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NBIHT: An Efficient Algorithm for 1-bit Compressed Sensing with Optimal Error Decay Rate

Information Theory 2020-12-24 v1 Numerical Analysis math.IT Numerical Analysis

Abstract

The Binary Iterative Hard Thresholding (BIHT) algorithm is a popular reconstruction method for one-bit compressed sensing due to its simplicity and fast empirical convergence. There have been several works about BIHT but a theoretical understanding of the corresponding approximation error and convergence rate still remains open. This paper shows that the normalized version of BIHT (NBHIT) achieves an approximation error rate optimal up to logarithmic factors. More precisely, using mm one-bit measurements of an ss-sparse vector xx, we prove that the approximation error of NBIHT is of order O(1m)O \left(1 \over m \right) up to logarithmic factors, which matches the information-theoretic lower bound Ω(1m)\Omega \left(1 \over m \right) proved by Jacques, Laska, Boufounos, and Baraniuk in 2013. To our knowledge, this is the first theoretical analysis of a BIHT-type algorithm that explains the optimal rate of error decay empirically observed in the literature. This also makes NBIHT the first provable computationally-efficient one-bit compressed sensing algorithm that breaks the inverse square root error decay rate O(1m1/2)O \left(1 \over m^{1/2} \right).

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Cite

@article{arxiv.2012.12886,
  title  = {NBIHT: An Efficient Algorithm for 1-bit Compressed Sensing with Optimal Error Decay Rate},
  author = {Michael P. Friedlander and Halyun Jeong and Yaniv Plan and Ozgur Yilmaz},
  journal= {arXiv preprint arXiv:2012.12886},
  year   = {2020}
}

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