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Iterative pruning is one of the most effective compression methods for pre-trained language models. We discovered that finding the optimal pruning decision is an equality-constrained 0-1 Integer Linear Programming problem. The solution to…
An important problem in the analysis of high-dimensional omics data is to identify subsets of molecular variables that are associated with a phenotype of interest. This requires addressing the challenges of high dimensionality, strong…
Molecular profiling data (e.g., gene expression) has been used for clinical risk prediction and biomarker discovery. However, it is necessary to integrate other prior knowledge like biological pathways or gene interaction networks to…
Popular machine learning estimators involve regularization parameters that can be challenging to tune, and standard strategies rely on grid search for this task. In this paper, we revisit the techniques of approximating the regularization…
High-dimensional sparse modeling with censored survival data is of great practical importance, as exemplified by modern applications in high-throughput genomic data analysis and credit risk analysis. In this article, we propose a class of…
We propose a novel method to model nonlinear regression problems by adapting the principle of penalization to Partial Least Squares (PLS). Starting with a generalized additive model, we expand the additive component of each variable in…
In this paper, we consider the joint task of simultaneously optimizing (i) the weights of a deep neural network, (ii) the number of neurons for each hidden layer, and (iii) the subset of active input features (i.e., feature selection).…
The parameters of a neural network are naturally organized in groups, some of which might not contribute to its overall performance. To prune out unimportant groups of parameters, we can include some non-differentiable penalty to the…
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…
Sparsity-inducing penalties are useful tools for variable selection and they are also effective for regression settings where the data are functions. We consider the problem of selecting not only variables but also decision boundaries in…
The paper focuses on the automatic selection of the grouped explanatory variables in an high-dimensional model, when the model errors are asymmetric. After introducing the model and notations, we define the adaptive group LASSO expectile…
Rule-based models, e.g., decision trees, are widely used in scenarios demanding high model interpretability for their transparent inner structures and good model expressivity. However, rule-based models are hard to optimize, especially on…
In the regression setting, given a set of hyper-parameters, a model-estimation procedure constructs a model from training data. The optimal hyper-parameters that minimize generalization error of the model are usually unknown. In practice…
We present a unified framework for estimation and analysis of generalized additive models in high dimensions. The framework defines a large class of penalized regression estimators, encompassing many existing methods. An efficient…
We introduce a novel scheme for choosing the regularization parameter in high-dimensional linear regression with Lasso. This scheme, inspired by Lepski's method for bandwidth selection in non-parametric regression, is equipped with both…
Sparse learning has recently received increasing attention in many areas including machine learning, statistics, and applied mathematics. The mixed-norm regularization based on the l1q norm with q>1 is attractive in many applications of…
A noisy training set usually leads to the degradation of the generalization and robustness of neural networks. In this paper, we propose a novel theoretically guaranteed clean sample selection framework for learning with noisy labels.…
Large reasoning models improve with more test-time computation, but often overthink, producing unnecessarily long chains-of-thought that raise cost without improving accuracy. Prior reinforcement learning approaches typically rely on a…
In many applications where collecting data is expensive, for example neuroscience or medical imaging, the sample size is typically small compared to the feature dimension. It is challenging in this setting to train expressive, non-linear…
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…