7,597 research outputs found
Social-sparsity brain decoders: faster spatial sparsity
Spatially-sparse predictors are good models for brain decoding: they give
accurate predictions and their weight maps are interpretable as they focus on a
small number of regions. However, the state of the art, based on total
variation or graph-net, is computationally costly. Here we introduce sparsity
in the local neighborhood of each voxel with social-sparsity, a structured
shrinkage operator. We find that, on brain imaging classification problems,
social-sparsity performs almost as well as total-variation models and better
than graph-net, for a fraction of the computational cost. It also very clearly
outlines predictive regions. We give details of the model and the algorithm.Comment: in Pattern Recognition in NeuroImaging, Jun 2016, Trento, Italy. 201
Learning Model-Based Sparsity via Projected Gradient Descent
Several convex formulation methods have been proposed previously for
statistical estimation with structured sparsity as the prior. These methods
often require a carefully tuned regularization parameter, often a cumbersome or
heuristic exercise. Furthermore, the estimate that these methods produce might
not belong to the desired sparsity model, albeit accurately approximating the
true parameter. Therefore, greedy-type algorithms could often be more desirable
in estimating structured-sparse parameters. So far, these greedy methods have
mostly focused on linear statistical models. In this paper we study the
projected gradient descent with non-convex structured-sparse parameter model as
the constraint set. Should the cost function have a Stable Model-Restricted
Hessian the algorithm produces an approximation for the desired minimizer. As
an example we elaborate on application of the main results to estimation in
Generalized Linear Model
A Fused Elastic Net Logistic Regression Model for Multi-Task Binary Classification
Multi-task learning has shown to significantly enhance the performance of
multiple related learning tasks in a variety of situations. We present the
fused logistic regression, a sparse multi-task learning approach for binary
classification. Specifically, we introduce sparsity inducing penalties over
parameter differences of related logistic regression models to encode
similarity across related tasks. The resulting joint learning task is cast into
a form that lends itself to be efficiently optimized with a recursive variant
of the alternating direction method of multipliers. We show results on
synthetic data and describe the regime of settings where our multi-task
approach achieves significant improvements over the single task learning
approach and discuss the implications on applying the fused logistic regression
in different real world settings.Comment: 17 page
Dual Averaging Method for Online Graph-structured Sparsity
Online learning algorithms update models via one sample per iteration, thus
efficient to process large-scale datasets and useful to detect malicious events
for social benefits, such as disease outbreak and traffic congestion on the
fly. However, existing algorithms for graph-structured models focused on the
offline setting and the least square loss, incapable for online setting, while
methods designed for online setting cannot be directly applied to the problem
of complex (usually non-convex) graph-structured sparsity model. To address
these limitations, in this paper we propose a new algorithm for
graph-structured sparsity constraint problems under online setting, which we
call \textsc{GraphDA}. The key part in \textsc{GraphDA} is to project both
averaging gradient (in dual space) and primal variables (in primal space) onto
lower dimensional subspaces, thus capturing the graph-structured sparsity
effectively. Furthermore, the objective functions assumed here are generally
convex so as to handle different losses for online learning settings. To the
best of our knowledge, \textsc{GraphDA} is the first online learning algorithm
for graph-structure constrained optimization problems. To validate our method,
we conduct extensive experiments on both benchmark graph and real-world graph
datasets. Our experiment results show that, compared to other baseline methods,
\textsc{GraphDA} not only improves classification performance, but also
successfully captures graph-structured features more effectively, hence
stronger interpretability.Comment: 11 pages, 14 figure
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