Related papers: A Fast Method for Lasso and Logistic Lasso

Accurate signal recovery or image reconstruction from indirect and possibly undersampled data is a topic of considerable interest; for example, the literature in the recent field of compressed sensing is already quite immense. Inspired by…

We apply the network Lasso to solve binary classification and clustering problems for network-structured data. To this end, we generalize ordinary logistic regression to non-Euclidean data with an intrinsic network structure. The resulting…

The high-dimensional rank lasso (hdr lasso) model is an efficient approach to deal with high-dimensional data analysis. It was proposed as a tuning-free robust approach for the high-dimensional regression and was demonstrated to enjoy…

The incessant advent of online services demands high speed and efficient recommender systems (ReS) that can maintain real-time performance along with processing very complex user-item interactions. The present study, therefore, considers…

A new, very general, robust procedure for combining estimators in metric spaces is introduced GROS. The method is reminiscent of the well-known median of means, as described in \cite{devroye2016sub}. Initially, the sample is divided into…

We propose a two step algorithm based on $\ell_1/\ell_0$ regularization for the detection and estimation of parameters of a high dimensional change point regression model and provide the corresponding rates of convergence for the change…

The lasso is a popular method to induce shrinkage and sparsity in the solution vector (coefficients) of regression problems, particularly when there are many predictors relative to the number of observations. Solving the lasso in this…

Scaling hyperparameter optimisation to very large datasets remains an open problem in the Gaussian process community. This paper focuses on iterative methods, which use linear system solvers, like conjugate gradients, alternating…

Magnetic Resonance Imaging (MRI) is one of the fields that the compressed sensing theory is well utilized to reduce the scan time significantly leading to faster imaging or higher resolution images. It has been shown that a small fraction…

Logistic regression is the most commonly used method for constructing predictive models for binary responses. One significant drawback to this approach, however, is that the asymptotes of the logistic response function are fixed at 0 and 1,…

Large language models (LLMs) excel at mathematical reasoning and logical problem-solving. The current popular training paradigms primarily use supervised fine-tuning (SFT) and reinforcement learning (RL) to enhance the models' reasoning…

Regression is a fundamental task in machine learning that has garnered extensive attention over the past decades. The conventional approach for regression involves employing loss functions that primarily concentrate on aligning model…

It is well-known that the statistical performance of Lasso can suffer significantly when the covariates of interest have strong correlations. In particular, the prediction error of Lasso becomes much worse than computationally inefficient…

This paper proposes a novel method for model selection in linear regression by utilizing the solution path of $\ell_1$ regularized least-squares (LS) approach (i.e., Lasso). This method applies the complex-valued least angle regression and…

In high dimension, it is customary to consider Lasso-type estimators to enforce sparsity. For standard Lasso theory to hold, the regularization parameter should be proportional to the noise level, yet the latter is generally unknown in…

In this study we develop dimension-reduction techniques to accelerate diffusion model inference in the context of synthetic data generation. The idea is to integrate compressed sensing into diffusion models (hence, CSDM): First, compress…

Latent Gaussian models (LGMs) are widely used in statistics and machine learning. Bayesian inference in non-conjugate LGMs is difficult due to intractable integrals involving the Gaussian prior and non-conjugate likelihoods. Algorithms…

Compressed sensing (CS) provides an elegant framework for recovering sparse signals from compressed measurements. For example, CS can exploit the structure of natural images and recover an image from only a few random measurements. CS is…

The sparse group lasso is a high-dimensional regression technique that is useful for problems whose predictors have a naturally grouped structure and where sparsity is encouraged at both the group and individual predictor level. In this…

Scalable Gaussian process (GP) inference is essential for sequential decision-making tasks, yet improving GP scalability remains a challenging problem with many open avenues of research. This paper focuses on iterative GPs, where iterative…