Neural Information Processing Systems http://nips.cc/

Neural Information Processing Systems http://nips.cc/

Neural Information Processing Systems http://nips.cc/

An iterative regularization path with structural sparsity is proposed in this paper based on variable splitting and the Linearized Bregman Iteration, hence called Split LBI. Despite its simplicity, Split LBI outperforms the popular generalized Lasso in both theory and experiments. A theory of path consistency is presented that equipped with a proper early stopping, Split LBI may achieve model selection consistency under a family of Irrepresentable Conditions which can be weaker than the necessary and sufficient condition for generalized Lasso.

We introduce a nonparametric graphical model for discrete node variables based on additive conditional independence. Additive conditional independence is a three way statistical relation that shares similar properties with conditional independence by satisfying the semi-graphoid axioms. Based on this relation we build an additive graphical model for discrete variables that does not suffer from the restriction of a parametric model such as the Ising model. We develop an estimator of the new graphical model via the penalized estimation of the discrete version of the additive precision operator and establish the consistency of the estimator under the ultrahigh-dimensional setting. Along with these methodological developments, we also exploit the properties of discrete random variables to uncover a deeper relation between additive conditional independence and conditional independence than previously known. The new graphical model reduces to a conditional independence graphical model under certain sparsity conditions. We conduct simulation experiments and analysis of an HIV antiretroviral therapy data set to compare the new method with existing ones.

It is of importance to develop statistical techniques to analyze high-dimensional data in the presence of both complex dependence and possible outliers in real-world applications such as imaging data analyses. We propose a new robust high-dimensional regression with coefficient thresholding, in which an efficient nonconvex estimation procedure is proposed through a thresholding function and the robust Huber loss. The proposed regularization method accounts for complex dependence structures in predictors and is robust against outliers in outcomes. Theoretically, we analyze rigorously the landscape of the population and empirical risk functions for the proposed method. The fine landscape enables us to establish both {statistical consistency and computational convergence} under the high-dimensional setting. The finite-sample properties of the proposed method are examined by extensive simulation studies. An illustration of real-world application concerns a scalar-on-image regression analysis for an association of psychiatric disorder measured by the general factor of psychopathology with features extracted from the task functional magnetic resonance imaging data in the Adolescent Brain Cognitive Development study.

Strong correlations between explanatory variables are problematic for high-dimensional regularized regression methods. Due to the violation of the Irrepresentable Condition, the popular LASSO method may suffer from false inclusions of inactive variables. In this paper, we propose pre-processing with orthogonal decompositions (PROD) for the explanatory variables in high-dimensional regressions. The PROD procedure is constructed based upon a generic orthogonal decomposition of the design matrix. We demonstrate by two concrete cases that the PROD approach can be effectively constructed for improving the performance of high-dimensional penalized regression. Our theoretical analysis reveals their properties and benefits for high-dimensional penalized linear regression with LASSO.

In this article we investigate the outcomes of the standard Least Angle Regression (LAR) algorithm in high dimensions under the Gaussian noise assumption. We give the exact law of the sequence of knots conditional on the sequence of variables entering the model, i.e., the post-selection law of the knots of the LAR. Based on this result, we prove an exact of the False Discovery Rate (FDR) in the orthogonal design case and an exact control of the existence of false negatives in the general design case. First, we build a sequence of testing procedures on the variables entering the model and we give an exact control of the FDR in the orthogonal design case when the noise level can be unknown. Second, we introduce a new exact testing procedure on the existence of false negatives when the noise level can be unknown. This testing procedure can be deployed after any support selection procedure that will produce an estimation of the support (i.e., the indexes of nonzero coefficients) for any designs. The type~$I$ error of the test can be exactly controlled as long as the selection procedure follows some elementary hypotheses, referred to as admissible selection procedures. These support selection procedures are such that the estimation of the support is given by the $k$ first variables entering the model where the random variable $k$ is a stopping time. Monte-Carlo simulations and a real data experiment are provided to illustrate our results.

We generalize to tree graphs obtained by connecting path graphs an oracle result obtained for the Fused Lasso over the path graph. Moreover we show that it is possible to substitute in the oracle inequality the minimum of the distances between jumps by their harmonic mean. In doing so we prove a lower bound on the compatibility constant for the total variation penalty. Our analysis leverages insights obtained for the path graph with one branch to understand the case of more general tree graphs. As a side result, we get insights into the irrepresentable condition for such tree graphs.

Boosting as gradient descent algorithms is one popular method in machine learning. In this paper a novel Boosting-type algorithm is proposed based on restricted gradient descent with structural sparsity control whose underlying dynamics are governed by differential inclusions. In particular, we present an iterative regularization path with structural sparsity where the parameter is sparse under some linear transforms, based on variable splitting and the Linearized Bregman Iteration. Hence it is called \emph{Split LBI}. Despite its simplicity, Split LBI outperforms the popular generalized Lasso in both theory and experiments. A theory of path consistency is presented that equipped with a proper early stopping, Split LBI may achieve model selection consistency under a family of Irrepresentable Conditions which can be weaker than the necessary and sufficient condition for generalized Lasso. Furthermore, some $\ell_2$ error bounds are also given at the minimax optimal rates. The utility and benefit of the algorithm are illustrated by several applications including image denoising, partial order ranking of sport teams, and world university grouping with crowdsourced ranking data.