2,429 research outputs found
Nonconvex Nonsmooth Low-Rank Minimization via Iteratively Reweighted Nuclear Norm
The nuclear norm is widely used as a convex surrogate of the rank function in
compressive sensing for low rank matrix recovery with its applications in image
recovery and signal processing. However, solving the nuclear norm based relaxed
convex problem usually leads to a suboptimal solution of the original rank
minimization problem. In this paper, we propose to perform a family of
nonconvex surrogates of -norm on the singular values of a matrix to
approximate the rank function. This leads to a nonconvex nonsmooth minimization
problem. Then we propose to solve the problem by Iteratively Reweighted Nuclear
Norm (IRNN) algorithm. IRNN iteratively solves a Weighted Singular Value
Thresholding (WSVT) problem, which has a closed form solution due to the
special properties of the nonconvex surrogate functions. We also extend IRNN to
solve the nonconvex problem with two or more blocks of variables. In theory, we
prove that IRNN decreases the objective function value monotonically, and any
limit point is a stationary point. Extensive experiments on both synthesized
data and real images demonstrate that IRNN enhances the low-rank matrix
recovery compared with state-of-the-art convex algorithms
A Neuron as a Signal Processing Device
A neuron is a basic physiological and computational unit of the brain. While
much is known about the physiological properties of a neuron, its computational
role is poorly understood. Here we propose to view a neuron as a signal
processing device that represents the incoming streaming data matrix as a
sparse vector of synaptic weights scaled by an outgoing sparse activity vector.
Formally, a neuron minimizes a cost function comprising a cumulative squared
representation error and regularization terms. We derive an online algorithm
that minimizes such cost function by alternating between the minimization with
respect to activity and with respect to synaptic weights. The steps of this
algorithm reproduce well-known physiological properties of a neuron, such as
weighted summation and leaky integration of synaptic inputs, as well as an
Oja-like, but parameter-free, synaptic learning rule. Our theoretical framework
makes several predictions, some of which can be verified by the existing data,
others require further experiments. Such framework should allow modeling the
function of neuronal circuits without necessarily measuring all the microscopic
biophysical parameters, as well as facilitate the design of neuromorphic
electronics.Comment: 2013 Asilomar Conference on Signals, Systems and Computers, see
http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=681029
An iterative thresholding algorithm for linear inverse problems with a sparsity constraint
We consider linear inverse problems where the solution is assumed to have a
sparse expansion on an arbitrary pre-assigned orthonormal basis. We prove that
replacing the usual quadratic regularizing penalties by weighted l^p-penalties
on the coefficients of such expansions, with 1 < or = p < or =2, still
regularizes the problem. If p < 2, regularized solutions of such l^p-penalized
problems will have sparser expansions, with respect to the basis under
consideration. To compute the corresponding regularized solutions we propose an
iterative algorithm that amounts to a Landweber iteration with thresholding (or
nonlinear shrinkage) applied at each iteration step. We prove that this
algorithm converges in norm. We also review some potential applications of this
method.Comment: 30 pages, 3 figures; this is version 2 - changes with respect to v1:
small correction in proof (but not statement of) lemma 3.15; description of
Besov spaces in intro and app A clarified (and corrected); smaller pointsize
(making 30 instead of 38 pages
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