307 citations · 693 across the 70 of their papers we have counts for
4 papers · 1 filter
Computing the degrees of freedom of rank-regularized estimators and cousins
Rahul Mazumder, Haolei Weng
Estimating a low rank matrix from its linear measurements is a problem of central importance in contemporary statistical analysis. The choice of tuning parameters for estimators re…
Computing Estimators of Dantzig Selector type via Column and Constraint Generation
Rahul Mazumder, Stephen Wright, Andrew Zheng
We consider a class of linear-programming based estimators in reconstructing a sparse signal from linear measurements. Specific formulations of the reconstruction problem considere…
Learning Hierarchical Interactions at Scale: A Convex Optimization Approach
Hussein Hazimeh, Rahul Mazumder
In many learning settings, it is beneficial to augment the main features with pairwise interactions. Such interaction models can be often enhanced by performing variable selection…
Solving L1-regularized SVMs and related linear programs: Revisiting the effectiveness of Column and Constraint Generation
Antoine Dedieu, Rahul Mazumder, Haoyue Wang
The linear Support Vector Machine (SVM) is a classic classification technique in machine learning. Motivated by applications in modern high dimensional statistics, we consider pena…