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This paper considers regularizing a covariance matrix of $p$ variables estimated from $n$ observations, by hard thresholding. We show that the thresholded estimate is consistent in the operator norm as long as the true covariance matrix is…

Statistics Theory · Mathematics 2009-01-21 Peter J. Bickel , Elizaveta Levina

We consider the problem of learning the underlying graph of a sparse Ising model with $p$ nodes from $n$ i.i.d. samples. The most recent and best performing approaches combine an empirical loss (the logistic regression loss or the…

Machine Learning · Statistics 2021-09-17 Antoine Dedieu , Miguel Lázaro-Gredilla , Dileep George

We consider fair network topology inference from nodal observations. Real-world networks often exhibit biased connections based on sensitive nodal attributes. Hence, different subpopulations of nodes may not share or receive information…

Signal Processing · Electrical Eng. & Systems 2024-03-26 Madeline Navarro , Samuel Rey , Andrei Buciulea , Antonio G. Marques , Santiago Segarra

Multiple kernel learning (MKL), structured sparsity, and multi-task learning have recently received considerable attention. In this paper, we show how different MKL algorithms can be understood as applications of either regularization on…

Machine Learning · Statistics 2011-03-03 Ryota Tomioka , Taiji Suzuki

Deep learning requires regularization mechanisms to reduce overfitting and improve generalization. We address this problem by a new regularization method based on distributional robust optimization. The key idea is to modify the…

Machine Learning · Computer Science 2020-06-08 Aurora Cobo Aguilera , Antonio Artés-Rodríguez , Fernando Pérez-Cruz , Pablo Martínez Olmos

This paper studies the problem of completing a low-rank matrix from a few of its random entries with the aid of prior information. We suggest a strategy to incorporate prior information into the standard matrix completion procedure by…

Information Theory · Computer Science 2020-07-15 Xu Zhang , Wei Cui , Yulong Liu

Regularized methods have been widely applied to system identification problems without known model structures. This paper proposes an infinite-dimensional sparse learning algorithm based on atomic norm regularization. Atomic norm…

Systems and Control · Electrical Eng. & Systems 2023-03-20 Mingzhou Yin , Mehmet Tolga Akan , Andrea Iannelli , Roy S. Smith

The couplings in a sparse asymmetric, asynchronous Ising network are reconstructed using an exact learning algorithm. L$_1$ regularization is used to remove the spurious weak connections that would otherwise be found by simply minimizing…

Methodology · Statistics 2012-11-19 Hong-Li Zeng , John Hertz , Yasser Roudi

In this paper, we study randomized reduction methods, which reduce high-dimensional features into low-dimensional space by randomized methods (e.g., random projection, random hashing), for large-scale high-dimensional classification.…

Machine Learning · Computer Science 2015-07-21 Tianbao Yang , Lijun Zhang , Rong Jin , Shenghuo Zhu

We propose an efficient estimation technique for the automatic selection of locally-adaptive Total Variation regularisation parameters based on an hybrid strategy which combines a local maximum-likelihood approach estimating space-variant…

Optimization and Control · Mathematics 2020-05-20 Luca Calatroni , Alessandro Lanza , Monica Pragliola , Fiorella Sgallari

In this paper, we present a new deep learning architecture for addressing the problem of supervised learning with sparse and irregularly sampled multivariate time series. The architecture is based on the use of a semi-parametric…

Machine Learning · Computer Science 2019-09-18 Satya Narayan Shukla , Benjamin M. Marlin

Feature selection and regularization are becoming increasingly prominent tools in the efforts of the reinforcement learning (RL) community to expand the reach and applicability of RL. One approach to the problem of feature selection is to…

Machine Learning · Computer Science 2012-07-03 Christopher Painter-Wakefield , Ronald Parr

Covariance selection seeks to estimate a covariance matrix by maximum likelihood while restricting the number of nonzero inverse covariance matrix coefficients. A single penalty parameter usually controls the tradeoff between log likelihood…

Optimization and Control · Mathematics 2010-10-12 Vijay Krishnamurthy , Alexandre d'Aspremont

The multivariate regression model basically offers the analysis of a single dataset with multiple responses. However, such a single-dataset analysis often leads to unsatisfactory results. Integrative analysis is an effective method to pool…

Methodology · Statistics 2023-04-18 Shuichi Kawano , Toshikazu Fukushima , Junichi Nakagawa , Mamoru Oshiki

Learning linear combinations of multiple kernels is an appealing strategy when the right choice of features is unknown. Previous approaches to multiple kernel learning (MKL) promote sparse kernel combinations to support interpretability and…

Machine Learning · Computer Science 2010-10-28 Marius Kloft , Ulf Brefeld , Soeren Sonnenburg , Alexander Zien

Numerous practical medical problems often involve data that possess a combination of both sparse and non-sparse structures. Traditional penalized regularizations techniques, primarily designed for promoting sparsity, are inadequate to…

Methodology · Statistics 2023-11-10 Shun Yu , Yuehan Yang

Regularizing neural networks is important for anticipating model behavior in regions of the data space that are not well represented. In this work, we propose a regularization technique for enforcing a level of smoothness in the mapping…

Machine Learning · Computer Science 2025-03-05 Ali Hasan , Haoming Yang , Yuting Ng , Vahid Tarokh

The transformer architecture has demonstrated strong performance in classification tasks involving structured and high-dimensional data. However, its success often hinges on large- scale training data and careful regularization to prevent…

Machine Learning · Statistics 2025-11-18 Mohamed Salem , Inyoung Kim

$L_1$ regularization is used for finding sparse solutions to an underdetermined linear system. As sparse signals are widely expected in remote sensing, this type of regularization scheme and its extensions have been widely employed in many…

Image and Video Processing · Electrical Eng. & Systems 2018-05-07 Yilei Shi , Xiao Xiang Zhu , Wotao Yin , Richard Bamler

In this paper we propose a new statistical stopping rule for constrained maximum likelihood iterative algorithms applied to ill-posed inverse problems. To this aim we extend the definition of Tikhonov regularization in a statistical…

Numerical Analysis · Mathematics 2012-12-14 Federico Benvenuto , Michele Piana