skip to main content
US FlagAn official website of the United States government
dot gov icon
Official websites use .gov
A .gov website belongs to an official government organization in the United States.
https lock icon
Secure .gov websites use HTTPS
A lock ( lock ) or https:// means you've safely connected to the .gov website. Share sensitive information only on official, secure websites.


Title: A duality approach to regularized learning problems in Banach spaces
Regularized learning problems in Banach spaces, which often minimize the sum of a data fidelity term in one Banach norm and a regularization term in another Banach norm, is challenging to solve. We construct a direct sum space based on the Banach spaces for the fidelity term and the regularization term and recast the objective function as the norm of a quotient space of the direct sum space. We then express the original regularized problem as an optimization problem in the dual space of the direct sum space. It is to find the maximum of a linear function on a convex polytope, which may be solved by linear programming. A solution of the original problem is then obtained by using related extremal properties of norming functionals from a solution of the dual problem. Numerical experiments demonstrate that the proposed duality approach is effective for solving the regularization learning problems.  more » « less
Award ID(s):
2208386
PAR ID:
10521799
Author(s) / Creator(s):
; ;
Publisher / Repository:
Elsevier
Date Published:
Journal Name:
Journal of Complexity
Volume:
81
Issue:
C
ISSN:
0885-064X
Page Range / eLocation ID:
101818
Subject(s) / Keyword(s):
Duality Regularization problem Linear programming Sparsity
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
More Like this
  1. Shawe-Taylor, John (Ed.)
    Learning a function from a finite number of sampled data points (measurements) is a fundamental problem in science and engineering. This is often formulated as a minimum norm interpolation (MNI) problem, a regularized learning problem or, in general, a semi-discrete inverse problem (SDIP), in either Hilbert spaces or Banach spaces. The goal of this paper is to systematically study solutions of these problems in Banach spaces. We aim at obtaining explicit representer theorems for their solutions, on which convenient solution methods can then be developed. For the MNI problem, the explicit representer theorems enable us to express the infimum in terms of the norm of the linear combination of the interpolation functionals. For the purpose of developing efficient computational algorithms, we establish the fixed-point equation formulation of solutions of these problems. We reveal that unlike in a Hilbert space, in general, solutions of these problems in a Banach space may not be able to be reduced to truly finite dimensional problems (with certain infinite dimensional components hidden). We demonstrate how this obstacle can be removed, reducing the original problem to a truly finite dimensional one, in the special case when the Banach space is ℓ1(N). 
    more » « less
  2. Sparsity of a learning solution is a desirable feature in machine learning. Certain reproducing kernel Banach spaces (RKBSs) are appropriate hypothesis spaces for sparse learning methods. The goal of this paper is to understand what kind of RKBSs can promote sparsity for learning solutions. We consider two typical learning models in an RKBS: the minimum norm interpolation (MNI) problem and the regularization problem. We first establish an explicit representer theorem for solutions of these problems, which represents the extreme points of the solution set by a linear combination of the extreme points of the subdifferential set, of the norm function, which is data-dependent. We then propose sufficient conditions on the RKBS that can transform the explicit representation of the solutions to a sparse kernel representation having fewer terms than the number of the observed data. Under the proposed sufficient conditions, we investigate the role of the regularization parameter on sparsity of the regularized solutions. We further show that two specific RKBSs, the sequence space l_1(N) and the measure space, can have sparse representer theorems for both MNI and regularization models. 
    more » « less
  3. Abstract We consider a regularization problem whose objective function consists of a convex fidelity term and a regularization term determined by the ℓ 1 norm composed with a linear transform. Empirical results show that the regularization with the ℓ 1 norm can promote sparsity of a regularized solution. The goal of this paper is to understand theoretically the effect of the regularization parameter on the sparsity of the regularized solutions. We establish a characterization of the sparsity under the transform matrix of the solution. When the objective function is block-separable or an error bound of the regularized solution to a known function is available, the resulting characterization can be taken as a regularization parameter choice strategy with which the regularization problem has a solution having a sparsity of a certain level. When the objective function is not block-separable, we propose an iterative algorithm which simultaneously determines the regularization parameter and its corresponding solution with a prescribed sparsity level. Moreover, we study choices of the regularization parameter so that the regularization term can alleviate the ill-posedness and promote sparsity of the resulting regularized solution. Numerical experiments demonstrate that the proposed algorithm is effective and efficient, and the choices of the regularization parameters can balance the sparsity of the regularized solution and its approximation to the minimizer of the fidelity function. 
    more » « less
  4. We consider a minimization problem whose objective function is the sum of a fidelity term, not necessarily convex, and a regularization term defined by a positive regularization parameter [Formula: see text] multiple of the [Formula: see text] norm composed with a linear transform. This problem has wide applications in compressed sensing, sparse machine learning and image reconstruction. The goal of this paper is to understand what choices of the regularization parameter can dictate the level of sparsity under the transform for a global minimizer of the resulting regularized objective function. This is a critical issue but it has been left unaddressed. We address it from a geometric viewpoint with which the sparsity partition of the image space of the transform is introduced. Choices of the regularization parameter are specified to ensure that a global minimizer of the corresponding regularized objective function achieves a prescribed level of sparsity under the transform. Results are obtained for the spacial sparsity case in which the transform is the identity map, a case that covers several applications of practical importance, including machine learning, image/signal processing and medical image reconstruction. 
    more » « less
  5. null (Ed.)
    Abstract Discrete ill-posed inverse problems arise in various areas of science and engineering. The presence of noise in the data often makes it difficult to compute an accurate approximate solution. To reduce the sensitivity of the computed solution to the noise, one replaces the original problem by a nearby well-posed minimization problem, whose solution is less sensitive to the noise in the data than the solution of the original problem. This replacement is known as regularization. We consider the situation when the minimization problem consists of a fidelity term, that is defined in terms of a p -norm, and a regularization term, that is defined in terms of a q -norm. We allow 0 < p , q ≤ 2. The relative importance of the fidelity and regularization terms is determined by a regularization parameter. This paper develops an automatic strategy for determining the regularization parameter for these minimization problems. The proposed approach is based on a new application of generalized cross validation. Computed examples illustrate the performance of the method proposed. 
    more » « less