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Interpretable machine learning has demonstrated impressive performance while preserving explainability. In particular, neural additive models (NAM) offer the interpretability to the black-box deep learning and achieve state-of-the-art…

Machine Learning · Statistics 2022-02-28 Shiyun Xu , Zhiqi Bu , Pratik Chaudhari , Ian J. Barnett

We propose a practical method for $L_0$ norm regularization for neural networks: pruning the network during training by encouraging weights to become exactly zero. Such regularization is interesting since (1) it can greatly speed up…

Machine Learning · Statistics 2018-06-25 Christos Louizos , Max Welling , Diederik P. Kingma

Deep neural networks with lots of parameters are typically used for large-scale computer vision tasks such as image classification. This is a result of using dense matrix multiplications and convolutions. However, sparse computations are…

Computer Vision and Pattern Recognition · Computer Science 2016-11-22 Suraj Srinivas , Akshayvarun Subramanya , R. Venkatesh Babu

Solving l1 regularized optimization problems is common in the fields of computational biology, signal processing and machine learning. Such l1 regularization is utilized to find sparse minimizers of convex functions. A well-known example is…

Numerical Analysis · Computer Science 2016-07-04 Eran Treister , Javier S. Turek , Irad Yavneh

The sparse group lasso optimization problem is solved using a coordinate gradient descent algorithm. The algorithm is applicable to a broad class of convex loss functions. Convergence of the algorithm is established, and the algorithm is…

Machine Learning · Statistics 2013-02-07 Martin Vincent , Niels Richard Hansen

We study sparse group Lasso for high-dimensional double sparse linear regression, where the parameter of interest is simultaneously element-wise and group-wise sparse. This problem is an important instance of the simultaneously structured…

Statistics Theory · Mathematics 2022-05-10 T. Tony Cai , Anru R. Zhang , Yuchen Zhou

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

Feature selection is a critical component in predictive analytics that significantly affects the prediction accuracy and interpretability of models. Intrinsic methods for feature selection are built directly into model learning, providing a…

Machine Learning · Computer Science 2024-03-19 Theodor Stoecker , Nico Hambauer , Patrick Zschech , Mathias Kraus

A structured variable selection problem is considered in which the covariates, divided into predefined groups, activate according to sparse patterns with few nonzero entries per group. Capitalizing on the concept of atomic norm, a composite…

Machine Learning · Computer Science 2023-11-03 David Gregoratti , Xavier Mestre , Carlos Buelga

We study the problem of learning a sparse linear regression vector under additional conditions on the structure of its sparsity pattern. This problem is relevant in machine learning, statistics and signal processing. It is well known that a…

Machine Learning · Statistics 2015-03-17 Charles A. Micchelli , Jean M. Morales , Massimiliano Pontil

Feature selection with specific multivariate performance measures is the key to the success of many applications, such as image retrieval and text classification. The existing feature selection methods are usually designed for…

Machine Learning · Computer Science 2015-03-19 Qi Mao , Ivor W. Tsang

While deep neural networks (DNNs) have proven to be efficient for numerous tasks, they come at a high memory and computation cost, thus making them impractical on resource-limited devices. However, these networks are known to contain a…

Neural and Evolutionary Computing · Computer Science 2020-07-21 Anthony Berthelier , Yongzhe Yan , Thierry Chateau , Christophe Blanc , Stefan Duffner , Christophe Garcia

The $L_0$-regularized least squares problem (a.k.a. best subsets) is central to sparse statistical learning and has attracted significant attention across the wider statistics, machine learning, and optimization communities. Recent work has…

Computation · Statistics 2020-01-28 Hussein Hazimeh , Rahul Mazumder

There are proposals that extend the classical generalized additive models (GAMs) to accommodate high-dimensional data ($p>>n$) using group sparse regularization. However, the sparse regularization may induce excess shrinkage when estimating…

Methodology · Statistics 2022-07-07 Boyi Guo , Byron C. Jaeger , A. K. M. Fazlur Rahman , D. Leann Long , Nengjun Yi

Sparse logistic regression is for classification and feature selection simultaneously. Although many studies have been done to solve $\ell_1$-regularized logistic regression, there is no equivalently abundant work on solving sparse logistic…

Machine Learning · Computer Science 2023-10-13 Mengyuan Zhang , Kai Liu

Demanding sparsity in estimated models has become a routine practice in statistics. In many situations, we wish to require that the sparsity patterns attained honor certain problem-specific constraints. Hierarchical sparse modeling (HSM)…

Methodology · Statistics 2017-12-04 Xiaohan Yan , Jacob Bien

We develop a penalized likelihood estimation framework to estimate the structure of Gaussian Bayesian networks from observational data. In contrast to recent methods which accelerate the learning problem by restricting the search space, our…

Methodology · Statistics 2015-12-24 Bryon Aragam , Qing Zhou

In this paper, we propose a novel sparse learning based feature selection method that directly optimizes a large margin linear classification model sparsity with l_(2,p)-norm (0 < p < 1)subject to data-fitting constraints, rather than using…

Machine Learning · Computer Science 2015-04-03 Hanyang Peng , Yong Fan

We study the problem of estimating multiple linear regression equations for the purpose of both prediction and variable selection. Following recent work on multi-task learning Argyriou et al. [2008], we assume that the regression vectors…

Machine Learning · Statistics 2012-08-21 Karim Lounici , Massimiliano Pontil , Alexandre B. Tsybakov , Sara van de Geer

Predicting clinical variables from whole-brain neuroimages is a high dimensional problem that requires some type of feature selection or extraction. Penalized regression is a popular embedded feature selection method for high dimensional…

Methodology · Statistics 2018-02-27 Joanne C. Beer , Howard J. Aizenstein , Stewart J. Anderson , Robert T. Krafty
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