相关论文: spred: Solving $L_1$ Penalty with SGD

We derive sharp performance bounds for least squares regression with $L_1$ regularization from parameter estimation accuracy and feature selection quality perspectives. The main result proved for $L_1$ regularization extends a similar…

Sparsification of neural networks is one of the effective complexity reduction methods to improve efficiency and generalizability. Binarized activation offers an additional computational saving for inference. Due to vanishing gradient issue…

Partial least squares (PLS) regression combines dimensionality reduction and prediction using a latent variable model. Since partial least squares regression (PLS-R) does not require matrix inversion or diagonalization, it can be applied to…

Deep latent generative models have attracted increasing attention due to the capacity of combining the strengths of deep learning and probabilistic models in an elegant way. The data representations learned with the models are often…

Weight decay is one of the most widely used forms of regularization in deep learning, and has been shown to improve generalization and robustness. The optimization objective driving weight decay is a sum of losses plus a term proportional…

$\ell_1$ regularization has been used for logistic regression to circumvent the overfitting and use the estimated sparse coefficient for feature selection. However, the challenge of such a regularization is that the $\ell_1$ norm is not…

We present local discriminative Gaussian (LDG) dimensionality reduction, a supervised dimensionality reduction technique for classification. The LDG objective function is an approximation to the leave-one-out training error of a local…

Online learning algorithms require to often recompute least squares regression estimates of parameters. We study improving the computational complexity of such algorithms by using stochastic gradient descent (SGD) type schemes in place of…

Stochastic Gradient Descent (SGD) is a known stochastic iterative method popular for large-scale convex optimization problems due to its simple implementation and scalability. Some objectives, such as those found in complex-valued neural…

A regularized minimization model with $l_1$-norm penalty (RP) is introduced for training the autoencoders that belong to a class of two-layer neural networks. We show that the RP can act as an exact penalty model which shares the same…

Differentially private stochastic gradient descent (DP-SGD) is broadly considered to be the gold standard for training and fine-tuning neural networks under differential privacy (DP). With the increasing availability of high-quality…

The parameters of a neural network are naturally organized in groups, some of which might not contribute to its overall performance. To prune out unimportant groups of parameters, we can include some non-differentiable penalty to the…

We consider a class of sparse learning problems in high dimensional feature space regularized by a structured sparsity-inducing norm which incorporates prior knowledge of the group structure of the features. Such problems often pose a…

We describe a fast method to eliminate features (variables) in l1 -penalized least-square regression (or LASSO) problems. The elimination of features leads to a potentially substantial reduction in running time, specially for large values…

An explicit algorithm for the minimization of an $\ell_1$ penalized least squares functional, with non-separable $\ell_1$ term, is proposed. Each step in the iterative algorithm requires four matrix vector multiplications and a single…

Sparsity-inducing regularization problems are ubiquitous in machine learning applications, ranging from feature selection to model compression. In this paper, we present a novel stochastic method -- Orthant Based Proximal Stochastic…

Recent work has established an empirically successful framework for adapting learning rates for stochastic gradient descent (SGD). This effectively removes all needs for tuning, while automatically reducing learning rates over time on…

Recent breakthroughs in computer vision make use of large deep neural networks, utilizing the substantial speedup offered by GPUs. For applications running on limited hardware, however, high precision real-time processing can still be a…

The state-of-the-art deep neural networks (DNNs) have significant computational and data management requirements. The size of both training data and models continue to increase. Sparsification and pruning methods are shown to be effective…

Learning models with categorical variables requires optimizing expectations over discrete distributions, a setting in which stochastic gradient-based optimization is challenging due to the non-differentiability of categorical sampling. A…