Related papers: Efficient Solvers for SLOPE in R, Python, Julia, a…

The lasso is the most famous sparse regression and feature selection method. One reason for its popularity is the speed at which the underlying optimization problem can be solved. Sorted L-One Penalized Estimation (SLOPE) is a…

In linear regression, SLOPE is a new convex analysis method that generalizes the Lasso via the sorted L1 penalty: larger fitted coefficients are penalized more heavily. This magnitude-dependent regularization requires an input of penalty…

Sorted L-One Penalized Estimation (SLOPE) is a relatively new convex optimization procedure which allows for adaptive selection of regressors under sparse high dimensional designs. Here we extend the idea of SLOPE to deal with the situation…

SLOPE is a relatively new convex optimization procedure for high-dimensional linear regression via the sorted l1 penalty: the larger the rank of the fitted coefficient, the larger the penalty. This non-separable penalty renders many…

Sorted L-One Penalized Estimation is a relatively new convex optimization procedure which allows for adaptive selection of regressors under sparse high dimensional designs. Here we extend the idea of SLOPE to deal with the situation when…

In this paper we propose a methodology to accelerate the resolution of the so-called "Sorted L-One Penalized Estimation" (SLOPE) problem. Our method leverages the concept of "safe screening", well-studied in the literature for…

We introduce a new estimator for the vector of coefficients $\beta$ in the linear model $y=X\beta+z$, where $X$ has dimensions $n\times p$ with $p$ possibly larger than $n$. SLOPE, short for Sorted L-One Penalized Estimation, is the…

collapse is a large C/C++-based infrastructure package facilitating complex statistical computing, data transformation, and exploration tasks in R - at outstanding levels of performance and memory efficiency. It also implements a…

Among techniques for high-dimensional linear regression, Sorted L-One Penalized Estimation (SLOPE) generalizes the LASSO via an adaptive $l_1$ regularization that applies heavier penalties to larger coefficients in the model. To achieve…

liquidSVM is a package written in C++ that provides SVM-type solvers for various classification and regression tasks. Because of a fully integrated hyper-parameter selection, very carefully implemented solvers, multi-threading and GPU…

Sorted $L_1$ penalization estimator (SLOPE) is a regularization technique for sorted absolute coefficients in high-dimensional regression. By arbitrarily setting its regularization weights $\lambda$ under the monotonicity constraint, SLOPE…

The sparse group lasso optimization problem is solved using a coordinate gradient descent algorithm. The algorithm is applicable to a broad class of convex loss functions. Convergence of the algorithm is established, and the algorithm is…

In this paper, we consider the problem of planar graph-based simultaneous localization and mapping (SLAM) that involves both poses of the autonomous agent and positions of observed landmarks. We present CPL-SLAM, an efficient and…

Sorted $\ell_1$ Penalized Estimator (SLOPE) is a relatively new convex regularization method for fitting high-dimensional regression models. SLOPE allows to reduce the model dimension by shrinking some estimates of the regression…

The problems of outliers detection and robust regression in a high-dimensional setting are fundamental in statistics, and have numerous applications. Following a recent set of works providing methods for simultaneous robust regression and…

Tuning the regularization parameter in penalized regression models is an expensive task, requiring multiple models to be fit along a path of parameters. Strong screening rules drastically reduce computational costs by lowering the…

Multi-constraint planning involves identifying, evaluating, and refining candidate plans while satisfying multiple, potentially conflicting constraints. Existing large language model (LLM) approaches face fundamental limitations in this…

Many machine learning models, such as logistic regression~(LR) and support vector machine~(SVM), can be formulated as composite optimization problems. Recently, many distributed stochastic optimization~(DSO) methods have been proposed to…

We present a versatile GPU-based parallel version of Logistic Regression (LR), aiming to address the increasing demand for faster algorithms in binary classification due to large data sets. Our implementation is a direct translation of the…

We propose a new fast algorithm to estimate any sparse generalized linear model with convex or non-convex separable penalties. Our algorithm is able to solve problems with millions of samples and features in seconds, by relying on…