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Sparsity-inducing penalties are useful tools for variable selection and they are also effective for regression settings where the data are functions. We consider the problem of selecting not only variables but also decision boundaries in…

Methodology · Statistics 2020-06-01 Hidetoshi Matsui

In text classification, the problem of overfitting arises due to the high dimensionality, making regularization essential. Although classic regularizers provide sparsity, they fail to return highly accurate models. On the contrary,…

Machine Learning · Computer Science 2018-10-10 Konstantinos Skianis , Nikolaos Tziortziotis , Michalis Vazirgiannis

In this paper we consider high-dimensional multiclass classification by sparse multinomial logistic regression. We propose first a feature selection procedure based on penalized maximum likelihood with a complexity penalty on the model size…

Statistics Theory · Mathematics 2020-11-20 Felix Abramovich , Vadim Grinshtein , Tomer Levy

Functions of interest are often smooth and sparse in some sense, and both priors should be taken into account when interpolating sampled data. Classical linear interpolation methods are effective under strong regularity assumptions, but…

Functional Analysis · Mathematics 2015-03-27 Holger Rauhut , Rachel Ward

There are different problems for resolution of complex LC-MS or GC-MS data, such as the existence of embedded chromatographic peaks, continuum background and overlapping in mass channels for different components. These problems cause…

Machine Learning · Computer Science 2019-05-22 Ahmad Mani-Varnosfaderani , Mohammad Javad Masroor

The estimation of a precision matrix is a crucial problem in various research fields, particularly when working with high dimensional data. In such settings, the most common approach is to use the penalized maximum likelihood. The…

Methodology · Statistics 2025-01-10 Vahe Avagyan

We consider the empirical risk minimization problem for linear supervised learning, with regularization by structured sparsity-inducing norms. These are defined as sums of Euclidean norms on certain subsets of variables, extending the usual…

Machine Learning · Statistics 2011-11-23 Rodolphe Jenatton , Jean-Yves Audibert , Francis Bach

Deep learning models form one of the most powerful machine learning models for the extraction of important features. Most of the designs of deep neural models, i.e., the initialization of parameters, are still manually tuned. Hence,…

Machine Learning · Computer Science 2023-05-18 Mrittika Chakraborty , Wreetbhas Pal , Sanghamitra Bandyopadhyay , Ujjwal Maulik

We study the problem of learning a sparse linear regression vector under additional conditions on the structure of its sparsity pattern. This problem is relevant in machine learning, statistics and signal processing. It is well known that a…

Machine Learning · Statistics 2015-03-17 Charles A. Micchelli , Jean M. Morales , Massimiliano Pontil

Nonparametric methods are widely applicable to statistical inference problems, since they rely on a few modeling assumptions. In this context, the fresh look advocated here permeates benefits from variable selection and compressive…

Machine Learning · Statistics 2015-03-19 Gonzalo Mateos , Georgios B. Giannakis

This paper addresses the problem of Unbalanced Optimal Transport (UOT) in which the marginal conditions are relaxed (using weighted penalties in lieu of equality) and no additional regularization is enforced on the OT plan. In this context,…

Optimization and Control · Mathematics 2021-06-09 Laetitia Chapel , Rémi Flamary , Haoran Wu , Cédric Févotte , Gilles Gasso

We consider the l1-regularized Markowitz model, where a l1-penalty term is added to the objective function of the classical mean-variance one to stabilize the solution process, promoting sparsity in the solution. The l1-penalty term can…

Portfolio Management · Quantitative Finance 2018-08-06 Stefania Corsaro , Valentina De Simone

The optimization problem with sparsity arises in many areas of science and engineering such as compressed sensing, image processing, statistical learning and data sparse approximation. In this paper, we study the dual-density-based…

Optimization and Control · Mathematics 2021-01-08 Jialiang Xu , Yun-Bin Zhao

We consider the optimization of an uncertain objective over continuous and multi-dimensional decision spaces in problems in which we are only provided with observational data. We propose a novel algorithmic framework that is tractable,…

Machine Learning · Statistics 2018-10-30 Dimitris Bertsimas , Christopher McCord

In this work we consider numerical efficiency and convergence rates for solvers of non-convex multi-penalty formulations when reconstructing sparse signals from noisy linear measurements. We extend an existing approach, based on reduction…

Information Theory · Computer Science 2021-01-15 Zeljko Kereta , Johannes Maly , Valeriya Naumova

Scaling the capacity of language models has consistently proven to be a reliable approach for improving performance and unlocking new capabilities. Capacity can be primarily defined by two dimensions: the number of model parameters and the…

Machine Learning · Computer Science 2025-07-04 Samira Abnar , Harshay Shah , Dan Busbridge , Alaaeldin Mohamed Elnouby Ali , Josh Susskind , Vimal Thilak

Compressed sensing of sparse sources can be improved by incorporating prior knowledge of the source. In this paper we demonstrate a method for optimal selection of weights in weighted $L_1$ norm minimization for a noiseless reconstruction…

Information Theory · Computer Science 2013-09-17 Toshiyuki Tanaka , Jack Raymond

Stochastic computer simulations enable users to gain new insights into complex physical systems. Optimization is a common problem in this context: users seek to find model inputs that maximize the expected value of an objective function.…

Optimization and Control · Mathematics 2018-09-13 Atiye Alaeddini , Daniel J. Klein

We study two factors in neural network training: data parallelism and sparsity; here, data parallelism means processing training data in parallel using distributed systems (or equivalently increasing batch size), so that training can be…

Machine Learning · Computer Science 2021-04-05 Namhoon Lee , Thalaiyasingam Ajanthan , Philip H. S. Torr , Martin Jaggi

Regularization has long been utilized to learn sparsity in deep neural network pruning. However, its role is mainly explored in the small penalty strength regime. In this work, we extend its application to a new scenario where the…

Computer Vision and Pattern Recognition · Computer Science 2021-04-07 Huan Wang , Can Qin , Yulun Zhang , Yun Fu