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 $\ell_2$-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

KCRC-LCD: Discriminative Kernel Collaborative Representation with Locality Constrained Dictionary for Visual Categorization

We consider the image classification problem via kernel collaborative representation classification with locality constrained dictionary (KCRC-LCD). Specifically, we propose a kernel collaborative representation classification (KCRC) approach in which kernel method is used to improve the discrimination ability of collaborative representation classification (CRC). We then measure the similarities between the query and atoms in the global dictionary in order to construct a locality constrained dictionary (LCD) for KCRC. In addition, we discuss several similarity measure approaches in LCD and further present a simple yet effective unified similarity measure whose superiority is validated in experiments. There are several appealing aspects associated with LCD. First, LCD can be nicely incorporated under the framework of KCRC. The LCD similarity measure can be kernelized under KCRC, which theoretically links CRC and LCD under the kernel method. Second, KCRC-LCD becomes more scalable to both the training set size and the feature dimension. Example shows that KCRC is able to perfectly classify data with certain distribution, while conventional CRC fails completely. Comprehensive experiments on many public datasets also show that KCRC-LCD is a robust discriminative classifier with both excellent performance and good scalability, being comparable or outperforming many other state-of-the-art approaches

Steady-State Performance of an Adaptive Combined MISO Filter Using the Multichannel Affine Projection Algorithm

The combination of adaptive filters is an effective approach to improve filtering performance. In this paper, we investigate the performance of an adaptive combined scheme between two adaptive multiple-input single-output (MISO) filters, which can be easily extended to the case of multiple outputs. In order to generalize the analysis, we consider the multichannel affine projection algorithm (APA) to update the coefficients of the MISO filters, which increases the possibility of exploiting the capabilities of the filtering scheme. Using energy conservation relations, we derive a theoretical behavior of the proposed adaptive combination scheme at steady state. Such analysis entails some further theoretical insights with respect to the single channel combination scheme. Simulation results prove both the validity of the theoretical steady-state analysis and the effectiveness of the proposed combined scheme.The work of Danilo Comminiello, Michele Scarpiniti and Aurelio Uncini has been supported by the project: “Vehicular Fog energy-efficient QoS mining and dissemination of multimedia Big Data streams (V-FoG and V-Fog2)”, funded by Sapienza University of Rome Bando 2016 and 2017. The work of Michele Scarpiniti and Aurelio Uncini has been also supported by the project: “GAUChO – A Green Adaptive Fog Computing and networking Architectures” funded by the MIUR Progetti di Ricerca di Rilevante Interesse Nazionale (PRIN) Bando 2015, grant 2015YPXH4W_004. The work of Luis A. Azpicueta-Ruiz is partially supported by the Spanish Ministry of Economy and Competitiveness (under grant DAMA (TIN2015-70308-REDT) and grants TEC2014-52289-R and TEC2017-83838-R), and by the European Union