Related papers: Safe Screening Rules for Group SLOPE

Fused Lasso was proposed to characterize the sparsity of the coefficients and the sparsity of their successive differences for the linear regression. Due to its wide applications, there are many existing algorithms to solve fused Lasso.…

We introduce and study the Group Square-Root Lasso (GSRL) method for estimation in high dimensional sparse regression models with group structure. The new estimator minimizes the square root of the residual sum of squares plus a penalty…

In regression problems where covariates can be naturally grouped, the group Lasso is an attractive method for variable selection since it respects the grouping structure in the data. We study the selection and estimation properties of the…

Many computer vision and medical imaging problems are faced with learning from large-scale datasets, with millions of observations and features. In this paper we propose a novel efficient learning scheme that tightens a sparsity constraint…

Neural networks are usually not the tool of choice for nonparametric high-dimensional problems where the number of input features is much larger than the number of observations. Though neural networks can approximate complex multivariate…

We introduce a financial portfolio optimization framework that allows us to automatically select the relevant assets and estimate their weights by relying on a sorted $\ell_1$-Norm penalization, henceforth SLOPE. Our approach is able to…

Many data sets consist of variables with an inherent group structure. The problem of group selection has been well studied, but in this paper, we seek to do the opposite: our goal is to select at least one variable from each group in the…

Feature selection is an essential problem in computer vision, important for category learning and recognition. Along with the rapid development of a wide variety of visual features and classifiers, there is a growing need for efficient…

For privacy and security concerns, the need to erase unwanted information from pre-trained vision models is becoming evident nowadays. In real-world scenarios, erasure requests originate at any time from both users and model owners. These…

We consider the two-group classification problem and propose a kernel classifier based on the optimal scoring framework. Unlike previous approaches, we provide theoretical guarantees on the expected risk consistency of the method. We also…

This work studies the problem of sparse signal recovery with automatic grouping of variables. To this end, we investigate sorted nonsmooth penalties as a regularization approach for generalized linear models. We focus on a family of sorted…

Major complications arise from the recent increase in the amount of high-dimensional data, including high computational costs and memory requirements. Feature selection, which identifies the most relevant and informative attributes of a…

Deep learning models often achieve high performance by inadvertently learning spurious correlations between targets and non-essential features. For example, an image classifier may identify an object via its background that spuriously…

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…

Sure screening technique has been considered as a powerful tool to handle the ultrahigh dimensional variable selection problems, where the dimensionality p and the sample size n can satisfy the NP dimensionality log p=O(n^a) for some a>0…

We propose a novel methodology for feature screening in clustering massive datasets, in which both the number of features and the number of observations can potentially be very large. Taking advantage of a fusion penalization based convex…

In this paper, we consider the problem of noiseless non-adaptive group testing under the for-each recovery guarantee, also known as probabilistic group testing. In the case of $n$ items and $k$ defectives, we provide an algorithm attaining…

SLOPE is a popular method for dimensionality reduction in the high-dimensional regression. Indeed some regression coefficient estimates of SLOPE can be null (sparsity) or can be equal in absolute value (clustering). Consequently, SLOPE may…

Classification and probability estimation are fundamental tasks with broad applications across modern machine learning and data science, spanning fields such as biology, medicine, engineering, and computer science. Recent development of…

Best subset of groups selection (BSGS) is the process of selecting a small part of non-overlapping groups to achieve the best interpretability on the response variable. It has attracted increasing attention and has far-reaching applications…