Related papers: Lazy FSCA for Unsupervised Variable Selection

Coordinate descent with random coordinate selection is the current state of the art for many large scale optimization problems. However, greedy selection of the steepest coordinate on smooth problems can yield convergence rates independent…

A challenging problem in decentralized optimization is to develop algorithms with fast convergence on random and time varying topologies under unreliable and bandwidth-constrained communication network. This paper studies a stochastic…

Along with the flourish of the information age, massive amounts of data are generated day by day. Due to the large-scale and high-dimensional characteristics of these data, it is often difficult to achieve better decision-making in…

Principal component analysis (PCA) is a widely used dimension reduction technique in machine learning and multivariate statistics. To improve the interpretability of PCA, various approaches to obtain sparse principal direction loadings have…

Sparse coding (SC) is attracting more and more attention due to its comprehensive theoretical studies and its excellent performance in many signal processing applications. However, most existing sparse coding algorithms are nonconvex and…

Sparse Principal Component Analysis (SPCA) is an important technique for high-dimensional data analysis, improving interpretability by imposing sparsity on principal components. However, existing methods often fail to simultaneously…

Sparse principal component analysis (SPCA) addresses the poor interpretability and variable redundancy often encountered by principal component analysis (PCA) in high-dimensional data. However, SPCA typically imposes uniform penalties on…

Automated variable selection is widely applied in statistical model development. Algorithms like forward, backward or stepwise selection are available in statistical software packages like R and SAS. Many researchers have criticized the use…

We study the problem of selecting a subset of k random variables from a large set, in order to obtain the best linear prediction of another variable of interest. This problem can be viewed in the context of both feature selection and sparse…

Automated algorithm selection promises to support the user in the decisive task of selecting a most suitable algorithm for a given problem. A common component of these machine-trained techniques are regression models which predict the…

Multimodal learning considers learning from multi-modality data, aiming to fuse heterogeneous sources of information. However, it is not always feasible to leverage all available modalities due to memory constraints. Further, training on…

Methods for supervised principal component analysis (SPCA) aim to incorporate label information into principal component analysis (PCA), so that the extracted features are more useful for a prediction task of interest. Prior work on SPCA…

We propose a new sparse principal component analysis (SPCA) method in which the solutions are obtained by projecting the full cardinality principal components onto subsets of variables. The resulting components are guaranteed to explain a…

Sparse versions of principal component analysis (PCA) have imposed themselves as simple, yet powerful ways of selecting relevant features of high-dimensional data in an unsupervised manner. However, when several sparse principal components…

We consider stochastic optimization problems with non-convex functional constraints, such as those arising in trajectory generation, sparse approximation, and robust classification. To this end, we put forth a recursive momentum-based…

A high-dimensional and incomplete (HDI) matrix can describe the complex interactions among numerous nodes in various big data-related applications. A stochastic gradient descent (SGD)-based latent factor analysis (LFA) model is remarkably…

Submodular functions are a broad class of set functions, which naturally arise in diverse areas. Many algorithms have been suggested for the maximization of these functions. Unfortunately, once the function deviates from submodularity, the…

Sparse Principal Component Analysis (sPCA) is a cardinal technique for obtaining combinations of features, or principal components (PCs), that explain the variance of high-dimensional datasets in an interpretable manner. This involves…

Variable selection methods have been developed in linear regression to provide sparse solutions. Recent studies have focused on further interpretations on the sparse solutions in terms of false positive control. In this paper, we consider…

Kernel-based schemes are state-of-the-art techniques for learning by data. In this work we extend some ideas about kernel-based greedy algorithms to exponential-polynomial splines, whose main drawback consists in possible overfitting and…