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Blocking, a special case of rerandomization, is routinely implemented in the design stage of randomized experiments to balance the baseline covariates. This study proposes a regression adjustment method based on the least absolute shrinkage…
The least absolute shrinkage and selection operator (lasso) and ridge regression produce usually different estimates although input, loss function and parameterization of the penalty are identical. In this paper we look for ridge and lasso…
The adaptive Iterative Soft-Thresholding Algorithm (ISTA) has been a popular algorithm for finding a desirable solution to the LASSO problem without explicitly tuning the regularization parameter $\lambda$. Despite that the adaptive ISTA is…
Sparse coding is typically solved by iterative optimization techniques, such as the Iterative Shrinkage-Thresholding Algorithm (ISTA). Unfolding and learning weights of ISTA using neural networks is a practical way to accelerate estimation.…
Recently, the study on learned iterative shrinkage thresholding algorithm (LISTA) has attracted increasing attentions. A large number of experiments as well as some theories have proved the high efficiency of LISTA for solving sparse coding…
In an ordinary feature selection procedure, a set of important features is obtained by solving an optimization problem such as the Lasso regression problem, and we expect that the obtained features explain the data well. In this study,…
Stochastic optimization naturally appear in many application areas, including machine learning. Our goal is to go further in the analysis of the Stochastic Average Gradient Accelerated (SAGA) algorithm. To achieve this, we introduce a new…
It is known that the Thresholded Lasso (TL), SCAD or MCP correct intrinsic estimation bias of the Lasso. In this paper we propose an alternative method of improving the Lasso for predictive models with general convex loss functions which…
Least Absolute Shrinkage and Selection Operator or the Lasso, introduced by Tibshirani (1996), is a popular estimation procedure in multiple linear regression when underlying design has a sparse structure, because of its property that it…
We study a seemingly unexpected and relatively less understood overfitting aspect of a fundamental tool in sparse linear modeling - best subset selection, which minimizes the residual sum of squares subject to a constraint on the number of…
The lasso is a popular tool for sparse linear regression, especially for problems in which the number of variables p exceeds the number of observations n. But when p>n, the lasso criterion is not strictly convex, and hence it may not have a…
The Extreme Learning Machine (ELM) technique is a machine learning approach for constructing feed-forward neural networks with a single hidden layer and their models. The ELM model can be constructed while being trained by concurrently…
We analyze the performance of the least absolute shrinkage and selection operator (Lasso) for the linear model when the number of regressors $N$ grows larger keeping the true support size $d$ finite, i.e., the ultra-sparse case. The result…
The idea of unfolding iterative algorithms as deep neural networks has been widely applied in solving sparse coding problems, providing both solid theoretical analysis in convergence rate and superior empirical performance. However, for…
We compute approximate solutions to L0 regularized linear regression using L1 regularization, also known as the Lasso, as an initialization step. Our algorithm, the Lass-0 ("Lass-zero"), uses a computationally efficient stepwise search to…
In the field of big data analytics, the search for efficient subdata selection methods that enable robust statistical inferences with minimal computational resources is of high importance. A procedure prior to subdata selection could…
The purpose of this technical report is to review the main properties of an accelerated composite gradient (ACG) method commonly referred to as the Fast Iterative Shrinkage-Thresholding Algorithm (FISTA). In addition, we state a version of…
We consider ``one-at-a-time'' coordinate-wise descent algorithms for a class of convex optimization problems. An algorithm of this kind has been proposed for the $L_1$-penalized regression (lasso) in the literature, but it seems to have…
The fast iterative soft thresholding algorithm (FISTA) is used to solve convex regularized optimization problems in machine learning. Distributed implementations of the algorithm have become popular since they enable the analysis of large…
We propose a shrinkage procedure for simultaneous variable selection and estimation in generalized linear models (GLMs) with an explicit predictive motivation. The procedure estimates the coefficients by minimizing the Kullback-Leibler…