Sparse and spurious: dictionary learning with noise and outliers

A popular approach within the signal processing and machine learning communities consists in modelling signals as sparse linear combinations of atoms selected from a learned dictionary. While this paradigm has led to numerous empirical successes in various fields ranging from image to audio processing, there have only been a few theoretical arguments supporting these evidences. In particular, sparse coding, or sparse dictionary learning, relies on a non-convex procedure whose local minima have not been fully analyzed yet. In this paper, we consider a probabilistic model of sparse signals, and show that, with high probability, sparse coding admits a local minimum around the reference dictionary generating the signals. Our study takes into account the case of over-complete dictionaries, noisy signals, and possible outliers, thus extending previous work limited to noiseless settings and/or under-complete dictionaries. The analysis we conduct is non-asymptotic and makes it possible to understand how the key quantities of the problem, such as the coherence or the level of noise, can scale with respect to the dimension of the signals, the number of atoms, the sparsity and the number of observations.Comment: This is a substantially revised version of a first draft that appeared as a preprint titled "Local stability and robustness of sparse dictionary learning in the presence of noise", http://hal.inria.fr/hal-00737152, IEEE Transactions on Information Theory, Institute of Electrical and Electronics Engineers (IEEE), 2015, pp.2

Dictionary-based Tensor Canonical Polyadic Decomposition

To ensure interpretability of extracted sources in tensor decomposition, we introduce in this paper a dictionary-based tensor canonical polyadic decomposition which enforces one factor to belong exactly to a known dictionary. A new formulation of sparse coding is proposed which enables high dimensional tensors dictionary-based canonical polyadic decomposition. The benefits of using a dictionary in tensor decomposition models are explored both in terms of parameter identifiability and estimation accuracy. Performances of the proposed algorithms are evaluated on the decomposition of simulated data and the unmixing of hyperspectral images

Constrained Overcomplete Analysis Operator Learning for Cosparse Signal Modelling

We consider the problem of learning a low-dimensional signal model from a collection of training samples. The mainstream approach would be to learn an overcomplete dictionary to provide good approximations of the training samples using sparse synthesis coefficients. This famous sparse model has a less well known counterpart, in analysis form, called the cosparse analysis model. In this new model, signals are characterised by their parsimony in a transformed domain using an overcomplete (linear) analysis operator. We propose to learn an analysis operator from a training corpus using a constrained optimisation framework based on L1 optimisation. The reason for introducing a constraint in the optimisation framework is to exclude trivial solutions. Although there is no final answer here for which constraint is the most relevant constraint, we investigate some conventional constraints in the model adaptation field and use the uniformly normalised tight frame (UNTF) for this purpose. We then derive a practical learning algorithm, based on projected subgradients and Douglas-Rachford splitting technique, and demonstrate its ability to robustly recover a ground truth analysis operator, when provided with a clean training set, of sufficient size. We also find an analysis operator for images, using some noisy cosparse signals, which is indeed a more realistic experiment. As the derived optimisation problem is not a convex program, we often find a local minimum using such variational methods. Some local optimality conditions are derived for two different settings, providing preliminary theoretical support for the well-posedness of the learning problem under appropriate conditions.Comment: 29 pages, 13 figures, accepted to be published in TS

Learning Topic Models and Latent Bayesian Networks Under Expansion Constraints

Unsupervised estimation of latent variable models is a fundamental problem central to numerous applications of machine learning and statistics. This work presents a principled approach for estimating broad classes of such models, including probabilistic topic models and latent linear Bayesian networks, using only second-order observed moments. The sufficient conditions for identifiability of these models are primarily based on weak expansion constraints on the topic-word matrix, for topic models, and on the directed acyclic graph, for Bayesian networks. Because no assumptions are made on the distribution among the latent variables, the approach can handle arbitrary correlations among the topics or latent factors. In addition, a tractable learning method via $\ell_1$ optimization is proposed and studied in numerical experiments.Comment: 38 pages, 6 figures, 2 tables, applications in topic models and Bayesian networks are studied. Simulation section is adde