On sparsity inducing regularization methods for machine learning

DOI10.1007/978-3-642-41136-6_18MaRDI QIDQ5264102zbMATH OpenOpenAlexFDO

Authors Andreas Argyriou, Luca Baldassarre, Massimiliano Pontil, Charles A. Micchelli

Publication date 20 July 2015

Published in Empirical Inference (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1303.6086

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Abstract: During the past years there has been an explosion of interest in learning methods based on sparsity regularization. In this paper, we discuss a general class of such methods, in which the regularizer can be expressed as the composition of a convex function $omega$ with a linear function. This setting includes several methods such the group Lasso, the Fused Lasso, multi-task learning and many more. We present a general approach for solving regularization problems of this kind, under the assumption that the proximity operator of the function $omega$ is available. Furthermore, we comment on the application of this approach to support vector machines, a technique pioneered by the groundbreaking work of Vladimir Vapnik.

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Cited in

(6)

• scientific article; zbMATH DE number 7307489 (Why is no real title available?)
• Regularization, optimization, kernels, and support vector machines
• Sparse approximations with interior point methods
• Sparsity-enforcing regularisation and ISTA revisited
• scientific article; zbMATH DE number 6438182 (Why is no real title available?)
• ADMM Algorithmic Regularization Paths for Sparse Statistical Machine Learning

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