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A wide class of regularization problems in machine learning and statistics employ a regularization term which is obtained by composing a simple convex function \omega with a linear transformation. This setting includes Group Lasso methods,…

Machine Learning · Computer Science 2011-04-11 Andreas Argyriou , Charles A. Micchelli , Massimiliano Pontil , Lixin Shen , Yuesheng Xu

In this paper we present an active-set method for the solution of $\ell_1$-regularized convex quadratic optimization problems. It is derived by combining a proximal method of multipliers (PMM) strategy with a standard semismooth Newton…

Optimization and Control · Mathematics 2023-03-01 Spyridon Pougkakiotis , Jacek Gondzio , Dionysios S. Kalogerias

Sharpness-Aware Minimization (SAM) has proven highly effective in improving model generalization in machine learning tasks. However, SAM employs a fixed hyperparameter associated with the regularization to characterize the sharpness of the…

Machine Learning · Computer Science 2024-12-24 Jinping Zou , Xiaoge Deng , Tao Sun

In this work, we broadly connect kernel-based filtering (e.g. approaches such as the bilateral filters and nonlocal means, but also many more) with general variational formulations of Bayesian regularized least squares, and the related…

Computer Vision and Pattern Recognition · Computer Science 2019-05-01 Frank Ong , Peyman Milanfar , Pascal Getreuer

A central goal of neuroscience is to understand how activity in the nervous system is related to features of the external world, or to features of the nervous system itself. A common approach is to model neural responses as a weighted…

Machine Learning · Statistics 2015-05-14 Kristofer E. Bouchard

In this paper, we consider the sparse least squares regression problem with probabilistic simplex constraint. Due to the probabilistic simplex constraint, one could not apply the L1 regularization to the considered regression model. To find…

Optimization and Control · Mathematics 2021-12-28 Guiyun Xiao , Zheng-Jian Bai

$L_p$-norm regularization schemes such as $L_0$, $L_1$, and $L_2$-norm regularization and $L_p$-norm-based regularization techniques such as weight decay, LASSO, and elastic net compute a quantity which depends on model weights considered…

Machine Learning · Computer Science 2023-04-24 Hovig Tigran Bayandorian

In this work, we consider a class of differentiable criteria for sparse image computing problems, where a nonconvex regularization is applied to an arbitrary linear transform of the target image. As special cases, it includes…

Optimization and Control · Mathematics 2013-08-27 Emilie Chouzenoux , Anna Jezierska , Jean-Christophe Pesquet , Hugues Talbot

In many statistical learning problems, it is desired that the optimal solution conforms to an a priori known sparsity structure represented by a directed acyclic graph. Inducing such structures by means of convex regularizers requires…

Optimization and Control · Mathematics 2020-10-20 Dewei Zhang , Yin Liu , Sam Davanloo Tajbakhsh

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 propose a DC proximal Newton algorithm for solving nonconvex regularized sparse learning problems in high dimensions. Our proposed algorithm integrates the proximal Newton algorithm with multi-stage convex relaxation based on the…

Machine Learning · Statistics 2018-02-16 Xingguo Li , Lin F. Yang , Jason Ge , Jarvis Haupt , Tong Zhang , Tuo Zhao

Addressing the interpretability problem of NMF on Boolean data, Boolean Matrix Factorization (BMF) uses Boolean algebra to decompose the input into low-rank Boolean factor matrices. These matrices are highly interpretable and very useful in…

Machine Learning · Computer Science 2023-07-18 Sebastian Dalleiger , Jilles Vreeken

Iterative regularization exploits the implicit bias of an optimization algorithm to regularize ill-posed problems. Constructing algorithms with such built-in regularization mechanisms is a classic challenge in inverse problems but also in…

Optimization and Control · Mathematics 2022-02-02 Cesare Molinari , Mathurin Massias , Lorenzo Rosasco , Silvia Villa

Recently, Greg\'orio and Oliveira developed a proximal point scalarization method (applied to multi-objective optimization problems) for an abstract strict scalar representation with a variant of the logarithmic-quadratic function of…

Optimization and Control · Mathematics 2013-05-08 Rogério Azevedo Rocha , Paulo Roberto Oliveira , Ronaldo Gregório

We present a semi-sparsity model for 3D triangular mesh denoising, which is motivated by the success of semi-sparsity regularization in image processing applications. We demonstrate that such a regularization model can be also applied for…

Graphics · Computer Science 2023-05-09 Junqing Huang , Haihui Wang , Michael Ruzhansky

Sparse optimization has seen its advances in recent decades. For scenarios where the true sparsity is unknown, regularization turns out to be a promising solution. Two popular non-convex regularizations are the so-called $L_0$ norm and…

Optimization and Control · Mathematics 2024-07-08 Shenglong Zhou , Xianchao Xiu , Yingnan Wang , Dingtao Peng

We present a proximal augmented Lagrangian based solver for general convex quadratic programs (QPs), relying on semismooth Newton iterations with exact line search to solve the inner subproblems. The exact line search reduces in this case…

Optimization and Control · Mathematics 2020-04-02 Ben Hermans , Andreas Themelis , Panagiotis Patrinos

We consider minimization of functions that are compositions of convex or prox-regular functions (possibly extended-valued) with smooth vector functions. A wide variety of important optimization problems fall into this framework. We describe…

Optimization and Control · Mathematics 2015-04-24 A. S. Lewis , S. J. Wright

The use of convex regularizers allows for easy optimization, though they often produce biased estimation and inferior prediction performance. Recently, nonconvex regularizers have attracted a lot of attention and outperformed convex ones.…

Optimization and Control · Mathematics 2017-02-14 Quanming Yao , James. T Kwok

For the problem of high-dimensional sparse linear regression, it is known that an $\ell_0$-based estimator can achieve a $1/n$ "fast" rate on the prediction error without any conditions on the design matrix, whereas in absence of…

Statistics Theory · Mathematics 2015-12-01 Yuchen Zhang , Martin J. Wainwright , Michael I. Jordan
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