207 research outputs found
The Computational Complexity of the Restricted Isometry Property, the Nullspace Property, and Related Concepts in Compressed Sensing
This paper deals with the computational complexity of conditions which
guarantee that the NP-hard problem of finding the sparsest solution to an
underdetermined linear system can be solved by efficient algorithms. In the
literature, several such conditions have been introduced. The most well-known
ones are the mutual coherence, the restricted isometry property (RIP), and the
nullspace property (NSP). While evaluating the mutual coherence of a given
matrix is easy, it has been suspected for some time that evaluating RIP and NSP
is computationally intractable in general. We confirm these conjectures by
showing that for a given matrix A and positive integer k, computing the best
constants for which the RIP or NSP hold is, in general, NP-hard. These results
are based on the fact that determining the spark of a matrix is NP-hard, which
is also established in this paper. Furthermore, we also give several complexity
statements about problems related to the above concepts.Comment: 13 pages; accepted for publication in IEEE Trans. Inf. Theor
Certifying the restricted isometry property is hard
This paper is concerned with an important matrix condition in compressed
sensing known as the restricted isometry property (RIP). We demonstrate that
testing whether a matrix satisfies RIP is NP-hard. As a consequence of our
result, it is impossible to efficiently test for RIP provided P \neq NP
Average-case Hardness of RIP Certification
The restricted isometry property (RIP) for design matrices gives guarantees
for optimal recovery in sparse linear models. It is of high interest in
compressed sensing and statistical learning. This property is particularly
important for computationally efficient recovery methods. As a consequence,
even though it is in general NP-hard to check that RIP holds, there have been
substantial efforts to find tractable proxies for it. These would allow the
construction of RIP matrices and the polynomial-time verification of RIP given
an arbitrary matrix. We consider the framework of average-case certifiers, that
never wrongly declare that a matrix is RIP, while being often correct for
random instances. While there are such functions which are tractable in a
suboptimal parameter regime, we show that this is a computationally hard task
in any better regime. Our results are based on a new, weaker assumption on the
problem of detecting dense subgraphs
Regularity Properties for Sparse Regression
Statistical and machine learning theory has developed several conditions
ensuring that popular estimators such as the Lasso or the Dantzig selector
perform well in high-dimensional sparse regression, including the restricted
eigenvalue, compatibility, and sensitivity properties. However, some
of the central aspects of these conditions are not well understood. For
instance, it is unknown if these conditions can be checked efficiently on any
given data set. This is problematic, because they are at the core of the theory
of sparse regression.
Here we provide a rigorous proof that these conditions are NP-hard to check.
This shows that the conditions are computationally infeasible to verify, and
raises some questions about their practical applications.
However, by taking an average-case perspective instead of the worst-case view
of NP-hardness, we show that a particular condition, sensitivity, has
certain desirable properties. This condition is weaker and more general than
the others. We show that it holds with high probability in models where the
parent population is well behaved, and that it is robust to certain data
processing steps. These results are desirable, as they provide guidance about
when the condition, and more generally the theory of sparse regression, may be
relevant in the analysis of high-dimensional correlated observational data.Comment: Manuscript shortened and more motivation added. To appear in
Communications in Mathematics and Statistic
Computational Complexity of Certifying Restricted Isometry Property
Given a matrix with rows, a number , and , is
-RIP (Restricted Isometry Property) if, for any vector , with at most non-zero co-ordinates, In many applications, such as
compressed sensing and sparse recovery, it is desirable to construct RIP
matrices with a large and a small . Given the efficacy of random
constructions in generating useful RIP matrices, the problem of certifying the
RIP parameters of a matrix has become important.
In this paper, we prove that it is hard to approximate the RIP parameters of
a matrix assuming the Small-Set-Expansion-Hypothesis. Specifically, we prove
that for any arbitrarily large constant and any arbitrarily small
constant , there exists some such that given a matrix , it
is SSE-Hard to distinguish the following two cases:
- (Highly RIP) is -RIP.
- (Far away from RIP) is not -RIP.
Most of the previous results on the topic of hardness of RIP certification
only hold for certification when . In practice, it is of interest
to understand the complexity of certifying a matrix with being close
to , as it suffices for many real applications to have matrices
with . Our hardness result holds for any constant
. Specifically, our result proves that even if is indeed very
small, i.e. the matrix is in fact \emph{strongly RIP}, certifying that the
matrix exhibits \emph{weak RIP} itself is SSE-Hard.
In order to prove the hardness result, we prove a variant of the Cheeger's
Inequality for sparse vectors
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On the Absence of Uniform Recovery in Many Real-World Applications of Compressed Sensing and the Restricted Isometry Property and Nullspace Property in Levels
The purpose of this paper is twofold. The first is to point out that the property of uniform recovery, meaning that all sparse vectors are recovered, does not hold in many applications where compressed sensing is successfully used. This includes fields like magnetic resonance imaging (MRI), nuclear magnetic resonance computerized tomography, electron tomography, radio interferometry, helium atom scattering, and fluorescence microscopy. We demonstrate that for natural compressed sensing matrices involving a level based reconstruction basis (e.g., wavelets), the number of measurements required to recover all -sparse signals for reasonable is excessive. In particular, uniform recovery of all -sparse signals is quite unrealistic. This realization explains why the restricted isometry property (RIP) is insufficient for explaining the success of compressed sensing in various practical applications. The second purpose of the paper is to introduce a new framework based on a generalized RIP and a generalized nullspace property that fit the applications where compressed sensing is used. We demonstrate that the shortcomings previously used to prove that uniform recovery is unreasonable no longer apply if we instead ask for structured recovery that is uniform only within each of the levels. To examine this phenomenon, a new tool, termed the “restricted isometry property in levels” (RIP) is described and analyzed. Furthermore, we show that with certain conditions on the RIP, a form of uniform recovery within each level is possible. Fortunately, recent theoretical advances made by Li and Adcock demonstrate the existence of large classes of matrices that satisfy the RIP. Moreover, such matrices are used extensively in applications such as MRI. Finally, we conclude the paper by providing examples that demonstrate the optimality of the results obtained.The work of the first author was supported by RCUK/Engineering and Physical Science Research Council (EPSRC) grant EP/H023348/1. The work of the second author was supported by EPSRC grant EP/L003457/1 and a Royal Society University research fellowship
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