6 research outputs found
A Method for Finding Structured Sparse Solutions to Non-negative Least Squares Problems with Applications
Demixing problems in many areas such as hyperspectral imaging and
differential optical absorption spectroscopy (DOAS) often require finding
sparse nonnegative linear combinations of dictionary elements that match
observed data. We show how aspects of these problems, such as misalignment of
DOAS references and uncertainty in hyperspectral endmembers, can be modeled by
expanding the dictionary with grouped elements and imposing a structured
sparsity assumption that the combinations within each group should be sparse or
even 1-sparse. If the dictionary is highly coherent, it is difficult to obtain
good solutions using convex or greedy methods, such as non-negative least
squares (NNLS) or orthogonal matching pursuit. We use penalties related to the
Hoyer measure, which is the ratio of the and norms, as sparsity
penalties to be added to the objective in NNLS-type models. For solving the
resulting nonconvex models, we propose a scaled gradient projection algorithm
that requires solving a sequence of strongly convex quadratic programs. We
discuss its close connections to convex splitting methods and difference of
convex programming. We also present promising numerical results for example
DOAS analysis and hyperspectral demixing problems.Comment: 38 pages, 14 figure
A convex model for non-negative matrix factorization and dimensionality reduction on physical space
A collaborative convex framework for factoring a data matrix into a
non-negative product , with a sparse coefficient matrix , is proposed.
We restrict the columns of the dictionary matrix to coincide with certain
columns of the data matrix , thereby guaranteeing a physically meaningful
dictionary and dimensionality reduction. We use regularization
to select the dictionary from the data and show this leads to an exact convex
relaxation of in the case of distinct noise free data. We also show how
to relax the restriction-to- constraint by initializing an alternating
minimization approach with the solution of the convex model, obtaining a
dictionary close to but not necessarily in . We focus on applications of the
proposed framework to hyperspectral endmember and abundances identification and
also show an application to blind source separation of NMR data.Comment: 14 pages, 9 figures. EE and JX were supported by NSF grants
{DMS-0911277}, {PRISM-0948247}, MM by the German Academic Exchange Service
(DAAD), SO and MM by NSF grants {DMS-0835863}, {DMS-0914561}, {DMS-0914856}
and ONR grant {N00014-08-1119}, and GS was supported by NSF, NGA, ONR, ARO,
DARPA, and {NSSEFF.