Related papers: Lasso formulation of the shortest path problem
Optimization approaches based on operator splitting are becoming popular for solving sparsity regularized statistical machine learning models. While many have proposed fast algorithms to solve these problems for a single regularization…
We develop a fast and robust algorithm for solving large scale convex composite optimization models with an emphasis on the $\ell_1$-regularized least squares regression (Lasso) problems. Despite the fact that there exist a large number of…
We adapt the alternating linearization method for proximal decomposition to structured regularization problems, in particular, to the generalized lasso problems. The method is related to two well-known operator splitting methods, the…
We consider the least angle regression and forward stagewise algorithms for solving penalized least squares regression problems. In Efron, Hastie, Johnstone & Tibshirani (2004) it is proved that the least angle regression algorithm, with a…
We propose an exact algorithm for solving the longest simple path problem between two given vertices in undirected weighted graphs. By using graph partitioning and dynamic programming, we obtain an algorithm that is significantly faster…
In recent years, there is a growing interest in combining techniques attributed to the areas of Statistics and Machine Learning in order to obtain the benefits of both approaches. In this article, the statistical technique lasso for…
We study a class of fused lasso problems where the estimated parameters in a sequence are regressed toward their respective observed values (fidelity loss), with $\ell_1$ norm penalty (regularization loss) on the differences between…
Setting regularization parameters for Lasso-type estimators is notoriously difficult, though crucial in practice. The most popular hyperparameter optimization approach is grid-search using held-out validation data. Grid-search however…
The approximation of tensors has important applications in various disciplines, but it remains an extremely challenging task. It is well known that tensors of higher order can fail to have best low-rank approximations, but with an important…
We provide a new proof of the linear convergence of the alternating direction method of multipliers (ADMM) when one of the objective terms is strongly convex. Our proof is based on a framework for analyzing optimization algorithms…
Given a directed graph of nodes and edges connecting them, a common problem is to find the shortest path between any two nodes. Here we show that the shortest path distances can be found by a simple matrix inversion: If the edges are given…
We analyze the convergence rate of the alternating direction method of multipliers (ADMM) for minimizing the sum of two or more nonsmooth convex separable functions subject to linear constraints. Previous analysis of the ADMM typically…
The Lasso is a computationally efficient regression regularization procedure that can produce sparse estimators when the number of predictors (p) is large. Oracle inequalities provide probability loss bounds for the Lasso estimator at a…
The shortest path problem in graphs is a cornerstone of AI theory and applications. Existing algorithms generally ignore edge weight computation time. We present a generalized framework for weighted directed graphs, where edge weight can be…
Least squares (LS) fitting is one of the most fundamental techniques in science and engineering. It is used to estimate parameters from multiple noisy observations. In many problems the parameters are known a-priori to be bounded integer…
Inference for high-dimensional logistic regression models using penalized methods has been a challenging research problem. As an illustration, a major difficulty is the significant bias of the Lasso estimator, which limits its direct…
Low-rank matrix regression is a fundamental problem in data science with various applications in systems and control. Nuclear norm regularization has been widely applied to solve this problem due to its convexity. However, it suffers from…
In this paper, we propose a new method for path planning to a point for robot in environment with obstacles. The resulting algorithm is implemented as a simple variation of Dijkstra's algorithm. By adding a constraint to the shortest-path,…
In linear regression with fixed design, we propose two procedures that aggregate a data-driven collection of supports. The collection is a subset of the $2^p$ possible supports and both its cardinality and its elements can depend on the…
We propose a deep neural network (DNN) based least distance (LD) estimator (DNN-LD) for a multivariate regression problem, addressing the limitations of the conventional methods. Due to the flexibility of a DNN structure, both linear and…