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The two major approaches to sparse recovery are L1-minimization and greedy methods. Recently, Needell and Vershynin developed Regularized Orthogonal Matching Pursuit (ROMP) that has bridged the gap between these two approaches. ROMP is the…

Numerical Analysis · Mathematics 2008-12-12 D. Needell , J. A. Tropp , R. Vershynin

Several sparsity-constrained algorithms such as Orthogonal Matching Pursuit or the Frank-Wolfe algorithm with sparsity constraints work by iteratively selecting a novel atom to add to the current non-zero set of variables. This selection…

Machine Learning · Computer Science 2016-08-23 A Rakotomamonjy , S Koço , Liva Ralaivola

Greedy approaches in general, and orthogonal matching pursuit in particular, are the most commonly used sparse recovery techniques in a wide range of applications. The complexity of these approaches is highly dependent on the size of the…

Signal Processing · Electrical Eng. & Systems 2022-08-25 Joan Palacios , Nuria González-Prelcic , Cristian Rusu

We consider a class of sparse learning problems in high dimensional feature space regularized by a structured sparsity-inducing norm which incorporates prior knowledge of the group structure of the features. Such problems often pose a…

Optimization and Control · Mathematics 2014-02-11 Zhiwei Qin , Donald Goldfarb

In this paper, we consider the problem of compressed sensing where the goal is to recover almost all the sparse vectors using a small number of fixed linear measurements. For this problem, we propose a novel partial hard-thresholding…

Information Theory · Computer Science 2011-06-15 Prateek Jain , Ambuj Tewari , Inderjit S. Dhillon

In this paper, we consider the problem of collaboratively estimating the sparsity pattern of a sparse signal with multiple measurement data in distributed networks. We assume that each node makes Compressive Sensing (CS) based measurements…

Information Theory · Computer Science 2012-11-29 Thakshila Wimalajeewa , Pramod K. Varshney

Orthogonal matching pursuit (OMP) is a greedy algorithm widely used for the recovery of sparse signals from compressed measurements. In this paper, we analyze the number of iterations required for the OMP algorithm to perform exact recovery…

Information Theory · Computer Science 2016-02-23 Jian Wang , Byonghyo Shim

Orthogonal matching pursuit (OMP) is a canonical greedy algorithm for sparse signal reconstruction. When the signal of interest is block sparse, i.e., it has nonzero coefficients occurring in clusters, the block version of OMP algorithm…

Information Theory · Computer Science 2011-04-07 Jun Wang , Gang Li , Hao Zhang , Xiqin Wang

Orthogonal matching pursuit (OMP) is a widely used compressive sensing (CS) algorithm for recovering sparse signals in noisy linear regression models. The performance of OMP depends on its stopping criteria (SC). SC for OMP discussed in…

Machine Learning · Statistics 2017-03-16 Sreejith Kallummil , Sheetal Kalyani

Recently, the regularized functional matching pursuit (RFMP) was introduced as a greedy algorithm for linear ill-posed inverse problems. This algorithm incorporates the Tikhonov-Phillips regularization which implies the necessity of a…

Numerical Analysis · Mathematics 2016-11-04 Martin Gutting , Bianca Kretz , Volker Michel , Roger Telschow

Feature selection is the problem of selecting a subset of features for a machine learning model that maximizes model quality subject to a budget constraint. For neural networks, prior methods, including those based on $\ell_1$…

Machine Learning · Computer Science 2024-06-19 Taisuke Yasuda , MohammadHossein Bateni , Lin Chen , Matthew Fahrbach , Gang Fu , Vahab Mirrokni

Compressed sensing has a wide range of applications that include error correction, imaging, radar and many more. Given a sparse signal in a high dimensional space, one wishes to reconstruct that signal accurately and efficiently from a…

Numerical Analysis · Mathematics 2009-05-28 Deanna Needell

The orthogonal matching pursuit (OMP) algorithm is a commonly used algorithm for recovering $K$-sparse signals $\x\in \mathbb{R}^{n}$ from linear model $\y=\A\x$, where $\A\in \mathbb{R}^{m\times n}$ is a sensing matrix. A fundamental…

Information Theory · Computer Science 2019-04-23 Jinming Wen , Wei Yu

This paper presents a new analysis for the orthogonal matching pursuit (OMP) algorithm. It is shown that if the restricted isometry property (RIP) is satisfied at sparsity level $O(\bar{k})$, then OMP can recover a $\bar{k}$-sparse signal…

Information Theory · Computer Science 2011-06-06 Tong Zhang

We show the potential of greedy recovery strategies for the sparse approximation of multivariate functions from a small dataset of pointwise evaluations by considering an extension of the orthogonal matching pursuit to the setting of…

Numerical Analysis · Mathematics 2019-05-06 Ben Adcock , Simone Brugiapaglia

Learning of low-rank matrices is fundamental to many machine learning applications. A state-of-the-art algorithm is the rank-one matrix pursuit (R1MP). However, it can only be used in matrix completion problems with the square loss. In this…

Machine Learning · Computer Science 2016-07-28 Quanming Yao , James T. Kwok

Feature subsampling is a core component of random forests and other ensemble methods. While recent theory suggests that this randomization acts solely as a variance reduction mechanism analogous to ridge regularization, these results…

Machine Learning · Statistics 2026-01-06 Xin Chen , Jason M. Klusowski , Yan Shuo Tan , Chang Yu

Sparse Bayesian Learning (SBL) is a powerful framework for attaining sparsity in probabilistic models. Herein, we propose a coordinate ascent algorithm for SBL termed Relevance Matching Pursuit (RMP) and show that, as its noise variance…

Machine Learning · Computer Science 2021-06-14 Sebastian Ament , Carla Gomes

The orthogonal matching pursuit (OMP) is one of the mainstream algorithms for sparse data reconstruction or approximation. It acts as a driving force for the development of several other greedy methods for sparse data reconstruction, and it…

Information Theory · Computer Science 2023-03-31 Yun-Bin Zhao , Zhi-Quan Luo

Recently, many practical algorithms have been proposed to recover the sparse signal from fewer measurements. Orthogonal matching pursuit (OMP) is one of the most effective algorithm. In this paper, we use the restricted isometry property to…

Functional Analysis · Mathematics 2011-06-01 Yi Shen , Song Li