Learning the Structure for Structured Sparsity

From MaRDI portal
Publication:4580804

DOI10.1109/TSP.2015.2446432zbMATH Open1394.94528arXiv1503.03082MaRDI QIDQ4580804FDOQ4580804

Nino Shervashidze, Francis Bach

Publication date: 22 August 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Abstract: Structured sparsity has recently emerged in statistics, machine learning and signal processing as a promising paradigm for learning in high-dimensional settings. All existing methods for learning under the assumption of structured sparsity rely on prior knowledge on how to weight (or how to penalize) individual subsets of variables during the subset selection process, which is not available in general. Inferring group weights from data is a key open research problem in structured sparsity.In this paper, we propose a Bayesian approach to the problem of group weight learning. We model the group weights as hyperparameters of heavy-tailed priors on groups of variables and derive an approximate inference scheme to infer these hyperparameters. We empirically show that we are able to recover the model hyperparameters when the data are generated from the model, and we demonstrate the utility of learning weights in synthetic and real denoising problems.


Full work available at URL: https://arxiv.org/abs/1503.03082




Recommendations




Cited In (6)





This page was built for publication: Learning the Structure for Structured Sparsity

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4580804)