相关论文: Adaptive Group Lasso Neural Network Models for Fun…
The need for fast sparse optimization is emerging, e.g., to deal with large-dimensional data-driven problems and to track time-varying systems. In the framework of linear sparse optimization, the iterative shrinkage-thresholding algorithm…
The group Lasso is an extension of the Lasso for feature selection on (predefined) non-overlapping groups of features. The non-overlapping group structure limits its applicability in practice. There have been several recent attempts to…
While traditional Deep Learning (DL) optimization methods treat all training samples equally, Distributionally Robust Optimization (DRO) adaptively assigns importance weights to different samples. However, a significant gap exists between…
Gaussian graphical regression is a powerful means that regresses the precision matrix of a Gaussian graphical model on covariates, permitting the numbers of the response variables and covariates to far exceed the sample size. Model fitting…
Deep networks are increasingly applied to a wide variety of data, including data with high-dimensional predictors. In such analysis, variable selection can be needed along with estimation/model building. Many of the existing deep network…
In genomic analysis, biomarker discovery, image recognition, and other systems involving machine learning, input variables can often be organized into different groups by their source or semantic category. Eliminating some groups of…
We present novel techniques to accelerate the convergence of Deep Learning algorithms by conducting low overhead removal of redundant neurons -- apoptosis of neurons -- which do not contribute to model learning, during the training phase…
We propose a new approach to mixed-frequency regressions in a high-dimensional environment that resorts to Group Lasso penalization and Bayesian techniques for estimation and inference. In particular, to improve the prediction properties of…
Many machine learning techniques sacrifice convenient computational structures to gain estimation robustness and modeling flexibility. However, by exploring the modeling structures, we find these "sacrifices" do not always require more…
Simultaneous feature selection and non-linear function estimation is challenging in modeling, especially in high-dimensional settings where the number of variables exceeds the available sample size. In this article, we investigate the…
The primary goal of this paper is to provide an efficient solution algorithm based on the augmented Lagrangian framework for optimization problems with a stochastic objective function and deterministic constraints. Our main contribution is…
Deep metric learning has yielded impressive results in tasks such as clustering and image retrieval by leveraging neural networks to obtain highly discriminative feature embeddings, which can be used to group samples into different classes.…
We consider a regularized least squares problem, with regularization by structured sparsity-inducing norms, which extend the usual $\ell_1$ and the group lasso penalty, by allowing the subsets to overlap. Such regularizations lead to…
This work studies approximation based on single-hidden-layer feedforward and recurrent neural networks with randomly generated internal weights. These methods, in which only the last layer of weights and a few hyperparameters are optimized,…
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…
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…
Sparse penalized quantile regression provides an effective framework for variable selection and robust estimation in high-dimensional data analysis. When ex planatory variables are organized into groups, achieving sparsity both within and…
The effectiveness of single-model sequential recommendation architectures, while scalable, is often limited when catering to "power users" in sparse or niche domains. Our previous research, PinnerFormerLite, addressed this by using a fixed…
We consider the problem of learning a structured multi-task regression, where the output consists of multiple responses that are related by a graph and the correlated response variables are dependent on the common inputs in a sparse but…
This paper studies the statistical properties of the group Lasso estimator for high dimensional sparse quantile regression models where the number of explanatory variables (or the number of groups of explanatory variables) is possibly much…