Orthogonally weighted $\ell_{2,1}$ regularization for rank-aware joint sparse recovery: algorithm and analysis

We propose and analyze an efficient algorithm for solving the joint sparse recovery problem using a new regularization-based method, named orthogonally weighted $\ell_{2,1}$ ($\mathit{ow}\ell_{2,1}$), which is specifically designed to take into account the rank of the solution matrix. This method has applications in feature extraction, matrix column selection, and dictionary learning, and it is distinct from commonly used $\ell_{2,1}$ regularization and other existing regularization-based approaches because it can exploit the full rank of the row-sparse solution matrix, a key feature in many applications. We provide a proof of the method's rank-awareness, establish the existence of solutions to the proposed optimization problem, and develop an efficient algorithm for solving it, whose convergence is analyzed. We also present numerical experiments to illustrate the theory and demonstrate the effectiveness of our method on real-life problems.

Nonconvex penalization for sparse neural networks

Training methods for artificial neural networks often rely on over-parameterization and random initialization in order to avoid spurious local minima of the loss function that fail to fit the data properly. To sidestep this, one can employ convex neural networks, which combine a convex interpretation of the loss term, sparsity promoting penalization of the outer weights, and greedy neuron insertion. However, the canonical $\ell_1$ penalty does not achieve a sufficient reduction in the number of nodes in a shallow network in the presence of large amounts of data, as observed in practice and supported by our theory. As a remedy, we propose a nonconvex penalization method for the outer weights that maintains the advantages of the convex approach. We investigate the analytic aspects of the method in the context of neural network integral representations and prove attainability of minimizers, together with a finite support property and approximation guarantees. Additionally, we describe how to numerically solve the minimization problem with an adaptive algorithm combining local gradient based training, and adaptive node insertion and extraction.