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A challenging problem in estimating high-dimensional graphical models is to choose the regularization parameter in a data-dependent way. The standard techniques include $K$-fold cross-validation ($K$-CV), Akaike information criterion (AIC),…

Machine Learning · Statistics 2010-06-18 Han Liu , Kathryn Roeder , Larry Wasserman

In this paper, we develop a novel regularization method for deep neural networks by penalizing the trace of Hessian. This regularizer is motivated by a recent guarantee bound of the generalization error. We explain its benefits in finding…

Machine Learning · Computer Science 2023-02-23 Yucong Liu , Shixing Yu , Tong Lin

In active learning, the focus is mainly on the selection strategy of unlabeled data for enhancing the generalization capability of the next learning cycle. For this, various uncertainty measurement methods have been proposed. On the other…

Computer Vision and Pattern Recognition · Computer Science 2020-11-06 SeulGi Hong , Heonjin Ha , Junmo Kim , Min-Kook Choi

There is growing body of learning problems for which it is natural to organize the parameters into matrix, so as to appropriately regularize the parameters under some matrix norm (in order to impose some more sophisticated prior knowledge).…

Machine Learning · Computer Science 2010-10-19 Sham M. Kakade , Shai Shalev-Shwartz , Ambuj Tewari

Synthetic training data has gained prominence in numerous learning tasks and scenarios, offering advantages such as dataset augmentation, generalization evaluation, and privacy preservation. Despite these benefits, the efficiency of…

Machine Learning · Computer Science 2024-03-21 Jianhao Yuan , Jie Zhang , Shuyang Sun , Philip Torr , Bo Zhao

This paper concerns a high-dimensional stochastic programming problem of minimizing a function of expected cost with a matrix argument. To this problem, one of the most widely applied solution paradigms is the sample average approximation…

Optimization and Control · Mathematics 2019-07-22 Hongcheng Liu , Charles Hernandez , Hung Yi Lee

We propose a likelihood ratio based inferential framework for high dimensional semiparametric generalized linear models. This framework addresses a variety of challenging problems in high dimensional data analysis, including incomplete…

Machine Learning · Statistics 2015-11-24 Yang Ning , Tianqi Zhao , Han Liu

In this paper, we leverage over-parameterization to design regularization-free algorithms for the high-dimensional single index model and provide theoretical guarantees for the induced implicit regularization phenomenon. Specifically, we…

Machine Learning · Statistics 2021-11-18 Jianqing Fan , Zhuoran Yang , Mengxin Yu

Flexible sparsity regularization means stably approximating sparse solutions of operator equations by using coefficient-dependent penalizations. We propose and analyse a general nonconvex approach in this respect, from both theoretical and…

Optimization and Control · Mathematics 2021-11-12 Daria Ghilli , Dirk A. Lorenz , Elena Resmerita

We consider change-point estimation in a sequence of high-dimensional signals given noisy observations. Classical approaches to this problem such as the filtered derivative method are useful for sequences of scalar-valued signals, but they…

Statistics Theory · Mathematics 2015-01-08 Yong Sheng Soh , Venkat Chandrasekaran

Hyperspectral remote sensing images (HSIs) usually have high spectral resolution and low spatial resolution. Conversely, multispectral images (MSIs) usually have low spectral and high spatial resolutions. The problem of inferring images…

Computer Vision and Pattern Recognition · Computer Science 2015-06-23 Miguel Simões , José Bioucas-Dias , Luis B. Almeida , Jocelyn Chanussot

The Bayesian statistical framework provides a systematic approach to enhance the regularization model by incorporating prior information about the desired solution. For the Bayesian linear inverse problems with Gaussian noise and Gaussian…

Numerical Analysis · Mathematics 2024-05-21 Haibo Li

Randomized algorithms are important for solving large-scale optimization problems. In this paper, we propose a fast sketching algorithm for least square problems regularized by convex or nonconvex regularization functions, Sketching for…

Optimization and Control · Mathematics 2023-11-06 Yingzhen Yang , Ping Li

In this work, we study complex-valued data detection performance in massive multiple-input multiple-output (MIMO) systems. We focus on the problem of recovering an $n$-dimensional signal whose entries are drawn from an arbitrary…

Information Theory · Computer Science 2023-08-11 Ayed M. Alrashdi , Houssem Sifaou

We investigate implicit regularization schemes for gradient descent methods applied to unpenalized least squares regression to solve the problem of reconstructing a sparse signal from an underdetermined system of linear measurements under…

Machine Learning · Statistics 2019-09-12 Tomas Vaškevičius , Varun Kanade , Patrick Rebeschini

Several regularization methods have been considered over the last decade for sparse high-dimensional linear regression models, but the most common ones use the least square (quadratic) or likelihood loss and hence are not robust against…

Statistics Theory · Mathematics 2020-08-03 Elena Castilla , Abhik Ghosh , María Jaenada , Leandro Pardo

Regression by composition provides a flexible framework for constructing conditional distributions through sequential group actions. However, when multiple flows act on the same distribution, the model becomes non-identifiable, leading to…

Methodology · Statistics 2026-03-30 Safaa K. Kadhem

Simulation is increasingly being used for generating large labelled datasets in many machine learning problems. Recent methods have focused on adjusting simulator parameters with the goal of maximising accuracy on a validation task, usually…

Computer Vision and Pattern Recognition · Computer Science 2020-08-20 Harkirat Singh Behl , Atılım Güneş Baydin , Ran Gal , Philip H. S. Torr , Vibhav Vineet

We introduce the arbitrary rectangle-range generalized elastic net penalty method, abbreviated to ARGEN, for performing constrained variable selection and regularization in high-dimensional sparse linear models. As a natural extension of…

Machine Learning · Statistics 2021-12-16 Yujia Ding , Qidi Peng , Zhengming Song , Hansen Chen

This paper studies the problems of identifiability and estimation in high-dimensional nonparametric latent structure models. We introduce an identifiability theorem that generalizes existing conditions, establishing a unified framework…

Statistics Theory · Mathematics 2025-08-06 Yichen Lyu , Pengkun Yang