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Greedy Sparsity-Constrained Optimization
Machine Learning · Submitted 25 Mar 2012
abstract compiled · 2026-09-23 · no language-model review
The authors' main claim Should a cost function have a Stable Restricted Hessian (SRH) or a Stable Restricted Linearization (SRL), both of which are introduced in this paper, our algorithm is guaranteed to produce a sparse vector within a bounded distance from the true sparse optimum.
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The abstract, sentence by sentence
Sparsity-constrained optimization has wide applicability in machine learning, statistics, and signal processing problems such as feature selection and compressive Sensing. A vast body of work has studied the sparsity-constrained optimization from theoretical, algorithmic, and application aspects in the context of sparse estimation in linear models where the fidelity of the estimate is measured by the squared error. In contrast, relatively less effort has been made in the study of sparsity-constrained optimization in cases where nonlinear models are involved or the cost function is not quadratic. In this paper we propose a greedy algorithm, Gradient Support Pursuit (GraSP), to approximate sparse minima of cost functions of arbitrary form. Should a cost function have a Stable Restricted Hessian (SRH) or a Stable Restricted Linearization (SRL), both of which are introduced in this paper, our algorithm is guaranteed to produce a sparse vector within a bounded distance from the true sparse optimum. Our approach generalizes known results for quadratic cost functions that arise in sparse linear regression and Compressive Sensing. We also evaluate the performance of GraSP through numerical simulations on synthetic data, where the algorithm is employed for sparse logistic regression with and without $\ell_2$-regularization.
background contribution method result interpretation main claim
| # | sentence | role | the authors' own work | states the main conclusion | strength |
|---|---|---|---|---|---|
| s0 | Sparsity-constrained optimization has wide applicability in machine learning, statistics, and signal processing problems such as feature selection and compressive Sensing. | background 1.00 | 0.04 | 0.02 | asserted 1.00 |
| s1 | A vast body of work has studied the sparsity-constrained optimization from theoretical, algorithmic, and application aspects in the context of sparse estimation in linear models where the fidelity of the estimate is measured by the squared error. | background 1.00 | 0.03 | 0.02 | asserted 1.00 |
| s2 | In contrast, relatively less effort has been made in the study of sparsity-constrained optimization in cases where nonlinear models are involved or the cost function is not quadratic. | gap 1.00 | 0.05 | 0.03 | asserted 1.00 |
| s3 | In this paper we propose a greedy algorithm, Gradient Support Pursuit (GraSP), to approximate sparse minima of cost functions of arbitrary form. | contribution 0.88 | 0.95 | 0.36 | asserted 1.00 |
| s4 | Should a cost function have a Stable Restricted Hessian (SRH) or a Stable Restricted Linearization (SRL), both of which are introduced in this paper, our algorithm is guaranteed to produce a sparse vector within a bounded distance from the true sparse optimum. | result 0.89 | 0.84 | 0.63 | asserted 0.99 |
| s5 | Our approach generalizes known results for quadratic cost functions that arise in sparse linear regression and Compressive Sensing. | interpretation 0.53 | 0.68 | 0.11 | asserted 1.00 |
| s6 | We also evaluate the performance of GraSP through numerical simulations on synthetic data, where the algorithm is employed for sparse logistic regression with and without $\ell_2$-regularization. | method 0.55 | 0.96 | 0.06 | asserted 0.99 |
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The paper
Original abstract
Sparsity-constrained optimization has wide applicability in machine learning, statistics, and signal processing problems such as feature selection and compressive Sensing. A vast body of work has studied the sparsity-constrained optimization from theoretical, algorithmic, and application aspects in the context of sparse estimation in linear models where the fidelity of the estimate is measured by the squared error. In contrast, relatively less effort has been made in the study of sparsity-constrained optimization in cases where nonlinear models are involved or the cost function is not quadratic. In this paper we propose a greedy algorithm, Gradient Support Pursuit (GraSP), to approximate sparse minima of cost functions of arbitrary form. Should a cost function have a Stable Restricted Hessian (SRH) or a Stable Restricted Linearization (SRL), both of which are introduced in this paper, our algorithm is guaranteed to produce a sparse vector within a bounded distance from the true sparse optimum. Our approach generalizes known results for quadratic cost functions that arise in sparse linear regression and Compressive Sensing. We also evaluate the performance of GraSP through numerical simulations on synthetic data, where the algorithm is employed for sparse logistic regression with and without $\ell_2$-regularization.
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How the literature uses it
1 arXiv paper cite this in 1 sentence
Papers citing it
Cites it as background 1 paper
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We refer the reader to the papers [ref] and [ref] for concise surveys of some results on greedy algorithms from the point of view of convex optimization and signal processing.
Brief introduction in greedy approximation · Introduction · 0.98
What it cites · 6 sentences without a confident label
Compares with 2 papers
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The SRH and SRL conditions are similar to various forms of the Restricted Strong Convexity (RSC) and Restricted Strong Smoothness (RSS) conditions [ref] in the sense that they all bound the curvature of the objective function over a restricted set.
A Unified Framework for High-Dimensional Analysis of M-Estimators with Decomposable Regularizers · Sparse Reconstruction Conditions · 0.96
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The SRH and SRL conditions are similar to various forms of the Restricted Strong Convexity (RSC) and Restricted Strong Smoothness (RSS) conditions [ref] in the sense that they all bound the curvature of the objective function over a restricted set.
Fast global convergence of gradient methods for high-dimensional statistical recovery · Sparse Reconstruction Conditions · 0.96
Cites as background 3 papers
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A more general frame of study is proposed and analyzed by [ref] where regularization with “decomposable” norms is considered in M-estimation problems.
A Unified Framework for High-Dimensional Analysis of M-Estimators with Decomposable Regularizers · Introduction · 0.91
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[ref] also proposed a coordinate-descent type algorithm for minimization of a convex and smooth objective over the convex signal/parameter models introduced in [ref] .
The Convex Geometry of Linear Inverse Problems · Introduction · 0.92
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Therefore, several first-order convex optimization methods are developed and analyzed as more efficient alternatives (see e.g., [ref] and [ref] ).
Fast global convergence of gradient methods for high-dimensional statistical recovery · Sparse Linear Regression and Compressed Sensing · 0.87
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