"Structured sparsity and convex optimization"
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If you have a question about this talk, please contact Konstantina Palla.
The concept of parsimony is central in many scientific
domains. In the context of statistics, signal processing or machine
learning, it takes the form of variable or feature selection problems,
and is commonly used in two situations: First, to make the model or
the prediction more interpretable or cheaper to use, i.e., even if the
underlying problem does not admit sparse solutions, one looks for the
best sparse approximation. Second, sparsity can also be used given
prior knowledge that the model should be sparse. In these two
situations, reducing parsimony to finding models with low cardinality
turns out to be limiting, and structured parsimony has emerged as a
fruitful practical extension, with applications to image processing,
text processing or bioinformatics. In this talk, I will review recent
results on structured sparsity, as it applies to machine learning and
signal processing. (joint work with R. Jenatton, J. Mairal and G.
Obozinski)
This talk is part of the Machine Learning Reading Group @ CUED series.
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