623 research outputs found
Beyond Moore-Penrose Part II: The Sparse Pseudoinverse
This is the second part of a two-paper series on generalized inverses that
minimize matrix norms. In Part II we focus on generalized inverses that are
minimizers of entrywise p norms whose main representative is the sparse
pseudoinverse for . We are motivated by the idea to replace the
Moore-Penrose pseudoinverse by a sparser generalized inverse which is in some
sense well-behaved. Sparsity implies that it is faster to apply the resulting
matrix; well-behavedness would imply that we do not lose much in stability with
respect to the least-squares performance of the MPP. We first address questions
of uniqueness and non-zero count of (putative) sparse pseu-doinverses. We show
that a sparse pseudoinverse is generically unique, and that it indeed reaches
optimal sparsity for almost all matrices. We then turn to proving our main
stability result: finite-size concentration bounds for the Frobenius norm of
p-minimal inverses for \le\le. Our proof is based on tools from
convex analysis and random matrix theory, in particular the recently developed
convex Gaussian min-max theorem. Along the way we prove several results about
sparse representations and convex programming that were known folklore, but of
which we could find no proof
Learning computationally efficient dictionaries and their implementation as fast transforms
Dictionary learning is a branch of signal processing and machine learning
that aims at finding a frame (called dictionary) in which some training data
admits a sparse representation. The sparser the representation, the better the
dictionary. The resulting dictionary is in general a dense matrix, and its
manipulation can be computationally costly both at the learning stage and later
in the usage of this dictionary, for tasks such as sparse coding. Dictionary
learning is thus limited to relatively small-scale problems. In this paper,
inspired by usual fast transforms, we consider a general dictionary structure
that allows cheaper manipulation, and propose an algorithm to learn such
dictionaries --and their fast implementation-- over training data. The approach
is demonstrated experimentally with the factorization of the Hadamard matrix
and with synthetic dictionary learning experiments
Flexible Multi-layer Sparse Approximations of Matrices and Applications
The computational cost of many signal processing and machine learning
techniques is often dominated by the cost of applying certain linear operators
to high-dimensional vectors. This paper introduces an algorithm aimed at
reducing the complexity of applying linear operators in high dimension by
approximately factorizing the corresponding matrix into few sparse factors. The
approach relies on recent advances in non-convex optimization. It is first
explained and analyzed in details and then demonstrated experimentally on
various problems including dictionary learning for image denoising, and the
approximation of large matrices arising in inverse problems
From Projection Pursuit and CART to Adaptive Discriminant Analysis
Abstract—While many efforts have been put into the development of nonlinear approximation theory and its applications to signal and image compression, encoding and denoising, there seems to be very few theoretical developments of adaptive discriminant representations in the area of feature extraction, selection and signal classification. In this paper, we try to advocate the idea that such developments and efforts are worthwhile, based on the theorerical study of a data-driven discriminant analysis method on a simple—yet instructive—example. We consider the problem of classifying a signal drawn from a mixture of two classes, using its projections onto low-dimensional subspaces. Unlike the linear discriminant analysis (LDA) strategy, which selects subspaces that do not depend on the observed signal, we consider an adaptive sequential selection of projections, in the spirit of nonlinear approximation and classification and regression trees (CART): at each step, the subspace is enlarged in a direction that maximizes the mutual information with the unknown class. We derive explicit characterizations of this adaptive discriminant analysis (ADA) strategy in two situations. When the two classes are Gaussian with the same covariance matrix but different means, the adaptive subspaces are actually nonadaptive and can be computed with an algorithm similar to orthonormal matching pursuit. When the classes are centered Gaussians with different covariances, the adaptive subspaces are spanned by eigen-vectors of an operator given by the covariance matrices (just as could be predicted by regular LDA), however we prove that the order of observation of the components along these eigen-vectors actually depends on the observed signal. Numerical experiments on synthetic data illustrate how data-dependent features can be used to outperform LDA on a classification task, and we discuss how our results could be applied in practice. Index Terms—Classification and regression trees (CART), classification tree, discriminant analysis, mutual information, nonlinear approximation, projection pursuit, sequential testing. I
Local stability and robustness of sparse dictionary learning in the presence of noise
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 and noisy signals, 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
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
Blind calibration for compressed sensing by convex optimization
We consider the problem of calibrating a compressed sensing measurement
system under the assumption that the decalibration consists in unknown gains on
each measure. We focus on {\em blind} calibration, using measures performed on
a few unknown (but sparse) signals. A naive formulation of this blind
calibration problem, using minimization, is reminiscent of blind
source separation and dictionary learning, which are known to be highly
non-convex and riddled with local minima. In the considered context, we show
that in fact this formulation can be exactly expressed as a convex optimization
problem, and can be solved using off-the-shelf algorithms. Numerical
simulations demonstrate the effectiveness of the approach even for highly
uncalibrated measures, when a sufficient number of (unknown, but sparse)
calibrating signals is provided. We observe that the success/failure of the
approach seems to obey sharp phase transitions
Separable Cosparse Analysis Operator Learning
The ability of having a sparse representation for a certain class of signals
has many applications in data analysis, image processing, and other research
fields. Among sparse representations, the cosparse analysis model has recently
gained increasing interest. Many signals exhibit a multidimensional structure,
e.g. images or three-dimensional MRI scans. Most data analysis and learning
algorithms use vectorized signals and thereby do not account for this
underlying structure. The drawback of not taking the inherent structure into
account is a dramatic increase in computational cost. We propose an algorithm
for learning a cosparse Analysis Operator that adheres to the preexisting
structure of the data, and thus allows for a very efficient implementation.
This is achieved by enforcing a separable structure on the learned operator.
Our learning algorithm is able to deal with multidimensional data of arbitrary
order. We evaluate our method on volumetric data at the example of
three-dimensional MRI scans.Comment: 5 pages, 3 figures, accepted at EUSIPCO 201
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