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Estimation in generalized linear models (GLM) is complicated by the presence of constraints. One can handle constraints by maximizing a penalized log-likelihood. Penalties such as the lasso are effective in high dimensions, but often lead…

Machine Learning · Statistics 2017-11-07 Jason Xu , Eric C. Chi , Kenneth Lange

Penalty functions or regularization terms that promote structured solutions to optimization problems are of great interest in many fields. Proposed in this work is a nonconvex structured sparsity penalty that promotes one-sparsity within…

Optimization and Control · Mathematics 2020-06-19 Charles Saunders , Vivek K Goyal

High-dimensional statistical inference deals with models in which the the number of parameters p is comparable to or larger than the sample size n. Since it is usually impossible to obtain consistent procedures unless $p/n\rightarrow0$, a…

Statistics Theory · Mathematics 2013-03-13 Sahand N. Negahban , Pradeep Ravikumar , Martin J. Wainwright , Bin Yu

Regularization, whether explicit in terms of a penalty in the loss or implicit in the choice of algorithm, is a cornerstone of modern machine learning. Indeed, controlling the complexity of the model class is particularly important when…

Machine Learning · Statistics 2024-10-22 Matteo Vilucchio , Nikolaos Tsilivis , Bruno Loureiro , Julia Kempe

The curvature regularities are well-known for providing strong priors in the continuity of edges, which have been applied to a wide range of applications in image processing and computer vision. However, these models are usually non-convex,…

Numerical Analysis · Mathematics 2019-12-03 Qiuxiang Zhong , Ke Yin , Yuping Duan

Regularization plays a pivotal role when facing the challenge of solving ill-posed inverse problems, where the number of observations is smaller than the ambient dimension of the object to be estimated. A line of recent work has studied…

Optimization and Control · Mathematics 2014-07-03 Samuel Vaiter , Mohammad Golbabaee , Jalal M. Fadili , Gabriel Peyré

In high-dimensional and/or non-parametric regression problems, regularization (or penalization) is used to control model complexity and induce desired structure. Each penalty has a weight parameter that indicates how strongly the structure…

Machine Learning · Statistics 2017-03-30 Jean Feng , Noah Simon

We consider the problem of minimizing an objective function that is the sum of a convex function and a group sparsity-inducing regularizer. Problems that integrate such regularizers arise in modern machine learning applications, often for…

Optimization and Control · Mathematics 2020-07-30 Frank E. Curtis , Yutong Dai , Daniel P. Robinson

Metric learning aims to learn a distance metric such that semantically similar instances are pulled together while dissimilar instances are pushed away. Many existing methods consider maximizing or at least constraining a distance margin in…

Machine Learning · Statistics 2022-08-17 Xiaochen Yang , Yiwen Guo , Mingzhi Dong , Jing-Hao Xue

Missing data are frequently encountered in high-dimensional problems, but they are usually difficult to deal with using standard algorithms, such as the expectation-maximization (EM) algorithm and its variants. To tackle this difficulty,…

Methodology · Statistics 2018-02-08 Faming Liang , Bochao Jia , Jingnan Xue , Qizhai Li , Ye Luo

In this paper we provide an approximation \`a la Ambrosio-Tortorelli of some classical minimization problems involving the length of an unknown one-dimensional set, with an additional connectedness constraint, in dimension two. We introduce…

Metric Geometry · Mathematics 2014-03-13 Matthieu Bonnivard , Antoine Lemenant , Filippo Santambrogio

Dimension reduction is often the first step in statistical modeling or prediction of multivariate spatial data. However, most existing dimension reduction techniques do not account for the spatial correlation between observations and do not…

Methodology · Statistics 2025-05-27 Si Cheng , Magali N. Blanco , Timothy V. Larson , Lianne Sheppard , Adam Szpiro , Ali Shojaie

This paper addresses the task of estimating a covariance matrix under a patternless sparsity assumption. In contrast to existing approaches based on thresholding or shrinkage penalties, we propose a likelihood-based method that regularizes…

Methodology · Statistics 2021-09-13 Jason Xu , Kenneth Lange

We deal with the shape reconstruction of inclusions in elastic bodies. For solving this inverse problem in practice, data fitting functionals are used. Those work better than the rigorous monotonicity methods from [5], but have no…

Numerical Analysis · Mathematics 2022-12-13 Sarah Eberle , Bastian Harrach

Feature selection with specific multivariate performance measures is the key to the success of many applications, such as image retrieval and text classification. The existing feature selection methods are usually designed for…

Machine Learning · Computer Science 2015-03-19 Qi Mao , Ivor W. Tsang

This paper addresses the approximation of the mean curvature flow of thin structures for which classical phase field methods are not suitable. By thin structures, we mean surfaces that are not domain boundaries, typically higher codimension…

Numerical Analysis · Mathematics 2024-05-24 Elie Bretin , Chih-Kang Huang , Simon Masnou

State-of-the-art classifiers have been shown to be largely vulnerable to adversarial perturbations. One of the most effective strategies to improve robustness is adversarial training. In this paper, we investigate the effect of adversarial…

Machine Learning · Computer Science 2018-11-27 Seyed-Mohsen Moosavi-Dezfooli , Alhussein Fawzi , Jonathan Uesato , Pascal Frossard

We consider a minimization problem whose objective function is the sum of a fidelity term, not necessarily convex, and a regularization term defined by a positive regularization parameter $\lambda$ multiple of the $\ell_0$ norm composed…

Optimization and Control · Mathematics 2021-11-17 Yuesheng Xu

In this paper we consider the functional \begin{equation*} E_{p,\la}(\Omega):=\int_\Omega \dist^p(x,\pd \Omega )\d x+\la \frac{\H^1(\pd \Omega)}{\H^2(\Omega)}. \end{equation*} Here $p\geq 1$, $\la>0$ are given parameters, the unknown…

Analysis of PDEs · Mathematics 2022-01-26 Qiang Du , Xin Yang Lu , Chong Wang

The popular cubic smoothing spline estimate of a regression function arises as the minimizer of the penalized sum of squares $\sum_j(Y_j - {\mu}(t_j))^2 + {\lambda}\int_a^b [{\mu}"(t)]^2 dt$, where the data are $t_j,Y_j$, $j=1,..., n$. The…

Machine Learning · Statistics 2011-11-09 Nancy Heckman