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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.

168,695 papers · 148 categories

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117233350466 · Jun 202019922001200920172026
48 results for Sparse Linear

PopArt efficiently solves sparse linear bandits with tighter recovery guarantees.

problem Sparse linear bandits where rewards depend on a few covariates.
method PopArt: a simple, computationally efficient sparse linear estimation method.
result Improved regret bounds compared to state-of-the-art algorithms.

Study finds exact limits for sparse regression with fewer observations than usual.

problem Understanding sparse linear regression with sublinear sparsity.
method Adaptive interpolation method and modified AMP algorithm.
result Exact asymptotic expressions for mutual information and MMSE in sublinear sparsity.

IDS improves sparse linear bandits by balancing information and regret.

problem Sparse linear bandits in high-dimensional decision-making.
method Information-directed sampling (IDS) with Bayesian regret bounds and empirical Bayesian sparse posterior sampling.
result IDS nearly matches existing lower bounds and significantly reduces regret.

High dimensional sparse learning has imposed a great computational challenge to large scale data analysis. In this paper, we are interested in a broad class of sparse learning approaches formulated as linear programs parametrized by a {\em regularization factor}, and solve them by the parametric simplex method (PSM). O…

2017-04-04abs ↗pdf ↗

Improved online Lasso reduces regret in sparse linear contextual bandits.

problem Sparse linear contextual bandit problem with inefficient sampling.
method Perturbed adversary approach to alleviate sampling inefficiency.
result Online Lasso achieves O(kTlogd)\mathcal{O}(\sqrt{kT\log d}) regret bound.

This paper explores loss landscapes of sparse neural networks, finding unique characteristics compared to dense networks.

problem Understanding the loss landscape of sparse neural networks, especially one-hidden-layer networks.
method Analyzes sparse networks with dense and sparse final layers, focusing on linear and non-linear models.
result Sparse networks can have no spurious valleys under certain conditions, but spurious valleys and minima can exist for wide sparse networks.

Efficiently estimates sparse linear regression with heavy-tailed data and outliers.

problem Sparse estimation of linear regression coefficients with heavy-tailed covariates and noises, including outliers.
method Efficient computation of robust estimator with nearly optimal error bound.
result Nearly optimal error bound for robust sparse estimation.

New algorithm reduces sample complexity for sparse linear regression.

problem Sparse linear regression with correlated covariates and approximate dependencies.
method Polynomial-time algorithm that adapts the Lasso to tolerate approximate dependencies.
result Achieves near-optimal sample complexity for constant sparsity and ill-conditioned covariates.

Paper proposes distributed sparse multicategory discriminant analysis for classification.

problem Sparse multicategory classification with distributed data.
method Convex formulation, distributed setting, invariant discriminant subspace recovery.
result Distributed sparse multicategory linear discriminant analysis performs as good as centralized version after a few rounds of communications.

Study shows inefficiency of sparse linear regression learning with fewer than Ω(k^2) samples.

problem Efficiency of sparse linear regression learning with minimal samples.
method Reduction to sparse PCA problems and lower bounds.
result Efficient algorithms for sparse linear regression require at least Ω(k^2) samples.

We analyze the computational complexity of Quantum Sparse Support Vector Machine, a linear classifier that minimizes the hinge loss and the L1L_1 norm of the feature weights vector and relies on a quantum linear programming solver instead of a classical solver. Sparse SVM leads to sparse models that use only a small fr…

2019-02-05abs ↗pdf ↗

New insights into statistical and computational limits for mixed sparse linear regression.

problem Recovering two sparse signals from noisy linear measurements.
method Analysis of low-degree polynomials and a simple thresholding algorithm.
result Identification of a smooth information-computation tradeoff and order-optimality of the thresholding algorithm.

In machine learning and data mining, linear models have been widely used to model the response as parametric linear functions of the predictors. To relax such stringent assumptions made by parametric linear models, additive models consider the response to be a summation of unknown transformations applied on the predict…

2017-10-16abs ↗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.

