35,772 research outputs found

    Super-Linear Convergence of Dual Augmented-Lagrangian Algorithm for Sparsity Regularized Estimation

    Full text link
    We analyze the convergence behaviour of a recently proposed algorithm for regularized estimation called Dual Augmented Lagrangian (DAL). Our analysis is based on a new interpretation of DAL as a proximal minimization algorithm. We theoretically show under some conditions that DAL converges super-linearly in a non-asymptotic and global sense. Due to a special modelling of sparse estimation problems in the context of machine learning, the assumptions we make are milder and more natural than those made in conventional analysis of augmented Lagrangian algorithms. In addition, the new interpretation enables us to generalize DAL to wide varieties of sparse estimation problems. We experimentally confirm our analysis in a large scale â„“1\ell_1-regularized logistic regression problem and extensively compare the efficiency of DAL algorithm to previously proposed algorithms on both synthetic and benchmark datasets.Comment: 51 pages, 9 figure

    Improving Object Localization with Fitness NMS and Bounded IoU Loss

    Full text link
    We demonstrate that many detection methods are designed to identify only a sufficently accurate bounding box, rather than the best available one. To address this issue we propose a simple and fast modification to the existing methods called Fitness NMS. This method is tested with the DeNet model and obtains a significantly improved MAP at greater localization accuracies without a loss in evaluation rate, and can be used in conjunction with Soft NMS for additional improvements. Next we derive a novel bounding box regression loss based on a set of IoU upper bounds that better matches the goal of IoU maximization while still providing good convergence properties. Following these novelties we investigate RoI clustering schemes for improving evaluation rates for the DeNet wide model variants and provide an analysis of localization performance at various input image dimensions. We obtain a MAP of 33.6%@79Hz and 41.8%@5Hz for MSCOCO and a Titan X (Maxwell). Source code available from: https://github.com/lachlants/denetComment: CVPR2018 Main Conference (Poster

    A Selective Review of Group Selection in High-Dimensional Models

    Full text link
    Grouping structures arise naturally in many statistical modeling problems. Several methods have been proposed for variable selection that respect grouping structure in variables. Examples include the group LASSO and several concave group selection methods. In this article, we give a selective review of group selection concerning methodological developments, theoretical properties and computational algorithms. We pay particular attention to group selection methods involving concave penalties. We address both group selection and bi-level selection methods. We describe several applications of these methods in nonparametric additive models, semiparametric regression, seemingly unrelated regressions, genomic data analysis and genome wide association studies. We also highlight some issues that require further study.Comment: Published in at http://dx.doi.org/10.1214/12-STS392 the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org

    Optimization with Sparsity-Inducing Penalties

    Get PDF
    Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. They were first dedicated to linear variable selection but numerous extensions have now emerged such as structured sparsity or kernel selection. It turns out that many of the related estimation problems can be cast as convex optimization problems by regularizing the empirical risk with appropriate non-smooth norms. The goal of this paper is to present from a general perspective optimization tools and techniques dedicated to such sparsity-inducing penalties. We cover proximal methods, block-coordinate descent, reweighted â„“2\ell_2-penalized techniques, working-set and homotopy methods, as well as non-convex formulations and extensions, and provide an extensive set of experiments to compare various algorithms from a computational point of view
    • …
    corecore