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Image Credit: Arxiv

Safe Screening Rules for Group SLOPE

  • Variable selection in high-dimensional sparse learning with group structures is challenging.
  • Group SLOPE is effective for adaptive selection of predictor groups but faces issues with block non-separable group effects.
  • Existing methods are either invalid or inefficient in handling these effects, leading to high computational costs and memory usage.
  • A new safe screening rule tailored for Group SLOPE efficiently identifies inactive groups with zero coefficients by addressing block non-separable group effects.
  • By excluding inactive groups during training, significant gains in computational efficiency and memory usage are achieved.
  • The screening rule can be seamlessly integrated into existing solvers for both batch and stochastic algorithms.
  • Theoretically, the screening rule can be safely employed with existing optimization algorithms, ensuring the same results as the original approaches.
  • Experimental results show that the method detects inactive feature groups effectively, enhancing computational efficiency without compromising accuracy.

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