Paper Abstract and Keywords |
Presentation |
2017-03-06 14:30
Degrees of freedom in submodular regularization Kentaro Minami, Fumiyasu Komaki (The University of Tokyo) IBISML2016-102 |
Abstract |
(in Japanese) |
(See Japanese page) |
(in English) |
We study two classes of convex regularization related to submodular functions, which we call the submodular regularization. In recent years, it has been pointed out by several authors that the submodular regularization can comprehensively handle a wide class of structural regularization in regression problems. From a computational perspective, estimators can be calculated by solving tractable convex minimization problems, in which the proximal gradient algorithms can be efficiently executed through submodular function minimization. However, from a statistical perspective, theoretical analysis of the mean squared error has not been investigated as an applicable form to general submodular regularizers. In this paper, we derive the degrees of freedom for submodular regularization estimators. The unbiased estimator of the degrees of freedom is given by the number of distinct values in the solution, which is consistent with existing results for the lasso and the fused lasso. |
Keyword |
(in Japanese) |
(See Japanese page) |
(in English) |
sparse estimation / fused regularization / submodular function / model selection / / / / |
Reference Info. |
IEICE Tech. Rep., vol. 116, no. 500, IBISML2016-102, pp. 17-24, March 2017. |
Paper # |
IBISML2016-102 |
Date of Issue |
2017-02-27 (IBISML) |
ISSN |
Print edition: ISSN 0913-5685 Online edition: ISSN 2432-6380 |
Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) |
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IBISML2016-102 |
Conference Information |
Committee |
IBISML |
Conference Date |
2017-03-06 - 2017-03-07 |
Place (in Japanese) |
(See Japanese page) |
Place (in English) |
Tokyo Institute of Technology |
Topics (in Japanese) |
(See Japanese page) |
Topics (in English) |
Statistical Mathematics, Machine Learning, Data Mining, etc. |
Paper Information |
Registration To |
IBISML |
Conference Code |
2017-03-IBISML |
Language |
Japanese |
Title (in Japanese) |
(See Japanese page) |
Sub Title (in Japanese) |
(See Japanese page) |
Title (in English) |
Degrees of freedom in submodular regularization |
Sub Title (in English) |
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sparse estimation |
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fused regularization |
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submodular function |
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model selection |
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1st Author's Name |
Kentaro Minami |
1st Author's Affiliation |
The University of Tokyo (The University of Tokyo) |
2nd Author's Name |
Fumiyasu Komaki |
2nd Author's Affiliation |
The University of Tokyo (The University of Tokyo) |
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Speaker |
Author-1 |
Date Time |
2017-03-06 14:30:00 |
Presentation Time |
30 minutes |
Registration for |
IBISML |
Paper # |
IBISML2016-102 |
Volume (vol) |
vol.116 |
Number (no) |
no.500 |
Page |
pp.17-24 |
#Pages |
8 |
Date of Issue |
2017-02-27 (IBISML) |
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