Adaptive Group Lasso Neural Network Models for Functions of Few Variables and Time-Dependent Data

• URL: http://arxiv.org/abs/2108.10825v1
• Date: Tue, 24 Aug 2021 16:16:46 GMT
• Title: Adaptive Group Lasso Neural Network Models for Functions of Few Variables and Time-Dependent Data
• Authors: Lam Si Tung Ho and Giang Tran
• Abstract summary: We approximate the target function by a deep neural network and enforce an adaptive group Lasso constraint to the weights of a suitable hidden layer. Our empirical studies show that the proposed method outperforms recent state-of-the-art methods including the sparse dictionary matrix method.
• Score: 4.18804572788063
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: In this paper, we propose an adaptive group Lasso deep neural network for high-dimensional function approximation where input data are generated from a dynamical system and the target function depends on few active variables or few linear combinations of variables. We approximate the target function by a deep neural network and enforce an adaptive group Lasso constraint to the weights of a suitable hidden layer in order to represent the constraint on the target function. Our empirical studies show that the proposed method outperforms recent state-of-the-art methods including the sparse dictionary matrix method, neural networks with or without group Lasso penalty.

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