Safe rules for the identification of zeros in the solutions of the SLOPE problem

C Elvira, C Herzet - Siam journal on mathematics of data science, 2023 - SIAM
In this paper we propose a methodology to accelerate the resolution of the so-called Sorted
L-One Penalized Estimation (SLOPE) problem. Our method leverages the concept of “safe …

Beyond GAP screening for Lasso by exploiting new dual cutting half-spaces

TL Tran, C Elvira, HP Dang… - 2022 30th European …, 2022 - ieeexplore.ieee.org
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 …

Une nouvelle méthode d'accélération pour LASSO par élimination sûre de variables

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 …

Quelques contributions dans la conception de “régions sûres” et “tests d'élagages sûrs” en optimisation convexe

T Le Tran - 2023 - theses.hal.science
Convex optimization is common in machine learning, statistics, signal, and image
processing. Solving high-dimensional optimization problems remains challenging due to …

ONE TO BEAT THEM ALL:" RYU"-A UNIFYING FRAMEWORK FOR THE CONSTRUCTION OF SAFE BALLS

TL Tran, C Elvira, HP Dang, C Herzet - 2023 - hal.science
In this paper, we put forth a novel framework (named" RYU") for the construction of" safe"
balls, ie, regions that provably contain the dual solution of a target optimization problem. We …

[PDF][PDF] Some Contributions to Reconstruction Problems

C Herzet - 2022 - inria.hal.science
Some Contributions to Reconstruction Problems Page 1 HAL Id: tel-03888741 https://inria.hal.science/tel-03888741
Submitted on 7 Dec 2022 HAL is a multi-disciplinary open access archive for the deposit …