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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

For the problem of sparse recovery, it is widely accepted that nonconvex minimizations are better than $\ell_1$ penalty in enhancing the sparsity of solution. However, to date, the theory verifying that nonconvex penalties outperform (or…

Optimization and Control · Mathematics 2019-02-15 Hoang Tran , Clayton Webster

Neural networks have shown tremendous potential for reconstructing high-resolution images in inverse problems. The non-convex and opaque nature of neural networks, however, hinders their utility in sensitive applications such as medical…

Machine Learning · Computer Science 2020-12-10 Arda Sahiner , Morteza Mardani , Batu Ozturkler , Mert Pilanci , John Pauly

We propose a sparse regression method based on the non-concave penalized density power divergence loss function which is robust against infinitesimal contamination in very high dimensionality. Present methods of sparse and robust regression…

Methodology · Statistics 2021-05-18 Abhik Ghosh , Subhabrata Majumdar

In this paper we study the convex envelopes of a new class of functions. Using this approach, we are able to unify two important classes of regularizers from unbiased non-convex formulations and weighted nuclear norm penalties. This opens…

Optimization and Control · Mathematics 2021-03-18 Marcus Valtonen Örnhag , Carl Olsson , Anders Heyden

Sparsity inducing regularization is an important part for learning over-complete visual representations. Despite the popularity of $\ell_1$ regularization, in this paper, we investigate the usage of non-convex regularizations in this…

Machine Learning · Computer Science 2017-11-09 Jianqiao Wangni , Dahua Lin

Regularization plays an important role in solving ill-posed problems by adding extra information about the desired solution, such as sparsity. Many regularization terms usually involve some vector norm, e.g., $L_1$ and $L_2$ norms. In this…

Numerical Analysis · Mathematics 2021-03-10 Weihong Guo , Yifei Lou , Jing Qin , Ming Yan

We propose to learn non-convex regularizers with a prescribed upper bound on their weak-convexity modulus. Such regularizers give rise to variational denoisers that minimize a convex energy. They rely on few parameters (less than 15,000)…

Image and Video Processing · Electrical Eng. & Systems 2023-12-21 Alexis Goujon , Sebastian Neumayer , Michael Unser

Model selection and sparse recovery are two important problems for which many regularization methods have been proposed. We study the properties of regularization methods in both problems under the unified framework of regularized least…

Statistics Theory · Mathematics 2009-09-03 Jinchi Lv , Yingying Fan

This paper proposes a unified framework for designing robustness in optimization under uncertainty using gauge sets, convex sets that generalize distance and capture how distributions may deviate from a nominal reference. Representing…

Optimization and Control · Mathematics 2026-01-26 Ningji Wei , Xian Yu , Peter Zhang

Inverse problems and regularization theory is a central theme in contemporary signal processing, where the goal is to reconstruct an unknown signal from partial indirect, and possibly noisy, measurements of it. A now standard method for…

Optimization and Control · Mathematics 2014-12-09 Samuel Vaiter , Gabriel Peyré , Jalal M. Fadili

We propose a new class of nonconvex penalty functions, based on data depth functions, for multitask sparse penalized regression. These penalties quantify the relative position of rows of the coefficient matrix from a fixed distribution…

Methodology · Statistics 2018-05-08 Subhabrata Majumdar , Snigdhansu Chatterjee

In this paper, we develop a randomized algorithm and theory for learning a sparse model from large-scale and high-dimensional data, which is usually formulated as an empirical risk minimization problem with a sparsity-inducing regularizer.…

Machine Learning · Computer Science 2016-10-18 Lijun Zhang , Tianbao Yang , Rong Jin , Zhi-Hua Zhou

In recent years, mixup regularization has gained popularity as an effective way to improve the generalization performance of deep learning models by training on convex combinations of training data. While many mixup variants have been…

Machine Learning · Computer Science 2025-06-16 Yousef El-Laham , Niccolò Dalmasso , Svitlana Vyetrenko , Vamsi K. Potluru , Manuela Veloso

Convex clustering, a convex relaxation of k-means clustering and hierarchical clustering, has drawn recent attentions since it nicely addresses the instability issue of traditional nonconvex clustering methods. Although its computational…

Methodology · Statistics 2019-01-01 Binhuan Wang , Yilong Zhang , Will Wei Sun , Yixin Fang

Inspired by several real-life applications in audio processing and medical image analysis, where the quantity of interest is generated by several sources to be accurately modeled and separated, as well as by recent advances in…

Numerical Analysis · Mathematics 2016-09-21 Markus Grasmair , Valeriya Naumova

Iterative regularization exploits the implicit bias of an optimization algorithm to regularize ill-posed problems. Constructing algorithms with such built-in regularization mechanisms is a classic challenge in inverse problems but also in…

Optimization and Control · Mathematics 2022-02-02 Cesare Molinari , Mathurin Massias , Lorenzo Rosasco , Silvia Villa

This paper addresses the task of learning convex regularizers to guide the reconstruction of images from limited data. By imposing that the reconstruction be amplitude-equivariant, we narrow down the class of admissible functionals to those…

Machine Learning · Statistics 2026-01-19 Michael Unser , Stanislas Ducotterd

Our work is focused on the joint sparsity recovery problem where the common sparsity pattern is corrupted by Poisson noise. We formulate the confidence-constrained optimization problem in both least squares (LS) and maximum likelihood (ML)…

Machine Learning · Statistics 2013-10-10 E. Chunikhina , R. Raich , T. Nguyen

This paper presents a novel hybrid algorithm for minimizing the sum of a continuously differentiable loss function and a nonsmooth, possibly nonconvex, sparse regularization function. The proposed method alternates between solving a…

Optimization and Control · Mathematics 2025-04-01 Hao Wang , Xiangyu Yang , Yichen Zhu