June 7, 2024, 4:43 a.m. | Theo Guyard, C\'edric Herzet, Cl\'ement Elvira, Ay\c{s}e-Nur Arslan

cs.LG updates on arXiv.org arxiv.org

arXiv:2406.03504v1 Announce Type: cross
Abstract: We consider the resolution of learning problems involving $\ell_0$-regularization via Branch-and-Bound (BnB) algorithms. These methods explore regions of the feasible space of the problem and check whether they do not contain solutions through "pruning tests". In standard implementations, evaluating a pruning test requires to solve a convex optimization problem, which may result in computational bottlenecks. In this paper, we present an alternative to implement pruning tests for some generic family of $\ell_0$-regularized problems. Our proposed …

abstract algorithms arxiv bnb check cs.lg explore framework math.oc problem pruning regularization resolution solutions solve space standard test tests through type via

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