Related papers: Dual Iterative Hard Thresholding: From Non-convex …
We study --both in theory and practice-- the use of momentum motions in classic iterative hard thresholding (IHT) methods. By simply modifying plain IHT, we investigate its convergence behavior on convex optimization criteria with…
A major enterprise in compressed sensing and sparse approximation is the design and analysis of computationally tractable algorithms for recovering sparse, exact or approximate, solutions of underdetermined linear systems of equations. Many…
Quadratic regression involves modeling the response as a (generalized) linear function of not only the features $x^{j_1}$ but also of quadratic terms $x^{j_1}x^{j_2}$. The inclusion of such higher-order "interaction terms" in regression…
Thresholding based iterative algorithms have the trade-off between effectiveness and optimality. Some are effective but involving sub-matrix inversions in every step of iterations. For systems of large sizes, such algorithms can be…
Finding the sparset solution of an underdetermined system of linear equations $y=Ax$ has attracted considerable attention in recent years. Among a large number of algorithms, iterative thresholding algorithms are recognized as one of the…
Compressed sensing (CS) or sparse signal reconstruction (SSR) is a signal processing technique that exploits the fact that acquired data can have a sparse representation in some basis. One popular technique to reconstruct or approximate the…
Iterative hard thresholding (IHT) has gained in popularity over the past decades in large-scale optimization. However, convergence properties of this method have only been explored recently in non-convex settings. In matrix completion,…
We propose a distributed algorithm for sparse signal recovery in sensor networks based on Iterative Hard Thresholding (IHT). Every agent has a set of measurements of a signal x, and the objective is for the agents to recover x from their…
In this work, we show that reconstructing a sparse signal from quantized compressive measurement can be achieved in an unified formalism whatever the (scalar) quantization resolution, i.e., from 1-bit to high resolution assumption. This is…
Iterative thresholding algorithms seek to optimize a differentiable objective function over a sparsity or rank constraint by alternating between gradient steps that reduce the objective, and thresholding steps that enforce the constraint.…
Commonly employed reconstruction algorithms in compressed sensing (CS) use the $L_2$ norm as the metric for the residual error. However, it is well-known that least squares (LS) based estimators are highly sensitive to outliers present in…
The goal of Sparse Convex Optimization is to optimize a convex function $f$ under a sparsity constraint $s\leq s^*\gamma$, where $s^*$ is the target number of non-zero entries in a feasible solution (sparsity) and $\gamma\geq 1$ is an…
Compressed sensing has been a very successful high-dimensional signal acquisition and recovery technique that relies on linear operations. However, the actual measurements of signals have to be quantized before storing or processing.…
Iterative algorithms based on thresholding, feedback and null space tuning (NST+HT+FB) for sparse signal recovery are exceedingly effective and fast, particularly for large scale problems. The core algorithm is shown to converge in finitely…
The hard thresholding technique plays a vital role in the development of algorithms for sparse signal recovery. By merging this technique and heavy-ball acceleration method which is a multi-step extension of the traditional gradient descent…
This paper investigates the sparse phase retrieval problem, which aims to recover a sparse signal from a system of quadratic measurements. In this work, we propose a novel non-convex algorithm, termed Gradient Hard Thresholding Pursuit…
In this article we study the problem of signal recovery for group models. More precisely for a given set of groups, each containing a small subset of indices, and for given linear sketches of the true signal vector which is known to be…
Sparsity-constrained optimization underlies many problems in signal processing, statistics, and machine learning. State-of-the-art hard-thresholding (HT) algorithms rely on an appropriately selected continuous step-size parameter to ensure…
In this paper, we propose a stochastic Primal-Dual Hybrid Gradient (PDHG) approach for solving a wide spectrum of regularized stochastic minimization problems, where the regularization term is composite with a linear function. It has been…
Non-convex sparsity-inducing penalties have recently received considerable attentions in sparse learning. Recent theoretical investigations have demonstrated their superiority over the convex counterparts in several sparse learning…