Sorry, you need to enable JavaScript to visit this website.

facebooktwittermailshare

FASTER AND STILL SAFE: COMBINING SCREENING TECHNIQUES AND STRUCTURED DICTIONARIES TO ACCELERATE THE LASSO

Abstract: 

Accelerating the solution of the Lasso problem becomes crucial when scaling to very high dimensional data.

In this paper, we propose a way to combine two existing acceleration techniques: safe screening tests, which simplify the problem by eliminating useless dictionary atoms; and the use of structured dictionaries which are faster to operate with. A structured approximation of the true dictionary is used at the initial stage of the optimization, and we show how to define screening tests which are still safe despite the approximation error.

In particular, we extend a state-of-the-art screening test, the GAP SAFE sphere test, to this new setting.

The practical interest of the proposed methodology is demonstrated by considerable reductions in simulation time.

up
0 users have voted:

Paper Details

Authors:
Rémi GRIBONVAL
Submitted On:
24 April 2018 - 7:13pm
Short Link:
Type:
Presentation Slides
Event:
Presenter's Name:
Cassio F. DANTAS
Paper Code:
2987
Document Year:
2018
Cite

Document Files

Slides-2018-ICASSP_2.pdf

(38 downloads)

Subscribe

[1] Rémi GRIBONVAL, "FASTER AND STILL SAFE: COMBINING SCREENING TECHNIQUES AND STRUCTURED DICTIONARIES TO ACCELERATE THE LASSO", IEEE SigPort, 2018. [Online]. Available: http://sigport.org/2720. Accessed: Jul. 16, 2018.
@article{2720-18,
url = {http://sigport.org/2720},
author = {Rémi GRIBONVAL },
publisher = {IEEE SigPort},
title = {FASTER AND STILL SAFE: COMBINING SCREENING TECHNIQUES AND STRUCTURED DICTIONARIES TO ACCELERATE THE LASSO},
year = {2018} }
TY - EJOUR
T1 - FASTER AND STILL SAFE: COMBINING SCREENING TECHNIQUES AND STRUCTURED DICTIONARIES TO ACCELERATE THE LASSO
AU - Rémi GRIBONVAL
PY - 2018
PB - IEEE SigPort
UR - http://sigport.org/2720
ER -
Rémi GRIBONVAL. (2018). FASTER AND STILL SAFE: COMBINING SCREENING TECHNIQUES AND STRUCTURED DICTIONARIES TO ACCELERATE THE LASSO. IEEE SigPort. http://sigport.org/2720
Rémi GRIBONVAL, 2018. FASTER AND STILL SAFE: COMBINING SCREENING TECHNIQUES AND STRUCTURED DICTIONARIES TO ACCELERATE THE LASSO. Available at: http://sigport.org/2720.
Rémi GRIBONVAL. (2018). "FASTER AND STILL SAFE: COMBINING SCREENING TECHNIQUES AND STRUCTURED DICTIONARIES TO ACCELERATE THE LASSO." Web.
1. Rémi GRIBONVAL. FASTER AND STILL SAFE: COMBINING SCREENING TECHNIQUES AND STRUCTURED DICTIONARIES TO ACCELERATE THE LASSO [Internet]. IEEE SigPort; 2018. Available from : http://sigport.org/2720