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One of the most common machine learning setups is logistic regression. In many classification models, including neural networks, the final prediction is obtained by applying a logistic link function to a linear score. In binary logistic…
We present the framework of slowly varying regression under sparsity, allowing sparse regression models to exhibit slow and sparse variations. The problem of parameter estimation is formulated as a mixed-integer optimization problem. We…
Sparse auto-encoders are useful for extracting low-dimensional representations from high-dimensional data. However, their performance degrades sharply when the input noise at test time differs from the noise employed during training. This…
The sparse regression problem, also known as best subset selection problem, can be cast as follows: Given a set $S$ of $n$ points in $\mathbb{R}^d$, a point $y\in \mathbb{R}^d$, and an integer $2 \leq k \leq d$, find an affine combination…
The iterations of many first-order algorithms, when applied to minimizing common regularized regression functions, often resemble neural network layers with pre-specified weights. This observation has prompted the development of…
Sparse Bayesian Learning (SBL) is a powerful framework for attaining sparsity in probabilistic models. Herein, we propose a coordinate ascent algorithm for SBL termed Relevance Matching Pursuit (RMP) and show that, as its noise variance…
We explore algorithms and limitations for sparse optimization problems such as sparse linear regression and robust linear regression. The goal of the sparse linear regression problem is to identify a small number of key features, while the…
There are two major routes to address the ubiquitous family of inverse problems appearing in signal and image processing, such as denoising or deblurring. A first route relies on Bayesian modeling, where prior probabilities are used to…
The pathwise coordinate optimization is one of the most important computational frameworks for high dimensional convex and nonconvex sparse learning problems. It differs from the classical coordinate optimization algorithms in three salient…
Neural networks are usually not the tool of choice for nonparametric high-dimensional problems where the number of input features is much larger than the number of observations. Though neural networks can approximate complex multivariate…
In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…
Deep learning has been applied to various tasks in the field of machine learning and has shown superiority to other common procedures such as kernel methods. To provide a better theoretical understanding of the reasons for its success, we…
The analysis in Part I revealed interesting properties for subgradient learning algorithms in the context of stochastic optimization when gradient noise is present. These algorithms are used when the risk functions are non-smooth and…
Deep neural networks have achieved impressive results in many image classification tasks. However, since their performance is usually measured in controlled settings, it is important to ensure that their decisions remain correct when…
We present a sparse analogue to stochastic gradient descent that is guaranteed to perform well under similar conditions to the lasso. In the linear regression setup with irrepresentable noise features, our algorithm recovers the support set…
We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to solve a maximum likelihood problem with an added l_1-norm…
While neural networks have made significant strides in many AI tasks, they remain vulnerable to a range of noise types, including natural corruptions, adversarial noise, and low-resolution artifacts. Many existing approaches focus on…
A popular approach within the signal processing and machine learning communities consists in modelling signals as sparse linear combinations of atoms selected from a learned dictionary. While this paradigm has led to numerous empirical…
Finding neural network weights that generalize well from small datasets is difficult. A promising approach is to learn a weight initialization such that a small number of weight changes results in low generalization error. We show that this…
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…