43 research outputs found

    Screening for a Reweighted Penalized Conditional Gradient Method

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    The conditional gradient method (CGM) is widely used in large-scale sparse convex optimization, having a low per iteration computational cost for structured sparse regularizers and a greedy approach to collecting nonzeros. We explore the sparsity acquiring properties of a general penalized CGM (P-CGM) for convex regularizers and a reweighted penalized CGM (RP-CGM) for nonconvex regularizers, replacing the usual convex constraints with gauge-inspired penalties. This generalization does not increase the per-iteration complexity noticeably. Without assuming bounded iterates or using line search, we show O(1/t)O(1/t) convergence of the gap of each subproblem, which measures distance to a stationary point. We couple this with a screening rule which is safe in the convex case, converging to the true support at a rate O(1/(δ2))O(1/(\delta^2)) where δ0\delta \geq 0 measures how close the problem is to degeneracy. In the nonconvex case the screening rule converges to the true support in a finite number of iterations, but is not necessarily safe in the intermediate iterates. In our experiments, we verify the consistency of the method and adjust the aggressiveness of the screening rule by tuning the concavity of the regularizer

    SCALABLE ALGORITHMS FOR HIGH DIMENSIONAL STRUCTURED DATA

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    Emerging technologies and digital devices provide us with increasingly large volume of data with respect to both the sample size and the number of features. To explore the benefits of massive data sets, scalable statistical models and machine learning algorithms are more and more important in different research disciplines. For robust and accurate prediction, prior knowledge regarding dependency structures within data needs to be formulated appropriately in these models. On the other hand, scalability and computation complexity of existing algorithms may not meet the needs to analyze massive high-dimensional data. This dissertation presents several novel methods to scale up sparse learning models to analyze massive data sets. We first present our novel safe active incremental feature (SAIF) selection algorithm for LASSO (least absolute shrinkage and selection operator), with the time complexity analysis to show the advantages over state of the art existing methods. As SAIF is targeting general convex loss functions, it potentially can be extended to many learning models and big-data applications, and we show how support vector machines (SVM) can be scaled up based on the idea of SAIF. Secondly, we propose screening methods to generalized LASSO (GL), which specifically considers the dependency structure among features. We also propose a scalable feature selection method for non-parametric, non-linear models based on sparse structures and kernel methods. Theoretical analysis and experimental results in this dissertation show that model complexity can be significantly reduced with the sparsity and structure assumptions

    Graph Connectivity and Single Element Recovery via Linear and OR Queries

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    We study the problem of finding a spanning forest in an undirected, nn-vertex multi-graph under two basic query models. One is the Linear query model which are linear measurements on the incidence vector induced by the edges; the other is the weaker OR query model which only reveals whether a given subset of plausible edges is empty or not. At the heart of our study lies a fundamental problem which we call the {\em single element recovery} problem: given a non-negative real vector xx in NN dimension, return a single element xj>0x_j > 0 from the support. Queries can be made in rounds, and our goals is to understand the trade-offs between the query complexity and the rounds of adaptivity needed to solve these problems, for both deterministic and randomized algorithms. These questions have connections and ramifications to multiple areas such as sketching, streaming, graph reconstruction, and compressed sensing. Our main results are: * For the single element recovery problem, it is easy to obtain a deterministic, rr-round algorithm which makes (N1/r1)(N^{1/r}-1)-queries per-round. We prove that this is tight: any rr-round deterministic algorithm must make (N1/r1)\geq (N^{1/r} - 1) linear queries in some round. In contrast, a 11-round O(log2N)O(\log^2 N)-query randomized algorithm which succeeds 99% of the time is known to exist. * We design a deterministic O(r)O(r)-round, O~(n1+1/r)\tilde{O}(n^{1+1/r})-OR query algorithm for graph connectivity. We complement this with an Ω~(n1+1/r)\tilde{\Omega}(n^{1 + 1/r})-lower bound for any rr-round deterministic algorithm in the OR-model. * We design a randomized, 22-round algorithm for the graph connectivity problem which makes O~(n)\tilde{O}(n)-OR queries. In contrast, we prove that any 11-round algorithm (possibly randomized) requires Ω~(n2)\tilde{\Omega}(n^2)-OR queries

    The Geometry of Uniqueness, Sparsity and Clustering in Penalized Estimation

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    We provide a necessary and sufficient condition for the uniqueness of penalized least-squares estimators whose penalty term is given by a norm with a polytope unit ball, covering a wide range of methods including SLOPE and LASSO, as well as the related method of basis pursuit. We consider a strong type of uniqueness that is relevant for statistical problems. The uniqueness condition is geometric and involves how the row span of the design matrix intersects the faces of the dual norm unit ball, which for SLOPE is given by the sign permutahedron. Further considerations based this condition also allow to derive results on sparsity and clustering features. In particular, we define the notion of a SLOPE model to describe both sparsity and clustering properties of this method and also provide a geometric characterization of accessible SLOPE models.Comment: new title, minor change

    Novel image descriptors and learning methods for image classification applications

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    Image classification is an active and rapidly expanding research area in computer vision and machine learning due to its broad applications. With the advent of big data, the need for robust image descriptors and learning methods to process a large number of images for different kinds of visual applications has greatly increased. Towards that end, this dissertation focuses on exploring new image descriptors and learning methods by incorporating important visual aspects and enhancing the feature representation in the discriminative space for advancing image classification. First, an innovative sparse representation model using the complete marginal Fisher analysis (CMFA-SR) framework is proposed for improving the image classification performance. In particular, the complete marginal Fisher analysis method extracts the discriminatory features in both the column space of the local samples based within class scatter matrix and the null space of its transformed matrix. To further improve the classification capability, a discriminative sparse representation model is proposed by integrating a representation criterion such as the sparse representation and a discriminative criterion. Second, the discriminative dictionary distribution based sparse coding (DDSC) method is presented that utilizes both the discriminative and generative information to enhance the feature representation. Specifically, the dictionary distribution criterion reveals the class conditional probability of each dictionary item by using the dictionary distribution coefficients, and the discriminative criterion applies new within-class and between-class scatter matrices for discriminant analysis. Third, a fused color Fisher vector (FCFV) feature is developed by integrating the most expressive features of the DAISY Fisher vector (D-FV) feature, the WLD-SIFT Fisher vector (WS-FV) feature, and the SIFT-FV feature in different color spaces to capture the local, color, spatial, relative intensity, as well as the gradient orientation information. Furthermore, a sparse kernel manifold learner (SKML) method is applied to the FCFV features for learning a discriminative sparse representation by considering the local manifold structure and the label information based on the marginal Fisher criterion. Finally, a novel multiple anthropological Fisher kernel framework (M-AFK) is presented to extract and enhance the facial genetic features for kinship verification. The proposed method is derived by applying a novel similarity enhancement approach based on SIFT flow and learning an inheritable transformation on the multiple Fisher vector features that uses the criterion of minimizing the distance among the kinship samples and maximizing the distance among the non-kinship samples. The effectiveness of the proposed methods is assessed on numerous image classification tasks, such as face recognition, kinship verification, scene classification, object classification, and computational fine art painting categorization. The experimental results on popular image datasets show the feasibility of the proposed methods

    LIPIcs, Volume 248, ISAAC 2022, Complete Volume

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    LIPIcs, Volume 248, ISAAC 2022, Complete Volum
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