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We present a model-agnostic framework for jointly optimizing the predictive performance and interpretability of supervised machine learning models for tabular data. Interpretability is quantified via three measures: feature sparsity,…

Machine Learning · Computer Science 2023-07-18 Lennart Schneider , Bernd Bischl , Janek Thomas

An important benefit of multi-objective search is that it maintains a diverse population of candidates, which helps in deceptive problems in particular. Not all diversity is useful, however: candidates that optimize only one objective while…

Neural and Evolutionary Computing · Computer Science 2019-08-06 Hormoz Shahrzad , Babak Hodjat , Camille Dollé , Andrei Denissov , Simon Lau , Donn Goodhew , Justin Dyer , Risto Miikkulainen

We propose two sparsity-aware normalized subband adaptive filter (NSAF) algorithms by using the gradient descent method to minimize a combination of the original NSAF cost function and the l1-norm penalty function on the filter…

Signal Processing · Electrical Eng. & Systems 2018-10-18 Y. Yu , H. Zhao , R. C. de Lamare

Neural networks are usually not the tool of choice for nonparametric high-dimensional problems where the number of input features is much larger than the number of observations. Though neural networks can approximate complex multivariate…

Methodology · Statistics 2019-06-25 Jean Feng , Noah Simon

We consider a class of constrained optimization problems with a possibly nonconvex non-Lipschitz objective and a convex feasible set being the intersection of a polyhedron and a possibly degenerate ellipsoid. Such problems have a wide range…

Optimization and Control · Mathematics 2016-04-08 Xiaojun Chen , Zhaosong Lu , Ting Kei Pong

In this paper, we propose a general class of algorithms for optimizing an extensive variety of nonsmoothly penalized objective functions that satisfy certain regularity conditions. The proposed framework utilizes the…

Computation · Statistics 2011-01-24 Elizabeth D. Schifano , Robert L. Strawderman , Martin T. Wells

Flexible sparsity regularization means stably approximating sparse solutions of operator equations by using coefficient-dependent penalizations. We propose and analyse a general nonconvex approach in this respect, from both theoretical and…

Optimization and Control · Mathematics 2021-11-12 Daria Ghilli , Dirk A. Lorenz , Elena Resmerita

The deployment of large language models (LLMs) is often constrained by their substantial computational and memory demands. While structured pruning presents a viable approach by eliminating entire network components, existing methods suffer…

Machine Learning · Computer Science 2025-05-07 Hanyu Hu , Xiaoming Yuan

Sparse representation learning has recently gained a great success in signal and image processing, thanks to recent advances in dictionary learning. To this end, the $\ell_0$-norm is often used to control the sparsity level. Nevertheless,…

Computer Vision and Pattern Recognition · Computer Science 2017-09-19 Yuan Liu , Stéphane Canu , Paul Honeine , Su Ruan

Motivated by the observation that a given signal $\boldsymbol{x}$ admits sparse representations in multiple dictionaries $\boldsymbol{\Psi}_d$ but with varying levels of sparsity across dictionaries, we propose two new algorithms for the…

Information Theory · Computer Science 2015-09-29 Rizwan Ahmad , Philip Schniter

In solving multi-modal, multi-objective optimization problems (MMOPs), the objective is not only to find a good representation of the Pareto-optimal front (PF) in the objective space but also to find all equivalent Pareto-optimal subsets…

Neural and Evolutionary Computing · Computer Science 2022-10-24 Tapabrata Ray , Mohammad Mohiuddin Mamun , Hemant Kumar Singh

We study sparse linear regression over a network of agents, modeled as an undirected graph (with no centralized node). The estimation problem is formulated as the minimization of the sum of the local LASSO loss functions plus a quadratic…

Machine Learning · Computer Science 2023-06-23 Yao Ji , Gesualdo Scutari , Ying Sun , Harsha Honnappa

We present MOSS, a multi-objective optimization framework for constructing stable sets of decision rules. MOSS incorporates three important criteria for interpretability: sparsity, accuracy, and stability, into a single multi-objective…

Optimization and Control · Mathematics 2025-07-31 Brian Liu , Rahul Mazumder

We present the framework of slowly varying regression under sparsity, allowing sparse regression models to exhibit slow and sparse variations. The problem of parameter estimation is formulated as a mixed-integer optimization problem. We…

Machine Learning · Computer Science 2023-11-14 Dimitris Bertsimas , Vassilis Digalakis , Michael Linghzi Li , Omar Skali Lami

Model sparsification in deep learning promotes simpler, more interpretable models with fewer parameters. This not only reduces the model's memory footprint and computational needs but also shortens inference time. This work focuses on…

Computer Vision and Pattern Recognition · Computer Science 2023-12-01 Richa Upadhyay , Ronald Phlypo , Rajkumar Saini , Marcus Liwicki

We study the problem of estimating multiple linear regression equations for the purpose of both prediction and variable selection. Following recent work on multi-task learning Argyriou et al. [2008], we assume that the regression vectors…

Machine Learning · Statistics 2012-08-21 Karim Lounici , Massimiliano Pontil , Alexandre B. Tsybakov , Sara van de Geer

Sparse learning is ubiquitous in many machine learning tasks. It aims to regularize the goodness-of-fit objective by adding a penalty term to encode structural constraints on the model parameters. In this paper, we develop a flexible sparse…

Machine Learning · Statistics 2026-02-10 Yingjie Wang , Mokhtar Z. Alaya , Salim Bouzebda , Xinsheng Liu

Regularized regression approaches such as the Lasso have been widely adopted for constructing sparse linear models in high-dimensional datasets. A complexity in fitting these models is the tuning of the parameters which control the level of…

Methodology · Statistics 2019-03-12 Ellis Patrick , Samuel Mueller

Cutting planes are crucial for the performance of branch-and-cut algorithms for solving mixed-integer programming (MIP) problems, and linear row aggregation has been successfully applied to better leverage the potential of several major…

Optimization and Control · Mathematics 2025-02-05 Liding Xu , Gioni Mexi , Ksenia Bestuzheva

This work addresses the robust reconstruction problem of a sparse signal from compressed measurements. We propose a robust formulation for sparse reconstruction which employs the $\ell_1$-norm as the loss function for the residual error and…

Information Theory · Computer Science 2017-03-30 Fei Wen , Yuan Yang , Ling Pei , Wenxian Yu , Peilin Liu