A Training Sample Sequence Planning Method for Pattern Recognition Problems

In solving pattern recognition problems, many classification methods, such as the nearest-neighbor (NN) rule, need to determine prototypes from a training set. To improve the performance of these classifiers in finding an efficient set of prototypes, this paper introduces a training sample sequence planning method. In particular, by estimating the relative nearness of the training samples to the decision boundary, the approach proposed here incrementally increases the number of prototypes until the desired classification accuracy has been reached. This approach has been tested with a NN classification method and a neural network training approach. Studies based on both artificial and real data demonstrate that higher classification accuracy can be achieved with fewer prototypes

Efficient Smoothed Concomitant Lasso Estimation for High Dimensional Regression

In high dimensional settings, sparse structures are crucial for efficiency, both in term of memory, computation and performance. It is customary to consider $\ell_1$ penalty to enforce sparsity in such scenarios. Sparsity enforcing methods, the Lasso being a canonical example, are popular candidates to address high dimension. For efficiency, they rely on tuning a parameter trading data fitting versus sparsity. For the Lasso theory to hold this tuning parameter should be proportional to the noise level, yet the latter is often unknown in practice. A possible remedy is to jointly optimize over the regression parameter as well as over the noise level. This has been considered under several names in the literature: Scaled-Lasso, Square-root Lasso, Concomitant Lasso estimation for instance, and could be of interest for confidence sets or uncertainty quantification. In this work, after illustrating numerical difficulties for the Smoothed Concomitant Lasso formulation, we propose a modification we coined Smoothed Concomitant Lasso, aimed at increasing numerical stability. We propose an efficient and accurate solver leading to a computational cost no more expansive than the one for the Lasso. We leverage on standard ingredients behind the success of fast Lasso solvers: a coordinate descent algorithm, combined with safe screening rules to achieve speed efficiency, by eliminating early irrelevant features