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Related papers: Sparse Regularization with the $\ell_0$ Norm

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In the field of data mining, how to deal with high-dimensional data is an inevitable problem. Unsupervised feature selection has attracted more and more attention because it does not rely on labels. The performance of spectral-based…

Machine Learning · Computer Science 2021-01-01 Zhengxin Li , Feiping Nie , Jintang Bian , Xuelong Li

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

Sparse feature selection is necessary when we fit statistical models, we have access to a large group of features, don't know which are relevant, but assume that most are not. Alternatively, when the number of features is larger than the…

Applications · Statistics 2017-04-04 Emiliano Diaz

Variable selection is a fundamental task in statistical data analysis. Sparsity-inducing regularization methods are a popular class of methods that simultaneously perform variable selection and model estimation. The central problem is a…

Machine Learning · Computer Science 2016-03-16 Hongbo Dong , Kun Chen , Jeff Linderoth

The concept of sparsity has been extensively applied for regularization in image reconstruction. Typically, sparsifying transforms are either pre-trained on ground-truth images or adaptively trained during the reconstruction. Thereby,…

Image and Video Processing · Electrical Eng. & Systems 2022-03-07 Andreas Kofler , Christian Wald , Tobias Schaeffter , Markus Haltmeier , Christoph Kolbitsch

This article aims to provide a comprehensive overview of sparse optimization, with a focus on both sparse signal recovery and sparse regularization techniques. We will begin by exploring the foundations of sparse optimization, delving into…

History and Overview · Mathematics 2026-01-13 Jun Lu

The importance of regularization has been well established in image reconstruction -- which is the computational inversion of imaging forward model -- with applications including deconvolution for microscopy, tomographic reconstruction,…

Image and Video Processing · Electrical Eng. & Systems 2021-06-29 Sanjay Viswanath , Manu Ghulyani , Muthuvel Arigovindan

In high-dimensional statistical inference, sparsity regularizations have shown advantages in consistency and convergence rates for coefficient estimation. We consider a generalized version of Sparse-Group Lasso which captures both…

Machine Learning · Statistics 2020-08-12 Xinyu Zhang

Within the statistical and machine learning literature, regularization techniques are often used to construct sparse (predictive) models. Most regularization strategies only work for data where all predictors are treated identically, such…

Computation · Statistics 2020-12-16 Sander Devriendt , Katrien Antonio , Tom Reynkens , Roel Verbelen

The $\ell_0$-constrained empirical risk minimization ($\ell_0$-ERM) is a promising tool for high-dimensional statistical estimation. The existing analysis of $\ell_0$-ERM estimator is mostly on parameter estimation and support recovery…

Statistics Theory · Mathematics 2020-01-22 Xiao-Tong Yuan , Ping Li

The least-square regression problems or inverse problems have been widely studied in many fields such as compressive sensing, signal processing, and image processing. To solve this kind of ill-posed problems, a regularization term (i.e.,…

Numerical Analysis · Mathematics 2014-05-12 Gang Liu , Ting-Zhu Huang , Xiao-Guang Lv , Jun Liu

Overparameterized neural networks can interpolate a given dataset in many different ways, prompting the fundamental question: which among these solutions should we prefer, and what explicit regularization strategies will provably yield…

Machine Learning · Statistics 2026-01-28 Julia Nakhleh , Robert D. Nowak

Modern technologies are producing a wealth of data with complex structures. For instance, in two-dimensional digital imaging, flow cytometry, and electroencephalography, matrix type covariates frequently arise when measurements are obtained…

Methodology · Statistics 2013-10-22 Hua Zhou , Lexin Li

In this short article we present the theory of sparse representations recovery in convex regularized optimization problems introduced in (Carioni and Del Grande, arXiv:2311.08072, 2023). We focus on the scenario where the unknowns belong to…

Optimization and Control · Mathematics 2024-06-17 Marcello Carioni , Leonardo Del Grande

We consider the empirical risk minimization problem for linear supervised learning, with regularization by structured sparsity-inducing norms. These are defined as sums of Euclidean norms on certain subsets of variables, extending the usual…

Machine Learning · Statistics 2011-11-23 Rodolphe Jenatton , Jean-Yves Audibert , Francis Bach

The choice of the parameter value for regularized inverse problems is critical to the results and remains a topic of interest. This article explores a criterion for selecting a good parameter value by maximizing the probability of the data,…

Numerical Analysis · Mathematics 2020-02-11 Toby Sanders , Rodrigo B. Platte , Robert D. Skeel

The convergence rate is analyzed for the SpaSRA algorithm (Sparse Reconstruction by Separable Approximation) for minimizing a sum $f (\m{x}) + \psi (\m{x})$ where $f$ is smooth and $\psi$ is convex, but possibly nonsmooth. It is shown that…

Optimization and Control · Mathematics 2009-12-10 William Hager , Dzung Phan , Hongchao Zhang

Large scale, streaming datasets are ubiquitous in modern machine learning. Streaming algorithms must be scalable, amenable to incremental training and robust to the presence of non-stationarity. In this work consider the problem of learning…

Machine Learning · Statistics 2017-12-15 Ricardo Pio Monti , Christoforos Anagnostopoulos , Giovanni Montana

We investigate implicit regularization schemes for gradient descent methods applied to unpenalized least squares regression to solve the problem of reconstructing a sparse signal from an underdetermined system of linear measurements under…

Machine Learning · Statistics 2019-09-12 Tomas Vaškevičius , Varun Kanade , Patrick Rebeschini

We propose a convex variational principle to find sparse representation of low-lying eigenspace of symmetric matrices. In the context of electronic structure calculation, this corresponds to a sparse density matrix minimization algorithm…

Mathematical Physics · Physics 2014-03-11 Rongjie Lai , Jianfeng Lu , Stanley Osher