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We consider a class of sparse learning problems in high dimensional feature space regularized by a structured sparsity-inducing norm which incorporates prior knowledge of the group structure of the features. Such problems often pose a…

Optimization and Control · Mathematics 2014-02-11 Zhiwei Qin , Donald Goldfarb

Regularization is a popular technique to solve the overfitting problem of machine learning algorithms. Most regularization technique relies on parameter selection of the regularization coefficient. Plug-in method and cross-validation…

Machine Learning · Computer Science 2022-05-24 Hao Wang

We consider the sparse optimization problem with nonlinear constraints and an objective function, which is given by the sum of a general smooth mapping and an additional term defined by the $ \ell_0 $-quasi-norm. This term is used to obtain…

Optimization and Control · Mathematics 2022-10-19 Christian Kanzow , Alexandra Schwarz , Felix Weiß

In this paper, we study the effect of different regularizers and their implications in high dimensional image classification and sparse linear unmixing. Although kernelization or sparse methods are globally accepted solutions for processing…

Machine Learning · Statistics 2016-11-03 Devis Tuia , Remi Flamary , Michel Barlaud

Convex $\ell_1$ regularization using an infinite dictionary of neurons has been suggested for constructing neural networks with desired approximation guarantees, but can be affected by an arbitrary amount of over-parametrization. This can…

Optimization and Control · Mathematics 2022-06-01 Konstantin Pieper , Armenak Petrosyan

Classical approach to regularization is to design norms enhancing smoothness or sparsity and then to use this norm or some power of this norm as a regularization function. The choice of the regularization function (for instance a power…

Statistics Theory · Mathematics 2018-05-21 Raphaël Deswarte , Guillaume Lecué

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

We consider the problem of recovering elements of a low-dimensional model from under-determined linear measurements. To perform recovery, we consider the minimization of a convex regularizer subject to a data fit constraint. Given a model,…

Signal Processing · Electrical Eng. & Systems 2024-04-22 Yann Traonmilin , Rémi Gribonval , Samuel Vaiter

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

Lasso, or $\ell^1$ regularized least squares, has been explored extensively for its remarkable sparsity properties. It is shown in this paper that the solution to Lasso, in addition to its sparsity, has robustness properties: it is the…

Information Theory · Computer Science 2008-11-13 Huan Xu , Constantine Caramanis , Shie Mannor

We study the problem of estimating multiple predictive functions from a dictionary of basis functions in the nonparametric regression setting. Our estimation scheme assumes that each predictive function can be estimated in the form of a…

Machine Learning · Computer Science 2012-06-05 Jianhui Chen , Jieping Ye

Regularization is a well studied problem in the context of neural networks. It is usually used to improve the generalization performance when the number of input samples is relatively small or heavily contaminated with noise. The…

Artificial Intelligence · Computer Science 2011-04-19 Salah Rifai , Xavier Glorot , Yoshua Bengio , Pascal Vincent

The reconstruction of low-rank matrix from its noisy observation finds its usage in many applications. It can be reformulated into a constrained nuclear norm minimization problem, where the bound $\eta$ of the constraint is explicitly given…

Optimization and Control · Mathematics 2022-04-14 Kexin Li , Hongwei Li , Raymond H. Chan , You-wei Wen

We consider the problem of learning a sparse graph under the Laplacian constrained Gaussian graphical models. This problem can be formulated as a penalized maximum likelihood estimation of the Laplacian constrained precision matrix. Like in…

Machine Learning · Computer Science 2023-09-06 Jiaxi Ying , José Vinícius de M. Cardoso , Daniel P. Palomar

Using the $\ell_1$-norm to regularize the estimation of the parameter vector of a linear model leads to an unstable estimator when covariates are highly correlated. In this paper, we introduce a new penalty function which takes into account…

Machine Learning · Computer Science 2011-09-14 Edouard Grave , Guillaume Obozinski , Francis Bach

In this work we are interested in the problems of supervised learning and variable selection when the input-output dependence is described by a nonlinear function depending on a few variables. Our goal is to consider a sparse nonparametric…

Machine Learning · Statistics 2012-08-14 Lorenzo Rosasco , Silvia Villa , Sofia Mosci , Matteo Santoro , Alessandro verri

As a tractable approach, regularization is frequently adopted in sparse optimization. This gives rise to the regularized optimization, aiming at minimizing the $\ell_0$ norm or its continuous surrogates that characterize the sparsity. From…

Optimization and Control · Mathematics 2021-11-17 Shenglong Zhou , Lili Pan , Naihua Xiu

We study inexact fixed-point proximity algorithms for solving a class of sparse regularization problems involving the $\ell_0$ norm. Specifically, the $\ell_0$ model has an objective function that is the sum of a convex fidelity term and a…

Optimization and Control · Mathematics 2024-04-30 Ronglong Fang , Yuesheng Xu , Mingsong Yan

The convergence rates results in $\ell^1$-regularization when the sparsity assumption is narrowly missed, presented by Burger et al. (2013 Inverse Problems 29 025013), are based on a crucial condition which requires that all basis elements…

Numerical Analysis · Mathematics 2015-08-05 Stephan W. Anzengruber , Bernd Hofmann , Ronny Ramlau

Learning sparse models from data is an important task in all those frameworks where relevant information should be identified within a large dataset. This can be achieved by formulating and solving suitable sparsity promoting optimization…

Optimization and Control · Mathematics 2025-02-18 V. Cerone , S. M. Fosson , D. Regruto , A. Salam