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LASSO regularization is a popular regression tool to enhance the prediction accuracy of statistical models by performing variable selection through the $\ell_1$ penalty, initially formulated for the linear model and its variants. In this…

Machine Learning · Computer Science 2023-05-09 Gen Li , Ganghua Wang , Jie Ding

We consider a wide range of regularized stochastic minimization problems with two regularization terms, one of which is composed with a linear function. This optimization model abstracts a number of important applications in artificial…

Machine Learning · Computer Science 2018-02-02 Tianyi Lin , Linbo Qiao , Teng Zhang , Jiashi Feng , Bofeng Zhang

We consider the problem of estimating the graph structure associated with a discrete Markov random field. We describe a method based on $\ell_1$-regularized logistic regression, in which the neighborhood of any given node is estimated by…

Statistics Theory · Mathematics 2008-04-29 Pradeep Ravikumar , Martin J. Wainwright , John D. Lafferty

Pruning the weights of neural networks is an effective and widely-used technique for reducing model size and inference complexity. We develop and test a novel method based on compressed sensing which combines the pruning and training into a…

Computer Vision and Pattern Recognition · Computer Science 2021-04-08 Jonathan W. Siegel , Jianhong Chen , Pengchuan Zhang , Jinchao Xu

Excessive computational cost for learning large data and streaming data can be alleviated by using stochastic algorithms, such as stochastic gradient descent and its variants. Recent advances improve stochastic algorithms on convergence…

Machine Learning · Statistics 2019-09-24 Shih-Kang Chao , Guang Cheng

Sparse learning has recently received increasing attention in many areas including machine learning, statistics, and applied mathematics. The mixed-norm regularization based on the l1q norm with q>1 is attractive in many applications of…

Machine Learning · Computer Science 2013-07-17 Jie Wang , Jun Liu , Jieping Ye

This paper considers one of the fundamental parallel-in-time methods for the solution of ordinary differential equations, Parareal, and extends it by adopting a neural network as a coarse propagator. We provide a theoretical analysis of the…

Numerical Analysis · Mathematics 2024-08-20 Marta M. Betcke , Lisa Maria Kreusser , Davide Murari

An important unresolved challenge in the theory of regularization is to set the regularization coefficients of popular techniques like the ElasticNet with general provable guarantees. We consider the problem of tuning the regularization…

Machine Learning · Computer Science 2024-01-17 Maria-Florina Balcan , Mikhail Khodak , Dravyansh Sharma , Ameet Talwalkar

We study the improper learning of multi-layer neural networks. Suppose that the neural network to be learned has $k$ hidden layers and that the $\ell_1$-norm of the incoming weights of any neuron is bounded by $L$. We present a kernel-based…

Machine Learning · Computer Science 2015-10-14 Yuchen Zhang , Jason D. Lee , Michael I. Jordan

We present a new method for minimizing the sum of a differentiable convex function and an $\ell_1$-norm regularizer. The main features of the new method include: $(i)$ an evolving set of indices corresponding to variables that are predicted…

Optimization and Control · Mathematics 2016-02-24 Tianyi Chen , Frank E. Curtis , Daniel P. Robinson

Neural networks are regularly employed in adaptive control of nonlinear systems and related methods of reinforcement learning. A common architecture uses a neural network with a single hidden layer (i.e. a shallow network), in which the…

Optimization and Control · Mathematics 2024-04-18 Andrew Lamperski , Tyler Lekang

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

Deep predictive models of neuronal activity have recently enabled several new discoveries about the selectivity and invariance of neurons in the visual cortex. These models learn a shared set of nonlinear basis functions, which are linearly…

Neurons and Cognition · Quantitative Biology 2024-06-19 Polina Turishcheva , Max Burg , Fabian H. Sinz , Alexander Ecker

Machine learning algorithms typically require abundant data under a stationary environment. However, environments are nonstationary in many real-world applications. Critical issues lie in how to effectively adapt models under an…

Machine Learning · Statistics 2020-06-29 Masaaki Takada , Hironori Fujisawa

This work develops a sparse and outlier-insensitive method to fit a one-dimensional subspace that can be used as a replacement for eigenvector methods such as principal component analysis (PCA). The method is insensitive to outlier…

Optimization and Control · Mathematics 2023-01-26 Xiao Ling , J. Paul Brooks

Logistic regression is commonly used for modeling dichotomous outcomes. In the classical setting, where the number of observations is much larger than the number of parameters, properties of the maximum likelihood estimator in logistic…

Machine Learning · Statistics 2019-11-14 Fariborz Salehi , Ehsan Abbasi , Babak Hassibi

It is a challenging problem that solving the \textit{multivariate linear model} (MLM) $\mathbf{A}\mathbf{x}=\mathbf{b}$ with the $\ell_1 $-norm approximation method such that $||\mathbf{A}\mathbf{x}-\mathbf{b}||_1$, the $\ell_1$-norm of the…

Optimization and Control · Mathematics 2025-05-21 Zhi-Qiang Feng , Hong-Yan Zhanga , Ji Ma , Daniel Delahaye , Ruo-Shi Yang , Man Liang

Consider the use of $\ell_{1}/\ell_{\infty}$-regularized regression for joint estimation of a $\pdim \times \numreg$ matrix of regression coefficients. We analyze the high-dimensional scaling of $\ell_1/\ell_\infty$-regularized quadratic…

Statistics Theory · Mathematics 2009-05-12 S. Negahban , M. J. Wainwright

Sparse learning has recently received increasing attention in many areas including machine learning, statistics, and applied mathematics. The mixed-norm regularization based on the L1/Lq norm with q > 1 is attractive in many applications of…

Machine Learning · Computer Science 2010-09-27 Jun Liu , Jieping Ye

From the statistical learning perspective, complexity control via explicit regularization is a necessity for improving the generalization of over-parameterized models. However, the impressive generalization performance of neural networks…

Machine Learning · Computer Science 2021-02-09 Taejong Joo , Uijung Chung
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