相关论文: On the Self-Penalization Phenomenon in Feature Sel…

We consider multi-agent stochastic optimization problems over reproducing kernel Hilbert spaces (RKHS). In this setting, a network of interconnected agents aims to learn decision functions, i.e., nonlinear statistical models, that are…

In this paper we de ne conditional random elds in reproducing kernel Hilbert spaces and show connections to Gaussian Process classi cation. More speci cally, we prove decomposition results for undirected graphical models and we give…

The de-facto standard approach of promoting sparsity by means of $\ell_1$-regularization becomes ineffective in the presence of simplex constraints, i.e.,~the target is known to have non-negative entries summing up to a given constant. The…

In this paper, we discuss the statistical properties of the $\ell_q$ optimization methods $(0<q\leq 1)$, including the $\ell_q$ minimization method and the $\ell_q$ regularization method, for estimating a sparse parameter from noisy…

Reward shaping is a technique in reinforcement learning that addresses the sparse-reward problem by providing more frequent and informative rewards. We introduce a self-adaptive and highly efficient reward shaping mechanism that…

Sparsity promoting regularizers are widely used to impose low-complexity structure (e.g. l1-norm for sparsity) to the regression coefficients of supervised learning. In the realm of deterministic optimization, the sequence generated by…

Low rank inference on matrices is widely conducted by optimizing a cost function augmented with a penalty proportional to the nuclear norm $\Vert \cdot \Vert_*$. However, despite the assortment of computational methods for such problems,…

In this paper, we study the implicit bias of gradient descent for sparse regression. We extend results on regression with quadratic parametrization, which amounts to depth-2 diagonal linear networks, to more general depth-N networks, under…

Motivated by applications, we consider here new operator theoretic approaches to Conditional mean embeddings (CME). Our present results combine a spectral analysis-based optimization scheme with the use of kernels, stochastic processes, and…

We study the problem of contextual combinatorial semi-bandits, where input contexts are mapped into subsets of size $m$ of a collection of $K$ possible actions. In each round, the learner observes the realized reward of the predicted…

We study a regularization framework that combines a convex fidelity term with multiple $\ell_1$-based regularizers, each linked to a distinct linear transform. This multi-penalty model enhances flexibility in promoting structured sparsity.…

We introduce a general framework for analyzing learning algorithms based on the notion of self-regularization, which captures implicit complexity control without requiring explicit regularization. This is motivated by previous observations…

We propose an efficient optimization algorithm for selecting a subset of training data to induce sparsity for Gaussian process regression. The algorithm estimates an inducing set and the hyperparameters using a single objective, either the…

Classical penalized likelihood regression problems deal with the case that the independent variables data are known exactly. In practice, however, it is common to observe data with incomplete covariate information. We are concerned with a…

We study the implicit regularization of gradient descent towards structured sparsity via a novel neural reparameterization, which we call a diagonally grouped linear neural network. We show the following intriguing property of our…

Sparse optimization seeks an optimal solution with few nonzero entries. To achieve this, it is common to add to the criterion a penalty term proportional to the $\ell_1$-norm, which is recognized as the archetype of sparsity-inducing norms.…

We consider the problem of optimally steering the state covariance matrix of a discrete-time linear stochastic system to a desired terminal covariance matrix, while inducing the control input to be zero over many time intervals. We propose…

Sparse neural networks are highly desirable in deep learning in reducing its complexity. The goal of this paper is to study how choices of regularization parameters influence the sparsity level of learned neural networks. We first derive…

Inducing sparseness while training neural networks has been shown to yield models with a lower memory footprint but similar effectiveness to dense models. However, sparseness is typically induced starting from a dense model, and thus this…

Kernel-based methods for support vector machines (SVM) have shown highly advantageous performance in various applications. However, they may incur prohibitive computational costs for large-scale sample datasets. Therefore, data reduction…