Related papers: Solving Sparse \& High-Dimensional-Output Regressi…
Symbolic Regression (SR) plays a central role in scientific knowledge discovery by distilling mathematical equations from observational data. Most existing SR methods function within a bi-level optimization framework: an outer loop that…
Near-field localization for ISAC requires large-aperture arrays, making fully-digital implementations prohibitively complex and costly. While sparse subarray architectures can reduce cost, they introduce severe estimation ambiguity from…
Decision trees are popular Classification and Regression tools and, when small-sized, easy to interpret. Traditionally, a greedy approach has been used to build the trees, yielding a very fast training process; however, controlling sparsity…
We present a model-agnostic framework for jointly optimizing the predictive performance and interpretability of supervised machine learning models for tabular data. Interpretability is quantified via three measures: feature sparsity,…
Motivation: The high dimensionality of genomic data calls for the development of specific classification methodologies, especially to prevent over-optimistic predictions. This challenge can be tackled by compression and variable selection,…
Sparse decision tree learning provides accurate and interpretable predictive models that are ideal for high-stakes applications by finding the single most accurate tree within a (soft) size limit. Rather than relying on a single "best"…
In multiple domains, statistical tasks are performed in distributed settings, with data split among several end machines that are connected to a fusion center. In various applications, the end machines have limited bandwidth and power, and…
For multiple index models, it has recently been shown that the sliced inverse regression (SIR) is consistent for estimating the sufficient dimension reduction (SDR) space if and only if $\rho=\lim\frac{p}{n}=0$, where $p$ is the dimension…
In this paper we discuss the variable selection method from \ell0-norm constrained regression, which is equivalent to the problem of finding the best subset of a fixed size. Our study focuses on two aspects, consistency and computation. We…
Estimation of the precision matrix (or inverse covariance matrix) is of great importance in statistical data analysis and machine learning. However, as the number of parameters scales quadratically with the dimension $p$, computation…
The reduced-rank vector autoregressive (VAR) model can be interpreted as a supervised factor model, where two factor modelings are simultaneously applied to response and predictor spaces. This article introduces a new model, called vector…
There are a large number of methods for solving under-determined linear inverse problem. Many of them have very high time complexity for large datasets. We propose a new method called Two-Stage Sparse Representation (TSSR) to tackle this…
We develop mask iterative hard thresholding algorithms (mask IHT and mask DORE) for sparse image reconstruction of objects with known contour. The measurements follow a noisy underdetermined linear model common in the compressive sampling…
Multi-resolution methods such as Adaptive Mesh Refinement (AMR) can enhance storage efficiency for HPC applications generating vast volumes of data. However, their applicability is limited and cannot be universally deployed across all…
In this paper, we present Morse, a simple dual-sampling framework for accelerating diffusion models losslessly. The key insight of Morse is to reformulate the iterative generation (from noise to data) process via taking advantage of fast…
We propose a scheme for multi-layer representation of images. The problem is first treated from an information-theoretic viewpoint where we analyze the behavior of different sources of information under a multi-layer data compression…
The problem of high-dimensional and large-scale representation of visual data is addressed from an unsupervised learning perspective. The emphasis is put on discrete representations, where the description length can be measured in bits and…
With massive high-dimensional data now commonplace in research and industry, there is a strong and growing demand for more scalable computational techniques for data analysis and knowledge discovery. Key to turning these data into knowledge…
Compression techniques for deep neural network models are becoming very important for the efficient execution of high-performance deep learning systems on edge-computing devices. The concept of model compression is also important for…
Vector autoregressive (VAR) models are popularly adopted for modelling high-dimensional time series, and their piecewise extensions allow for structural changes in the data. In VAR modelling, the number of parameters grow quadratically with…