Sparse Optimization Problem with s-difference Regularization

In this paper, a s-difference type regularization for sparse recovery problem is proposed, which is the difference of the normal penalty function R(x) and its corresponding struncated function R (xs). First, we show the equivalent conditions between the L0 constrained problem and the unconstrained s-difference penalty regularized problem. Next, we choose the forward-backward splitting (FBS) method to solve the nonconvex regularizes function and further derive some closed-form solutions for the proximal mapping of the s-difference regularization with some commonly used R(x), which makes the FBS easy and fast. We also show that any cluster point of the sequence generated by the proposed algorithm converges to a stationary point. Numerical experiments demonstrate the efficiency of the proposed s-difference regularization in comparison with some other existing penalty functions.Comment: 20 pages, 5 figure

On some common compressive sensing recovery algorithms and applications - Review paper

Compressive Sensing, as an emerging technique in signal processing is reviewed in this paper together with its common applications. As an alternative to the traditional signal sampling, Compressive Sensing allows a new acquisition strategy with significantly reduced number of samples needed for accurate signal reconstruction. The basic ideas and motivation behind this approach are provided in the theoretical part of the paper. The commonly used algorithms for missing data reconstruction are presented. The Compressive Sensing applications have gained significant attention leading to an intensive growth of signal processing possibilities. Hence, some of the existing practical applications assuming different types of signals in real-world scenarios are described and analyzed as well.Comment: submitted to Facta Universitatis Scientific Journal, Series: Electronics and Energetics, March 201

Sparse Generalized Eigenvalue Problem via Smooth Optimization

In this paper, we consider an $\ell_{0}$-norm penalized formulation of the generalized eigenvalue problem (GEP), aimed at extracting the leading sparse generalized eigenvector of a matrix pair. The formulation involves maximization of a discontinuous nonconcave objective function over a nonconvex constraint set, and is therefore computationally intractable. To tackle the problem, we first approximate the $\ell_{0}$-norm by a continuous surrogate function. Then an algorithm is developed via iteratively majorizing the surrogate function by a quadratic separable function, which at each iteration reduces to a regular generalized eigenvalue problem. A preconditioned steepest ascent algorithm for finding the leading generalized eigenvector is provided. A systematic way based on smoothing is proposed to deal with the "singularity issue" that arises when a quadratic function is used to majorize the nondifferentiable surrogate function. For sparse GEPs with special structure, algorithms that admit a closed-form solution at every iteration are derived. Numerical experiments show that the proposed algorithms match or outperform existing algorithms in terms of computational complexity and support recovery

Efficient Sum of Outer Products Dictionary Learning (SOUP-DIL) - The ℓ0\ell_0 Method

The sparsity of natural signals and images in a transform domain or dictionary has been extensively exploited in several applications such as compression, denoising and inverse problems. More recently, data-driven adaptation of synthesis dictionaries has shown promise in many applications compared to fixed or analytical dictionary models. However, dictionary learning problems are typically non-convex and NP-hard, and the usual alternating minimization approaches for these problems are often computationally expensive, with the computations dominated by the NP-hard synthesis sparse coding step. In this work, we investigate an efficient method for $\ell_{0}$ "norm"-based dictionary learning by first approximating the training data set with a sum of sparse rank-one matrices and then using a block coordinate descent approach to estimate the unknowns. The proposed block coordinate descent algorithm involves efficient closed-form solutions. In particular, the sparse coding step involves a simple form of thresholding. We provide a convergence analysis for the proposed block coordinate descent approach. Our numerical experiments show the promising performance and significant speed-ups provided by our method over the classical K-SVD scheme in sparse signal representation and image denoising.Comment: This work is cited by the IEEE Transactions on Computational Imaging Paper arXiv:1511.06333 (DOI: 10.1109/TCI.2017.2697206

A Unified Approach to Sparse Signal Processing

A unified view of sparse signal processing is presented in tutorial form by bringing together various fields. For each of these fields, various algorithms and techniques, which have been developed to leverage sparsity, are described succinctly. The common benefits of significant reduction in sampling rate and processing manipulations are revealed. The key applications of sparse signal processing are sampling, coding, spectral estimation, array processing, component analysis, and multipath channel estimation. In terms of reconstruction algorithms, linkages are made with random sampling, compressed sensing and rate of innovation. The redundancy introduced by channel coding in finite/real Galois fields is then related to sampling with similar reconstruction algorithms. The methods of Prony, Pisarenko, and MUSIC are next discussed for sparse frequency domain representations. Specifically, the relations of the approach of Prony to an annihilating filter and Error Locator Polynomials in coding are emphasized; the Pisarenko and MUSIC methods are further improvements of the Prony method. Such spectral estimation methods is then related to multi-source location and DOA estimation in array processing. The notions of sparse array beamforming and sparse sensor networks are also introduced. Sparsity in unobservable source signals is also shown to facilitate source separation in SCA; the algorithms developed in this area are also widely used in compressed sensing. Finally, the multipath channel estimation problem is shown to have a sparse formulation; algorithms similar to sampling and coding are used to estimate OFDM channels.Comment: 43 pages, 40 figures, 15 table

