358 research outputs found
Effective Discriminative Feature Selection with Non-trivial Solutions
Feature selection and feature transformation, the two main ways to reduce
dimensionality, are often presented separately. In this paper, a feature
selection method is proposed by combining the popular transformation based
dimensionality reduction method Linear Discriminant Analysis (LDA) and sparsity
regularization. We impose row sparsity on the transformation matrix of LDA
through -norm regularization to achieve feature selection, and
the resultant formulation optimizes for selecting the most discriminative
features and removing the redundant ones simultaneously. The formulation is
extended to the -norm regularized case: which is more likely to
offer better sparsity when . Thus the formulation is a better
approximation to the feature selection problem. An efficient algorithm is
developed to solve the -norm based optimization problem and it is
proved that the algorithm converges when . Systematical experiments
are conducted to understand the work of the proposed method. Promising
experimental results on various types of real-world data sets demonstrate the
effectiveness of our algorithm
Optimization with Sparsity-Inducing Penalties
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 -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
An Efficient Primal-Dual Prox Method for Non-Smooth Optimization
We study the non-smooth optimization problems in machine learning, where both
the loss function and the regularizer are non-smooth functions. Previous
studies on efficient empirical loss minimization assume either a smooth loss
function or a strongly convex regularizer, making them unsuitable for
non-smooth optimization. We develop a simple yet efficient method for a family
of non-smooth optimization problems where the dual form of the loss function is
bilinear in primal and dual variables. We cast a non-smooth optimization
problem into a minimax optimization problem, and develop a primal dual prox
method that solves the minimax optimization problem at a rate of
{assuming that the proximal step can be efficiently solved}, significantly
faster than a standard subgradient descent method that has an
convergence rate. Our empirical study verifies the efficiency of the proposed
method for various non-smooth optimization problems that arise ubiquitously in
machine learning by comparing it to the state-of-the-art first order methods
Non-convex regularization in remote sensing
In this paper, we study the effect of different regularizers and their
implications in high dimensional image classification and sparse linear
unmixing. Although kernelization or sparse methods are globally accepted
solutions for processing data in high dimensions, we present here a study on
the impact of the form of regularization used and its parametrization. We
consider regularization via traditional squared (2) and sparsity-promoting (1)
norms, as well as more unconventional nonconvex regularizers (p and Log Sum
Penalty). We compare their properties and advantages on several classification
and linear unmixing tasks and provide advices on the choice of the best
regularizer for the problem at hand. Finally, we also provide a fully
functional toolbox for the community.Comment: 11 pages, 11 figure
Robust PCA as Bilinear Decomposition with Outlier-Sparsity Regularization
Principal component analysis (PCA) is widely used for dimensionality
reduction, with well-documented merits in various applications involving
high-dimensional data, including computer vision, preference measurement, and
bioinformatics. In this context, the fresh look advocated here permeates
benefits from variable selection and compressive sampling, to robustify PCA
against outliers. A least-trimmed squares estimator of a low-rank bilinear
factor analysis model is shown closely related to that obtained from an
-(pseudo)norm-regularized criterion encouraging sparsity in a matrix
explicitly modeling the outliers. This connection suggests robust PCA schemes
based on convex relaxation, which lead naturally to a family of robust
estimators encompassing Huber's optimal M-class as a special case. Outliers are
identified by tuning a regularization parameter, which amounts to controlling
sparsity of the outlier matrix along the whole robustification path of (group)
least-absolute shrinkage and selection operator (Lasso) solutions. Beyond its
neat ties to robust statistics, the developed outlier-aware PCA framework is
versatile to accommodate novel and scalable algorithms to: i) track the
low-rank signal subspace robustly, as new data are acquired in real time; and
ii) determine principal components robustly in (possibly) infinite-dimensional
feature spaces. Synthetic and real data tests corroborate the effectiveness of
the proposed robust PCA schemes, when used to identify aberrant responses in
personality assessment surveys, as well as unveil communities in social
networks, and intruders from video surveillance data.Comment: 30 pages, submitted to IEEE Transactions on Signal Processin
Low Complexity Regularization of Linear Inverse Problems
Inverse problems and regularization theory is a central theme in contemporary
signal processing, where the goal is to reconstruct an unknown signal from
partial indirect, and possibly noisy, measurements of it. A now standard method
for recovering the unknown signal is to solve a convex optimization problem
that enforces some prior knowledge about its structure. This has proved
efficient in many problems routinely encountered in imaging sciences,
statistics and machine learning. This chapter delivers a review of recent
advances in the field where the regularization prior promotes solutions
conforming to some notion of simplicity/low-complexity. These priors encompass
as popular examples sparsity and group sparsity (to capture the compressibility
of natural signals and images), total variation and analysis sparsity (to
promote piecewise regularity), and low-rank (as natural extension of sparsity
to matrix-valued data). Our aim is to provide a unified treatment of all these
regularizations under a single umbrella, namely the theory of partial
smoothness. This framework is very general and accommodates all low-complexity
regularizers just mentioned, as well as many others. Partial smoothness turns
out to be the canonical way to encode low-dimensional models that can be linear
spaces or more general smooth manifolds. This review is intended to serve as a
one stop shop toward the understanding of the theoretical properties of the
so-regularized solutions. It covers a large spectrum including: (i) recovery
guarantees and stability to noise, both in terms of -stability and
model (manifold) identification; (ii) sensitivity analysis to perturbations of
the parameters involved (in particular the observations), with applications to
unbiased risk estimation ; (iii) convergence properties of the forward-backward
proximal splitting scheme, that is particularly well suited to solve the
corresponding large-scale regularized optimization problem
Online Unsupervised Multi-view Feature Selection
In the era of big data, it is becoming common to have data with multiple
modalities or coming from multiple sources, known as "multi-view data".
Multi-view data are usually unlabeled and come from high-dimensional spaces
(such as language vocabularies), unsupervised multi-view feature selection is
crucial to many applications. However, it is nontrivial due to the following
challenges. First, there are too many instances or the feature dimensionality
is too large. Thus, the data may not fit in memory. How to select useful
features with limited memory space? Second, how to select features from
streaming data and handles the concept drift? Third, how to leverage the
consistent and complementary information from different views to improve the
feature selection in the situation when the data are too big or come in as
streams? To the best of our knowledge, none of the previous works can solve all
the challenges simultaneously. In this paper, we propose an Online unsupervised
Multi-View Feature Selection, OMVFS, which deals with large-scale/streaming
multi-view data in an online fashion. OMVFS embeds unsupervised feature
selection into a clustering algorithm via NMF with sparse learning. It further
incorporates the graph regularization to preserve the local structure
information and help select discriminative features. Instead of storing all the
historical data, OMVFS processes the multi-view data chunk by chunk and
aggregates all the necessary information into several small matrices. By using
the buffering technique, the proposed OMVFS can reduce the computational and
storage cost while taking advantage of the structure information. Furthermore,
OMVFS can capture the concept drifts in the data streams. Extensive experiments
on four real-world datasets show the effectiveness and efficiency of the
proposed OMVFS method. More importantly, OMVFS is about 100 times faster than
the off-line methods
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