Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,051 papers · 148 categories

Trend · papers per month

9.5%19.0%28.6%38.1% · May 201919922001200920172026
48 results for Network Lasso

Bayesian approach improves network lasso for multi-task learning.

problem Improving the determination of relational coefficients in network lasso.
method Proposes a Bayesian approach to solve multi-task learning problems using network lasso.
result Objective determination of relational coefficients through Bayesian estimation.

We apply network Lasso to semi-supervised regression problems involving network structured data. This approach lends quite naturally to highly scalable learning algorithms in the form of message passing over an empirical graph which represents the network structure of the data. By using a simple non-parametric regressi…

2018-08-22abs ↗pdf ↗

The "least absolute shrinkage and selection operator" (Lasso) method has been adapted recently for networkstructured datasets. In particular, this network Lasso method allows to learn graph signals from a small number of noisy signal samples by using the total variation of a graph signal for regularization. While effic…

2017-04-07abs ↗pdf ↗

The network Lasso is a recently proposed convex optimization method for machine learning from massive network structured datasets, i.e., big data over networks. It is a variant of the well-known least absolute shrinkage and selection operator (Lasso), which is underlying many methods in learning and signal processing i…

2017-09-03abs ↗pdf ↗

Network Lasso classifies partially labeled data with high-dimensional features.

problem Classifying data points with limited labeled data and high-dimensional features.
method Logistic Network Lasso using total variation regularization and primal-dual splitting.
result Accurate classification achieved from limited labeled data via network structure.

Diagonal linear networks converge to lasso regularization path during training.

problem Understanding the regularization behavior of diagonal linear networks.
method Analyzing the training trajectory of diagonal linear networks and comparing it to the lasso regularization path.
result The training trajectory of diagonal linear networks is closely related to the lasso regularization path.

Deep neural nets on 1-D data are convex Lasso models with reflection features.

problem Training neural networks on 1-D data.
method Proving equivalence to convex Lasso problems with discrete, explicitly defined dictionary matrices.
result Reflection features in neural networks with certain activations.

Deep neural networks favor symmetric structures, enabling multilevel symmetries.

problem Understanding and optimizing deep neural networks.
method Formulating DNN training as convex Lasso problems with geometric algebra.
result Deep networks inherently favor symmetric structures, enabling multilevel symmetries.

Paper proposes SVM-based methods for inferring interaction networks.

problem Modeling interaction between variables in time series and high dimensions.
method Two approaches: neighborhood SVM and restricted Bayesian network for time series.
result Efficiency demonstrated through simulations with linear and nonlinear data.

We apply the network Lasso to solve binary classification and clustering problems for network-structured data. To this end, we generalize ordinary logistic regression to non-Euclidean data with an intrinsic network structure. The resulting "logistic network Lasso" amounts to solving a non-smooth convex regularized empi…

2018-05-07abs ↗pdf ↗

Complex network reconstruction is a hot topic in many fields. Currently, the most popular data-driven reconstruction framework is based on lasso. However, it is found that, in the presence of noise, lasso loses efficiency for weighted networks. This paper builds a new framework to cope with this problem. The key idea i…

2018-12-11abs ↗pdf ↗

A new estimator learns sparse linear models with context-dependent coefficients.

problem Sparse linear models lack flexibility compared to deep neural networks for handling feature groups.
method Contextual lasso estimator using a deep neural network with lasso regularization.
result Learned models can be sparser than standard lasso without sacrificing predictive power.

LassoNet selects features in neural networks using Lasso regularization.

problem Making neural networks interpretable by selecting only relevant features.
method LassoNet uses a modified objective function with constraints to enforce feature selection directly during parameter learning.
result LassoNet significantly outperforms state-of-the-art methods for feature selection and regression.

Paper introduces MGLasso for multiscale graph inference in clustering and network analysis.

problem Graphical models in high-dimensional data analysis need to handle clustering and sparsity simultaneously.
method MGLasso combines clustering and graph inference through a convex relaxation of k-means and hierarchical clustering. It uses CONESTA for regularization.
result MGLasso improves network interpretability by estimating graphs at multiple scales.

Improved survival analysis using square root Cox's models and neural networks.

problem Feature selection in survival analysis.
method Square root Cox's survival analysis by the fittest linear and neural networks model, directly tuning penalty parameter λ.
result Substantially improved over traditional methods, achieving phase transition in feature selection.

