arXiv subjects

Thu-Le Tran

Publications and source records attributed to Thu-Le Tran.

4 recordsLinked to original sources

arXiv2026

On the Duality between Feature and Sample Screening

Feature and sample screening reduce the cost of machine learning by eliminating irrelevant features and noninformative samples, respectively. Although recognized as primal-dual counterparts, their relationship remains informal and model-dependent. Viewing screening and duality as transformations of objective functions, we introduce Fenchel-Rockafellar (FR) representations, a class of convex problems encompassing the Lasso and SVM that is closed under both transformations. We then prove that feature and sample screening form an equivariant pair: dualization followed by feature screening is equal to sample screening followed by dualization.

math.OC↗

arXiv2026

Gap Safe Screening Rules for Fast Training of Robust Support Vector Machines under Feature Noise

Robust Support Vector Machines (R-SVMs) address feature noise by adopting a worst-case robust formulation that explicitly incorporates uncertainty sets into training. While this robustness improves reliability, it also leads to increased computational cost. In this work, we develop safe sample screening rules for R-SVMs that reduce the training complexity without affecting the optimal solution. To the best of our knowledge, this is the first study to apply safe screening techniques to worst-case robust models in supervised machine learning. Our approach safely identifies training samples whose uncertainty sets are guaranteed to lie entirely on either side of the margin hyperplane, thereby reducing the problem size and accelerating optimization. Owing to the nonstandard structure of R-SVMs, the proposed screening rules are derived from the Lagrangian duality rather than the Fenchel-Rockafellar duality commonly used in recent methods. Based on this analysis, we first establish an ideal screening rule, and then derive a practical rule by adapting GAP-based safe regions to the robust setting. Experiments demonstrate that the proposed method significantly reduces training time while preserving classification accuracy.

cs.LG↗

arXiv2023

One to beat them all: "RYU" -- a unifying framework for the construction of safe balls

In this paper, we present a new framework, called "RYU" for constructing "safe" regions -- specifically, bounded sets that are guaranteed to contain the dual solution of a target optimization problem. Our framework applies to the standard case where the objective function is composed of two components: a closed, proper, convex function with Lipschitz-smooth gradient and another closed, proper, convex function. We show that the RYU framework not only encompasses but also improves upon the state-of-the-art methods proposed over the past decade for this class of optimization problems.

math.OC↗

arXiv2022

Beyond GAP screening for Lasso by exploiting new dual cutting half-spaces with supplementary material

In this paper, we propose a novel safe screening test for Lasso. Our procedure is based on a safe region with a dome geometry and exploits a canonical representation of the set of half-spaces (referred to as "dual cutting half-spaces" in this paper) containing the dual feasible set. The proposed safe region is shown to be always included in the state-of-the-art "GAP Sphere" and "GAP Dome" proposed by Fercoq et al. (and strictly so under very mild conditions) while involving the same computational burden. Numerical experiments confirm that our new dome enables to devise more powerful screening tests than GAP regions and lead to significant acceleration to solve Lasso.

cs.LG↗