相关论文: CR-Lasso: Robust cellwise regularized sparse regre…

Due to the existence of label noise in web images and the high memorization capacity of deep neural networks, training deep fine-grained (FG) models directly through web images tends to have an inferior recognition ability. In the…

Sparsity-inducing penalties are useful tools for variable selection and they are also effective for regression settings where the data are functions. We consider the problem of selecting not only variables but also decision boundaries in…

Sparse linear models are one of several core tools for interpretable machine learning, a field of emerging importance as predictive models permeate decision-making in many domains. Unfortunately, sparse linear models are far less flexible…

Sparse modeling is a powerful framework for data analysis and processing. Traditionally, encoding in this framework is done by solving an l_1-regularized linear regression problem, usually called Lasso. In this work we first combine the…

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…

In this paper, a robust weighted score for unbalanced data (ROWSU) is proposed for selecting the most discriminative feature for high dimensional gene expression binary classification with class-imbalance problem. The method addresses one…

We propose a novel algorithm for greedy forward feature selection for regularized least-squares (RLS) regression and classification, also known as the least-squares support vector machine or ridge regression. The algorithm, which we call…

Sparse regression such as the Lasso has achieved great success in handling high-dimensional data. However, one of the biggest practical problems is that high-dimensional data often contain large amounts of missing values. Convex Conditioned…

The goal of supervised feature selection is to find a subset of input features that are responsible for predicting output values. The least absolute shrinkage and selection operator (Lasso) allows computationally efficient feature selection…

Variable (feature, gene, model, which we use interchangeably) selections for regression with high-dimensional BIGDATA have found many applications in bioinformatics, computational biology, image processing, and engineering. One appealing…

Compressive sensing (CS) has proved effective for tomographic reconstruction from sparsely collected data or under-sampled measurements, which are practically important for few-view CT, tomosynthesis, interior tomography, and so on. To…

High resolution microarrays and second-generation sequencing platforms are powerful tools to investigate genome-wide alterations in DNA copy number, methylation and gene expression associated with a disease. An integrated genomic profiling…

Regression is the workhorse of statistics, and is often faced with real data that contain outliers. When these are casewise outliers, that is, cases that are entirely wrong or belong to a different population, the issue can be remedied by…

Penalized regression models such as the Lasso have proved useful for variable selection in many fields - especially for situations with high-dimensional data where the numbers of predictors far exceeds the number of observations. These…

Multivariate linear regression is a fundamental statistical task, but classical estimators such as ordinary least squares are highly sensitive to outliers. These may occur as casewise outliers that affect entire observations, or as outlying…

An important problem in the analysis of high-dimensional omics data is to identify subsets of molecular variables that are associated with a phenotype of interest. This requires addressing the challenges of high dimensionality, strong…

The least absolute shrinkage and selection operator (LASSO) for linear regression exploits the geometric interplay of the $\ell_2$-data error objective and the $\ell_1$-norm constraint to arbitrarily select sparse models. Guiding this…

Convex regression (CR) is the problem of fitting a convex function to a finite number of noisy observations of an underlying convex function. CR is important in many domains and one of its workhorses is the non-parametric least square…

With the dramatic increase of dimensions in the data representation, extracting latent low-dimensional features becomes of the utmost importance for efficient classification. Aiming at the problems of unclear margin representation and…

Anomalies and outliers are common in real-world data, and they can arise from many sources, such as sensor faults. Accordingly, anomaly detection is important both for analyzing the anomalies themselves and for cleaning the data for further…