Related papers: Safe Screening Rules for Group SLOPE

Non-negative and bounded-variable linear regression problems arise in a variety of applications in machine learning and signal processing. In this paper, we propose a technique to accelerate existing solvers for these problems by…

In many learning settings, it is beneficial to augment the main features with pairwise interactions. Such interaction models can be often enhanced by performing variable selection under the so-called strong hierarchy constraint: an…

Decision trees are widely used for their low computational cost, good predictive performance, and ability to assess the importance of features. Though often used in practice for feature selection, the theoretical guarantees of these methods…

Sketch recognition allows natural and efficient interaction in pen-based interfaces. A key obstacle to building accurate sketch recognizers has been the difficulty of creating large amounts of annotated training data. Several authors have…

Since DeepSeek-R1 popularized, Group Relative Policy Optimization (GRPO) has become the core part of training Reasoning LLMs. However, we find some deficiency that influences RL stability and inference efficiency, like zero-variance in…

While variable selection is essential to optimize the learning complexity by prioritizing features, automating the selection process is preferred since it requires laborious efforts with intensive analysis otherwise. However, it is not an…

Several learning applications require solving high-dimensional regression problems where the relevant features belong to a small number of (overlapping) groups. For very large datasets and under standard sparsity constraints, hard…

This paper tackles the problem of feature selection in a highly challenging setting: $\mathbb{E}(y | \boldsymbol{x}) = G(\boldsymbol{x}_{\mathcal{S}_0})$, where $\mathcal{S}_0$ is the set of relevant features and $G$ is an unknown,…

We develop tools for selective inference in the setting of group sparsity, including the construction of confidence intervals and p-values for testing selected groups of variables. Our main technical result gives the precise distribution of…

Variable selection for recovering sparsity in nonadditive nonparametric models has been challenging. This problem becomes even more difficult due to complications in modeling unknown interaction terms among high dimensional variables. There…

Hard optimisation problems such as Boolean Satisfiability typically have long solving times and can usually be solved by many algorithms, although the performance can vary widely in practice. Research has shown that no single algorithm…

The model interpretation is essential in many application scenarios and to build a classification model with a ease of model interpretation may provide useful information for further studies and improvement. It is common to encounter with a…

With rapid advances in information technology, massive datasets are collected in all fields of science, such as biology, chemistry, and social science. Useful or meaningful information is extracted from these data often through statistical…

This paper focuses on detection tasks in information extraction, where positive instances are sparsely distributed and models are usually evaluated using F-measure on positive classes. These characteristics often result in deficient…

Nonlinear adaptive filters often show some sparse behavior due to the fact that not all the coefficients are equally useful for the modeling of any nonlinearity. Recently, a class of proportionate algorithms has been proposed for nonlinear…

Variable selection is a procedure to attain the truly important predictors from inputs. Complex nonlinear dependencies and strong coupling pose great challenges for variable selection in high-dimensional data. In addition, real-world…

We define the group-lasso estimator for the natural parameters of the exponential families of distributions representing hierarchical log-linear models under multinomial sampling scheme. Such estimator arises as the solution of a convex…

We introduce Group Spike-and-slab Variational Bayes (GSVB), a scalable method for group sparse regression. A fast co-ordinate ascent variational inference (CAVI) algorithm is developed for several common model families including Gaussian,…

In this paper, we present and analyze a simple and robust spectral algorithm for the stochastic block model with $k$ blocks, for any $k$ fixed. Our algorithm works with graphs having constant edge density, under an optimal condition on the…

Regularized methods have been widely applied to system identification problems without known model structures. This paper proposes an infinite-dimensional sparse learning algorithm based on atomic norm regularization. Atomic norm…