Efficiently estimates sparse linear regression with heavy-tailed and outlier-contaminated data.

problem Estimating sparse linear regression coefficients with heavy-tailed and outlier-contaminated data.
method Efficient computation of estimators with sharp error bounds.
result Sharp error bounds for efficient estimators.

NGSLL combines DNN accuracy with linear model interpretability.

problem Combining high accuracy of DNNs with interpretability of linear models.
method Neural generators of sparse local linear models (NGSLL) using DNNs to approximate non-linear functions.
result Effective in real-world datasets, achieving high predictive performance and interpretability.

A two-phase algorithm identifies the best arm in sparse linear bandits with fixed budget.

problem Best arm identification in sparse linear bandits with limited budget.
method Lasso and Optimal-Design (Lasso-OD) based linear best-arm identification.
result Lasso-OD achieves significant performance improvement for sparse and high-dimensional linear bandits.

Paper develops a decoder for sparse codes without encoder matrix, achieving optimal recovery.

problem Designing a decoder for sparse codes from linear measurements alone.
method Matrix factorization to recover encoder and sparse coding matrices from measurements.
result Decoder-Expander Based Factorisation recovers encoder and sparse coding matrix at optimal measurement rate with high probability.

Picasso is a new library for sparse learning problems in R and Python.

problem Sparse learning problems in high-dimensional data analysis.
method Unified framework of pathwise coordinate optimization with efficient active set selection strategies.
result picasso can efficiently handle large-scale problems.

The generalized linear model (GLM) plays a key role in regression analyses. In high-dimensional data, the sparse GLM has been used but it is not robust against outliers. Recently, the robust methods have been proposed for the specific example of the sparse GLM. Among them, we focus on the robust and sparse linear regre…

2018-02-09abs ↗pdf ↗

Study on recovering supports of multiple sparse vectors from mixed linear measurements.

problem Recovering supports of multiple sparse vectors from a mixture of linear measurements.
method Developed algorithms to identify the support of all component vectors using polynomial and quasi-polynomial number of measurements.
result Polynomial and quasi-polynomial number of measurements sufficient for recovering the supports of all component vectors.

FLIPHAT addresses joint differential privacy for high-dimensional sparse linear bandits.

problem Efficient sequential decision-making with high-dimensional sparse features and privacy concerns.
method FLIPHAT combines iterative forgetting and N-IHT for sparse linear regression, achieving optimal regret.
result FLIPHAT achieves optimal regret in terms of privacy parameters, context dimension, and time horizon.

New bounds for high-dimensional sparse linear bandits, balancing information and regret.

problem Stochastic linear bandits with high-dimensional sparse features.
method Derivation of minimax regret lower and upper bounds for explore-then-commit algorithm.
result Optimal rate of Θ(n2/3)Θ(n^{2/3}) for data-poor regime, complemented by O(n)O(\sqrt{n}) under signal magnitude assumption.

Sparse generalized additive models (GAMs) are an extension of sparse generalized linear models which allow a model's prediction to vary non-linearly with an input variable. This enables the data analyst build more accurate models, especially when the linearity assumption is known to be a poor approximation of reality. …

2019-12-04abs ↗pdf ↗

Sparse coding approximates the data sample as a sparse linear combination of some basic codewords and uses the sparse codes as new presentations. In this paper, we investigate learning discriminative sparse codes by sparse coding in a semi-supervised manner, where only a few training samples are labeled. By using the m…

2013-11-26abs ↗pdf ↗

Fast classification for sparse models, even with correlated features.

problem Sparse classification with many correlated features.
method Linear and quadratic surrogate cuts, priority queue, and analytical solution for exponential loss.
result 2 to 5 times faster than previous approaches, interpretable models with comparable accuracy.

