Publication

Combinatorial Penalties: Which structures are preserved by convex relaxations?

Volkan Cevher, Marwa El Halabi
2017
Conference Papers

Abstract

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.

Official source

https://infoscience.epfl.ch/entities/publication/419f0498-3dde-4bfc-ae0f-bde89c245fe2

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Combinatorial Penalties: Which structures are preserved by convex relaxations?

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