Sparsity with sign-coherent groups of variables via the cooperative-Lasso

We consider the problems of estimation and selection of parameters endowed with a known group structure, when the groups are assumed to be sign-coherent, that is, gathering either nonnegative, nonpositive or null parameters. To tackle this problem, we propose the cooperative-Lasso penalty. We derive the optimality conditions defining the cooperative-Lasso estimate for generalized linear models, and propose an efficient active set algorithm suited to high-dimensional problems. We study the asymptotic consistency of the estimator in the linear regression setup and derive its irrepresentable conditions, which are milder than the ones of the group-Lasso regarding the matching of groups with the sparsity pattern of the true parameters. We also address the problem of model selection in linear regression by deriving an approximation of the degrees of freedom of the cooperative-Lasso estimator. Simulations comparing the proposed estimator to the group and sparse group-Lasso comply with our theoretical results, showing consistent improvements in support recovery for sign-coherent groups. We finally propose two examples illustrating the wide applicability of the cooperative-Lasso: first to the processing of ordinal variables, where the penalty acts as a monotonicity prior; second to the processing of genomic data, where the set of differentially expressed probes is enriched by incorporating all the probes of the microarray that are related to the corresponding genes.Comment: Published in at http://dx.doi.org/10.1214/11-AOAS520 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

Sparse models for positive definite matrices

University of Minnesota Ph.D. dissertation. Febrauary 2015. Major: Electrical Engineering. Advisor: Nikolaos P. Papanikolopoulos. 1 computer file (PDF); ix, 141 pages.Sparse models have proven to be extremely successful in image processing, computer vision and machine learning. However, a majority of the effort has been focused on vector-valued signals. Higher-order signals like matrices are usually vectorized as a pre-processing step, and treated like vectors thereafter for sparse modeling. Symmetric positive definite (SPD) matrices arise in probability and statistics and the many domains built upon them. In computer vision, a certain type of feature descriptor called the region covariance descriptor, used to characterize an object or image region, belongs to this class of matrices. Region covariances are immensely popular in object detection, tracking, and classification. Human detection and recognition, texture classification, face recognition, and action recognition are some of the problems tackled using this powerful class of descriptors. They have also caught on as useful features for speech processing and recognition.Due to the popularity of sparse modeling in the vector domain, it is enticing to apply sparse representation techniques to SPD matrices as well. However, SPD matrices cannot be directly vectorized for sparse modeling, since their implicit structure is lost in the process, and the resulting vectors do not adhere to the positive definite manifold geometry. Therefore, to extend the benefits of sparse modeling to the space of positive definite matrices, we must develop dedicated sparse algorithms that respect the positive definite structure and the geometry of the manifold. The primary goal of this thesis is to develop sparse modeling techniques for symmetric positive definite matrices. First, we propose a novel sparse coding technique for representing SPD matrices using sparse linear combinations of a dictionary of atomic SPD matrices. Next, we present a dictionary learning approach wherein these atoms are themselves learned from the given data, in a task-driven manner. The sparse coding and dictionary learning approaches are then specialized to the case of rank-1 positive semi-definite matrices. A discriminative dictionary learning approach from vector sparse modeling is extended to the scenario of positive definite dictionaries. We present efficient algorithms and implementations, with practical applications in image processing and computer vision for the proposed techniques