Related papers: Encrypted Distributed Lasso for Sparse Data Predic…
We give the first polynomial-time algorithm for performing linear or polynomial regression resilient to adversarial corruptions in both examples and labels. Given a sufficiently large (polynomial-size) training set drawn i.i.d. from…
We consider the problem of multivariate regression in a setting where the relevant predictors could be shared among different responses. We propose an algorithm which decomposes the coefficient matrix into the product of a long matrix and a…
Privacy-preserving machine learning is learning from sensitive datasets that are typically distributed across multiple data owners. Private machine learning is a remarkable challenge in a large number of realistic scenarios where no trusted…
We present reconstruction algorithms for smooth signals with block sparsity from their compressed measurements. We tackle the issue of varying group size via group-sparse least absolute shrinkage selection operator (LASSO) as well as via…
Compressive sensing is a powerful technique for recovering sparse solutions of underdetermined linear systems, which is often encountered in uncertainty quantification analysis of expensive and high-dimensional physical models. We perform…
Solving linear regression problems based on the total least-squares (TLS) criterion has well-documented merits in various applications, where perturbations appear both in the data vector as well as in the regression matrix. However,…
A sparse modeling is a major topic in machine learning and statistics. LASSO (Least Absolute Shrinkage and Selection Operator) is a popular sparse modeling method while it has been known to yield unexpected large bias especially at a sparse…
The $L_0$-regularized least squares problem (a.k.a. best subsets) is central to sparse statistical learning and has attracted significant attention across the wider statistics, machine learning, and optimization communities. Recent work has…
The development of large-scale distributed control systems has led to the outsourcing of costly computations to cloud-computing platforms, as well as to concerns about privacy of the collected sensitive data. This paper develops a…
We present a simple and effective algorithm for the problem of \emph{sparse robust linear regression}. In this problem, one would like to estimate a sparse vector $w^* \in \mathbb{R}^n$ from linear measurements corrupted by sparse noise…
In this paper, we consider the problem of sparse signal detection based on partial support set estimation with compressive measurements in a distributed network. Multiple nodes in the network are assumed to observe sparse signals which…
This paper develops column partition based distributed schemes for a class of large-scale convex sparse optimization problems, e.g., basis pursuit (BP), LASSO, basis pursuit denosing (BPDN), and their extensions, e.g., fused LASSO. We are…
Least Absolute Shrinkage and Selection Operator or the Lasso, introduced by Tibshirani (1996), is a popular estimation procedure in multiple linear regression when underlying design has a sparse structure, because of its property that it…
We consider a non-convex constrained Lagrangian formulation of a fundamental bi-criteria optimization problem for variable selection in statistical learning; the two criteria are a smooth (possibly) nonconvex loss function, measuring the…
Compressed sensing is an important problem in many fields of science and engineering. It reconstructs signals by finding sparse solutions to underdetermined linear equations. In this work we propose a deterministic and non-parametric…
The traditional compressed sensing approach is naturally offline, in that it amounts to sparsely sampling and reconstructing a given dataset. Recently, an online algorithm for performing compressed sensing on streaming data was proposed:…
We propose a new approach to safe variable preselection in high-dimensional penalized regression, such as the lasso. Preselection - to start with a manageable set of covariates - has often been implemented without clear appreciation of its…
Stochastic variance reduced methods have gained a lot of interest recently for empirical risk minimization due to its appealing run time complexity. When the data size is large and disjointly stored on different machines, it becomes…
Fine-grained Smart Meters (SMs) data recording and communication has enabled several features of Smart Grids (SGs) such as power quality monitoring, load forecasting, fault detection, and so on. In addition, it has benefited the users by…
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…