , Sara van de Geer

In this paper, we introduce a threshold-based framework for multiclass classification that generalizes the standard argmax rule. This is done by replacing the probabilistic interpretation of softmax outputs with a geometric one on the…

Machine Learning · Computer Science 2025-12-02 Francesco Marchetti , Edoardo Legnaro , Sabrina Guastavino

Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. They were first dedicated to linear variable selection but numerous extensions have now emerged such as structured sparsity or kernel…

Machine Learning · Computer Science 2011-11-24 Francis Bach , Rodolphe Jenatton , Julien Mairal , Guillaume Obozinski

Penalized likelihood approaches are widely used for high-dimensional regression. Although many methods have been proposed and the associated theory is now well-developed, the relative efficacy of different approaches in finite-sample…

Methodology · Statistics 2020-01-29 Fan Wang , Sach Mukherjee , Sylvia Richardson , Steven M. Hill

This work presents a new strategy for multi-class classification that requires no class-specific labels, but instead leverages pairwise similarity between examples, which is a weaker form of annotation. The proposed method, meta…

Machine Learning · Computer Science 2019-01-04 Yen-Chang Hsu , Zhaoyang Lv , Joel Schlosser , Phillip Odom , Zsolt Kira

Minimization of the (regularized) entropy of classification probabilities is a versatile class of discriminative clustering methods. The classification probabilities are usually defined through the use of some classical losses from…

Statistics Theory · Mathematics 2021-12-17 Edouard Genetay , Adrien Saumard , Rémi Coulaud

We propose a Fourier-based learning algorithm for highly nonlinear multiclass classification. The algorithm is based on a smoothing technique to calculate the probability distribution of all classes. To obtain the probability distribution,…

Machine Learning · Computer Science 2022-11-17 Soheil Mehrabkhani

Although much progress has been made in classification with high-dimensional features \citep{Fan_Fan:2008, JGuo:2010, CaiSun:2014, PRXu:2014}, classification with ultrahigh-dimensional features, wherein the features much outnumber the…

Machine Learning · Statistics 2016-11-14 Yanming Li , Hyokyoung Hong , Jian Kang , Kevin He , Ji Zhu , Yi Li

During the last decades, many methods for the analysis of functional data including classification methods have been developed. Nonetheless, there are issues that have not been adressed satisfactorily by currently available methods, as, for…

Methodology · Statistics 2017-02-08 Karen Fuchs , Wolfgang Pößnecker , Gerhard Tutz

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