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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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48 results for ell_1-norm

The paper studies the minimum ℓ₁-norm interpolator's risk behavior in over-parameterized settings.

problem Understanding the risk behavior of minimum ℓ₁-norm interpolators in high-dimensional settings.
method Exact characterization of the risk behavior through a system of two non-linear equations.
result Observation of a multi-descent phenomenon in the generalization risk of the minimum ℓ₁-norm interpolator.

We study the column subset selection problem with respect to the entrywise 1\ell_1-norm loss. It is known that in the worst case, to obtain a good rank-kk approximation to a matrix, one needs an arbitrarily large nΩ(1)n^{Ω(1)} number of columns to obtain a (1+ε)(1+ε)-approximation to the best entrywise 1\ell_1-norm low ra…

2020-04-16abs ↗pdf ↗

The 1\ell_1-norm fails to produce sparse solutions in Laplacian constrained graphical models, leading to a complete graph.

problem Learning a sparse graph under Laplacian constrained Gaussian graphical models.
method Introduced a nonconvex sparsity penalty and proposed a new estimator using a sequence of weighted 1\ell_1-norm penalized sub-problems. Developed a projected gradient descent algorithm with linear convergence rate.
result The proposed estimator can recover the edges correctly with high probability and is effective on both synthetic and real-world data sets.

Signal estimation problems with smoothness and sparsity priors can be naturally modeled as quadratic optimization with 0\ell_0-"norm" constraints. Since such problems are non-convex and hard-to-solve, the standard approach is, instead, to tackle their convex surrogates based on 1\ell_1-norm relaxations. In this paper…

2018-11-06abs ↗pdf ↗

We propose 1\ell_1 norm regularized quadratic surface support vector machine models for binary classification in supervised learning. We establish their desired theoretical properties, including the existence and uniqueness of the optimal solution, reduction to the standard SVMs over (almost) linearly separable data s…

2019-08-22abs ↗pdf ↗

In many applications, high-dimensional data points can be well represented by low-dimensional subspaces. To identify the subspaces, it is important to capture a global and local structure of the data which is achieved by imposing low-rank and sparseness constraints on the data representation matrix. In low-rank sparse …

2018-12-17abs ↗pdf ↗

The paper analyzes boosting and minimum-1\ell_1-norm classifiers in high dimensions.

problem Understanding the generalization error and optimal Bayes error in boosting.
method High-dimensional asymptotic theory, Gaussian comparison techniques, uniform deviation argument.
result Precise characterizations of boosting test error and optimal Bayes error.

Proximal operators are of particular interest in optimization problems dealing with non-smooth objectives because in many practical cases they lead to optimization algorithms whose updates can be computed in closed form or very efficiently. A well-known example is the proximal operator of the vector 1\ell_1 norm, whic…

2019-10-09abs ↗pdf ↗

Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. While naturally cast as a combinatorial optimization problem, variable or feature selection admits a convex relaxation through the regularization by the 1\ell_1-norm. In this paper, we consider situations where we…

2011-09-12abs ↗pdf ↗

Recent research has shown that performance in signal processing tasks can often be significantly improved by using signal models based on sparse representations, where a signal is approximated using a small number of elements from a fixed dictionary. Unfortunately, inference in this model involves solving non-smooth op…

2011-11-17abs ↗pdf ↗

IRKSN algorithm achieves sparse recovery with wider applicability conditions.

problem Sparse recovery challenges due to NP-hard nature and restrictive conditions.
method IRKSN algorithm based on kk-support norm regularizer.
result Achieves sparse recovery with explicit constants and standard linear rate.

The paper examines how to protect LASSO-based feature selection from adversarial attacks.

problem Adversarial attacks on LASSO-based feature selection.
method Formulated as a bi-level optimization problem, reformulated LASSO with linear inequality constraints, solved using interior-point method, and modified using projected gradient descent.
result Demonstrated the effectiveness of the proposed method in protecting LASSO-based feature selection from adversarial attacks.

We consider the empirical risk minimization problem for linear supervised learning, with regularization by structured sparsity-inducing norms. These are defined as sums of Euclidean norms on certain subsets of variables, extending the usual 1\ell_1-norm and the group 1\ell_1-norm by allowing the subsets to overlap. T…

2009-04-22abs ↗pdf ↗

Paper refines cross-lingual word embeddings using Manhattan norm.

problem Sensitivity of 2\ell_{2} norm loss function to outliers in CLWEs.
method Post-processing step using 1\ell_{1} norm to improve CLWEs.
result The 1\ell_{1} refinement substantially outperforms state-of-the-art baselines.

Paper develops algorithms for sparse linear regression with generalized elastic net penalty.

problem Sparse linear regression with robust penalty for high-dimensional data.
method Iterative Reweighted Framework based on ADMM and PMM with SNN.
result Efficient algorithms provide superior performance in both simulated and real data.

Algorithm approximates regularization path for deep neural networks efficiently.

problem Computing the regularization path for high-dimensional deep neural networks.
method Multiobjective continuation method for non-smooth objectives.
result Approximation of the entire Pareto front for regularization path.

Paper tackles outlier detection in signals modeled by generative models with theoretical guarantees.

problem Recovering signals from linear measurements with sparse outliers.
method Proposes an iterative ADMM algorithm and gradient descent algorithm for outlier detection using 1\ell_1 and squared 1\ell_1 norm minimization.
result Establishes theoretical recovery guarantees for signal reconstruction under sparse outliers.

