1,535 research outputs found
Structured Sparsity: Discrete and Convex approaches
Compressive sensing (CS) exploits sparsity to recover sparse or compressible
signals from dimensionality reducing, non-adaptive sensing mechanisms. Sparsity
is also used to enhance interpretability in machine learning and statistics
applications: While the ambient dimension is vast in modern data analysis
problems, the relevant information therein typically resides in a much lower
dimensional space. However, many solutions proposed nowadays do not leverage
the true underlying structure. Recent results in CS extend the simple sparsity
idea to more sophisticated {\em structured} sparsity models, which describe the
interdependency between the nonzero components of a signal, allowing to
increase the interpretability of the results and lead to better recovery
performance. In order to better understand the impact of structured sparsity,
in this chapter we analyze the connections between the discrete models and
their convex relaxations, highlighting their relative advantages. We start with
the general group sparse model and then elaborate on two important special
cases: the dispersive and the hierarchical models. For each, we present the
models in their discrete nature, discuss how to solve the ensuing discrete
problems and then describe convex relaxations. We also consider more general
structures as defined by set functions and present their convex proxies.
Further, we discuss efficient optimization solutions for structured sparsity
problems and illustrate structured sparsity in action via three applications.Comment: 30 pages, 18 figure
Bethe Projections for Non-Local Inference
Many inference problems in structured prediction are naturally solved by
augmenting a tractable dependency structure with complex, non-local auxiliary
objectives. This includes the mean field family of variational inference
algorithms, soft- or hard-constrained inference using Lagrangian relaxation or
linear programming, collective graphical models, and forms of semi-supervised
learning such as posterior regularization. We present a method to
discriminatively learn broad families of inference objectives, capturing
powerful non-local statistics of the latent variables, while maintaining
tractable and provably fast inference using non-Euclidean projected gradient
descent with a distance-generating function given by the Bethe entropy. We
demonstrate the performance and flexibility of our method by (1) extracting
structured citations from research papers by learning soft global constraints,
(2) achieving state-of-the-art results on a widely-used handwriting recognition
task using a novel learned non-convex inference procedure, and (3) providing a
fast and highly scalable algorithm for the challenging problem of inference in
a collective graphical model applied to bird migration.Comment: minor bug fix to appendix. appeared in UAI 201
Combining local regularity estimation and total variation optimization for scale-free texture segmentation
Texture segmentation constitutes a standard image processing task, crucial to
many applications. The present contribution focuses on the particular subset of
scale-free textures and its originality resides in the combination of three key
ingredients: First, texture characterization relies on the concept of local
regularity ; Second, estimation of local regularity is based on new multiscale
quantities referred to as wavelet leaders ; Third, segmentation from local
regularity faces a fundamental bias variance trade-off: In nature, local
regularity estimation shows high variability that impairs the detection of
changes, while a posteriori smoothing of regularity estimates precludes from
locating correctly changes. Instead, the present contribution proposes several
variational problem formulations based on total variation and proximal
resolutions that effectively circumvent this trade-off. Estimation and
segmentation performance for the proposed procedures are quantified and
compared on synthetic as well as on real-world textures
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
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