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Rapport (Rapport De Recherche) Année : 2011

Convex and Network Flow Optimization for Structured Sparsity

Résumé

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. To this end, we present two different strategies: On the one hand, we show that the proximal operator associated with a sum of l_infinity norms can be computed exactly in polynomial time by solving a quadratic minimum cost flow problem, allowing the use of accelerated proximal gradient methods. On the other hand, we use proximal splitting techniques, and address an equivalent formulation with non-overlapping groups, but in higher dimension and with additional constraints. We propose efficient and scalable algorithms exploiting these two strategies, which are significantly faster than alternative approaches. We illustrate these methods with several problems such as CUR matrix factorization, multi-task learning of tree-structured dictionaries, background subtraction in video sequences, image denoising with wavelets, and topographic dictionary learning of natural image patches.
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Dates et versions

inria-00584817 , version 1 (10-04-2011)
inria-00584817 , version 2 (31-08-2011)
inria-00584817 , version 3 (15-09-2011)

Identifiants

  • HAL Id : inria-00584817 , version 1
  • ARXIV : 1104.1872

Citer

Julien Mairal, Rodolphe Jenatton, Guillaume Obozinski, Francis Bach. Convex and Network Flow Optimization for Structured Sparsity. [Research Report] 2011, pp.39. ⟨inria-00584817v1⟩
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