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For a variety of regularized optimization problems in machine learning, algorithms computing the entire solution path have been developed recently. Most of these methods are quadratic programs that are parameterized by a single parameter,…

Machine Learning · Computer Science 2012-10-31 Bernd Gärtner , Martin Jaggi , Clément Maria

We consider the inverse problem of recovering a continuous-domain function from a finite number of noisy linear measurements. The unknown signal is modeled as the sum of a slowly varying trend and a periodic or quasi-periodic seasonal…

Functional Analysis · Mathematics 2025-05-16 Julien Fageot

We propose a Multi-step Screening Procedure (MSP) for the recovery of sparse linear models in high-dimensional data. This method is based on a repeated small penalty strategy that quickly converges to an estimate within a few iterations.…

Methodology · Statistics 2019-12-13 Yuehan Yang , Ji Zhu , Edward I. George

Neural network approaches have been demonstrated to work quite well to solve partial differential equations in practice. In this context approaches like physics-informed neural networks and the Deep Ritz method have become popular. In this…

Numerical Analysis · Mathematics 2025-09-12 Andreas Langer , Sara Behnamian

Sparsity constrained minimization captures a wide spectrum of applications in both machine learning and signal processing. This class of problems is difficult to solve since it is NP-hard and existing solutions are primarily based on…

Optimization and Control · Mathematics 2018-12-31 Ganzhao Yuan , Bernard Ghanem

$\ell_1$ regularization has been used for logistic regression to circumvent the overfitting and use the estimated sparse coefficient for feature selection. However, the challenge of such a regularization is that the $\ell_1$ norm is not…

Machine Learning · Computer Science 2021-05-13 Majid Mohammadi , Amir Ahooye Atashin , Damian A. Tamburri

We introduce a novel stochastic regularization technique for deep neural networks, which decomposes a layer into multiple branches with different parameters and merges stochastically sampled combinations of the outputs from the branches…

Machine Learning · Computer Science 2019-10-04 Wonpyo Park , Paul Hongsuck Seo , Bohyung Han , Minsu Cho

With the rapid growth of data, how to extract effective information from data is one of the most fundamental problems. In this paper, based on Tikhonov regularization, we propose an effective method for reconstructing the function and its…

Numerical Analysis · Mathematics 2021-05-04 Jiantang Zhang , Jin Cheng , Min Zhong

We consider the problem of reconstructing an infinite set of sparse, finite-dimensional vectors, that share a common sparsity pattern, from incomplete measurements. This is in contrast to the work [17], where the single vector signal can be…

Optimization and Control · Mathematics 2021-11-29 Nick Dexter , Hoang Tran , Clayton Webster

This paper treats the problem of minimizing a general continuously differentiable function subject to sparsity constraints. We present and analyze several different optimality criteria which are based on the notions of stationarity and…

Information Theory · Computer Science 2012-03-22 Amir Beck , Yonina C. Eldar

We investigate the signal reconstruction performance of sparse linear regression in the presence of noise when piecewise continuous nonconvex penalties are used. Among such penalties, we focus on the SCAD penalty. The contributions of this…

Machine Learning · Statistics 2020-01-08 Tomoyuki Obuchi , Ayaka Sakata

Regularization is used in many different areas of optimization when solutions are sought which not only minimize a given function, but also possess a certain degree of regularity. Popular applications are image denoising, sparse regression…

Optimization and Control · Mathematics 2021-11-15 Bennet Gebken , Katharina Bieker , Sebastian Peitz

This paper addresses the problem of sparsity penalized least squares for applications in sparse signal processing, e.g. sparse deconvolution. This paper aims to induce sparsity more strongly than L1 norm regularization, while avoiding…

Machine Learning · Computer Science 2015-06-15 Ivan W. Selesnick , Ilker Bayram

We develop a convex analytic approach to analyze finite width two-layer ReLU networks. We first prove that an optimal solution to the regularized training problem can be characterized as extreme points of a convex set, where simple…

Machine Learning · Computer Science 2021-09-01 Tolga Ergen , Mert Pilanci

This paper presents a regularization technique incorporating a non-convex and non-smooth term, $\ell_{1}^{2}-\eta\ell_{2}^{2}$, with parameters $0<\eta\leq 1$ designed to address ill-posed linear problems that yield sparse solutions. We…

Optimization and Control · Mathematics 2025-06-16 Long Li , Liang Ding

The problem of approximating a dense matrix by a product of sparse factors is a fundamental problem for many signal processing and machine learning tasks. It can be decomposed into two subproblems: finding the position of the non-zero…

Computational Complexity · Computer Science 2022-11-23 Quoc-Tung Le , Elisa Riccietti , Rémi Gribonval

Splines come in a variety of flavors that can be characterized in terms of some differential operator L. The simplest piecewise-constant model corresponds to the derivative operator. Likewise, one can extend the traditional notion of total…

Functional Analysis · Mathematics 2019-03-19 Michael Unser , Julien Fageot , John Paul Ward

We derive sharp performance bounds for least squares regression with $L_1$ regularization from parameter estimation accuracy and feature selection quality perspectives. The main result proved for $L_1$ regularization extends a similar…

Statistics Theory · Mathematics 2009-08-21 Tong Zhang

In this work, we propose an optimization framework for estimating a sparse robust one-dimensional subspace. Our objective is to minimize both the representation error and the penalty, in terms of the l1-norm criterion. Given that the…

Machine Learning · Statistics 2024-03-07 Xiao Ling , Paul Brooks

Simultaneous feature selection and non-linear function estimation is challenging in modeling, especially in high-dimensional settings where the number of variables exceeds the available sample size. In this article, we investigate the…

Machine Learning · Statistics 2026-01-05 Bin Luo , Susan Halabi
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