Related papers: Algorithms for Sparse Support Vector Machines

Incorporating sparsity priors in learning tasks can give rise to simple, and interpretable models for complex high dimensional data. Sparse models have found widespread use in structure discovery, recovering data from corruptions, and a…

Deep neural networks achieve state-of-the-art performance in a variety of tasks by extracting a rich set of features from unstructured data, however this performance is closely tied to model size. Modern techniques for inducing sparsity and…

Given $n$ noisy samples with $p$ dimensions, where $n \ll p$, we show that the multi-step thresholding procedure based on the Lasso -- we call it the {\it Thresholded Lasso}, can accurately estimate a sparse vector $\beta \in \R^p$ in a…

It is well known that $\ell_1$ minimization can be used to recover sufficiently sparse unknown signals from compressed linear measurements. In fact, exact thresholds on the sparsity, as a function of the ratio between the system dimensions,…

Sparsity-inducing penalties are useful tools to design multiclass support vector machines (SVMs). In this paper, we propose a convex optimization approach for efficiently and exactly solving the multiclass SVM learning problem involving a…

Many real world practical problems can be formulated as $\ell_{0}$-minimization problems with nonnegativity constraints, which seek the sparsest nonnegative signals to underdetermined linear systems. They have been widely applied in signal…

We propose a new algorithm for recovery of sparse signals from their compressively sensed samples. The proposed algorithm benefits from the strategy of gradual movement to estimate the positions of non-zero samples of sparse signal. We…

The l1/l2 ratio regularization function has shown good performance for retrieving sparse signals in a number of recent works, in the context of blind deconvolution. Indeed, it benefits from a scale invariance property much desirable in the…

We describe a probabilistic, {\it sublinear} runtime, measurement-optimal system for model-based sparse recovery problems through dimensionality reducing, {\em dense} random matrices. Specifically, we obtain a linear sketch $u\in \R^M$ of a…

Detection of a signal under noise is a classical signal processing problem. When monitoring spatial phenomena under a fixed budget, i.e., either physical, economical or computational constraints, the selection of a subset of available…

One of the crucial tasks in many inference problems is the extraction of sparse information out of a given number of high-dimensional measurements. In machine learning, this is frequently achieved using, as a penality term, the $L_p$ norm…

We consider a sparse high dimensional regression model where the goal is to recover a $k$-sparse unknown vector $\beta^*$ from $n$ noisy linear observations of the form $Y=X\beta^*+W \in \mathbb{R}^n$ where $X \in \mathbb{R}^{n \times p}$…

We consider a class of constrained optimization problems with a possibly nonconvex non-Lipschitz objective and a convex feasible set being the intersection of a polyhedron and a possibly degenerate ellipsoid. Such problems have a wide range…

Sparse regularization is a central technique for both machine learning (to achieve supervised features selection or unsupervised mixture learning) and imaging sciences (to achieve super-resolution). Existing performance guaranties assume a…

Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. While naturally cast as a combinatorial optimization problem, variable or feature selection admits a convex relaxation through the…

This paper aims to build an estimate of an unknown density of the data with measurement error as a linear combination of functions from a dictionary. Inspired by the penalization approach, we propose the weighted Elastic-net penalized…

In Compressed Sensing, a real-valued sparse vector has to be recovered from an underdetermined system of linear equations. In many applications, however, the elements of the sparse vector are drawn from a finite set. Adapted algorithms…

In this paper we discuss the variable selection method from \ell0-norm constrained regression, which is equivalent to the problem of finding the best subset of a fixed size. Our study focuses on two aspects, consistency and computation. We…

Neural networks are usually not the tool of choice for nonparametric high-dimensional problems where the number of input features is much larger than the number of observations. Though neural networks can approximate complex multivariate…

Nonconvex penalty methods for sparse modeling in linear regression have been a topic of fervent interest in recent years. Herein, we study a family of nonconvex penalty functions that we call the trimmed Lasso and that offers exact control…