Regularization for sparsity in statistical analysis and machine learning
- Autores: Diego Vidaurre Henche
- Directores de la Tesis: Concha Bielza Lozoya (dir. tes.)
, Pedro Larrañaga Múgica (dir. tes.) - Lectura: En la Universidad Politécnica de Madrid ( España ) en 2012
- Idioma: inglés
- Tribunal Calificador de la Tesis: Serafín Moral Callejón (presid.) , Rubén Armañanzas Arnedillo (secret.) , Robert Castelo Valdueza (voc.) , Antonio Salmerón Cerdán (voc.) , Vicente Gómez Cerdà (voc.) , Iñaki Inza Cano (voc.) , Juan Antonio Fernández del Pozo de Salamanca (voc.)
- Enlaces
- Tesis en acceso abierto en: Archivo Digital UPM
- Resumen
Pragmatism is the leading motivation of regularization. We can understand regularization as a modification of the maximum-likelihood estimator so that a reasonable answer could be given in an unstable or ill-posed situation.
In this dissertation, i focus on the applications of regularization for obtaining sparse or parsimonious representations, where only a subset of the inputs is used. A particular form of regularization, L1-regularization, plays a key role for reaching sparsity. Most of the contributions presented revolve around L1-regularization, although other forms of regularization are explored (also pursuing sparsity in some sense). In addition to present a compact review of L1-regularization and its applications in statistical and machine learning, i devise methodology for regression, supervised classification and structure induction of graphical models. Within the regression paradigm, i focus on kernel smoothing learning, proposing techniques for kernel design that are suitable for high dimensional settings and sparse regression functions. I also present an application of regularized regression techniques for modeling the response of biological neurons. Supervised classification advances deal, on the one hand, with the application of regularization for obtaining a naive Bayes classifier and, on the other hand, with a novel algorithm for brain-computer interface design that uses group regularization in an efficient manner.
