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Safe Feature Elimination in Sparse Supervised Learning (1009.3515v2)

Published 17 Sep 2010 in cs.LG and math.OC

Abstract: We investigate fast methods that allow to quickly eliminate variables (features) in supervised learning problems involving a convex loss function and a $l_1$-norm penalty, leading to a potentially substantial reduction in the number of variables prior to running the supervised learning algorithm. The methods are not heuristic: they only eliminate features that are {\em guaranteed} to be absent after solving the learning problem. Our framework applies to a large class of problems, including support vector machine classification, logistic regression and least-squares. The complexity of the feature elimination step is negligible compared to the typical computational effort involved in the sparse supervised learning problem: it grows linearly with the number of features times the number of examples, with much better count if data is sparse. We apply our method to data sets arising in text classification and observe a dramatic reduction of the dimensionality, hence in computational effort required to solve the learning problem, especially when very sparse classifiers are sought. Our method allows to immediately extend the scope of existing algorithms, allowing us to run them on data sets of sizes that were out of their reach before.

Citations (220)

Summary

  • The paper presents a novel approach for safe elimination of redundant features to enhance sparsity in supervised learning models.
  • It employs rigorous statistical techniques ensuring that only non-informative features are removed without compromising accuracy.
  • The methodology has promising implications for high-dimensional datasets by reducing complexity and improving computational speed.

Scholarly Essay on the Unavailable Paper "(1009.3515)v2" on arXiv

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Contextual Speculation

The paper is classified under the "cs.LG" category, indicating its focus on machine learning (LG stands for Learning in the Computer Science section of arXiv). This classification suggests that the paper is likely concerned with algorithms, methodologies, or applications pertinent to some aspect of learning systems in computational contexts. Given the substantial breadth of the field, topics might range from theoretical advancements in learning algorithms to applied machine learning in novel fields.

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  1. Algorithmic Development: Papers in this category often propose new learning algorithms or modifications to existing ones. Natural outcomes of such research might include improved performance metrics, increased efficiency, or greater theoretical understanding.
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  • Optimization Techniques: Progress in refining learning efficiency through innovative computational strategies or hardware utilization.
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Conclusion

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