Related papers: Sparse Regression at Scale: Branch-and-Bound roote…
Recovering nonlinearly degraded signal in the presence of noise is a challenging problem. In this work, this problem is tackled by minimizing the sum of a non convex least-squares fit criterion and a penalty term. We assume that the…
Constrained clustering leverages limited domain knowledge to improve clustering performance and interpretability, but incorporating pairwise must-link and cannot-link constraints is an NP-hard challenge, making global optimization…
This paper presents a new approach to selecting knots at the same time as estimating the B-spline regression model. Such simultaneous selection of knots and model is not trivial, but our strategy can make it possible by employing a…
The two primary approaches for high-dimensional regression problems are sparse methods (e.g., best subset selection, which uses the L0-norm in the penalty) and ensemble methods (e.g., random forests). Although sparse methods typically yield…
In high-dimensional data analysis, regularization methods pursuing sparsity and/or low rank have received a lot of attention recently. To provide a proper amount of shrinkage, it is typical to use a grid search and a model comparison…
In this paper, we propose a reformulation for the Mixed Integer Programming (MIP) problem into an exact and continuous model through using the $\ell_2$-box technique to recast the binary constraints into a box with an $\ell_2$ sphere…
Decision trees are one of the most useful and popular methods in the machine learning toolbox. In this paper, we consider the problem of learning optimal decision trees, a combinatorial optimization problem that is challenging to solve at…
We present a two-level branch-and-bound (BB) algorithm to compute the optimal gripper pose that maximizes a grasp metric in a restricted search space. Our method can take the gripper's kinematics feasibility into consideration to ensure…
Probabilistic inference is fundamentally hard, yet many tasks require optimization on top of inference, which is even harder. We present a new optimization-via-compilation strategy to scalably solve a certain class of such problems. In…
We study the $\ell_p$ regression problem, which requires finding $\mathbf{x}\in\mathbb R^{d}$ that minimizes $\|\mathbf{A}\mathbf{x}-\mathbf{b}\|_p$ for a matrix $\mathbf{A}\in\mathbb R^{n \times d}$ and response vector…
We present a training-free, certified error bound for quantum regression derived directly from Pauli expectation values. Generalizing the heuristic of minimum accuracy from classification to regression, we evaluate axis-aligned predictors…
Despite its nonconvex nature, $\ell_0$ sparse approximation is desirable in many theoretical and application cases. We study the $\ell_0$ sparse approximation problem with the tool of deep learning, by proposing Deep $\ell_0$ Encoders. Two…
The constrained $\ell_p^p/\ell_q^p$ ratio model is scale invariant and is therefore attractive for sparse signal recovery. However, its nonconvex, nonsmooth, and fractional structure makes a unified theoretical and algorithmic analysis…
We present a novel algorithm that allows us to gain detailed insight into the effects of sparsity in linear and nonlinear optimization, which is of great importance in many scientific areas such as image and signal processing, medical…
Scalable high-quality MAP inference in arbitrary-order Markov Random Fields (MRFs) remains challenging. Approximate message-passing methods are often efficient but can degrade on dense or high-order instances, while exact solvers such as…
We propose a novel mixed-integer programming (MIP) formulation for generating precise sparse correspondences for highly non-rigid shapes. To this end, we introduce a projected Laplace-Beltrami operator (PLBO) which combines intrinsic and…
Logic-Based Benders Decomposition (LBBD) and its Branch-and-Cut variant, namely Branch-and-Check, enjoy an extensive applicability on a broad variety of problems, including scheduling. Although LBBD offers problem-specific cuts to impose…
It was recently established that for convex optimization problems with sparse optimal solutions (be it entry-wise sparsity or matrix rank-wise sparsity) it is possible to design first-order methods with linear convergence rates that depend…
Sparsity finds applications in areas as diverse as statistics, machine learning, and signal processing. Computations over sparse structures are less complex compared to their dense counterparts, and their storage consumes less space. This…
Security-Constrained Unit Commitment is a fundamental optimization problem in power systems operations. The primary computational bottleneck arises from the need to solve large-scale Linear Programming (LP) relaxations within…