Approximation Lasso Methods for Language Modeling
نویسندگان
چکیده
Lasso is a regularization method for parameter estimation in linear models. It optimizes the model parameters with respect to a loss function subject to model complexities. This paper explores the use of lasso for statistical language modeling for text input. Owing to the very large number of parameters, directly optimizing the penalized lasso loss function is impossible. Therefore, we investigate two approximation methods, the boosted lasso (BLasso) and the forward stagewise linear regression (FSLR). Both methods, when used with the exponential loss function, bear strong resemblance to the boosting algorithm which has been used as a discriminative training method for language modeling. Evaluations on the task of Japanese text input show that BLasso is able to produce the best approximation to the lasso solution, and leads to a significant improvement, in terms of character error rate, over boosting and the traditional maximum likelihood estimation.
منابع مشابه
Penalized Lasso Methods in Health Data: application to trauma and influenza data of Kerman
Background: Two main issues that challenge model building are number of Events Per Variable and multicollinearity among exploratory variables. Our aim is to review statistical methods that tackle these issues with emphasize on penalized Lasso regression model. The present study aimed to explain problems of traditional regressions due to small sample size and m...
متن کاملA fast unified algorithm for solving group-lasso penalize learning problems
This paper concerns a class of group-lasso learning problems where the objective function is the sum of an empirical loss and the group-lasso penalty. For a class of loss function satisfying a quadratic majorization condition, we derive a unified algorithm called groupwisemajorization-descent (GMD) for efficiently computing the solution paths of the corresponding group-lasso penalized learning ...
متن کاملEstimating LASSO Risk and Noise Level
We study the fundamental problems of variance and risk estimation in high dimensional statistical modeling. In particular, we consider the problem of learning a coefficient vector θ0 ∈ R from noisy linear observations y = Xθ0 + w ∈ R (p > n) and the popular estimation procedure of solving the `1-penalized least squares objective known as the LASSO or Basis Pursuit DeNoising (BPDN). In this cont...
متن کاملNon-asymptotic Oracle Inequalities for the Lasso and Group Lasso in high dimensional logistic model
We consider the problem of estimating a function f0 in logistic regression model. We propose to estimate this function f0 by a sparse approximation build as a linear combination of elements of a given dictionary of p functions. This sparse approximation is selected by the Lasso or Group Lasso procedure. In this context, we state non asymptotic oracle inequalities for Lasso and Group Lasso under...
متن کاملGroup Lasso Estimation of High-dimensional Covariance Matrices
In this paper, we consider the Group Lasso estimator of the covariance matrix of a stochastic process corrupted by an additive noise. We propose to estimate the covariance matrix in a highdimensional setting under the assumption that the process has a sparse representation in a large dictionary of basis functions. Using a matrix regression model, we propose a new methodology for high-dimensiona...
متن کامل