Fast Orthonormal Sparsifying Transforms Based on Householder Reflectors

Dictionary learning is the task of determining a data-dependent transform that yields a sparse representation of some observed data. The dictionary learning problem is non-convex, and usually solved via computationally complex iterative algorithms. Furthermore, the resulting transforms obtained generally lack structure that permits their fast application to data. To address this issue, this paper develops a framework for learning orthonormal dictionaries which are built from products of a few Householder reflectors. Two algorithms are proposed to learn the reflector coefficients: one that considers a sequential update of the reflectors and one with a simultaneous update of all reflectors that imposes an additional internal orthogonal constraint. The proposed methods have low computational complexity and are shown to converge to local minimum points which can be described in terms of the spectral properties of the matrices involved. The resulting dictionaries balance between the computational complexity and the quality of the sparse representations by controlling the number of Householder reflectors in their product. Simulations of the proposed algorithms are shown in the image processing setting where well-known fast transforms are available for comparisons. The proposed algorithms have favorable reconstruction error and the advantage of a fast implementation relative to the classical, unstructured, dictionaries

Learning Fast Sparsifying Transforms

Given a dataset, the task of learning a transform that allows sparse representations of the data bears the name of dictionary learning. In many applications, these learned dictionaries represent the data much better than the static well-known transforms (Fourier, Hadamard etc.). The main downside of learned transforms is that they lack structure and, therefore, they are not computationally efficient, unlike their classical counterparts. These posse several difficulties especially when using power limited hardware such as mobile devices, therefore, discouraging the application of sparsity techniques in such scenarios. In this paper, we construct orthogonal and nonorthogonal dictionaries that are factorized as a product of a few basic transformations. In the orthogonal case, we solve exactly the dictionary update problem for one basic transformation, which can be viewed as a generalized Givens rotation, and then propose to construct orthogonal dictionaries that are a product of these transformations, guaranteeing their fast manipulation. We also propose a method to construct fast square but nonorthogonal dictionaries that are factorized as a product of few transforms that can be viewed as a further generalization of Givens rotations to the nonorthogonal setting. We show how the proposed transforms can balance very well data representation performance and computational complexity. We also compare with classical fast and learned general and orthogonal transforms

Finding Structure with Randomness: Probabilistic Algorithms for Constructing Approximate Matrix Decompositions

Low-rank matrix approximations, such as the truncated singular value decomposition and the rank-revealing QR decomposition, play a central role in data analysis and scientific computing. This work surveys and extends recent research which demonstrates that randomization offers a powerful tool for performing low-rank matrix approximation. These techniques exploit modern computational architectures more fully than classical methods and open the possibility of dealing with truly massive data sets. This paper presents a modular framework for constructing randomized algorithms that compute partial matrix decompositions. These methods use random sampling to identify a subspace that captures most of the action of a matrix. The input matrix is then compressed—either explicitly or implicitly—to this subspace, and the reduced matrix is manipulated deterministically to obtain the desired low-rank factorization. In many cases, this approach beats its classical competitors in terms of accuracy, robustness, and/or speed. These claims are supported by extensive numerical experiments and a detailed error analysis. The specific benefits of randomized techniques depend on the computational environment. Consider the model problem of finding the k dominant components of the singular value decomposition of an m × n matrix. (i) For a dense input matrix, randomized algorithms require O(mn log(k)) floating-point operations (flops) in contrast to O(mnk) for classical algorithms. (ii) For a sparse input matrix, the flop count matches classical Krylov subspace methods, but the randomized approach is more robust and can easily be reorganized to exploit multiprocessor architectures. (iii) For a matrix that is too large to fit in fast memory, the randomized techniques require only a constant number of passes over the data, as opposed to O(k) passes for classical algorithms. In fact, it is sometimes possible to perform matrix approximation with a single pass over the data

Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions

Low-rank matrix approximations, such as the truncated singular value decomposition and the rank-revealing QR decomposition, play a central role in data analysis and scientific computing. This work surveys and extends recent research which demonstrates that randomization offers a powerful tool for performing low-rank matrix approximation. These techniques exploit modern computational architectures more fully than classical methods and open the possibility of dealing with truly massive data sets. This paper presents a modular framework for constructing randomized algorithms that compute partial matrix decompositions. These methods use random sampling to identify a subspace that captures most of the action of a matrix. The input matrix is then compressed---either explicitly or implicitly---to this subspace, and the reduced matrix is manipulated deterministically to obtain the desired low-rank factorization. In many cases, this approach beats its classical competitors in terms of accuracy, speed, and robustness. These claims are supported by extensive numerical experiments and a detailed error analysis

