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arXiv 1402.4512cs.LGstat.ML
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稀疏重叠群分类

Classification with Sparse Overlapping Groups

University of Wisconsin-Madison(威斯康星大学麦迪逊分校)

Nikhil Rao, Robert Nowak, Christopher Cox, Timothy Rogers

摘要:

在高维机器学习的应用中,具有稀疏性约束的分类问题扮演着重要的角色。在一些情况下,特征可以被分组在一起,使得可以选择或不选择特征的整个子集。然而,在许多应用中,这可能限制性太大。在本文中,我们感兴趣的结构化稀疏特征选择的限制较少的形式:我们假设,而功能可以根据一些概念的相似性进行分组,而不是所有的功能在一个组需要选择手头的任务。当组由不相交的特征集组成时,这有时被称为“稀疏组”套索,并且它允许使用比传统组套索方法更丰富的模型类别。我们的框架进一步推广传统的稀疏组套索允许重叠的群体,在许多应用中需要额外的灵活性,并提出了进一步的挑战。本文的主要贡献是一个新的程序称为稀疏重叠组(SOG)套索,凸优化程序,自动选择相似的功能,在高维分类。我们建立了一个相当一般的设置下SOGlasso分类问题的模型选择误差界。特别是,误差界是第一个这样的结果,使用稀疏组套索分类。此外,一般SOGlasso约束专门用于套索和群套索的结果,其中一些是已知的,一些是新的。SOGlasso的动机是多学科功能磁共振成像研究,其中功能活动是使用脑体素作为特征,脑磁图(MEG)中的源定位问题,并在微阵列数据分析中分析基因激活模式进行分类。使用真实数据和合成数据的实验证明了SOGlasso与Lasso和Group Lasso相比的优势。

英文摘要:

Classification with a sparsity constraint on the solution plays a central role in many high dimensional machine learning applications. In some cases, the features can be grouped together so that entire subsets of features can be selected or not selected. In many applications, however, this can be too restrictive. In this paper, we are interested in a less restrictive form of structured sparse feature selection: we assume that while features can be grouped according to some notion of similarity, not all features in a group need be selected for the task at hand. When the groups are comprised of disjoint sets of features, this is sometimes referred to as the "sparse group" lasso, and it allows for working with a richer class of models than traditional group lasso methods. Our framework generalizes conventional sparse group lasso further by allowing for overlapping groups, an additional flexiblity needed in many applications and one that presents further challenges. The main contribution of this paper is a new procedure called Sparse Overlapping Group (SOG) lasso, a convex optimization program that automatically selects similar features for classification in high dimensions. We establish model selection error bounds for SOGlasso classification problems under a fairly general setting. In particular, the error bounds are the first such results for classification using the sparse group lasso. Furthermore, the general SOGlasso bound specializes to results for the lasso and the group lasso, some known and some new. The SOGlasso is motivated by multi-subject fMRI studies in which functional activity is classified using brain voxels as features, source localization problems in Magnetoencephalography (MEG), and analyzing gene activation patterns in microarray data analysis. Experiments with real and synthetic data demonstrate the advantages of SOGlasso compared to the lasso and group lasso.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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