In this paper we define semidefinite packing programs and describe an algorithm to approximately solve these problems. Semidefinite packing programs arise in many applications such as semidefinite programming relaxations for combinatorial optimization problems, sparse principal component analysis, and sparse variance unfolding techniques for dimension reduction. Our algorithm exploits the struc...

Recently, sparse coding has been widely used in many applications ranging from image recovery to pattern recognition. The low mutual coherence of a dictionary is an important property that ensures the optimality of the sparse code generated from this dictionary. Indeed, most existing dictionary learning methods for sparse coding either implicitly or explicitly tried to learn an incoherent dicti...

In this paper we study the problem of learning a low-rank (sparse) distance matrix. We propose a novel metric learning model which can simultaneously conduct dimension reduction and learn a distance matrix. The sparse representation involves a mixed-norm regularization which is non-convex. We then show that it can be equivalently formulated as a convex saddle (min-max) problem. From this saddle...

We present an extension of sparse PCA, or sparse dictionary learning, where the sparsity patterns of all dictionary elements are structured and constrained to belong to a prespecified set of shapes. This structured sparse PCA is based on a structured regularization recently introduced by [1]. While classical sparse priors only deal with cardinality, the regularization we use encodes higher-orde...

Sparse representation presents an efficient approach to approximately recover a signal by the linear composition of a few bases from a learnt dictionary, based on which various successful applications have been observed. However, in the scenario of data compression, its efficiency and popularity are hindered due to the extra overhead for encoding the sparse coefficients. Therefore, how to estab...

A wide range of problems such as signal reconstruction, denoising, source separation, feature selection, and graphical model search are addressed today by posterior maximization for linear models with sparsity-favouring prior distributions. The Bayesian posterior contains useful information far beyond its mode, which can be used to drive methods for sampling optimization (active learning), feat...

Sparse matrices are favorable objects in machine learning and optimization. When such matrices are used, in place of dense ones, the overall complexity requirements in optimization can be significantly reduced in practice, both in terms of space and run-time. Prompted by this observation, we study a convex optimization scheme for block-sparse recovery from linear measurements. To obtain linear ...

In this paper, we propose a locality-constrained and sparsity-encouraged manifold fitting approach, aiming at capturing the locally sparse manifold structure into neighborhood graph construction by exploiting a principled optimization model. The proposed model formulates neighborhood graph construction as a sparse coding problem with the locality constraint, therefore achieving simultaneous nei...

Neuroanatomical aspects of the mammalian cerebral cortex can be modeled by neural networks with a sparse and random connection scheme. This paper presents such sparse network models and appropriate algorithms, data structures and optimization for an efficient parallel simulation on a CNAPS SIMD neurocomputer. Using these methods a considerable speedup in comparison to sequential computation is ...

We present a survey on the sparse SDP relaxation proposed as a sparse variant of Lasserre’s SDP relaxation of polynomial optimization problems. We discuss the primal and dual approaches to derive the sparse SDP and SOS relaxations, and their relationship. In particular, exploiting structured sparsity in the both approaches is described in view of the quality and the size of the SDP relaxations....