X Dupuis, P Tardivel - International Conference on Artificial …, 2024 - proceedings.mlr.press
The SLOPE estimator has the particularity of having null components (sparsity) and components that are equal in absolute value (clustering). The number of clusters depends …
In this paper, we propose a novel safe screening test for Lasso. Our procedure is based on a safe region with a dome geometry and exploits a canonical representation of the set of half …
We address the problem of safe screening for 1-penalized convex regression/classification problems, ie, the identification of zero coordinates of the solutions. Unlike previous …
F Feser, M Evangelou - arXiv preprint arXiv:2405.15357, 2024 - arxiv.org
Tuning the regularization parameter in penalized regression models is an expensive task, requiring multiple models to be fit along a path of parameters. Strong screening rules …
P Shang, L Kong - arXiv preprint arXiv:2404.07459, 2024 - arxiv.org
Matrix form data sets arise in many areas, so there are lots of works about the matrix regression models. One special model of these models is the adaptive nuclear norm …
TL Tran, C Elvira, HP Dang… - … -Conférence sur l' …, 2022 - centralesupelec.hal.science
Nous présentons une nouvelle région de sûreté (safe region) pour la mise en oeuvre de techniques d'" élimination sûre de variables"(safe screening) pour le problème LASSO. La …
Résumé L'estimateur SLOPE (acronyme signifiant≪ Sorted L One Penalized Estimation≫) est défini comme une solution d'un probleme d'optimisation convexe ou le terme de pénalité …
Convex optimization is common in machine learning, statistics, signal, and image processing. Solving high-dimensional optimization problems remains challenging due to …
We concern new applications of discrete geometry and combinatorics in modern statistics. First of them focuses on the use of penalized linear regresion methods. We start our …