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For statistical modeling wherein the data regime is unfavorable in terms of dimensionality relative to the sample size, finding hidden sparsity in the ground truth can be critical in formulating an accurate statistical model. The so-called…

Optimization and Control · Mathematics 2025-08-04 Matteo Bergamaschi , Andrea Cristofari , Vyacheslav Kungurtsev , Francesco Rinaldi

Ising models describe the joint probability distribution of a vector of binary feature variables. Typically, not all the variables interact with each other and one is interested in learning the presumably sparse network structure of the…

Machine Learning · Computer Science 2019-07-09 Frank Nussbaum , Joachim Giesen

We consider the problem of learning a sparse graph under the Laplacian constrained Gaussian graphical models. This problem can be formulated as a penalized maximum likelihood estimation of the Laplacian constrained precision matrix. Like in…

Machine Learning · Computer Science 2023-09-06 Jiaxi Ying , José Vinícius de M. Cardoso , Daniel P. Palomar

We characterize the effectiveness of a classical algorithm for recovering the Markov graph of a general discrete pairwise graphical model from i.i.d. samples. The algorithm is (appropriately regularized) maximum conditional log-likelihood,…

Machine Learning · Computer Science 2019-06-20 Shanshan Wu , Sujay Sanghavi , Alexandros G. Dimakis

We consider the problem of learning the underlying graph of an unknown Ising model on p spins from a collection of i.i.d. samples generated from the model. We suggest a new estimator that is computationally efficient and requires a number…

Machine Learning · Computer Science 2017-04-17 Marc Vuffray , Sidhant Misra , Andrey Y. Lokhov , Michael Chertkov

This paper presents a convex-analytic framework to learn sparse graphs from data. While our problem formulation is inspired by an extension of the graphical lasso using the so-called combinatorial graph Laplacian framework, a key difference…

Signal Processing · Electrical Eng. & Systems 2021-09-20 Tatsuya Koyakumaru , Masahiro Yukawa , Eduardo Pavez , Antonio Ortega

We study a family of sparse estimators defined as minimizers of some empirical Lipschitz loss function -- which include the hinge loss, the logistic loss and the quantile regression loss -- with a convex, sparse or group-sparse…

Machine Learning · Statistics 2021-09-23 Antoine Dedieu

We present novel information-theoretic limits on detecting sparse changes in Ising models, a problem that arises in many applications where network changes can occur due to some external stimuli. We show that the sample complexity for…

Information Theory · Computer Science 2020-11-10 Aditya Gangrade , Bobak Nazer , Venkatesh Saligrama

Under the framework of graph-based learning, the key to robust subspace clustering and subspace learning is to obtain a good similarity graph that eliminates the effects of errors and retains only connections between the data points from…

Computer Vision and Pattern Recognition · Computer Science 2017-05-17 Xi Peng , Zhiding Yu , Huajin Tang , Zhang Yi

We consider a problem of model selection in high-dimensional binary Markov random fields. The usefulness of the Ising model in studying systems of complex interactions has been confirmed in many papers. The main drawback of this model is…

Methodology · Statistics 2018-12-11 Błażej Miasojedow , Wojciech Rejchel

We prove an L2 recovery bound for a family of sparse estimators defined as minimizers of some empirical loss functions -- which include hinge loss and logistic loss. More precisely, we achieve an upper-bound for coefficients estimation…

Statistics Theory · Mathematics 2019-01-15 Antoine Dedieu

Learning a graph topology to reveal the underlying relationship between data entities plays an important role in various machine learning and data analysis tasks. Under the assumption that structured data vary smoothly over a graph, the…

Machine Learning · Statistics 2023-08-23 Xingyue Pu , Tianyue Cao , Xiaoyun Zhang , Xiaowen Dong , Siheng Chen

Noiseless compressive sensing is a protocol that enables undersampling and later recovery of a signal without loss of information. This compression is possible because the signal is usually sufficiently sparse in a given basis. Currently,…

Information Theory · Computer Science 2024-07-22 D. Barbier , C Lucibello , L. Saglietti , F. Krzakala , L. Zdeborova

We consider the problem of learning a high-dimensional graphical model in which certain hub nodes are highly-connected to many other nodes. Many authors have studied the use of an l1 penalty in order to learn a sparse graph in…

Machine Learning · Statistics 2014-08-12 Kean Ming Tan , Palma London , Karthik Mohan , Su-In Lee , Maryam Fazel , Daniela Witten

We provide a general framework for computing lower-bounds on the sample complexity of recovering the underlying graphs of Ising models, given i.i.d samples. While there have been recent results for specific graph classes, these involve…

Machine Learning · Computer Science 2014-12-09 Karthikeyan Shanmugam , Rashish Tandon , Alexandros G. Dimakis , Pradeep Ravikumar

We tackle the network topology inference problem by utilizing Laplacian constrained Gaussian graphical models, which recast the task as estimating a precision matrix in the form of a graph Laplacian. Recent research \cite{ying2020nonconvex}…

Machine Learning · Computer Science 2023-09-06 Jiaxi Ying , Xi Han , Rui Zhou , Xiwen Wang , Hing Cheung So

In this paper, we propose a novel sparse learning based feature selection method that directly optimizes a large margin linear classification model sparsity with l_(2,p)-norm (0 < p < 1)subject to data-fitting constraints, rather than using…

Machine Learning · Computer Science 2015-04-03 Hanyang Peng , Yong Fan

We formulate the sparse classification problem of $n$ samples with $p$ features as a binary convex optimization problem and propose a cutting-plane algorithm to solve it exactly. For sparse logistic regression and sparse SVM, our algorithm…

Optimization and Control · Mathematics 2025-01-08 Dimitris Bertsimas , Jean Pauphilet , Bart Van Parys

In this paper, we investigate the theoretical guarantees of penalized $\lun$ minimization (also called Basis Pursuit Denoising or Lasso) in terms of sparsity pattern recovery (support and sign consistency) from noisy measurements with…

Information Theory · Computer Science 2011-09-13 Charles Dossal , Marie-Line Chabanol , Gabriel Peyré , Jalal Fadili

Stochastic optimization algorithms update models with cheap per-iteration costs sequentially, which makes them amenable for large-scale data analysis. Such algorithms have been widely studied for structured sparse models where the sparsity…

Machine Learning · Computer Science 2019-05-10 Baojian Zhou , Feng Chen , Yiming Ying
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