Related papers: Safe Feature Identification Rule for Fused Lasso b…
We present safe active incremental feature selection~(SAIF) to scale up the computation of LASSO solutions. SAIF does not require a solution from a heavier penalty parameter as in sequential screening or updating the full model for each…
In high-dimensions, many variable selection methods, such as the lasso, are often limited by excessive variability and rank deficiency of the sample covariance matrix. Covariance sparsity is a natural phenomenon in high-dimensional…
In high dimensional regression settings, sparsity enforcing penalties have proved useful to regularize the data-fitting term. A recently introduced technique called screening rules propose to ignore some variables in the optimization…
We investigate fast methods that allow to quickly eliminate variables (features) in supervised learning problems involving a convex loss function and a $l_1$-norm penalty, leading to a potentially substantial reduction in the number of…
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…
The problems of Lasso regression and optimal design of experiments share a critical property: their optimal solutions are typically \emph{sparse}, i.e., only a small fraction of the optimal variables are non-zero. Therefore, the…
Among the most popular variable selection procedures in high-dimensional regression, Lasso provides a solution path to rank the variables and determines a cut-off position on the path to select variables and estimate coefficients. In this…
The Lasso is a very well known penalized regression model, which adds an $L_{1}$ penalty with parameter $\lambda_{1}$ on the coefficients to the squared error loss function. The Fused Lasso extends this model by also putting an $L_{1}$…
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…
In a high-dimensional setting, sparse model has shown its power in computational and statistical efficiency. We consider variables selection problem with a broad class of simultaneous sparsity regularization, enforcing both feature-wise and…
Unsupervised feature selection (UFS) is widely applied in machine learning and pattern recognition. However, most of the existing methods only consider a single sparsity, which makes it difficult to select valuable and discriminative…
In the most intrusion detection systems (IDS), a system tries to learn characteristics of different type of attacks by analyzing packets that sent or received in network. These packets have a lot of features. But not all of them is required…
Sparse learning techniques have been routinely used for feature selection as the resulting model usually has a small number of non-zero entries. Safe screening, which eliminates the features that are guaranteed to have zero coefficients for…
Neuroimage analysis usually involves learning thousands or even millions of variables using only a limited number of samples. In this regard, sparse models, e.g. the lasso, are applied to select the optimal features and achieve high…
The Lasso is an attractive technique for regularization and variable selection for high-dimensional data, where the number of predictor variables $p_n$ is potentially much larger than the number of samples $n$. However, it was recently…
It is well known that in a supervised classification setting when the number of features is smaller than the number of observations, Fisher's linear discriminant rule is asymptotically Bayes. However, there are numerous modern applications…
The lasso model has been widely used for model selection in data mining, machine learning, and high-dimensional statistical analysis. However, with the ultrahigh-dimensional, large-scale data sets now collected in many real-world…
The Lasso has become a benchmark data analysis procedure, and numerous variants have been proposed in the literature. Although the Lasso formulations are stated so that overall prediction error is optimized, no full control over the…
Predictor screening rules, which discard predictors before fitting a model, have had considerable impact on the speed with which sparse regression problems, such as the lasso, can be solved. In this paper we present a new screening rule for…
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…