Feature selection is an important task in order to achieve better generalizability in high dimensional learning, and structure learning of Markov random fields (MRFs) can automat...
— We consider dual subgradient methods for solving (nonsmooth) convex constrained optimization problems. Our focus is on generating approximate primal solutions with performance ...
We propose a method for the classification of matrices. We use a linear classifier with a novel regularization scheme based on the spectral 1-norm of its coefficient matrix. The s...
We derive a robust Euclidean embedding procedure based on semidefinite programming that may be used in place of the popular classical multidimensional scaling (cMDS) algorithm. We...
LASSO (Least Absolute Shrinkage and Selection Operator) is a useful tool to achieve the shrinkage and variable selection simultaneously. Since LASSO uses the L1 penalty, the optim...