Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Graph-based regularization for regression problems with alignment and
  highly-correlated designs   Sparse models for high-dimensional linear regression and machine learning
have received substantial attention over the past two decades. Model selection,
or determining which features or covariates are the best explanatory variables,
is critical to the interpretability of a learned model. Much of the current
literature assumes that covariates are only mildly correlated. However, in many
modern applications covariates are highly correlated and do not exhibit key
properties (such as the restricted eigenvalue condition, restricted isometry
property, or other related assumptions). This work considers a high-dimensional
regression setting in which a graph governs both correlations among the
covariates and the similarity among regression coefficients -- meaning there is
\emph{alignment} between the covariates and regression coefficients. Using side
information about the strength of correlations among features, we form a graph
with edge weights corresponding to pairwise covariances. This graph is used to
define a graph total variation regularizer that promotes similar weights for
correlated features.
  This work shows how the proposed graph-based regularization yields
mean-squared error guarantees for a broad range of covariance graph structures.
These guarantees are optimal for many specific covariance graphs, including
block and lattice graphs. Our proposed approach outperforms other methods for
highly-correlated design in a variety of experiments on synthetic data and real
biochemistry data.

9
The categories of this paper are: nlin
23
The categories of this paper are: solv-int
8
The categories of this paper are: hep-ex
34
The categories of this paper are: chem-ph
18
The categories of this paper are: econ
26
The categories of this paper are: bayes-an
30
The categories of this paper are: q-alg
31
The categories of this paper are: ao-sci
27
The categories of this paper are: comp-gas
29
The categories of this paper are: funct-an
32
The categories of this paper are: atom-ph
20
The categories of this paper are: acc-phys
17
The categories of this paper are: q-fin
5
The categories of this paper are: gr-qc
4
The categories of this paper are: cond-mat
6
The categories of this paper are: astro-ph