相关论文: Dynamic Sasvi: Strong Safe Screening for Norm-Regu…

Lasso is a widely used regression technique to find sparse representations. When the dimension of the feature space and the number of samples are extremely large, solving the Lasso problem remains challenging. To improve the efficiency of…

The conditional gradient method (CGM) is widely used in large-scale sparse convex optimization, having a low per iteration computational cost for structured sparse regularizers and a greedy approach to collecting nonzeros. We explore the…

In this paper, we develop a simple yet effective screening rule strategy to improve the computational efficiency in solving structured optimization involving nonconvex $\ell_{q,p}$ regularization. Based on an iteratively reweighted $\ell_1$…

Feature selection in learning to rank has recently emerged as a crucial issue. Whereas several preprocessing approaches have been proposed, only a few works have been focused on integrating the feature selection into the learning process.…

Convex sparsity-inducing regularizations are ubiquitous in high-dimensional machine learning, but solving the resulting optimization problems can be slow. To accelerate solvers, state-of-the-art approaches consist in reducing the size of…

Signal processing is rich in inherently continuous and often nonlinear applications, such as spectral estimation, optical imaging, and super-resolution microscopy, in which sparsity plays a key role in obtaining state-of-the-art results.…

Model selection and sparse recovery are two important problems for which many regularization methods have been proposed. We study the properties of regularization methods in both problems under the unified framework of regularized least…

Many regularization schemes for high-dimensional regression have been put forward. Most require the choice of a tuning parameter, using model selection criteria or cross-validation schemes. We show that a simple non-negative or…

Sparsifying neural networks often suffers from seemingly inevitable performance degradation, and it remains challenging to restore the original performance despite much recent progress. Motivated by recent studies in robust optimization, we…

We introduce a new methodology dubbed ``safe peeling'' to accelerate the resolution of L0-regularized least-squares problems via a Branch-and-Bound (BnB) algorithm. Our procedure enables to tighten the convex relaxation considered at each…

Normalization methods improve both optimization and generalization of ConvNets. To further boost performance, the recently-proposed switchable normalization (SN) provides a new perspective for deep learning: it learns to select different…

We design simple screening tests to automatically discard data samples in empirical risk minimization without losing optimization guarantees. We derive loss functions that produce dual objectives with a sparse solution. We also show how to…

Ordered Weighted $L_{1}$ (OWL) regularized regression is a new regression analysis for high-dimensional sparse learning. Proximal gradient methods are used as standard approaches to solve OWL regression. However, it is still a burning issue…

This paper introduces a framework that utilizes the Safe Screening technique to accelerate the optimization process of the Unbalanced Optimal Transport (UOT) problem by proactively identifying and eliminating zero elements in the sparse…

Robotic manipulation in dynamic and unstructured environments requires safety mechanisms that exploit what is known and what is uncertain about the world. Existing safety filters often assume full observability, limiting their applicability…

Advancement in technology has generated abundant high-dimensional data that allows integration of multiple relevant studies. Due to their huge computational advantage, variable screening methods based on marginal correlation have become…

This paper presents an algorithmic framework for the minimization of strictly convex quadratic functions. The framework is flexible and generic. At every iteration the search direction is a linear combination of the negative gradient, as…

The lasso is a popular method to induce shrinkage and sparsity in the solution vector (coefficients) of regression problems, particularly when there are many predictors relative to the number of observations. Solving the lasso in this…

In this paper, we propose a procedure to accelerate the resolution of the well-known "Elastic-Net" problem. Our procedure is based on the (partial) identification of the solution support and the reformulation of the original problem into a…

We present the framework of slowly varying regression under sparsity, allowing sparse regression models to exhibit slow and sparse variations. The problem of parameter estimation is formulated as a mixed-integer optimization problem. We…