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Communication Dans Un Congrès Année : 2018

Combinatorial Penalties: Which structures are preserved by convex relaxations?

Résumé

We consider the homogeneous and the non-homogeneous convex relaxations for combinatorial penalty functions defined on support sets. Our study identifies key differences in the tightness of the resulting relaxations through the notion of the lower combinatorial envelope of a set-function along with new necessary conditions for support identification. We then propose a general adaptive estimator for convex monotone regularizers, and derive new sufficient conditions for support recovery in the asymptotic setting.

Dates et versions

hal-01652151 , version 1 (30-11-2017)

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Marwa El Halabi, Francis Bach, Volkan Cevher. Combinatorial Penalties: Which structures are preserved by convex relaxations?. AISTATS 2018 - 22nd International Conference on Artificial Intelligence and Statistics, Apr 2018, Canary Islands, Spain. ⟨hal-01652151⟩
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