Related papers: Sparsest Univariate Learning Models Under Lipschit…
In this work, we propose an optimization framework for estimating a sparse robust one-dimensional subspace. Our objective is to minimize both the representation error and the penalty, in terms of the l1-norm criterion. Given that the…
We develop a finite-sample optimal estimator for regression discontinuity design when the outcomes are bounded, including binary outcomes as the leading case. Our estimator achieves minimax mean squared error among linear shrinkage…
In this paper, we analyze the properties of invertible neural networks, which provide a way of solving inverse problems. Our main focus lies on investigating and controlling the Lipschitz constants of the corresponding inverse networks.…
We present the framework of slowly varying regression under sparsity, allowing sparse regression models to exhibit slow and sparse variations. The problem of parameter estimation is formulated as a mixed-integer optimization problem. We…
In the context of sparse recovery, it is known that most of existing regularizers such as $\ell_1$ suffer from some bias incurred by some leading entries (in magnitude) of the associated vector. To neutralize this bias, we propose a class…
We investigate robustness of deep feed-forward neural networks when input data are subject to random uncertainties. More specifically, we consider regularization of the network by its Lipschitz constant and emphasize its role. We highlight…
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…
We consider machine learning, particularly regression, using locally-differentially private datasets. The Wasserstein distance is used to define an ambiguity set centered at the empirical distribution of the dataset corrupted by local…
Deep learning has non-convex loss landscape and its optimization dynamics is hard to analyze or control. Nevertheless, the dynamics can be empirically convex-like across various tasks, models, optimizers, hyperparameters, etc. In this work,…
We consider a minimization problem whose objective function is the sum of a fidelity term, not necessarily convex, and a regularization term defined by a positive regularization parameter $\lambda$ multiple of the $\ell_0$ norm composed…
As application demands for online convex optimization accelerate, the need for designing new methods that simultaneously cover a large class of convex functions and impose the lowest possible regret is highly rising. Known online…
In this paper, we study the problem of optimizing a two-layer artificial neural network that best fits a training dataset. We look at this problem in the setting where the number of parameters is greater than the number of sampled points.…
We investigate to what extent it is possible to solve linear inverse problems with $ReLu$ networks. Due to the scaling invariance arising from the linearity, an optimal reconstruction function $f$ for such a problem is positive homogeneous,…
In this work, we propose a computationally efficient algorithm for the problem of global optimization in univariate loss functions. For the performance evaluation, we study the cumulative regret of the algorithm instead of the simple regret…
The Minimum Description Length (MDL) principle states that the optimal model for a given data set is that which compresses it best. Due to practial limitations the model can be restricted to a class such as linear regression models, which…
Softening material models are known to trigger spurious localizations.This may be shown theoretically by the existence of solutions with zero dissipation when localization occurs and numerically with spurious mesh dependency and…
This study introduces a novel approach to ensure the existence and uniqueness of optimal parameters in neural networks. The paper details how a recurrent neural networks (RNN) can be transformed into a contraction in a domain where its…
We derive sharp performance bounds for least squares regression with $L_1$ regularization from parameter estimation accuracy and feature selection quality perspectives. The main result proved for $L_1$ regularization extends a similar…
This paper presents a tractable algorithm for estimating an unknown Lipschitz function from noisy observations and establishes an upper bound on its convergence rate. The approach extends max-affine methods from convex shape-restricted…
We consider the inverse problem of recovering a continuous-domain function from a finite number of noisy linear measurements. The unknown signal is modeled as the sum of a slowly varying trend and a periodic or quasi-periodic seasonal…