A Linearly Involved Generalized Moreau Enhancement of <i>ℓ</i><sub>2,1</sub>-Norm with Application to Weighted Group Sparse Classification

This paper proposes a new group-sparsity-inducing regularizer to approximate <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msub><mo>ℓ</mo><mrow><mn>2</mn><mo>,</mo>&l...

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Main Authors: Yang Chen, Masao Yamagishi, Isao Yamada
Format: Article
Language:English
Published: MDPI AG 2021-10-01
Series:Algorithms
Subjects:
Online Access:https://www.mdpi.com/1999-4893/14/11/312
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author Yang Chen
Masao Yamagishi
Isao Yamada
author_facet Yang Chen
Masao Yamagishi
Isao Yamada
author_sort Yang Chen
collection DOAJ
description This paper proposes a new group-sparsity-inducing regularizer to approximate <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msub><mo>ℓ</mo><mrow><mn>2</mn><mo>,</mo><mn>0</mn></mrow></msub></semantics></math></inline-formula> pseudo-norm. The regularizer is nonconvex, which can be seen as a linearly involved generalized Moreau enhancement of <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msub><mo>ℓ</mo><mrow><mn>2</mn><mo>,</mo><mn>1</mn></mrow></msub></semantics></math></inline-formula>-norm. Moreover, the overall convexity of the corresponding group-sparsity-regularized least squares problem can be achieved. The model can handle general group configurations such as weighted group sparse problems, and can be solved through a proximal splitting algorithm. Among the applications, considering that the bias of convex regularizer may lead to incorrect classification results especially for unbalanced training sets, we apply the proposed model to the (weighted) group sparse classification problem. The proposed classifier can use the label, similarity and locality information of samples. It also suppresses the bias of convex regularizer-based classifiers. Experimental results demonstrate that the proposed classifier improves the performance of convex <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msub><mo>ℓ</mo><mrow><mn>2</mn><mo>,</mo><mn>1</mn></mrow></msub></semantics></math></inline-formula> regularizer-based methods, especially when the training data set is unbalanced. This paper enhances the potential applicability and effectiveness of using nonconvex regularizers in the frame of convex optimization.
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spelling doaj.art-64f9e46ca8f4408a91b5946d0094eaf32023-11-22T22:04:43ZengMDPI AGAlgorithms1999-48932021-10-01141131210.3390/a14110312A Linearly Involved Generalized Moreau Enhancement of <i>ℓ</i><sub>2,1</sub>-Norm with Application to Weighted Group Sparse ClassificationYang Chen0Masao Yamagishi1Isao Yamada2Department of Information and Communications Engineering, Tokyo Institute of Technology, 2-12-1 Okayama, Meguro-ku, Tokyo 152-8552, JapanDepartment of Information and Communications Engineering, Tokyo Institute of Technology, 2-12-1 Okayama, Meguro-ku, Tokyo 152-8552, JapanDepartment of Information and Communications Engineering, Tokyo Institute of Technology, 2-12-1 Okayama, Meguro-ku, Tokyo 152-8552, JapanThis paper proposes a new group-sparsity-inducing regularizer to approximate <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msub><mo>ℓ</mo><mrow><mn>2</mn><mo>,</mo><mn>0</mn></mrow></msub></semantics></math></inline-formula> pseudo-norm. The regularizer is nonconvex, which can be seen as a linearly involved generalized Moreau enhancement of <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msub><mo>ℓ</mo><mrow><mn>2</mn><mo>,</mo><mn>1</mn></mrow></msub></semantics></math></inline-formula>-norm. Moreover, the overall convexity of the corresponding group-sparsity-regularized least squares problem can be achieved. The model can handle general group configurations such as weighted group sparse problems, and can be solved through a proximal splitting algorithm. Among the applications, considering that the bias of convex regularizer may lead to incorrect classification results especially for unbalanced training sets, we apply the proposed model to the (weighted) group sparse classification problem. The proposed classifier can use the label, similarity and locality information of samples. It also suppresses the bias of convex regularizer-based classifiers. Experimental results demonstrate that the proposed classifier improves the performance of convex <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msub><mo>ℓ</mo><mrow><mn>2</mn><mo>,</mo><mn>1</mn></mrow></msub></semantics></math></inline-formula> regularizer-based methods, especially when the training data set is unbalanced. This paper enhances the potential applicability and effectiveness of using nonconvex regularizers in the frame of convex optimization.https://www.mdpi.com/1999-4893/14/11/312convex optimizationproximal splitting algorithmgeneralized Moreau enhancementgroup sparsityweighted <i>ℓ</i><sub>2,1</sub>-normsparse representation-based classification
spellingShingle Yang Chen
Masao Yamagishi
Isao Yamada
A Linearly Involved Generalized Moreau Enhancement of <i>ℓ</i><sub>2,1</sub>-Norm with Application to Weighted Group Sparse Classification
Algorithms
convex optimization
proximal splitting algorithm
generalized Moreau enhancement
group sparsity
weighted <i>ℓ</i><sub>2,1</sub>-norm
sparse representation-based classification
title A Linearly Involved Generalized Moreau Enhancement of <i>ℓ</i><sub>2,1</sub>-Norm with Application to Weighted Group Sparse Classification
title_full A Linearly Involved Generalized Moreau Enhancement of <i>ℓ</i><sub>2,1</sub>-Norm with Application to Weighted Group Sparse Classification
title_fullStr A Linearly Involved Generalized Moreau Enhancement of <i>ℓ</i><sub>2,1</sub>-Norm with Application to Weighted Group Sparse Classification
title_full_unstemmed A Linearly Involved Generalized Moreau Enhancement of <i>ℓ</i><sub>2,1</sub>-Norm with Application to Weighted Group Sparse Classification
title_short A Linearly Involved Generalized Moreau Enhancement of <i>ℓ</i><sub>2,1</sub>-Norm with Application to Weighted Group Sparse Classification
title_sort linearly involved generalized moreau enhancement of i l i sub 2 1 sub norm with application to weighted group sparse classification
topic convex optimization
proximal splitting algorithm
generalized Moreau enhancement
group sparsity
weighted <i>ℓ</i><sub>2,1</sub>-norm
sparse representation-based classification
url https://www.mdpi.com/1999-4893/14/11/312
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AT isaoyamada alinearlyinvolvedgeneralizedmoreauenhancementofilisub21subnormwithapplicationtoweightedgroupsparseclassification
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AT masaoyamagishi linearlyinvolvedgeneralizedmoreauenhancementofilisub21subnormwithapplicationtoweightedgroupsparseclassification
AT isaoyamada linearlyinvolvedgeneralizedmoreauenhancementofilisub21subnormwithapplicationtoweightedgroupsparseclassification