A new PCA method using T-norm outperforms existing methods.
arXiv research
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Generalizes inequality for complete manifolds involving homology classes.
The paper studies the minimum ℓ₁-norm interpolator's risk behavior in over-parameterized settings.
We study the column subset selection problem with respect to the entrywise -norm loss. It is known that in the worst case, to obtain a good rank- approximation to a matrix, one needs an arbitrarily large number of columns to obtain a -approximation to the best entrywise -norm low ra…
In compressed sensing, in order to recover a sparse or nearly sparse vector from possibly noisy measurements, the most popular approach is -norm minimization. Upper bounds for the - norm of the error between the true and estimated vectors are given in [1] and reviewed in [2], while bounds for the $\ell_…
The -norm fails to produce sparse solutions in Laplacian constrained graphical models, leading to a complete graph.
Signal estimation problems with smoothness and sparsity priors can be naturally modeled as quadratic optimization with -"norm" constraints. Since such problems are non-convex and hard-to-solve, the standard approach is, instead, to tackle their convex surrogates based on -norm relaxations. In this paper…
We propose 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…
An elementary proof found for the double bubble problem in a specific norm.
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 …
The -1 norm based optimization is widely used in signal processing, especially in recent compressed sensing theory. This paper studies the solution path of the -1 norm penalized least-square problem, whose constrained form is known as Least Absolute Shrinkage and Selection Operator (LASSO). A solution path …
The paper analyzes boosting and minimum--norm classifiers in high dimensions.
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 norm, whic…
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 -norm. In this paper, we consider situations where we…
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…
Tensor completion and robust principal component analysis have been widely used in machine learning while the key problem relies on the minimization of a tensor rank that is very challenging. A common way to tackle this difficulty is to approximate the tensor rank with the norm of singular values based on its …
IRKSN algorithm achieves sparse recovery with wider applicability conditions.
The paper examines how to protect LASSO-based feature selection from adversarial attacks.
We study the robustness properties of norm minimization for the classical linear regression problem with a given design matrix and contamination restricted to the dependent variable. We perform a fine error analysis of the estimator for measurements errors consisting of outliers coupled with noise. We…
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 -norm and the group -norm by allowing the subsets to overlap. T…
Paper refines cross-lingual word embeddings using Manhattan norm.
This paper considers the problem of recovering signals from compressed measurements contaminated with sparse outliers, which has arisen in many applications. In this paper, we propose a generative model neural network approach for reconstructing the ground truth signals under sparse outliers. We propose an iterative al…
Paper develops algorithms for sparse linear regression with generalized elastic net penalty.
Algorithm approximates regularization path for deep neural networks efficiently.
Paper tackles outlier detection in signals modeled by generative models with theoretical guarantees.
Advances robust principal component analysis with transformed ℓ1 regularization.
Method improves SINDy for noisy nonlinear systems.
Matching Pursuit LASSIn Part I \cite{TanPMLPart1}, a Matching Pursuit LASSO ({MPL}) algorithm has been presented for solving large-scale sparse recovery (SR) problems. In this paper, we present a subspace search to further improve the performance of MPL, and then continue to address another major challenge of SR -- bat…
CNN layers with large norms are still robust to adversarial attacks.
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 -Norm penalization, henceforth SLOPE. Our approach is able to group constituents with similar correlation properties, and with the same underlyin…
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…
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…
Are two sets of observations drawn from the same distribution? This problem is a two-sample test. Kernel methods lead to many appealing properties. Indeed state-of-the-art approaches use the distance between kernel-based distribution representatives to derive their test statistics. Here, we show that distan…
Paper optimizes sparse feature selection for cancer detection using GSVP and SVM.
We introduce a family of adaptive estimators on graphs, based on penalizing the 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…
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 ) of the variable that achieves the maximal absolute inner product with the current residua…
Paper shows no spurious local minima in a specific matrix factorization problem.
Study differentially private linear regression with heavy-tailed data.
We develop an approximate formula for evaluating a cross-validation estimator of predictive likelihood for multinomial logistic regression regularized by an -norm. This allows us to avoid repeated optimizations required for literally conducting cross-validation; hence, the computational time can be significantl…
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 norm and the pair-wise norm, which is convex but non-d…
A neural network solves logistic regression with regularization efficiently.
New method finds linear relationships across multiple data blocks using proximal gradient descent with constraint.
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 -norm along-wi…
New algorithm solves -norm constrained multilinear logistic regression for tensor data.
Study tightens bounds for interpolating noisy data using minimum l1-norm.
New research shows the maximum ℓ1-margin classifier doesn't adapt to sparse ground truths.
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…
Undirected graphs are often used to describe high dimensional distributions. Under sparsity conditions, the graph can be estimated using -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…