Channel pruning and weight binarization improve keyword spotting accuracy.

problem Improving accuracy of keyword spotting in neural networks.
method Group-wise splitting method using group Lasso penalty for channel sparsity, combined with 1-bit weight precision.
result Achieved over 50% channel sparsity with minimal accuracy loss.

A new method for joint eQTL mapping and gene network estimation.

problem Discovering SNP-gene relationships and gene-gene relationships in gene expression regulation.
method L1-2 regularized multi-task graphical lasso (L1-2 GLasso).
result Competitive performance on capturing true sparse structures of eQTL mapping and gene network.

SMART-FAN-Lasso fine-tunes neural networks for high-dimensional nonparametric regression.

problem Fine-tuning neural networks for high-dimensional nonparametric regression with variable selection.
method Source-model-augmented residual tuning (SMART) framework for neural Lasso.
result SMART-FAN-Lasso achieves statistical acceleration over single-task learning under precise conditions.

Efficiently infers sparse networks from count data with reduced memory usage.

problem Sparse network inference for count data with high dimensions and dependencies.
method Improved Bigraphical Lasso using eigenvalue decomposition of Cartesian product graph.
result Reduced computational complexity from O(n2p2)O(n^2p^2) to O(n2+p2)O(n^2 + p^2).

New theory explains how overparametrized neural networks generalize well without bias-variance trade-off.

problem Overparametrized neural networks generalize well despite classical bias-variance trade-off.
method Nonasymptotic generalization theory for two-layer neural networks with ReLU activation, incorporating scaled variation regularization.
result Prediction bounds for all network widths reproduce the double descent phenomenon, and overparametrized models are nearly minimax optimal.

The paper shows how label noise in training can lead to solutions that solve a Lasso program.

problem Understanding the implicit bias of training algorithms in overparametrised models.
method Analyzing the continuous time version of the training dynamics of a quadratically parametrised model.
result The stochastic flow implicitly solves a Lasso program, providing convergence guarantees and support recovery conditions.

New bounds for Lasso and Group Lasso in high dimensions derived.

problem Estimation error bounds for Lasso and Group Lasso in high-dimensional settings.
method Recent advances in high-dimensional statistics to derive new L2 estimation upper bounds.
result Bounds match optimal minimax rate for Lasso and improve over existing results for Group Lasso.

PLS-Lasso integrates dimension reduction into regression for financial index tracking.

problem Dimension reduction and regression are traditionally treated separately in multivariate data analysis.
method PLS-Lasso integrates dimension reduction directly into the regression process, presenting two formulations: PLS-Lasso-v1 and PLS-Lasso-v2.
result PLS-Lasso-v1 and PLS-Lasso-v2 outperform Lasso in financial index tracking.

The paper examines Adaptive Lasso and Transfer Lasso, highlighting their differences and proposing a new method.

problem Comparing and contrasting Adaptive Lasso and Transfer Lasso.
method Theoretical analysis of asymptotic properties and introduction of a new method.
result The Transfer Lasso method reduces non-asymptotic estimation errors compared to Adaptive Lasso.

In this paper, we consider the joint task of simultaneously optimizing (i) the weights of a deep neural network, (ii) the number of neurons for each hidden layer, and (iii) the subset of active input features (i.e., feature selection). While these problems are generally dealt with separately, we present a simple regula…

2016-07-02abs ↗pdf ↗

KTVGL models tensor time series data for interpretable dynamic network estimation.

problem Estimating time-varying dependencies in multi-mode tensor time series data.
method Kronecker Time-Varying Graphical Lasso (KTVGL) for mode-specific dynamic network estimation.
result KTVGL produces interpretable modeling results and higher edge estimation accuracy than existing methods.

DFR reduces the computational cost of sparse-group lasso and adaptive sparse-group lasso.

problem Sparse-group lasso's computational expense and need for tuning.
method Dual Feature Reduction (DFR) using strong screening rules and dual norms.
result DFR drastically reduces computational cost without affecting solution optimality.

We introduce an application of the group lasso to design of experiments. Note that we are NOT trying to explain experimental design for the group lasso. Conversely, we explain how we can use the idea of the group lasso in experimental design, showing that the problem of constructing an optimal design matrix can be tran…

2013-08-06abs ↗pdf ↗