Related papers: Sparsifying generalized linear models

Randomized matrix sparsification has proven to be a fruitful technique for producing faster algorithms in applications ranging from graph partitioning to semidefinite programming. In the decade or so of research into this technique, the…

Motivated by re-weighted $\ell_1$ approaches for sparse recovery, we propose a lifted $\ell_1$ (LL1) regularization which is a generalized form of several popular regularizations in the literature. By exploring such connections, we discover…

For a family of interpolation norms $\| \cdot \|_{1,2,s}$ on $\mathbb{R}^n$, we provide a distribution over random matrices $\Phi_s \in \mathbb{R}^{m \times n}$ parametrized by sparsity level $s$ such that for a fixed set $X$ of $K$ points…

The notion of vertex sparsification is introduced in \cite{M}, where it was shown that for any graph $G = (V, E)$ and a subset of $k$ terminals $K \subset V$, there is a polynomial time algorithm to construct a graph $H = (K, E_H)$ on just…

We study vertex sparsification for distances, in the setting of planar graphs with distortion: Given a planar graph $G$ (with edge weights) and a subset of $k$ terminal vertices, the goal is to construct an $\varepsilon$-emulator, which is…

Regularization plays an important role in solving ill-posed problems by adding extra information about the desired solution, such as sparsity. Many regularization terms usually involve some vector norm, e.g., $L_1$ and $L_2$ norms. In this…

In this paper, we present a construction of a `matching sparsifier', that is, a sparse subgraph of the given graph that preserves large matchings approximately and is robust to modifications of the graph. We use this matching sparsifier to…

Incorporating sparsity priors in learning tasks can give rise to simple, and interpretable models for complex high dimensional data. Sparse models have found widespread use in structure discovery, recovering data from corruptions, and a…

Sparse data models, where data is assumed to be well represented as a linear combination of a few elements from a dictionary, have gained considerable attention in recent years, and their use has led to state-of-the-art results in many…

Let $\mathbf{P} \subset [H_0,H]$ be a set of primes, where $\log H_0 \geq (\log H)^{2/3 + \epsilon}$. Let $\mathscr{L} = \sum_{p \in \mathbf{P}} 1/p$. Let $N$ be such that $\log H \leq (\log N)^{1/2-\epsilon}$. We show there exists a subset…

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…

In this paper we propose a general strategy for rapidly computing sparse Legendre expansions. The resulting methods yield a new class of fast algorithms capable of approximating a given function $f:[-1,1] \rightarrow \mathbb{R}$ with a…

This is the first of two papers to describe a matrix sparsification algorithm that takes a general real or complex matrix as input and produces a sparse output matrix of the same size. The non-zero entries in the output are chosen to…

Submodular functions are at the core of many machine learning and data mining tasks. The underlying submodular functions for many of these tasks are decomposable, i.e., they are sum of several simple submodular functions. In many data…

We give a new $(1+\epsilon)$-approximation for sparsest cut problem on graphs where small sets expand significantly more than the sparsest cut (sets of size $n/r$ expand by a factor $\sqrt{\log n\log r}$ bigger, for some small $r$; this…

This paper studies the long-existing idea of adding a nice smooth function to "smooth" a non-differentiable objective function in the context of sparse optimization, in particular, the minimization of $||x||_1+1/(2\alpha)||x||_2^2$, where…

In high-dimensional statistical inference, sparsity regularizations have shown advantages in consistency and convergence rates for coefficient estimation. We consider a generalized version of Sparse-Group Lasso which captures both…

Many statistical learning problems can be posed as minimization of a sum of two convex functions, one typically a composition of non-smooth and linear functions. Examples include regression under structured sparsity assumptions. Popular…

A useful approach to "compress" a large network $G$ is to represent it with a {\em flow-sparsifier}, i.e., a small network $H$ that supports the same flows as $G$, up to a factor $q \geq 1$ called the quality of sparsifier. Specifically, we…

Sparsity-based models and techniques have been exploited in many signal processing and imaging applications. Data-driven methods based on dictionary and sparsifying transform learning enable learning rich image features from data, and can…