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We present a novel binary convex reformulation of the sparse regression problem that constitutes a new duality perspective. We devise a new cutting plane method and provide evidence that it can solve to provable optimality the sparse…

Optimization and Control · Mathematics 2017-09-29 Dimitris Bertsimas , Bart Van Parys

Motivated by recent work on stochastic gradient descent methods, we develop two stochastic variants of greedy algorithms for possibly non-convex optimization problems with sparsity constraints. We prove linear convergence in expectation to…

Numerical Analysis · Mathematics 2014-07-02 Nam Nguyen , Deanna Needell , Tina Woolf

Sparsity-based methods are widely used in machine learning, statistics, and signal processing. There is now a rich class of structured sparsity approaches that expand the modeling power of the sparsity paradigm and incorporate constraints…

Data Structures and Algorithms · Computer Science 2017-12-22 Aleksander Mądry , Slobodan Mitrović , Ludwig Schmidt

We present a general framework that utilizes different efficient data structures to improve various sparsification problems involving an iterative process. We also provide insights and characterization for different iterative process, and…

Data Structures and Algorithms · Computer Science 2022-04-08 Zhao Song , Zhaozhuo Xu , Lichen Zhang

In this paper, we introduce the concept of sparse bilinear logistic regression for decision problems involving explanatory variables that are two-dimensional matrices. Such problems are common in computer vision, brain-computer interfaces,…

Optimization and Control · Mathematics 2014-04-17 Jianing V. Shi , Yangyang Xu , Richard G. Baraniuk

Ising machines are a promising non-von-Neumann computational concept for neural network training and combinatorial optimization. However, while various neural networks can be implemented with Ising machines, their inability to perform fast…

Applied Physics · Physics 2022-10-05 Fabian Böhm , Diego Alonso-Urquijo , Guy Verschaffelt , Guy Van der Sande

Sparse Gaussian Processes are a key component of high-throughput Bayesian Optimisation (BO) loops; however, we show that existing methods for allocating their inducing points severely hamper optimisation performance. By exploiting the…

Machine Learning · Computer Science 2023-02-24 Henry B. Moss , Sebastian W. Ober , Victor Picheny

This paper investigates the fundamental limits for detecting a high-dimensional sparse matrix contaminated by white Gaussian noise from both the statistical and computational perspectives. We consider $p\times p$ matrices whose rows and…

Statistics Theory · Mathematics 2018-01-03 T. Tony Cai , Yihong Wu

As the size of datasets used in statistical learning continues to grow, distributed training of models has attracted increasing attention. These methods partition the data and exploit parallelism to reduce memory and runtime, but suffer…

Machine Learning · Computer Science 2024-07-10 Fred Lu , Ryan R. Curtin , Edward Raff , Francis Ferraro , James Holt

Ising machines are specialized computers for finding the lowest energy states of Ising spin models, onto which many practical combinatorial optimization problems can be mapped. Simulated bifurcation (SB) is a quantum-inspired parallelizable…

Emerging Technologies · Computer Science 2024-03-15 Tomoya Kashimata , Masaya Yamasaki , Ryo Hidaka , Kosuke Tatsumura

Recent research has focused on weight sparsity in deep neural network training to reduce FLOPs, aiming for improved efficiency (test accuracy w.r.t training FLOPs). However, sparse weight training often compromises accuracy, requiring…

Machine Learning · Computer Science 2024-07-19 Vithursan Thangarasa , Shreyas Saxena , Abhay Gupta , Sean Lie

Many models for sparse regression typically assume that the covariates are known completely, and without noise. Particularly in high-dimensional applications, this is often not the case. This paper develops efficient OMP-like algorithms to…

Statistics Theory · Mathematics 2015-03-31 Yudong Chen , Constantine Caramanis

Impulsive signature enhancement (ISE) is an important topic in the monitoring of rotating machinery and many different methods have been proposed. Even though, the topic of how to leverage these ISE techniques to improve the data quality in…

Applications · Statistics 2018-08-13 Xiaodong Jia , Ming Zhao , Haoshu Cai , Jay Lee

We propose a new, computationally efficient, sparsity adaptive changepoint estimator for detecting changes in unknown subsets of a high-dimensional data sequence. Assuming the data sequence is Gaussian, we prove that the new method…

Methodology · Statistics 2023-11-27 Per August Jarval Moen , Ingrid Kristine Glad , Martin Tveten

Sparse Gaussian Processes are a key component of high-throughput Bayesian optimisation (BO) loops -- an increasingly common setting where evaluation budgets are large and highly parallelised. By using representative subsets of the available…

Machine Learning · Computer Science 2022-07-14 Henry B. Moss , Sebastian W. Ober , Victor Picheny

We consider high dimensional sparse regression, and develop strategies able to deal with arbitrary -- possibly, severe or coordinated -- errors in the covariance matrix $X$. These may come from corrupted data, persistent experimental…

Machine Learning · Statistics 2013-01-15 Yudong Chen , Constantine Caramanis , Shie Mannor

Many conventional statistical procedures are extremely sensitive to seemingly minor deviations from modeling assumptions. This problem is exacerbated in modern high-dimensional settings, where the problem dimension can grow with and…

Machine Learning · Statistics 2017-02-27 Simon S. Du , Sivaraman Balakrishnan , Aarti Singh

Accurate prediction of user consumption is a key part not only in understanding consumer flexibility and behavior patterns, but in the design of robust and efficient energy saving programs as well. Existing prediction methods usually have…

Machine Learning · Statistics 2017-02-22 Pan Li , Baosen Zhang , Yang Weng , Ram Rajagopal

A new sparse semiparametric model is proposed, which incorporates the influence of two functional random variables in a scalar response in a flexible and interpretable manner. One of the functional covariates is included through a…

Methodology · Statistics 2024-01-29 Silvia Novo , Philippe Vieu , Germán Aneiros

Sparse recovery and subset selection are fundamental problems in varied communities, including signal processing, statistics and machine learning. Herein, we focus on an important greedy algorithm for these problems: Backward Stepwise…

Optimization and Control · Mathematics 2021-06-08 Sebatian Ament , Carla Gomes
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