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» The LASSO risk for gaussian matrices
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CORR
2010
Springer
134views Education» more  CORR 2010»
13 years 2 months ago
The LASSO risk for gaussian matrices
We consider the problem of learning a coefficient vector x0 ∈ RN from noisy linear observation y = Ax0 + w ∈ Rn . In many contexts (ranging from model selection to image proce...
Mohsen Bayati, Andrea Montanari
CORR
2010
Springer
126views Education» more  CORR 2010»
12 years 11 months ago
Reed Muller Sensing Matrices and the LASSO
We construct two families of deterministic sensing matrices where the columns are obtained by exponentiating codewords in the quaternary Delsarte-Goethals code DG(m, r). This meth...
A. Robert Calderbank, Sina Jafarpour
JMLR
2010
158views more  JMLR 2010»
12 years 11 months ago
Restricted Eigenvalue Properties for Correlated Gaussian Designs
Methods based on 1-relaxation, such as basis pursuit and the Lasso, are very popular for sparse regression in high dimensions. The conditions for success of these methods are now ...
Garvesh Raskutti, Martin J. Wainwright, Bin Yu
KDD
2007
ACM
132views Data Mining» more  KDD 2007»
14 years 4 months ago
A scalable modular convex solver for regularized risk minimization
A wide variety of machine learning problems can be described as minimizing a regularized risk functional, with different algorithms using different notions of risk and different r...
Choon Hui Teo, Alex J. Smola, S. V. N. Vishwanatha...
JMLR
2010
135views more  JMLR 2010»
13 years 2 months ago
Bundle Methods for Regularized Risk Minimization
A wide variety of machine learning problems can be described as minimizing a regularized risk functional, with different algorithms using different notions of risk and differen...
Choon Hui Teo, S. V. N. Vishwanathan, Alex J. Smol...