Randomized Methods for Computing Low-Rank Approximations of Matrices

Randomized sampling techniques have recently proved capable of efficiently solving many standard problems in linear algebra, and enabling computations at scales far larger than what was previously possible. The new algorithms are designed from the bottom up to perform well in modern computing environments where the expense of communication is the primary constraint. In extreme cases, the algorithms can even be made to work in a streaming environment where the matrix is not stored at all, and each element can be seen only once. The dissertation describes a set of randomized techniques for rapidly constructing a low-rank ap- proximation to a matrix. The algorithms are presented in a modular framework that first computes an approximation to the range of the matrix via randomized sampling. Secondly, the matrix is pro- jected to the approximate range, and a factorization (SVD, QR, LU, etc.) of the resulting low-rank matrix is computed via variations of classical deterministic methods. Theoretical performance bounds are provided. Particular attention is given to very large scale computations where the matrix does not fit in RAM on a single workstation. Algorithms are developed for the case where the original matrix must be stored out-of-core but where the factors of the approximation fit in RAM. Numerical examples are provided that perform Principal Component Analysis of a data set that is so large that less than one hundredth of it can fit in the RAM of a standard laptop computer. Furthermore, the dissertation presents a parallelized randomized scheme for computing a reduced rank Singular Value Decomposition. By parallelizing and distributing both the randomized sampling stage and the processing of the factors in the approximate factorization, the method requires an amount of memory per node which is independent of both dimensions of the input matrix. Numerical experiments are performed on Hadoop clusters of computers in Amazon\u27s Elastic Compute Cloud with up to 64 total cores. Finally, we directly compare the performance and accuracy of the randomized algorithm with the classical Lanczos method on extremely large, sparse matrices and substantiate the claim that randomized methods are superior in this environment

The University Defence Research Collaboration In Signal Processing

This chapter describes the development of algorithms for automatic detection of anomalies from multi-dimensional, undersampled and incomplete datasets. The challenge in this work is to identify and classify behaviours as normal or abnormal, safe or threatening, from an irregular and often heterogeneous sensor network. Many defence and civilian applications can be modelled as complex networks of interconnected nodes with unknown or uncertain spatio-temporal relations. The behavior of such heterogeneous networks can exhibit dynamic properties, reflecting evolution in both network structure (new nodes appearing and existing nodes disappearing), as well as inter-node relations. The UDRC work has addressed not only the detection of anomalies, but also the identification of their nature and their statistical characteristics. Normal patterns and changes in behavior have been incorporated to provide an acceptable balance between true positive rate, false positive rate, performance and computational cost. Data quality measures have been used to ensure the models of normality are not corrupted by unreliable and ambiguous data. The context for the activity of each node in complex networks offers an even more efficient anomaly detection mechanism. This has allowed the development of efficient approaches which not only detect anomalies but which also go on to classify their behaviour

The University Defence Research Collaboration In Signal Processing: 2013-2018

Signal processing is an enabling technology crucial to all areas of defence and security. It is called for whenever humans and autonomous systems are required to interpret data (i.e. the signal) output from sensors. This leads to the production of the intelligence on which military outcomes depend. Signal processing should be timely, accurate and suited to the decisions to be made. When performed well it is critical, battle-winning and probably the most important weapon which you’ve never heard of. With the plethora of sensors and data sources that are emerging in the future network-enabled battlespace, sensing is becoming ubiquitous. This makes signal processing more complicated but also brings great opportunities. The second phase of the University Defence Research Collaboration in Signal Processing was set up to meet these complex problems head-on while taking advantage of the opportunities. Its unique structure combines two multi-disciplinary academic consortia, in which many researchers can approach different aspects of a problem, with baked-in industrial collaboration enabling early commercial exploitation. This phase of the UDRC will have been running for 5 years by the time it completes in March 2018, with remarkable results. This book aims to present those accomplishments and advances in a style accessible to stakeholders, collaborators and exploiters