Methods for Sparse and Low-Rank Recovery under Simplex Constraints

The de-facto standard approach of promoting sparsity by means of $\ell_1$-regularization becomes ineffective in the presence of simplex constraints, i.e.,~the target is known to have non-negative entries summing up to a given constant. The situation is analogous for the use of nuclear norm regularization for low-rank recovery of Hermitian positive semidefinite matrices with given trace. In the present paper, we discuss several strategies to deal with this situation, from simple to more complex. As a starting point, we consider empirical risk minimization (ERM). It follows from existing theory that ERM enjoys better theoretical properties w.r.t.~prediction and $\ell_2$-estimation error than $\ell_1$-regularization. In light of this, we argue that ERM combined with a subsequent sparsification step like thresholding is superior to the heuristic of using $\ell_1$-regularization after dropping the sum constraint and subsequent normalization. At the next level, we show that any sparsity-promoting regularizer under simplex constraints cannot be convex. A novel sparsity-promoting regularization scheme based on the inverse or negative of the squared $\ell_2$-norm is proposed, which avoids shortcomings of various alternative methods from the literature. Our approach naturally extends to Hermitian positive semidefinite matrices with given trace. Numerical studies concerning compressed sensing, sparse mixture density estimation, portfolio optimization and quantum state tomography are used to illustrate the key points of the paper

Tradeoffs between Convergence Speed and Reconstruction Accuracy in Inverse Problems

Solving inverse problems with iterative algorithms is popular, especially for large data. Due to time constraints, the number of possible iterations is usually limited, potentially affecting the achievable accuracy. Given an error one is willing to tolerate, an important question is whether it is possible to modify the original iterations to obtain faster convergence to a minimizer achieving the allowed error without increasing the computational cost of each iteration considerably. Relying on recent recovery techniques developed for settings in which the desired signal belongs to some low-dimensional set, we show that using a coarse estimate of this set may lead to faster convergence at the cost of an additional reconstruction error related to the accuracy of the set approximation. Our theory ties to recent advances in sparse recovery, compressed sensing, and deep learning. Particularly, it may provide a possible explanation to the successful approximation of the l1-minimization solution by neural networks with layers representing iterations, as practiced in the learned iterative shrinkage-thresholding algorithm (LISTA).Comment: To appear in IEEE Transactions on Signal Processin

Sparse Channel Reconstruction With Nonconvex Regularizer via DC Programming for Massive MIMO Systems

Sparse channel estimation for massive multiple-input multiple-output systems has drawn much attention in recent years. The required pilots are substantially reduced when the sparse channel state vectors can be reconstructed from a few numbers of measurements. A popular approach for sparse reconstruction is to solve the least-squares problem with a convex regularization. However, the convex regularizer is either too loose to force sparsity or lead to biased estimation. In this paper, the sparse channel reconstruction is solved by minimizing the least-squares objective with a nonconvex regularizer, which can exactly express the sparsity constraint and avoid introducing serious bias in the solution. A novel algorithm is proposed for solving the resulting nonconvex optimization via the difference of convex functions programming and the gradient projection descent. Simulation results show that the proposed algorithm is fast and accurate, and it outperforms the existing sparse recovery algorithms in terms of reconstruction errors.Comment: 2020 IEEE Global Communications Conferenc

Sparsity Based Methods for Overparameterized Variational Problems

Two complementary approaches have been extensively used in signal and image processing leading to novel results, the sparse representation methodology and the variational strategy. Recently, a new sparsity based model has been proposed, the cosparse analysis framework, which may potentially help in bridging sparse approximation based methods to the traditional total-variation minimization. Based on this, we introduce a sparsity based framework for solving overparameterized variational problems. The latter has been used to improve the estimation of optical flow and also for general denoising of signals and images. However, the recovery of the space varying parameters involved was not adequately addressed by traditional variational methods. We first demonstrate the efficiency of the new framework for one dimensional signals in recovering a piecewise linear and polynomial function. Then, we illustrate how the new technique can be used for denoising and segmentation of images.Comment: 16 pages, 11 figure

Minimization of Transformed L1L_1 Penalty: Theory, Difference of Convex Function Algorithm, and Robust Application in Compressed Sensing

We study the minimization problem of a non-convex sparsity promoting penalty function, the transformed $l_1$ (TL1), and its application in compressed sensing (CS). The TL1 penalty interpolates $l_0$ and $l_1$ norms through a nonnegative parameter $a \in (0,+\infty)$, similar to $l_p$ with $p \in (0,1]$, and is known to satisfy unbiasedness, sparsity and Lipschitz continuity properties. We first consider the constrained minimization problem and discuss the exact recovery of $l_0$ norm minimal solution based on the null space property (NSP). We then prove the stable recovery of $l_0$ norm minimal solution if the sensing matrix $A$ satisfies a restricted isometry property (RIP). Next, we present difference of convex algorithms for TL1 (DCATL1) in computing TL1-regularized constrained and unconstrained problems in CS. The inner loop concerns an $l_1$ minimization problem on which we employ the Alternating Direction Method of Multipliers (ADMM). For the unconstrained problem, we prove convergence of DCATL1 to a stationary point satisfying the first order optimality condition. In numerical experiments, we identify the optimal value $a=1$, and compare DCATL1 with other CS algorithms on two classes of sensing matrices: Gaussian random matrices and over-sampled discrete cosine transform matrices (DCT). We find that for both classes of sensing matrices, the performance of DCATL1 algorithm (initiated with $l_1$ minimization) always ranks near the top (if not the top), and is the most robust choice insensitive to the conditioning of the sensing matrix $A$. DCATL1 is also competitive in comparison with DCA on other non-convex penalty functions commonly used in statistics with two hyperparameters.Comment: to appear in Mathematical Programming, Series