Screening Tests for Lasso Problems.

This paper is a survey of dictionary screening for the lasso problem. The lasso problem seeks a sparse linear combination of the columns of a dictionary to best match a given target vector. This sparse representation has proven useful in a variety of subsequent processing and decision tasks. For a given target vector, dictionary screening quickly identifies a subset of dictionary columns that will receive zero weight in a solution of the corresponding lasso problem. These columns can be removed from the dictionary prior to solving the lasso problem without impacting the optimality of the solution obtained. This has two potential advantages: it reduces the size of the dictionary, allowing the lasso problem to be solved with less resources, and it may speed up obtaining a solution. Using a geometrically intuitive framework, we provide basic insights for understanding useful lasso screening tests and their limitations. We also provide illustrative numerical studies on several datasets.

Edge-preserving image regularization based on morphological wavelets and dyadic trees.

Despite the tremendous success of wavelet-based image regularization, we still lack a comprehensive understanding of the exact factor that controls edge preservation and a principled method to determine the wavelet decomposition structure for dimensions greater than 1. We address these issues from a machine learning perspective by using tree classifiers to underpin a new image regularizer that measures the complexity of an image based on the complexity of the dyadic-tree representations of its sublevel sets. By penalizing unbalanced dyadic trees less, the regularizer preserves sharp edges. The main contribution of this paper is the connection of concepts from structured dyadic-tree complexity measures, wavelet shrinkage, morphological wavelets, and smoothness regularization in Besov space into a single coherent image regularization framework. Using the new regularizer, we also provide a theoretical basis for the data-driven selection of an optimal dyadic wavelet decomposition structure. As a specific application example, we give a practical regularized image denoising algorithm that uses this regularizer and the optimal dyadic wavelet decomposition structure.