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We present fast classification techniques for sparse generalized linear and additive models. These techniques can handle thousands of features and thousands of observations in minutes, even in the presence of many highly correlated…

Machine Learning · Computer Science 2022-11-01 Jiachang Liu , Chudi Zhong , Margo Seltzer , Cynthia Rudin

High-dimensional learning problems, where the number of features exceeds the sample size, often require sparse regularization for effective prediction and variable selection. While established for fully supervised data, these techniques…

Machine Learning · Computer Science 2026-01-01 The Tien Mai , Mai Anh Nguyen , Trung Nghia Nguyen

We consider multi-label prediction problems with large output spaces under the assumption of output sparsity -- that the target (label) vectors have small support. We develop a general theory for a variant of the popular error correcting…

Machine Learning · Computer Science 2009-06-02 Daniel Hsu , Sham M. Kakade , John Langford , Tong Zhang

Nowadays an increasing amount of data is available and we have to deal with models in high dimension (number of covariates much larger than the sample size). Under sparsity assumption it is reasonable to hope that we can make a good…

Statistics Theory · Mathematics 2014-01-23 Mélanie Blazère , Jean-Michel Loubes , Fabrice Gamboa

Sparse logistic regression is for classification and feature selection simultaneously. Although many studies have been done to solve $\ell_1$-regularized logistic regression, there is no equivalently abundant work on solving sparse logistic…

Machine Learning · Computer Science 2023-10-13 Mengyuan Zhang , Kai Liu

For the problem of multi-class linear classification and feature selection, we propose approximate message passing approaches to sparse multinomial logistic regression (MLR). First, we propose two algorithms based on the Hybrid Generalized…

Information Theory · Computer Science 2016-09-21 Evan Byrne , Philip Schniter

Generalised linear models for multi-class classification problems are one of the fundamental building blocks of modern machine learning tasks. In this manuscript, we characterise the learning of a mixture of $K$ Gaussians with generic means…

We study in this paper lower bounds for the generalization error of models derived from multi-layer neural networks, in the regime where the size of the layers is commensurate with the number of samples in the training data. We show that…

Machine Learning · Statistics 2022-07-08 Inbar Seroussi , Ofer Zeitouni

The main principle of stacked generalization (or Stacking) is using a second-level generalizer to combine the outputs of base classifiers in an ensemble. In this paper, we investigate different combination types under the stacking…

Machine Learning · Computer Science 2011-06-10 Mehmet Umut Sen , Hakan Erdogan

We address the problem of aggregating an ensemble of predictors with known loss bounds in a semi-supervised binary classification setting, to minimize prediction loss incurred on the unlabeled data. We find the minimax optimal predictions…

Machine Learning · Computer Science 2016-11-08 Akshay Balsubramani , Yoav Freund

Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. They were first dedicated to linear variable selection but numerous extensions have now emerged such as structured sparsity or kernel…

Machine Learning · Computer Science 2011-11-24 Francis Bach , Rodolphe Jenatton , Julien Mairal , Guillaume Obozinski

The multi-label classification framework, where each observation can be associated with a set of labels, has generated a tremendous amount of attention over recent years. The modern multi-label problems are typically large-scale in terms of…

Statistics Theory · Mathematics 2017-03-16 Evgenii Chzhen , Christophe Denis , Mohamed Hebiri , Joseph Salmon

High dimensional regression benefits from sparsity promoting regularizations. Screening rules leverage the known sparsity of the solution by ignoring some variables in the optimization, hence speeding up solvers. When the procedure is…

Machine Learning · Statistics 2015-11-19 Eugene Ndiaye , Olivier Fercoq , Alexandre Gramfort , Joseph Salmon

Multi-task learning has shown to significantly enhance the performance of multiple related learning tasks in a variety of situations. We present the fused logistic regression, a sparse multi-task learning approach for binary classification.…

Machine Learning · Statistics 2013-12-31 Venelin Mitov , Manfred Claassen

We present a novel approach to the formulation and the resolution of sparse Linear Discriminant Analysis (LDA). Our proposal, is based on penalized Optimal Scoring. It has an exact equivalence with penalized LDA, contrary to the multi-class…

Machine Learning · Computer Science 2012-07-03 Luis Francisco Sanchez Merchante , Yves Grandvalet , Gerrad Govaert

We consider the estimation of a sparse factor model where the factor loading matrix is assumed sparse. The estimation problem is reformulated as a penalized M-estimation criterion, while the restrictions for identifying the factor loading…

Statistics Theory · Mathematics 2025-01-23 Benjamin Poignard , Yoshikazu Terada

For the problem of binary linear classification and feature selection, we propose algorithmic approaches to classifier design based on the generalized approximate message passing (GAMP) algorithm, recently proposed in the context of…

Information Theory · Computer Science 2015-06-18 Justin Ziniel , Philip Schniter , Per Sederberg

Due to its linear complexity, naive Bayes classification remains an attractive supervised learning method, especially in very large-scale settings. We propose a sparse version of naive Bayes, which can be used for feature selection. This…

Machine Learning · Computer Science 2025-03-13 Armin Askari , Alexandre d'Aspremont , Laurent El Ghaoui

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…

Artificial Intelligence · Computer Science 2007-07-06 Onureena Banerjee , Laurent El Ghaoui , Alexandre d'Aspremont

Recent studies in the literature have paid much attention to the sparsity in linear classification tasks. One motivation of imposing sparsity assumption on the linear discriminant direction is to rule out the noninformative features, making…

Machine Learning · Statistics 2015-01-13 Dong Xia