相关论文: An adaptive shortest-solution guided decimation ap…

Sharpness-Aware Minimization (SAM) improves model generalization but doubles the computational cost of Stochastic Gradient Descent (SGD) by requiring twice the gradient calculations per optimization step. To mitigate this, we propose…

We propose LSDAT, an image-agnostic decision-based black-box attack that exploits low-rank and sparse decomposition (LSD) to dramatically reduce the number of queries and achieve superior fooling rates compared to the state-of-the-art…

This paper considers sparse linear discriminant analysis of high-dimensional data. In contrast to the existing methods which are based on separate estimation of the precision matrix $\O$ and the difference $\de$ of the mean vectors, we…

Many high-dimensional data sets suffer from hidden confounding which affects both the predictors and the response of interest. In such situations, standard regression methods or algorithms lead to biased estimates. This paper substantially…

In this paper, we consider the classic measurement error regression scenario in which our independent, or design, variables are observed with several sources of additive noise. We will show that our motivating example's replicated…

Although the sparse multinomial logistic regression (SMLR) has provided a useful tool for sparse classification, it suffers from inefficacy in dealing with high dimensional features and manually set initial regressor values. This has…

High-dimensional data sets are often analyzed and explored via the construction of a latent low-dimensional space which enables convenient visualization and efficient predictive modeling or clustering. For complex data structures, linear…

In sparse estimation, such as fused lasso and convex clustering, we apply either the proximal gradient method or the alternating direction method of multipliers (ADMM) to solve the problem. It takes time to include matrix division in the…

The Hadamard decomposition is a powerful technique for data analysis and matrix compression, which decomposes a given matrix into the element-wise product of two or more low-rank matrices. In this paper, we develop an efficient algorithm to…

High-dimensional sparse modeling with censored survival data is of great practical importance, as exemplified by modern applications in high-throughput genomic data analysis and credit risk analysis. In this article, we propose a class of…

This paper studies the asymptotic properties of the adaptive elastic net in ultra-high dimensional sparse linear regression models and proposes a new method called SSLS (Separate Selection from Least Squares) to improve prediction accuracy.…

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…

As in standard linear regression, in truncated linear regression, we are given access to observations $(A_i, y_i)_i$ whose dependent variable equals $y_i= A_i^{\rm T} \cdot x^* + \eta_i$, where $x^*$ is some fixed unknown vector of interest…

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…

Given $m$ $d$-dimensional responsors and $n$ $d$-dimensional predictors, sparse regression finds at most $k$ predictors for each responsor for linear approximation, $1\leq k \leq d-1$. The key problem in sparse regression is subset…

Penalized logistic regression is extremely useful for binary classification with large number of covariates (higher than the sample size), having several real life applications, including genomic disease classification. However, the…

Stochastic gradient descent (SGD) is a fundamental optimization algorithm widely used in modern machine learning. In this paper, we propose Factor-Augmented SGD (FSGD), a new optimization method that leverages latent factor representations…

Many machine learning applications and tasks rely on the stochastic gradient descent (SGD) algorithm and its variants. Effective step length selection is crucial for the success of these algorithms, which has motivated the development of…

Sparse signal reconstruction algorithms have attracted research attention due to their wide applications in various fields. In this paper, we present a simple Bayesian approach that utilizes the sparsity constraint and a priori statistical…

We propose a minimum distance estimation method for robust regression in sparse high-dimensional settings. The traditional likelihood-based estimators lack resilience against outliers, a critical issue when dealing with high-dimensional…