Rodolphe Jenatton

  1. Optimization with Sparsity-Inducing Penalties.

    Authors: Francis Bach, Rodolphe Jenatton, Guillaume Obozinski, Julien Mairal
    Subjects: Learning
    Abstract

    Sparse estimation methods are aimed at using or obtaining parsimonious
    representations of data or models. They were first dedicated to linear variable
    selection but numerous extensions have now emerged such as structured sparsity
    or kernel selection. It turns out that many of the related estimation problems
    can be cast as convex optimization problems by regularizing the empirical risk
    with appropriate non-smooth norms. The goal of this paper is to present from a
    general perspective optimization tools and techniques dedicated to such
    sparsity-inducing penalties.

  2. Structured sparsity through convex optimization.

    Authors: Francis Bach, Rodolphe Jenatton, Guillaume Obozinski, Julien Mairal
    Subjects: Learning
    Abstract

    Sparse estimation methods are aimed at using or obtaining parsimonious
    representations of data or models. While naturally cast as a combinatorial
    optimization problem, variable or feature selection admits a convex relaxation
    through the regularization by the $\ell_1$-norm. In this paper, we consider
    situations where we are not only interested in sparsity, but where some
    structural prior knowledge is available as well.

  3. Multi-scale Mining of fMRI data with Hierarchical Structured Sparsity.

    Authors: Francis Bach, Rodolphe Jenatton, Guillaume Obozinski, Bertrand Thirion, Alexandre Gramfort, Vincent Michel, Evelyn Eger
    Subjects: Machine Learning
    Abstract

    Inverse inference, or "brain reading", is a recent paradigm for analyzing
    functional magnetic resonance imaging (fMRI) data, based on pattern recognition
    and statistical learning. By predicting some cognitive variables related to
    brain activation maps, this approach aims at decoding brain activity. Inverse
    inference takes into account the multivariate information between voxels and is
    currently the only way to assess how precisely some cognitive information is
    encoded by the activity of neural populations within the whole brain.

  4. Convex and Network Flow Optimization for Structured Sparsity.

    Authors: Francis Bach, Rodolphe Jenatton, Guillaume Obozinski, Julien Mairal
    Subjects: Optimization and Control
    Abstract

    We consider a class of learning problems regularized by a structured
    sparsity-inducing norm defined as the sum of l_2 or l_infinity norms over
    groups of variables. Whereas much effort has been put in developing fast
    optimization techniques when the groups are disjoint or embedded in a
    hierarchy, we address here the case of general overlapping groups.

  5. Proximal Methods for Hierarchical Sparse Coding.

    Authors: Francis Bach, Rodolphe Jenatton, Guillaume Obozinski, Julien Mairal
    Subjects: Machine Learning
    Abstract

    Sparse coding consists in representing signals as sparse linear combinations
    of atoms selected from a dictionary. We consider an extension of this framework
    where the atoms are further assumed to be embedded in a tree. This is achieved
    using a recently introduced tree-structured sparse regularization norm, which
    has proven useful in several applications. This norm leads to regularized
    problems that are difficult to optimize, and we propose in this paper efficient
    algorithms for solving them.

  6. Network Flow Algorithms for Structured Sparsity.

    Authors: Francis Bach, Rodolphe Jenatton, Guillaume Obozinski, Julien Mairal
    Subjects: Learning
    Abstract

    We consider a class of learning problems that involve a structured
    sparsity-inducing norm defined as the sum of $\ell_\infty$-norms over groups of
    variables. Whereas a lot of effort has been put in developing fast optimization
    methods when the groups are disjoint or embedded in a specific hierarchical
    structure, we address here the case of general overlapping groups. To this end,
    we show that the corresponding optimization problem is related to network flow
    optimization. More precisely, the proximal problem associated with the norm we
    consider is dual to a quadratic min-cost flow problem.

  7. Structured Variable Selection with Sparsity-Inducing Norms.

    Authors: Francis Bach, Jean-Yves Audibert, Rodolphe Jenatton
    Subjects: Machine Learning
    Abstract

    We consider the empirical risk minimization problem for linear supervised
    learning, with regularization by structured sparsity-inducing norms. These are
    defined as sums of Euclidean norms on certain subsets of variables, extending
    the usual $\ell_1$-norm and the group $\ell_1$-norm by allowing the subsets to
    overlap. This leads to a specific set of allowed nonzero patterns for the
    solutions of such problems.

  8. Structured Sparse Principal Component Analysis.

    Authors: Francis Bach, Rodolphe Jenatton, Guillaume Obozinski
    Subjects: Machine Learning
    Abstract

    We present an extension of sparse PCA, or sparse dictionary learning, where
    the sparsity patterns of all dictionary elements are structured and constrained
    to belong to a prespecified set of shapes. This \emph{structured sparse PCA} is
    based on a structured regularization recently introduced by [1]. While
    classical sparse priors only deal with \textit{cardinality}, the regularization
    we use encodes higher-order information about the data. We propose an efficient
    and simple optimization procedure to solve this problem.

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