Timezone: »
Spotlight
Lasso Screening Rules via Dual Polytope Projection
Jie Wang · Jiayu Zhou · Peter Wonka · Jieping Ye
Sat Dec 07 10:26 AM -- 10:30 AM (PST) @ Harvey's Convention Center Floor, CC
Lasso is a widely used regression technique to find sparse representations. When the dimension of the feature space and the number of samples are extremely large, solving the Lasso problem remains challenging. To improve the efficiency of solving large-scale Lasso problems, El Ghaoui and his colleagues have proposed the SAFE rules which are able to quickly identify the inactive predictors, i.e., predictors that have $0$ components in the solution vector. Then, the inactive predictors or features can be removed from the optimization problem to reduce its scale. By transforming the standard Lasso to its dual form, it can be shown that the inactive predictors include the set of inactive constraints on the optimal dual solution. In this paper, we propose an efficient and effective screening rule via Dual Polytope Projections (DPP), which is mainly based on the uniqueness and nonexpansiveness of the optimal dual solution due to the fact that the feasible set in the dual space is a convex and closed polytope. Moreover, we show that our screening rule can be extended to identify inactive groups in group Lasso. To the best of our knowledge, there is currently no "exact" screening rule for group Lasso. We have evaluated our screening rule using many real data sets. Results show that our rule is more effective to identify inactive predictors than existing state-of-the-art screening rules for Lasso.
Author Information
Jie Wang (Arizona State University)
Jiayu Zhou (Arizona State University)
Peter Wonka (KAUST)
Jieping Ye (Arizona State University)
Related Events (a corresponding poster, oral, or spotlight)
-
2013 Poster: Lasso Screening Rules via Dual Polytope Projection »
Sun. Dec 8th 03:00 -- 07:59 AM Room Harrah's Special Events Center, 2nd Floor
More from the Same Authors
-
2021 Poster: SketchGen: Generating Constrained CAD Sketches »
Wamiq Para · Shariq Bhat · Paul Guerrero · Tom Kelly · Niloy Mitra · Leonidas Guibas · Peter Wonka -
2014 Poster: Two-Layer Feature Reduction for Sparse-Group Lasso via Decomposition of Convex Sets »
Jie Wang · Jieping Ye -
2014 Spotlight: Two-Layer Feature Reduction for Sparse-Group Lasso via Decomposition of Convex Sets »
Jie Wang · Jieping Ye -
2014 Poster: A Safe Screening Rule for Sparse Logistic Regression »
Jie Wang · Jiayu Zhou · Jun Liu · Peter Wonka · Jieping Ye -
2012 Poster: Multi-Stage Multi-Task Feature Learning »
Pinghua Gong · Jieping Ye · Changshui Zhang -
2012 Poster: Multi-task Vector Field Learning »
Binbin Lin · Sen Yang · Chiyuan Zhang · Jieping Ye · Xiaofei He -
2012 Spotlight: Multi-Stage Multi-Task Feature Learning »
Pinghua Gong · Jieping Ye · Changshui Zhang -
2012 Poster: Generalization Bounds for Domain Adaptation »
Chao Zhang · Jieping Ye · Lei Zhang -
2011 Poster: Clustered Multi-Task Learning Via Alternating Structure Optimization »
Jiayu Zhou · Jianhui Chen · Jieping Ye -
2011 Poster: Efficient Methods for Overlapping Group Lasso »
Lei Yuan · Jun Liu · Jieping Ye -
2011 Poster: Projection onto A Nonnegative Max-Heap »
Jun Liu · Liang Sun · Jieping Ye -
2011 Spotlight: Projection onto A Nonnegative Max-Heap »
Jun Liu · Liang Sun · Jieping Ye -
2011 Poster: A Two-Stage Weighting Framework for Multi-Source Domain Adaptation »
Qian Sun · Rita Chattopadhyay · Sethuraman Panchanathan · Jieping Ye -
2011 Poster: Identifying Alzheimer's Disease-Related Brain Regions from Multi-Modality Neuroimaging Data using Sparse Composite Linear Discrimination Analysis »
Shuai Huang · Jing Li · Jieping Ye · Teresa Wu · Kewei Chen · Adam Fleisher · Eric Reiman -
2011 Spotlight: Identifying Alzheimer's Disease-Related Brain Regions from Multi-Modality Neuroimaging Data using Sparse Composite Linear Discrimination Analysis »
Shuai Huang · Jing Li · Jieping Ye · Teresa Wu · Kewei Chen · Adam Fleisher · Eric Reiman -
2010 Poster: Moreau-Yosida Regularization for Grouped Tree Structure Learning »
Jun Liu · Jieping Ye -
2010 Poster: Multi-Stage Dantzig Selector »
Ji Liu · Peter Wonka · Jieping Ye -
2009 Poster: Learning Brain Connectivity of Alzheimer's Disease from Neuroimaging Data »
Shuai Huang · Jing Li · Liang Sun · Jun Liu · Teresa Wu · Kewei Chen · Adam Fleisher · Eric Reiman · Jieping Ye -
2009 Spotlight: Learning Brain Connectivity of Alzheimer's Disease from Neuroimaging Data »
Shuai Huang · Jing Li · Liang Sun · Jun Liu · Teresa Wu · Kewei Chen · Adam Fleisher · Eric Reiman · Jieping Ye -
2009 Poster: Efficient Recovery of Jointly Sparse Vectors »
Liang Sun · Jun Liu · Jianhui Chen · Jieping Ye -
2008 Poster: Multi-label Multiple Kernel Learning »
Shuiwang Ji · Liang Sun · Rong Jin · Jieping Ye -
2008 Spotlight: Multi-label Multiple Kernel Learning »
Shuiwang Ji · Liang Sun · Rong Jin · Jieping Ye -
2007 Poster: Discriminative K-means for Clustering »
Jieping Ye · Zheng Zhao · Mingrui Wu