7,323 research outputs found
Information Theoretic Limits for Standard and One-Bit Compressed Sensing with Graph-Structured Sparsity
In this paper, we analyze the information theoretic lower bound on the
necessary number of samples needed for recovering a sparse signal under
different compressed sensing settings. We focus on the weighted graph model, a
model-based framework proposed by Hegde et al. (2015), for standard compressed
sensing as well as for one-bit compressed sensing. We study both the noisy and
noiseless regimes. Our analysis is general in the sense that it applies to any
algorithm used to recover the signal. We carefully construct restricted
ensembles for different settings and then apply Fano's inequality to establish
the lower bound on the necessary number of samples. Furthermore, we show that
our bound is tight for one-bit compressed sensing, while for standard
compressed sensing, our bound is tight up to a logarithmic factor of the number
of non-zero entries in the signal
Dual Averaging Method for Online Graph-structured Sparsity
Online learning algorithms update models via one sample per iteration, thus
efficient to process large-scale datasets and useful to detect malicious events
for social benefits, such as disease outbreak and traffic congestion on the
fly. However, existing algorithms for graph-structured models focused on the
offline setting and the least square loss, incapable for online setting, while
methods designed for online setting cannot be directly applied to the problem
of complex (usually non-convex) graph-structured sparsity model. To address
these limitations, in this paper we propose a new algorithm for
graph-structured sparsity constraint problems under online setting, which we
call \textsc{GraphDA}. The key part in \textsc{GraphDA} is to project both
averaging gradient (in dual space) and primal variables (in primal space) onto
lower dimensional subspaces, thus capturing the graph-structured sparsity
effectively. Furthermore, the objective functions assumed here are generally
convex so as to handle different losses for online learning settings. To the
best of our knowledge, \textsc{GraphDA} is the first online learning algorithm
for graph-structure constrained optimization problems. To validate our method,
we conduct extensive experiments on both benchmark graph and real-world graph
datasets. Our experiment results show that, compared to other baseline methods,
\textsc{GraphDA} not only improves classification performance, but also
successfully captures graph-structured features more effectively, hence
stronger interpretability.Comment: 11 pages, 14 figure
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