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We present a novel feature selection technique, Sparse Linear Centroid-Encoder (SLCE). The algorithm uses a linear transformation to reconstruct a point as its class centroid and, at the same time, uses the $\ell_1$-norm penalty to filter…

Machine Learning · Computer Science 2023-06-12 Tomojit Ghosh , Michael Kirby , Karim Karimov

Efficient solutions of large-scale, ill-conditioned and indefinite algebraic equations are ubiquitously needed in numerous computational fields, including multiphysics simulations, machine learning, and data science. Because of their…

Mathematical Software · Computer Science 2026-05-25 Xiaoye Sherry Li , Yang Liu

Covariance regression offers an effective way to model the large covariance matrix with the auxiliary similarity matrices. In this work, we propose a sparse covariance regression (SCR) approach to handle the potentially high-dimensional…

Methodology · Statistics 2024-10-17 Yuan Gao , Zhiyuan Zhang , Zhanrui Cai , Xuening Zhu , Tao Zou , Hansheng Wang

We present a convex formulation of dictionary learning for sparse signal decomposition. Convexity is obtained by replacing the usual explicit upper bound on the dictionary size by a convex rank-reducing term similar to the trace norm. In…

Machine Learning · Computer Science 2008-12-11 Francis Bach , Julien Mairal , Jean Ponce

Divide-and-conquer Bayesian methods consist of three steps: dividing the data into smaller computationally manageable subsets, running a sampling algorithm in parallel on all the subsets, and combining parameter draws from all the subsets.…

Methodology · Statistics 2021-06-01 Chunlei Wang , Sanvesh Srivastava

Sparse modelling or model selection with categorical data is challenging even for a moderate number of variables, because one parameter is roughly needed to encode one category or level. The Group Lasso is a well known efficient algorithm…

Methodology · Statistics 2022-11-14 Szymon Nowakowski , Piotr Pokarowski , Wojciech Rejchel , Agnieszka Sołtys

Matrix factorization is an inference problem that has acquired importance due to its vast range of applications that go from dictionary learning to recommendation systems and machine learning with deep networks. The study of its fundamental…

Disordered Systems and Neural Networks · Physics 2023-08-01 Francesco Camilli , Marc Mézard

We investigate fast methods that allow to quickly eliminate variables (features) in supervised learning problems involving a convex loss function and a $l_1$-norm penalty, leading to a potentially substantial reduction in the number of…

Machine Learning · Computer Science 2010-10-28 Laurent El Ghaoui , Vivian Viallon , Tarek Rabbani

Federated learning has become a popular tool in the big data era nowadays. It trains a centralized model based on data from different clients while keeping data decentralized. In this paper, we propose a federated sparse sliced inverse…

Machine Learning · Statistics 2023-01-24 Wenquan Cui , Yue Zhao , Jianjun Xu , Haoyang Cheng

Matrix factorization (MF) is a widely used collaborative filtering (CF) algorithm for recommendation systems (RSs), due to its high prediction accuracy, great flexibility and high efficiency in big data processing. However, with the…

Information Retrieval · Computer Science 2026-03-26 Yining Wu , Shengyu Duan , Gaole Sai , Chenhong Cao , Guobing Zou

Sparse training is a natural idea to accelerate the training speed of deep neural networks and save the memory usage, especially since large modern neural networks are significantly over-parameterized. However, most of the existing methods…

Machine Learning · Computer Science 2021-11-11 Xiao Zhou , Weizhong Zhang , Zonghao Chen , Shizhe Diao , Tong Zhang

Recently, advanced technologies have unlimited potential in solving various problems with a large amount of data. However, these technologies have yet to show competitive performance in brain-computer interfaces (BCIs) which deal with brain…

Artificial Intelligence · Computer Science 2022-06-20 Byeong-Hoo Lee , Jeong-Hyun Cho , Byoung-Hee Kwon , Seong-Whan Lee

Deep neural networks with lots of parameters are typically used for large-scale computer vision tasks such as image classification. This is a result of using dense matrix multiplications and convolutions. However, sparse computations are…

Computer Vision and Pattern Recognition · Computer Science 2016-11-22 Suraj Srinivas , Akshayvarun Subramanya , R. Venkatesh Babu

We propose a new approach for metric learning by framing it as learning a sparse combination of locally discriminative metrics that are inexpensive to generate from the training data. This flexible framework allows us to naturally derive…

Machine Learning · Computer Science 2019-01-25 Yuan Shi , Aurélien Bellet , Fei Sha

Sparse matrix ordering is a vital optimization technique often employed for solving large-scale sparse matrices. Its goal is to minimize the matrix bandwidth by reorganizing its rows and columns, thus enhancing efficiency. Conventional…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-11-14 Tao Tang , Youfu Jiang , Yingbo Cui , Jianbin Fang , Peng Zhang , Lin Peng , Chun Huang

In this paper we develop a new approach to sparse principal component analysis (sparse PCA). We propose two single-unit and two block optimization formulations of the sparse PCA problem, aimed at extracting a single sparse dominant…

Optimization and Control · Mathematics 2008-12-01 Michel Journée , Yurii Nesterov , Peter Richtárik , Rodolphe Sepulchre

Bayesian sparse factor models have proven useful for characterizing dependence in multivariate data, but scaling computation to large numbers of samples and dimensions is problematic. We propose expandable factor analysis for scalable…

Methodology · Statistics 2018-06-21 Sanvesh Srivastava , Barbara E. Engelhardt , David B. Dunson

We analyse the matrix factorization problem. Given a noisy measurement of a product of two matrices, the problem is to estimate back the original matrices. It arises in many applications such as dictionary learning, blind matrix…

Numerical Analysis · Computer Science 2016-07-19 Yoshiyuki Kabashima , Florent Krzakala , Marc Mézard , Ayaka Sakata , Lenka Zdeborová

This paper is concerned with the problem of low rank plus sparse matrix decomposition for big data. Conventional algorithms for matrix decomposition use the entire data to extract the low-rank and sparse components, and are based on…

Numerical Analysis · Computer Science 2017-03-17 Mostafa Rahmani , George Atia

Scaling regression to large datasets is a common problem in many application areas. We propose a two step approach to scaling regression to large datasets. Using a regression tree (CART) to segment the large dataset constitutes the first…

Machine Learning · Statistics 2017-07-26 Rajiv Sambasivan , Sourish Das