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The shortest path problem is formulated as an $l_1$-regularized regression problem, known as lasso. Based on this formulation, a connection is established between Dijkstra's shortest path algorithm and the least angle regression (LARS) for…

Optimization and Control · Mathematics 2020-05-26 Anqi Dong , Amirhossein Taghvaei , Tryphon T. Georgiou

The Lasso (Least Absolute Shrinkage and Selection Operator) has been a popular technique for simultaneous linear regression estimation and variable selection. In this paper, we propose a new novel approach for robust Lasso that follows the…

Methodology · Statistics 2016-05-13 Esa Ollila

A multiple interval-valued linear regression model considering all the cross-relationships between the mids and spreads of the intervals has been introduced recently. A least-squares estimation of the regression parameters has been carried…

Statistics Theory · Mathematics 2016-02-09 Marta García Bárzana , Ana Colubi , Erricos John Kontoghiorghes

We present an optimal and efficient algorithm for finding a shortest path in an elastic optical network. The algorithm is an adaptation of the Dijkstra shortest path algorithm, where we take into account the spectrum continuity and…

Networking and Internet Architecture · Computer Science 2019-04-16 Ireneusz Szcześniak , Bożena Woźna-Szcześniak

The purpose of model selection algorithms such as All Subsets, Forward Selection and Backward Elimination is to choose a linear model on the basis of the same set of data to which the model will be applied. Typically we have available a…

Statistics Theory · Mathematics 2007-06-13 Bradley Efron , Trevor Hastie , Iain Johnstone , Robert Tibshirani

The "least absolute shrinkage and selection operator" (Lasso) method has been adapted recently for networkstructured datasets. In particular, this network Lasso method allows to learn graph signals from a small number of noisy signal…

Machine Learning · Statistics 2017-12-19 Alexander Jung , Nguyen Tran Quang , Alexandru Mara

Least angle regression (LARS) by Efron et al. (2004) is a novel method for constructing the piece-wise linear path of Lasso solutions. For several years, it remained also as the de facto method for computing the Lasso solution before more…

Methodology · Statistics 2017-06-26 Muhammad Naveed Tabassum , Esa Ollila

In statistics, the least absolute shrinkage and selection operator (Lasso) is a regression method that performs both variable selection and regularization. There is a lot of literature available, discussing the statistical properties of the…

Computation · Statistics 2023-03-08 Yujie Zhao , Xiaoming Huo

Recently, network lasso has drawn many attentions due to its remarkable performance on simultaneous clustering and optimization. However, it usually suffers from the imperfect data (noise, missing values etc), and yields sub-optimal…

Machine Learning · Computer Science 2018-08-21 Yawei Zhao , Kai Xu , Xinwang Liu , En Zhu , Xinzhong Zhu , Jianping Yin

This study proposes sparse estimation methods for the generalized linear models, which run one of least angle regression (LARS) and least absolute shrinkage and selection operator (LASSO) in the tangent space of the manifold of the…

Machine Learning · Statistics 2020-07-20 Yoshihiro Hirose

We compare alternative computing strategies for solving the constrained lasso problem. As its name suggests, the constrained lasso extends the widely-used lasso to handle linear constraints, which allow the user to incorporate prior…

Machine Learning · Statistics 2016-11-08 Brian R. Gaines , Hua Zhou

A modified version of the Dijkstra algorithm using an inventive contraction hierarchy is proposed. The algorithm considers a directed acyclic graph with a conical or semi-circular structure for which a pair of edges is chosen iteratively…

Data Structures and Algorithms · Computer Science 2015-03-20 Ugochi A. Okengwu , Enoch O. Nwachukwu , Emmanuel N. Osegi

Least Absolute Shrinkage and Selection Operator or the Lasso, introduced by Tibshirani (1996), is a popular estimation procedure in multiple linear regression when underlying design has a sparse structure, because of its property that it…

Methodology · Statistics 2017-10-31 Debraj Das , S. N. Lahiri

Convex optimization is an essential tool for modern data analysis, as it provides a framework to formulate and solve many problems in machine learning and data mining. However, general convex optimization solvers do not scale well, and…

Social and Information Networks · Computer Science 2015-07-02 David Hallac , Jure Leskovec , Stephen Boyd

The network Lasso is a recently proposed convex optimization method for machine learning from massive network structured datasets, i.e., big data over networks. It is a variant of the well-known least absolute shrinkage and selection…

Machine Learning · Statistics 2017-09-06 Alexandru Mara , Alexander Jung

We propose a deep neural network (DNN) based least distance (LD) estimator (DNN-LD) for a multivariate regression problem, addressing the limitations of the conventional methods. Due to the flexibility of a DNN structure, both linear and…

Methodology · Statistics 2024-01-09 Jungmin Shin , Seung Jun Shin , Sungwan Bang

Distributed adaptive signal processing has attracted much attention in the recent decade owing to its effectiveness in many decentralized real-time applications in networked systems. Because many natural signals are highly sparse with most…

Optimization and Control · Mathematics 2017-11-22 Xuanyu Cao , K. J. Ray Liu

We present a path algorithm for the generalized lasso problem. This problem penalizes the $\ell_1$ norm of a matrix D times the coefficient vector, and has a wide range of applications, dictated by the choice of D. Our algorithm is based on…

Statistics Theory · Mathematics 2015-03-17 Ryan J. Tibshirani , Jonathan Taylor

The least absolute shrinkage and selection operator (LASSO) for linear regression exploits the geometric interplay of the $\ell_2$-data error objective and the $\ell_1$-norm constraint to arbitrarily select sparse models. Guiding this…

Information Theory · Computer Science 2012-05-10 Anastasios Kyrillidis , Volkan Cevher

We apply the network Lasso to solve binary classification and clustering problems for network-structured data. To this end, we generalize ordinary logistic regression to non-Euclidean data with an intrinsic network structure. The resulting…

Machine Learning · Computer Science 2018-08-15 Henrik Ambos , Nguyen Tran , Alexander Jung
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