Advances robust principal component analysis with transformed ℓ1 regularization.

problem Recovering low-rank structures from noisy, partially observed data corrupted by sparse outliers.
method Proposes transformed ℓ1 (TL1) regularization to improve approximations of rank and ℓ0 functional.
result Achieves higher accuracy in estimating low-rank and sparse components compared to classical convex models, especially under non-uniform sampling schemes.

CNN layers with large norms are still robust to adversarial attacks.

problem Understanding the relationship between layer norms and adversarial robustness in CNNs.
method Theoretical analysis of 1\ell_1 and \ell_\infty norms, norm decay method, adversarial training frameworks.
result Adversarially robust CNNs can have comparable or larger layer norms than non-adversarially robust ones.

We introduce a financial portfolio optimization framework that allows us to automatically select the relevant assets and estimate their weights by relying on a sorted 1\ell_1-Norm penalization, henceforth SLOPE. Our approach is able to group constituents with similar correlation properties, and with the same underlyin…

2017-10-06abs ↗pdf ↗

The popularity of algorithms based on Extreme Learning Machine (ELM), which can be used to train Single Layer Feedforward Neural Networks (SLFN), has increased in the past years. They have been successfully applied to a wide range of classification and regression tasks. The most commonly used methods are the ones based…

2019-05-22abs ↗pdf ↗

Many machine learning models are vulnerable to adversarial attacks; for example, adding adversarial perturbations that are imperceptible to humans can often make machine learning models produce wrong predictions with high confidence. Moreover, although we may obtain robust models on the training dataset via adversarial…

2018-10-29abs ↗pdf ↗

Paper optimizes sparse feature selection for cancer detection using GSVP and SVM.

problem Sparse feature selection for cancer detection.
method Regularized GSVP with proximal gradient descent, feature selection via SVM.
result Near-perfect balanced accuracy with few selected features.

We introduce a family of adaptive estimators on graphs, based on penalizing the 1\ell_1 norm of discrete graph differences. This generalizes the idea of trend filtering [Kim et al. (2009), Tibshirani (2014)], used for univariate nonparametric regression, to graphs. Analogous to the univariate case, graph trend filteri…

2014-10-28abs ↗pdf ↗

Forward stagewise regression follows a very simple strategy for constructing a sequence of sparse regression estimates: it starts with all coefficients equal to zero, and iteratively updates the coefficient (by a small amount εε) of the variable that achieves the maximal absolute inner product with the current residua…

2014-08-25abs ↗pdf ↗

Paper shows no spurious local minima in a specific matrix factorization problem.

problem Optimization of 1\ell_1-norm rank-one symmetric matrix factorization.
method Second-order variational analysis to study the landscape of the problem.
result Any second-order stationary point is globally optimal.

Study differentially private linear regression with heavy-tailed data.

problem Differentially private 1\ell_1-norm linear regression with heavy-tailed data.
method Exponential mechanism for 2\ell_2-norm bounded second moment; relaxation to 2\ell_2-norm bounded θθ-th moment; coordinate-wise bounded moments.
result Achieved upper bounds for privacy-preserving linear regression under various moment conditions.

We apply the OSCAR (octagonal selection and clustering algorithms for regression) in recovering group-sparse matrices (two-dimensional---2D---arrays) from compressive measurements. We propose a 2D version of OSCAR (2OSCAR) consisting of the 1\ell_1 norm and the pair-wise \ell_{\infty} norm, which is convex but non-d…

2014-02-20abs ↗pdf ↗

A neural network solves logistic regression with 1\ell_1 regularization efficiently.

problem Efficiently solving logistic regression with 1\ell_1 regularization due to non-differentiability of 1\ell_1 norm.
method A simple projection neural network that avoids auxiliary variables and smooth approximations.
result The neural network converges to a solution of the problem with any initial value and outperforms existing methods.

New method finds linear relationships across multiple data blocks using proximal gradient descent with 1\ell_1 constraint.

problem Finding leading generalized eigenvectors for multi-block CCA.
method Proximal gradient descent with 1\ell_1 constraint.
result Rate-optimal solution under suitable assumptions.

In presence of sparse noise we propose kernel regression for predicting output vectors which are smooth over a given graph. Sparse noise models the training outputs being corrupted either with missing samples or large perturbations. The presence of sparse noise is handled using appropriate use of 1\ell_1-norm along-wi…

2018-11-06abs ↗pdf ↗

New algorithm solves 0\ell_0-norm constrained multilinear logistic regression for tensor data.

problem Non-convex and nonsmooth 0\ell_0-norm constraints in multilinear logistic regression.
method APALM+^+ method for globally convergent optimization.
result APALM+^+ ensures convergence to a first-order critical point.

New research shows the maximum ℓ1-margin classifier doesn't adapt to sparse ground truths.

problem Understanding the limitations of the maximum ℓ1-margin classifier in high-dimensional settings.
method Analyzing convergence and prediction error rates of the maximum ℓ1-margin classifier.
result Proves tight upper and lower bounds for prediction error, showing benign overfitting.

We analyze the effect of quantizing weights and activations of neural networks on their loss and derive a simple regularization scheme that improves robustness against post-training quantization. By training quantization-ready networks, our approach enables storing a single set of weights that can be quantized on-deman…

2020-02-18abs ↗pdf ↗

Undirected graphs are often used to describe high dimensional distributions. Under sparsity conditions, the graph can be estimated using 1\ell_1-penalization methods. We propose and study the following method. We combine a multiple regression approach with ideas of thresholding and refitting: first we infer a sparse u…

2010-09-02abs ↗pdf ↗