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Covariance selection seeks to estimate a covariance matrix by maximum likelihood while restricting the number of nonzero inverse covariance matrix coefficients. A single penalty parameter usually controls the tradeoff between log likelihood…

Optimization and Control · Mathematics 2010-10-12 Vijay Krishnamurthy , Alexandre d'Aspremont

By removing irrelevant and redundant features, feature selection aims to find a good representation of the original features. With the prevalence of unlabeled data, unsupervised feature selection has been proven effective in alleviating the…

Machine Learning · Computer Science 2024-03-25 Ziyuan Lin , Deanna Needell

Overfitting is one of the most critical challenges in deep neural networks, and there are various types of regularization methods to improve generalization performance. Injecting noises to hidden units during training, e.g., dropout, is…

Machine Learning · Computer Science 2017-11-10 Hyeonwoo Noh , Tackgeun You , Jonghwan Mun , Bohyung Han

In this work, we propose a method to efficiently find the regularization parameter for low-rank MMSE filters based on a Kronecker-product representation. We show that the regularization parameter is surprisingly linked to the problem of…

Machine Learning · Computer Science 2025-12-18 Daniel Gomes de Pinho Zanco , Leszek Szczecinski , Jacob Benesty , Eduardo Vinicius Kuhn

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

Parametric prediction error methods constitute a classical approach to the identification of linear dynamic systems with excellent large-sample properties. A more recent regularized approach, inspired by machine learning and Bayesian…

Systems and Control · Computer Science 2017-10-12 Johan Wågberg , Dave Zachariah , Thomas B. Schön

Regularization is a powerful technique for extracting useful information from noisy data. Typically, it is implemented by adding some sort of norm constraint to an objective function and then exactly optimizing the modified objective…

Data Structures and Algorithms · Computer Science 2011-04-28 Michael W. Mahoney , Lorenzo Orecchia

We consider the problem of learning a linear factor model. We propose a regularized form of principal component analysis (PCA) and demonstrate through experiments with synthetic and real data the superiority of resulting estimates to those…

Machine Learning · Computer Science 2013-05-31 Yi-Hao Kao , Benjamin Van Roy

We introduce a novel stochastic regularization technique for deep neural networks, which decomposes a layer into multiple branches with different parameters and merges stochastically sampled combinations of the outputs from the branches…

Machine Learning · Computer Science 2019-10-04 Wonpyo Park , Paul Hongsuck Seo , Bohyung Han , Minsu Cho

An important unresolved challenge in the theory of regularization is to set the regularization coefficients of popular techniques like the ElasticNet with general provable guarantees. We consider the problem of tuning the regularization…

Machine Learning · Computer Science 2024-01-17 Maria-Florina Balcan , Mikhail Khodak , Dravyansh Sharma , Ameet Talwalkar

We develop a robust convex algorithm to select the regularization parameter in model selection. In practice this would be automated in order to save practitioners time from having to tune it manually. In particular, we implement and test…

Optimization and Control · Mathematics 2014-12-03 Dustin Tran

Feature selection is one of the most decisive tools in understanding data and machine learning models. Among other methods, sparsity induced by $L^{1}$ penalty is one of the simplest and best studied approaches to this problem. Although…

Machine Learning · Computer Science 2020-07-09 Andrii Trelin , Aleš Procházka

Mitigating shortcuts, where models exploit spurious correlations in training data, remains a significant challenge for improving generalization. Regularization methods have been proposed to address this issue by enhancing model…

Machine Learning · Computer Science 2025-03-24 Haoyang Hong , Ioanna Papanikolaou , Sonali Parbhoo

Matrix regression plays an important role in modern data analysis due to its ability to handle complex relationships involving both matrix and vector variables. We propose a class of regularized regression models capable of predicting both…

Optimization and Control · Mathematics 2025-01-14 Meixia Lin , Ziyang Zeng , Yangjing Zhang

When recommending personalized top-$k$ items to users, how can we recommend the items diversely to them while satisfying their needs? Aggregately diversified recommender systems aim to recommend a variety of items across whole users without…

Information Retrieval · Computer Science 2022-11-03 Jongjin Kim , Hyunsik Jeon , Jaeri Lee , U Kang

This paper is concerned with the solution of large-scale linear discrete ill-posed problems with error-contaminated data. Tikhonov regularization is a popular approach to determine meaningful approximate solutions of such problems. The…

Numerical Analysis · Mathematics 2016-02-11 Guangxin Huang , Silvia Noschese , Lothar Reichel

Despite recent advances in regularisation theory, the issue of parameter selection still remains a challenge for most applications. In a recent work the framework of statistical learning was used to approximate the optimal Tikhonov…

Machine Learning · Statistics 2019-05-30 Ernesto de Vito , Zeljko Kereta , Valeria Naumova

Machine learning techniques are used in a wide range of domains. However, machine learning models often suffer from the problem of over-fitting. Many data augmentation methods have been proposed to tackle such a problem, and one of them is…

Machine Learning · Statistics 2021-06-21 Masanari Kimura

When solving rank-deficient or discrete ill-posed problems by regularization methods, the choice of the regularization parameter is crucial. It is also of interest, the regularization norm used in the selection of the solution. In this…

Numerical Analysis · Mathematics 2024-10-30 Ibrahima Dione

In high-dimensional data analysis, regularization methods pursuing sparsity and/or low rank have received a lot of attention recently. To provide a proper amount of shrinkage, it is typical to use a grid search and a model comparison…

Methodology · Statistics 2019-01-01 Yiyuan She , Hoang Tran