An Ordered Lasso and Sparse Time-Lagged Regression

We consider regression scenarios where it is natural to impose an order constraint on the coefficients. We propose an order-constrained version of L1-regularized regression for this problem, and show how to solve it efficiently using the well-known Pool Adjacent Violators Algorithm as its proximal operator. The main application of this idea is time-lagged regression, where we predict an outcome at time t from features at the previous K time points. In this setting it is natural to assume that the coefficients decay as we move farther away from t, and hence the order constraint is reasonable. Potential applications include financial time series and prediction of dynamic patient out- comes based on clinical measurements. We illustrate this idea on real and simulated data.Comment: 15 pages, 6 figure

FReLU: Flexible Rectified Linear Units for Improving Convolutional Neural Networks

Rectified linear unit (ReLU) is a widely used activation function for deep convolutional neural networks. However, because of the zero-hard rectification, ReLU networks miss the benefits from negative values. In this paper, we propose a novel activation function called \emph{flexible rectified linear unit (FReLU)} to further explore the effects of negative values. By redesigning the rectified point of ReLU as a learnable parameter, FReLU expands the states of the activation output. When the network is successfully trained, FReLU tends to converge to a negative value, which improves the expressiveness and thus the performance. Furthermore, FReLU is designed to be simple and effective without exponential functions to maintain low cost computation. For being able to easily used in various network architectures, FReLU does not rely on strict assumptions by self-adaption. We evaluate FReLU on three standard image classification datasets, including CIFAR-10, CIFAR-100, and ImageNet. Experimental results show that the proposed method achieves fast convergence and higher performances on both plain and residual networks