Related papers: A Fast Method for Lasso and Logistic Lasso

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…

Cost-efficient compressive sensing of big media data with fast reconstructed high-quality results is very challenging. In this paper, we propose a new large-scale image compressive sensing method, composed of operator-based strategy in the…

The least absolute shrinkage and selection operator (Lasso) is a popular method for high-dimensional statistics. However, it is known that the Lasso often has estimation bias and prediction error. To address such disadvantages, many…

Logistic regression models are a popular and effective method to predict the probability of categorical response data. However inference for these models can become computationally prohibitive for large datasets. Here we adapt ideas from…

Scaled sparse linear regression jointly estimates the regression coefficients and noise level in a linear model. It chooses an equilibrium with a sparse regression method by iteratively estimating the noise level via the mean residual…

This paper proposes a learning aided gradient descent (LAGD) algorithm to solve the weighted sum rate (WSR) maximization problem for multiple-input single-output (MISO) beamforming. The proposed LAGD algorithm directly optimizes the…

Data-parallel SGD is the de facto algorithm for distributed optimization, especially for large scale machine learning. Despite its merits, communication bottleneck is one of its persistent issues. Most compression schemes to alleviate this…

We study the problem of estimating high-dimensional regression models regularized by a structured sparsity-inducing penalty that encodes prior structural information on either the input or output variables. We consider two widely adopted…

Recently, considerable interest has focused on variable selection methods in regression situations where the number of predictors, $p$, is large relative to the number of observations, $n$. Two commonly applied variable selection approaches…

This paper considers clustered multi-task compressive sensing, a hierarchical model that solves multiple compressive sensing tasks by finding clusters of tasks that leverage shared information to mutually improve signal reconstruction. The…

This paper studies high-dimensional regression models with lasso when data is sampled under multi-way clustering. First, we establish convergence rates for the lasso and post-lasso estimators. Second, we propose a novel inference method…

In additive models with many nonparametric components, a number of regularized estimators have been proposed and proven to attain various error bounds under different combinations of sparsity and fixed smoothness conditions. Some of these…

Categorical predictors are omnipresent in everyday regression practice: in fact, most regression data involve some categorical predictors, and this tendency is increasing in modern applications with more complex structures and larger data…

Setting regularization parameters for Lasso-type estimators is notoriously difficult, though crucial in practice. The most popular hyperparameter optimization approach is grid-search using held-out validation data. Grid-search however…

We study the nested model averaging method on the solution path for a high-dimensional linear regression problem. In particular, we propose to combine model averaging with regularized estimators (e.g., lasso and SLOPE) on the solution path…

The Lasso is one of the most important approaches for parameter estimation and variable selection in high dimensional linear regression. At the heart of its success is the attractive rate of convergence result even when $p$, the dimension…

Adaptive or dynamic signal sampling in sensing systems can adapt subsequent sampling strategies based on acquired signals, thereby potentially improving image quality and speed. This paper proposes a Bayesian method for adaptive sampling…

In this paper, we introduce ``UniLasso'' -- a novel statistical method for sparse regression. This two-stage approach preserves the signs of the univariate coefficients and leverages their magnitude. Both of these properties are attractive…

In traditional multivariate data analysis, dimension reduction and regression have been treated as distinct endeavors. Established techniques such as principal component regression (PCR) and partial least squares (PLS) regression…

Combinatorial Optimization problems are widespread in domains such as logistics, manufacturing, and drug discovery, yet their NP-hard nature makes them computationally challenging. Recent Neural Combinatorial Optimization methods leverage…