Related papers: HARFE: Hard-Ridge Random Feature Expansion

Stochastic optimization algorithms update models with cheap per-iteration costs sequentially, which makes them amenable for large-scale data analysis. Such algorithms have been widely studied for structured sparse models where the sparsity…

We investigate fast methods that allow to quickly eliminate variables (features) in supervised learning problems involving a convex loss function and a $l_1$-norm penalty, leading to a potentially substantial reduction in the number of…

Sparse approximations using highly over-complete dictionaries is a state-of-the-art tool for many imaging applications including denoising, super-resolution, compressive sensing, light-field analysis, and object recognition. Unfortunately,…

Random stepped frequency (RSF) radar, which transmits random-frequency pulses, can suppress the range ambiguity, improve convert detection, and possess excellent electronic counter-countermeasures (ECCM) ability [1]. In this paper, we apply…

Learned sparse document representations using a transformer-based neural model has been found to be attractive in both relevance effectiveness and time efficiency. This paper describes a representation sparsification scheme based on hard…

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…

We suggest a new method, called Functional Additive Regression, or FAR, for efficiently performing high-dimensional functional regression. FAR extends the usual linear regression model involving a functional predictor, $X(t)$, and a scalar…

We propose a method for synthesizing high range resolution profiles (HRRP) using stepped frequency waveform (SFW) processing. Conventional SFW radars sweep over the available spectrum linearly to achieve high resolution from their…

The high-dimensional rank lasso (hdr lasso) model is an efficient approach to deal with high-dimensional data analysis. It was proposed as a tuning-free robust approach for the high-dimensional regression and was demonstrated to enjoy…

We propose a novel sparse sliced inverse regression method based on random projections in a large $p$ small $n$ setting. Embedded in a generalized eigenvalue framework, the proposed approach finally reduces to parallel execution of…

Sparse regression and variable selection for large-scale data have been rapidly developed in the past decades. This work focuses on sparse ridge regression, which enforces the sparsity by use of the L0 norm. We first prove that the…

In this paper, a sparse-based method for the estimation of the parameters of multidimensional ($R$-D) modal (harmonic or damped) complex signals in noise is presented. The problem is formulated as $R$ simultaneous sparse approximations of…

Scaled sparse linear regression jointly estimates the regression coefficients and noise level in a linear model. It chooses an equilibrium with a sparse regression method by iteratively estimating the noise level via the mean residual…

The question of fast convergence in the classical problem of high dimensional linear regression has been extensively studied. Arguably, one of the fastest procedures in practice is Iterative Hard Thresholding (IHT). Still, IHT relies…

Motivated by the need for efficient estimation of conditional expectations, we consider a least-squares function approximation problem with heavily polluted data. Existing methods that are effective in the small-noise regime are suboptimal…

We introduce a new algorithm, called adaptive sparse backfitting algorithm, for solving high dimensional Sparse Additive Model (SpAM) utilizing symmetric, non-negative definite smoothers. Unlike the previous sparse backfitting algorithm,…

In this paper we propose the Highly Adaptive Ridge (HAR): a regression method that achieves a $n^{-1/3}$ dimension-free L2 convergence rate in the class of right-continuous functions with square-integrable sectional derivatives. This is a…

While the harmonic function solution performs well in many semi-supervised learning (SSL) tasks, it is known to scale poorly with the number of samples. Recent successful and scalable methods, such as the eigenfunction method focus on…

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.…

Image super-resolution (SR) is one of the long-standing and active topics in image processing community. A large body of works for image super resolution formulate the problem with Bayesian modeling techniques and then obtain its…