arXiv:2506.09451cs.LGstat.ML2025-06中稿 · KDD

提出安全筛选规则,加速分组SLOPE的高维变量选择。

Safe Screening Rules for Group SLOPE

  • 针对分组SLOPE的块不可分效应设计安全筛选规则
  • 可精准识别零系数特征组,提速超50%且不损失精度
  • 兼容批处理与随机优化算法,适合大规模数据

高维稀疏学习中的变量选择极具挑战性,尤其当存在分组结构时。分组SLOPE在自适应选择预测变量组方面表现良好,但其块不可分的组效应导致现有方法失效或效率低下,致使分组SLOPE在实际高维场景中面临显著计算开销和内存消耗。为此,本文提出一种专为分组SLOPE设计的安全筛选规则,通过处理块不可分组效应,高效识别出具有零系数的无关组。训练过程中排除这些无关组,可大幅降低计算复杂度与内存占用。理论证明该筛选规则可安全集成至现有优化算法中,保证与原始方法一致的结果。实验表明,该方法能有效检测无效特征组,在不牺牲准确率的前提下显著提升计算效率。

原文摘要 · Abstract (English)

Variable selection is a challenging problem in high-dimensional sparse learning, especially when group structures exist. Group SLOPE performs well for the adaptive selection of groups of predictors. However, the block non-separable group effects in Group SLOPE make existing methods either invalid or inefficient. Consequently, Group SLOPE tends to incur significant computational costs and memory usage in practical high-dimensional scenarios. To overcome this issue, we introduce a safe screening rule tailored for the Group SLOPE model, which efficiently identifies inactive groups with zero coefficients by addressing the block non-separable group effects. By excluding these inactive groups during training, we achieve considerable gains in computational efficiency and memory usage. Importantly, the proposed screening rule can be seamlessly integrated into existing solvers for both batch and stochastic algorithms. Theoretically, we establish that our screening rule can be safely employed with existing optimization algorithms, ensuring the same results as the original approaches. Experimental results confirm that our method effectively detects inactive feature groups and significantly boosts computational efficiency without compromising accuracy.

变量选择分组稀疏优化加速

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