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Deep neural networks have emerged as powerful tools for learning operators defined over infinite-dimensional function spaces. However, existing theories frequently encounter difficulties related to dimensionality and limited…

Machine Learning · Computer Science 2026-05-12 Jianfei Li , Shuo Huang , Han Feng , Ding-Xuan Zhou , Gitta Kutyniok

We present a new algorithmic framework for grouped variable selection that is based on discrete mathematical optimization. While there exist several appealing approaches based on convex relaxations and nonconvex heuristics, we focus on…

Methodology · Statistics 2021-10-19 Hussein Hazimeh , Rahul Mazumder , Peter Radchenko

Sparse regression and feature extraction are the cornerstones of knowledge discovery from massive data. Their goal is to discover interpretable and predictive models that provide simple relationships among scientific variables. While the…

Machine Learning · Computer Science 2024-01-17 Jeremy A. McCulloch , Skyler R. St. Pierre , Kevin Linka , Ellen Kuhl

In recent years, there is a growing interest in combining techniques attributed to the areas of Statistics and Machine Learning in order to obtain the benefits of both approaches. In this article, the statistical technique lasso for…

Machine Learning · Statistics 2023-09-08 David Delgado , Ernesto Curbelo , Danae Carreras

Sparse regularization techniques are well-established in machine learning, yet their application in neural networks remains challenging due to the non-differentiability of penalties like the $L_1$ norm, which is incompatible with stochastic…

Machine Learning · Computer Science 2025-02-10 Chris Kolb , Tobias Weber , Bernd Bischl , David Rügamer

This paper deals with the grouped variable selection problem. A widely used strategy is to augment the negative log-likelihood function with a sparsity-promoting penalty. Existing methods include the group Lasso, group SCAD, and group MCP.…

Methodology · Statistics 2023-11-14 Xiaoqian Liu , Aaron J. Molstad , Eric C. Chi

We consider the problem of sparse variable selection in nonparametric additive models, with the prior knowledge of the structure among the covariates to encourage those variables within a group to be selected jointly. Previous works either…

Machine Learning · Computer Science 2012-06-22 Junming Yin , Xi Chen , Eric Xing

Sparse linear models are one of several core tools for interpretable machine learning, a field of emerging importance as predictive models permeate decision-making in many domains. Unfortunately, sparse linear models are far less flexible…

Machine Learning · Statistics 2024-01-03 Ryan Thompson , Amir Dezfouli , Robert Kohn

Feature selection that selects an informative subset of variables from data not only enhances the model interpretability and performance but also alleviates the resource demands. Recently, there has been growing attention on feature…

Neural and Evolutionary Computing · Computer Science 2023-03-15 Zahra Atashgahi , Xuhao Zhang , Neil Kichler , Shiwei Liu , Lu Yin , Mykola Pechenizkiy , Raymond Veldhuis , Decebal Constantin Mocanu

Within the statistical and machine learning literature, regularization techniques are often used to construct sparse (predictive) models. Most regularization strategies only work for data where all predictors are treated identically, such…

Computation · Statistics 2020-12-16 Sander Devriendt , Katrien Antonio , Tom Reynkens , Roel Verbelen

The extensive need for computational resources poses a significant obstacle to deploying large-scale Deep Neural Networks (DNN) on devices with constrained resources. At the same time, studies have demonstrated that a significant number of…

Machine Learning · Computer Science 2024-08-27 Yehonathan Refael , Iftach Arbel , Wasim Huleihel

Multitask learning can be effective when features useful in one task are also useful for other tasks, and the group lasso is a standard method for selecting a common subset of features. In this paper, we are interested in a less restrictive…

Machine Learning · Computer Science 2013-11-25 Nikhil Rao , Christopher Cox , Robert Nowak , Timothy Rogers

Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…

Data Structures and Algorithms · Computer Science 2023-05-29 Jonathan Kelner , Frederic Koehler , Raghu Meka , Dhruv Rohatgi

In this paper, we review state-of-the-art methods for feature selection in statistics with an application-oriented eye. Indeed, sparsity is a valuable property and the profusion of research on the topic might have provided little guidance…

Methodology · Statistics 2021-11-08 Dimitris Bertsimas , Jean Pauphilet , Bart Van Parys

Radiogenomics is an emerging field in cancer research that combines medical imaging data with genomic data to predict patients clinical outcomes. In this paper, we propose a multivariate sparse group lasso joint model to integrate imaging…

Methodology · Statistics 2022-06-06 Tiantian Zeng , Md Selim , Jie Zhang , Arnold Stromberg , Jin Chen , Chi Wang

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…

Machine Learning · Computer Science 2020-03-02 Yuxin Sun , Benny Chain , Samuel Kaski , John Shawe-Taylor

Recent work has focused on the problem of conducting linear regression when the number of covariates is very large, potentially greater than the sample size. To facilitate this, one useful tool is to assume that the model can be well…

Methodology · Statistics 2011-11-21 Zhou Fang

Sparse Neural Networks (SNNs) have emerged as powerful tools for efficient feature selection. Leveraging the dynamic sparse training (DST) algorithms within SNNs has demonstrated promising feature selection capabilities while drastically…

For various applications, the relations between the dependent and independent variables are highly nonlinear. Consequently, for large scale complex problems, neural networks and regression trees are commonly preferred over linear models…

Machine Learning · Computer Science 2017-05-23 Samet Oymak , Mehrdad Mahdavi , Jiasi Chen

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