Related papers: A Highly Efficient Algorithm for Solving Exclusive…
We analyze the performance of a variant of Newton method with quadratic regularization for solving composite convex minimization problems. At each step of our method, we choose regularization parameter proportional to a certain power of the…
Feature selection and feature transformation, the two main ways to reduce dimensionality, are often presented separately. In this paper, a feature selection method is proposed by combining the popular transformation based dimensionality…
We consider the problem of computing a positive definite $p \times p$ inverse covariance matrix aka precision matrix $\theta=(\theta_{ij})$ which optimizes a regularized Gaussian maximum likelihood problem, with the elastic-net regularizer…
Deep neural networks (DNNs) have achieved extraordinary success in numerous areas. However, to attain this success, DNNs often carry a large number of weight parameters, leading to heavy costs of memory and computation resources.…
Finding an $\epsilon$-stationary point of a nonconvex function with a Lipschitz continuous Hessian is a central problem in optimization. Regularized Newton methods are a classical tool and have been studied extensively, yet they still face…
The group Lasso is an extension of the Lasso for feature selection on (predefined) non-overlapping groups of features. The non-overlapping group structure limits its applicability in practice. There have been several recent attempts to…
We introduce a novel algorithm for solving learning problems where both the loss function and the regularizer are non-convex but belong to the class of difference of convex (DC) functions. Our contribution is a new general purpose proximal…
Underpinning the success of deep learning is effective regularizations that allow a variety of priors in data to be modeled. For example, robustness to adversarial perturbations, and correlations between multiple modalities. However, most…
The need for fast sparse optimization is emerging, e.g., to deal with large-dimensional data-driven problems and to track time-varying systems. In the framework of linear sparse optimization, the iterative shrinkage-thresholding algorithm…
This paper analyzes regularization terms proposed recently for improving the adversarial robustness of deep neural networks (DNNs), from a theoretical point of view. Specifically, we study possible connections between several effective…
We focus on solving the clustered lasso problem, which is a least squares problem with the $\ell_1$-type penalties imposed on both the coefficients and their pairwise differences to learn the group structure of the regression parameters.…
Adversarial attacks have been widely studied for general classification tasks, but remain unexplored in the context of fine-grained recognition, where the inter-class similarities facilitate the attacker's task. In this paper, we identify…
The paper proposes and justifies a new algorithm of the proximal Newton type to solve a broad class of nonsmooth composite convex optimization problems without strong convexity assumptions. Based on advanced notions and techniques of…
We propose a fast proximal Newton-type algorithm for minimizing regularized finite sums that returns an $\epsilon$-suboptimal point in $\tilde{\mathcal{O}}(d(n + \sqrt{\kappa d})\log(\frac{1}{\epsilon}))$ FLOPS, where $n$ is number of…
In many high dimensional classification or regression problems set in a biological context, the complete identification of the set of informative features is often as important as predictive accuracy, since this can provide mechanistic…
This paper develops the proximal method of multipliers for a class of nonsmooth convex optimization. The method generates a sequence of minimization problems (subproblems). We show that the sequence of approximations to the solutions of the…
We examine the effect of the Group Lasso (gLasso) regularizer in selecting the salient nodes of Deep Neural Network (DNN) hidden layers by applying a DNN-HMM hybrid speech recognizer to TED Talks speech data. We test two types of gLasso…
We study regularized estimation in high-dimensional longitudinal classification problems, using the lasso and fused lasso regularizers. The constructed coefficient estimates are piecewise constant across the time dimension in the…
The network Lasso (nLasso) has been proposed recently as an efficient learning algorithm for massive networked data sets (big data over networks). It extends the well-known least absolute shrinkage and selection operator (Lasso) from…
Low-rank regularization (LRR) has been widely applied in various machine learning tasks, but the associated optimization is challenging. Directly optimizing the rank function under constraints is NP-hard in general. To overcome this…