Related papers: Sparse Graph Learning Under Laplacian-Related Cons…
Sparsity-constrained optimization is an important and challenging problem that has wide applicability in data mining, machine learning, and statistics. In this paper, we focus on sparsity-constrained optimization in cases where the cost…
The $q$-parameterized magnetic Laplacian serves as the foundation of directed graph (digraph) convolution, enabling this kind of digraph neural network (MagDG) to encode node features and structural insights by complex-domain message…
Several invariants of polarized metrized graphs and their applications in Arithmetic Geometry are studied recently. In this paper, we give fast algorithms to compute these invariants by expressing them in terms of the discrete Laplacian…
The popular Lasso approach for sparse estimation can be derived via marginalization of a joint density associated with a particular stochastic model. A different marginalization of the same probabilistic model leads to a different…
Stratified models are models that depend in an arbitrary way on a set of selected categorical features, and depend linearly on the other features. In a basic and traditional formulation a separate model is fit for each value of the…
In this paper we analyze several inexact fast augmented Lagrangian methods for solving linearly constrained convex optimization problems. Mainly, our methods rely on the combination of excessive-gap-like smoothing technique developed in…
From a dual perspective of the sparse representation model, Nam et al. proposed the cosparse analysis model. In this paper, we aim to investigate the convergence of the alternating direction method of multipliers (ADMM) for the cosparse…
We consider the problem of sparse estimation via a lasso-type penalized likelihood procedure in a factor analysis model. Typically, the model estimation is done under the assumption that the common factors are orthogonal (uncorrelated).…
We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to solve a maximum likelihood problem with an added l_1-norm…
Learning graphical structures based on Directed Acyclic Graphs (DAGs) is a challenging problem, partly owing to the large search space of possible graphs. A recent line of work formulates the structure learning problem as a continuous…
We propose an efficient algorithm for the generalized sparse coding (SC) inference problem. The proposed framework applies to both the single dictionary setting, where each data point is represented as a sparse combination of the columns of…
It is well-known that the statistical performance of Lasso can suffer significantly when the covariates of interest have strong correlations. In particular, the prediction error of Lasso becomes much worse than computationally inefficient…
In [1], the distributed linear-quadratic problem with fixed communication topology (DFT-LQ) and the sparse feedback LQ problem (SF-LQ) are formulated into a nonsmooth and nonconvex optimization problem with affine constraints. Moreover, a…
This paper considers the problem of distributed model fitting using the alternating directions method of multipliers (ADMM). ADMM splits the learning problem into several smaller subproblems, usually by partitioning the data samples. The…
This paper proposes a partially inexact alternating direction method of multipliers for computing approximate solution of a linearly constrained convex optimization problem. This method allows its first subproblem to be solved inexactly…
Many Machine Learning algorithms are formulated as regularized optimization problems, but their performance hinges on a regularization parameter that needs to be calibrated to each application at hand. In this paper, we propose a general…
Motivated by recent work on stochastic gradient descent methods, we develop two stochastic variants of greedy algorithms for possibly non-convex optimization problems with sparsity constraints. We prove linear convergence in expectation to…
We consider the problem of estimating sparse graphs by a lasso penalty applied to the inverse covariance matrix. Using a coordinate descent procedure for the lasso, we develop a simple algorithm that is remarkably fast: in the worst cases,…
This paper considers the problem of identifying multivariate autoregressive (AR) sparse plus low-rank graphical models. Based on the corresponding problem formulation recently presented, we use the alternating direction method of…
We explore the problem of inferring the graph Laplacian of a weighted, undirected network from snapshots of a single or multiple discrete-time consensus dynamics, subject to parameter uncertainty, taking place on the network. Specifically,…