In this paper we consider sparse and identifiable linear latent variable (factor) and linear Bayesian network models for parsimonious analysis of multivariate data. We propose a computationally efficient method for joint parameter and model inference, and model comparison. It consists of a fully Bayesian hierarchy for …

2010-04-29abs ↗pdf ↗

We present a signal representation framework called the sparse manifold transform that combines key ideas from sparse coding, manifold learning, and slow feature analysis. It turns non-linear transformations in the primary sensory signal space into linear interpolations in a representational embedding space while maint…

2018-06-23abs ↗pdf ↗

The paper tackles reward-relevance in offline RL with sparse decision dynamics.

problem Offline reinforcement learning with sparse decision dynamics and estimation sparsity.
method Reward-filtered least-squares policy evaluation using thresholded lasso.
result The method provides theoretical guarantees with sample complexity dependent on sparse component size.

Folded concave penalization methods have been shown to enjoy the strong oracle property for high-dimensional sparse estimation. However, a folded concave penalization problem usually has multiple local solutions and the oracle property is established only for one of the unknown local solutions. A challenging fundamenta…

2012-10-22abs ↗pdf ↗

Paper improves sparse linear bandits by accounting for noise variance.

problem Sparse linear bandits with unknown noise variance.
method Develops a general framework to convert variance-aware algorithms to sparse linear bandits.
result Achieves $\widetilde{\mathcal O}\left(\sqrt{d\sum_{t=1}^T σ_t^2} + 1 ight)$ regret, interpolating between worst-case and benign settings.

Principal components analysis (PCA) is the optimal linear auto-encoder of data, and it is often used to construct features. Enforcing sparsity on the principal components can promote better generalization, while improving the interpretability of the features. We study the problem of constructing optimal sparse linear a…

2015-02-23abs ↗pdf ↗

Optimal sketching bounds for sparse linear regression under various loss functions are established.

problem Sparse linear regression under different loss functions.
method Distribution over oblivious sketches for sparse 2\ell_2 norm regression and hinge-like loss functions.
result Optimal sketching bounds with O(klog(d/k)/ε2)O(k\log(d/k)/\varepsilon^2) rows for sparse 2\ell_2 norm regression and O(μ2klog(μnd/ε)/ε2)O(μ^2 k\log(μn d/\varepsilon)/\varepsilon^2) rows for hinge-like loss functions.

New method discovers causal relationships in sparse linear data.

problem Discovering cause-effect relationships in sparse linear data.
method Uses structural matrix to reconstruct data and identify causal structures without independence tests.
result Outperforms existing methods in sparse causal structure recovery.

Sparse linear regression, which entails finding a sparse solution to an underdetermined system of linear equations, can formally be expressed as an l0l_0-constrained least-squares problem. The Orthogonal Least-Squares (OLS) algorithm sequentially selects the features (i.e., columns of the coefficient matrix) to greedil…

2016-02-22abs ↗pdf ↗

Graph neural networks improve AMG convergence for sparse systems.

problem Efficiently constructing algebraic multigrid prolongation operators for sparse linear systems.
method Train a graph neural network to learn prolongation operators from matrix classes, using an unsupervised loss function.
result Improved convergence rates compared to classical AMG methods.

Efficiently finds sparse solutions to max-plus equations for convex regression.

problem Finding sparse solutions to max-plus equations for convex multivariate regression.
method Polynomial-time algorithm for sparse approximate solutions.
result Optimal piecewise-linear fitting with minimum number of regions.

PROBE algorithm efficiently solves sparse high-dimensional linear regression.

problem Sparse high-dimensional linear regression models with complex parameter spaces.
method Partitioned empirical Bayes ECM algorithm for computationally efficient MAP estimation.
result PROBE algorithm provides robust and efficient coordinate-wise optimization.

This paper proposes a fast and accurate method for sparse regression in the presence of missing data. The underlying statistical model encapsulates the low-dimensional structure of the incomplete data matrix and the sparsity of the regression coefficients, and the proposed algorithm jointly learns the low-dimensional s…

2015-03-28abs ↗pdf ↗

This paper uses quantum computing to solve sparse linear regression problems efficiently.

problem Sparse linear regression to identify important features from a large set of variables.
method Formulates the 0\ell_0 optimization problem as a QUBO problem and solves it using the D-Wave adiabatic quantum computer.
result The QUBO solution matches the optimal solution for a wide range of sparsity penalty values across datasets.