\documentclass[11pt]{article} \setlength{\oddsidemargin}{0.0truein} \setlength{\evensidemargin}{0.0truein} \setlength{\textwidth}{6.5truein} \setlength{\topmargin}{0.0truein} \setlength{\textheight}{9.0truein} \setlength{\headsep}{0.0truein} \setlength{\headheight}{0.0truein} \setlength{\topskip}{10.0pt} \setlength{\parskip}{5mm} \usepackage{url} \usepackage{amsmath} \usepackage{amssymb} \pagestyle{empty} \begin{document} \begin{center} \textbf{\Large{\textsc{STANFORD UNIVERSITY}}}\\[5pt] \textbf{\Large{\textsc{DEPARTMENT OF STATISTICS}}}\\[5pt] \Large{\textsc{DEPARTMENTAL SEMINAR}} \end{center} % In the following statements, replace "Time of talk", % "Weekday", and "Date of talk". An example is provided. % If you are not sure about this, just skip this part. \begin{center} 4:15 p.m., Tuesday, February 20, 2007\\ %% Example: 4:15 p.m., Tuesday, February 13, 2007\\ Sequoia Hall Room 200\\ (Cookies at 3:45 in 1st Floor Lounge) \end{center} % In the following statements, replace "Name of the speaker" with your % name, "Department Affiliation" with your department affiliation, and %"University Affiliation" with your university affiliation. \begin{center} \textsl{Saharon Rosset} \\ Data Analytics Group\\ IBM T.J. Watson Research Center \end{center} % In the following statements, replace "Title of the talk" % with your title of the talk. \begin{center} \subsection*{$\ell_1$ regularization in infinite dimensional feature spaces} \end{center} % In the following statements, replace "Abstract of the talk" % with your abstract. \noindent We discuss the problem of fitting $\ell_1$ regularized prediction models in infinite (possibly non-countable) dimensional feature spaces. Our main contributions are: a. Deriving a generalization of $\ell_1$ regularization based on measures which can be applied in non-countable feature spaces; b. Proving that the sparsity property of $\ell_1$ regularization is maintained in infinite dimensions; c. Devising a path-following algorithm that can generate the set of regularized solutions in ``nice'' feature spaces; and d. Presenting an example of penalized spline models where this path following algorithm is computationally feasible, and gives encouraging empirical results. Joint work with Grzegorz Swirszcz, Nathan Srebro and Ji Zhu \end{document}