Related papers: Picasso: A Sparse Learning Library for High Dimens…

Motivation: The high dimensionality of genomic data calls for the development of specific classification methodologies, especially to prevent over-optimistic predictions. This challenge can be tackled by compression and variable selection,…

We consider the problem of sparse coding, where each sample consists of a sparse linear combination of a set of dictionary atoms, and the task is to learn both the dictionary elements and the mixing coefficients. Alternating minimization is…

Sparse linear regression -- finding an unknown vector from linear measurements -- is now known to be possible with fewer samples than variables, via methods like the LASSO. We consider the multiple sparse linear regression problem, where…

The pathwise coordinate optimization is one of the most important computational frameworks for high dimensional convex and nonconvex sparse learning problems. It differs from the classical coordinate optimization algorithms in three salient…

Recent studies in the literature have paid much attention to the sparsity in linear classification tasks. One motivation of imposing sparsity assumption on the linear discriminant direction is to rule out the noninformative features, making…

In this chapter, we describe the Parallel Sparse Computation Toolkit (PSCToolkit), a suite of libraries for solving large-scale linear algebra problems in an HPC environment. In particular, we focus on the tools provided for the solution of…

Distributed sparse learning with a cluster of multiple machines has attracted much attention in machine learning, especially for large-scale applications with high-dimensional data. One popular way to implement sparse learning is to use…

The Bayesian Lasso is constructed in the linear regression framework and applies the Gibbs sampling to estimate the regression parameters. This paper develops a new sparse learning model, named the Bayesian Lasso Sparse (BLS) model, that…

We present a novel approach to the formulation and the resolution of sparse Linear Discriminant Analysis (LDA). Our proposal, is based on penalized Optimal Scoring. It has an exact equivalence with penalized LDA, contrary to the multi-class…

Count data is prevalent in various fields like ecology, medical research, and genomics. In high-dimensional settings, where the number of features exceeds the sample size, feature selection becomes essential. While frequentist methods like…

We develop the theory and practical implementation of p-adic sparse coding of data. Rather than the standard, sparsifying criterion that uses the $L_0$ pseudo-norm, we use the p-adic norm. We require that the hierarchy or tree be…

This paper provides a statistical analysis of high-dimensional batch Reinforcement Learning (RL) using sparse linear function approximation. When there is a large number of candidate features, our result sheds light on the fact that…

This paper proposes a new interpretation of sparse penalties such as the elastic-net and the group-lasso. Beyond providing a new viewpoint on these penalization schemes, our approach results in a unified optimization strategy. Our…

Deep neural networks achieve state-of-the-art performance in a variety of tasks by extracting a rich set of features from unstructured data, however this performance is closely tied to model size. Modern techniques for inducing sparsity and…

In this paper, we review state-of-the-art methods for feature selection in statistics with an application-oriented eye. Indeed, sparsity is a valuable property and the profusion of research on the topic might have provided little guidance…

Convolutional sparse representations are a form of sparse representation with a dictionary that has a structure that is equivalent to convolution with a set of linear filters. While effective algorithms have recently been developed for the…

We consider sparsity-based techniques for the approximation of high-dimensional functions from random pointwise evaluations. To date, almost all the works published in this field contain some a priori assumptions about the error corrupting…

In this paper we initiate the study of whether or not sparse estimation tasks can be performed efficiently in high dimensions, in the robust setting where an $\eps$-fraction of samples are corrupted adversarially. We study the natural…

A new method is proposed in this paper to learn overcomplete dictionary from training data samples. Differing from the current methods that enforce similar sparsity constraint on each of the input samples, the proposed method attempts to…

Sparse coding in learned dictionaries has been established as a successful approach for signal denoising, source separation and solving inverse problems in general. A dictionary learning method adapts an initial dictionary to a particular…