TY - GEN
T1 - The 2-codeword screening test for lasso problems
AU - Wu, Hao
AU - Ramadge, Peter J.
PY - 2013/10/18
Y1 - 2013/10/18
N2 - Solving a lasso problem is a practical approach for acquiring a sparse representation of a signal with respect to a given dictionary. Driven by the demand for sparse representations over large-scale data in machine learning and statistics, we explore lasso screening tests. These enhance solution efficiency via the elimination of codewords absent in the optimal solution prior to detailed computation. On basis of the concept of a region test and the recently introduced dome test, we propose the 2-codeword test, which uses two codewords together in a correlation screening test. In addition to the rejection rate as the performance measure, we introduce an innovative way to access the performance of a screening test, called the uncertainty measure, via a comparison with the optimal test.
AB - Solving a lasso problem is a practical approach for acquiring a sparse representation of a signal with respect to a given dictionary. Driven by the demand for sparse representations over large-scale data in machine learning and statistics, we explore lasso screening tests. These enhance solution efficiency via the elimination of codewords absent in the optimal solution prior to detailed computation. On basis of the concept of a region test and the recently introduced dome test, we propose the 2-codeword test, which uses two codewords together in a correlation screening test. In addition to the rejection rate as the performance measure, we introduce an innovative way to access the performance of a screening test, called the uncertainty measure, via a comparison with the optimal test.
KW - Algorithms
KW - Machine learning
KW - Optimization
UR - http://www.scopus.com/inward/record.url?scp=84890543291&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84890543291&partnerID=8YFLogxK
U2 - 10.1109/ICASSP.2013.6638270
DO - 10.1109/ICASSP.2013.6638270
M3 - Conference contribution
AN - SCOPUS:84890543291
SN - 9781479903566
T3 - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
SP - 3307
EP - 3311
BT - 2013 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2013 - Proceedings
T2 - 2013 38th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2013
Y2 - 26 May 2013 through 31 May 2013
ER -