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The network Lasso (nLasso) has been proposed recently as an efficient learning algorithm for massive networked data sets (big data over networks). It extends the well-known least absolute shrinkage and selection operator (Lasso) from…

We introduce the localized Lasso, which is suited for learning models that are both interpretable and have a high predictive power in problems with high dimensionality $d$ and small sample size $n$. More specifically, we consider a function…

For various applications, the relations between the dependent and independent variables are highly nonlinear. Consequently, for large scale complex problems, neural networks and regression trees are commonly preferred over linear models…

Due to the rising concern of data privacy, it's reasonable to assume the local client data can't be transferred to a centralized server, nor their associated identity label is provided. To support continuous learning and fill the last-mile…

The overfitting is one of the cursing subjects in the deep learning field. To solve this challenge, many approaches were proposed to regularize the learning models. They add some hyper-parameters to the model to extend the generalization;…

Convex optimization is an essential tool for modern data analysis, as it provides a framework to formulate and solve many problems in machine learning and data mining. However, general convex optimization solvers do not scale well, and…

The Lasso regression is a popular regularization method for feature selection in statistics. Prior to computing the Lasso estimator in both linear and generalized linear models, it is common to conduct a preliminary rescaling of the feature…

Overfitting is one of the critical problems in deep neural networks. Many regularization schemes try to prevent overfitting blindly. However, they decrease the convergence speed of training algorithms. Adaptive regularization schemes can…

We introduce a novel scheme for choosing the regularization parameter in high-dimensional linear regression with Lasso. This scheme, inspired by Lepski's method for bandwidth selection in non-parametric regression, is equipped with both…

Large scale, streaming datasets are ubiquitous in modern machine learning. Streaming algorithms must be scalable, amenable to incremental training and robust to the presence of non-stationarity. In this work consider the problem of learning…

Recently, considerable interest has focused on variable selection methods in regression situations where the number of predictors, $p$, is large relative to the number of observations, $n$. Two commonly applied variable selection approaches…

In sparse regression modeling via regularization such as the lasso, it is important to select appropriate values of tuning parameters including regularization parameters. The choice of tuning parameters can be viewed as a model selection…

Within the statistical and machine learning literature, regularization techniques are often used to construct sparse (predictive) models. Most regularization strategies only work for data where all predictors are treated identically, such…

Penalized regression methods, most notably the lasso, are a popular approach to analyzing high-dimensional data. An attractive property of the lasso is that it naturally performs variable selection. An important area of concern, however, is…

In this paper we penetrate and extend the notion of local constancy in graphical models that has been introduced by Honorio et al. (2009). We propose Neighborhood-Fused Lasso, a method for model selection in high-dimensional graphical…

High-dimensional regression often suffers from heavy-tailed noise and outliers, which can severely undermine the reliability of least-squares based methods. To improve robustness, we adopt a non-smooth Wilcoxon score based rank objective…

Low Rank Approximation is among most fundamental subjects of numerical linear algebra having important applications to various areas of modern computing and %they range from machine learning theory and %neural networks to data mining and…

This paper introduces Fast Linearized Adaptive Policy (FLAP), a new meta-reinforcement learning (meta-RL) method that is able to extrapolate well to out-of-distribution tasks without the need to reuse data from training, and adapt almost…

Place classification is a fundamental ability that a robot should possess to carry out effective human-robot interactions. It is a nontrivial classification problem which has attracted many research. In recent years, there is a high…

We propose a new algorithm for solving the graph-fused lasso (GFL), a method for parameter estimation that operates under the assumption that the signal tends to be locally constant over a predefined graph structure. Our key insight is to…