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Coordinate descent with random coordinate selection is the current state of the art for many large scale optimization problems. However, greedy selection of the steepest coordinate on smooth problems can yield convergence rates independent…

Optimization and Control · Mathematics 2018-10-17 Sai Praneeth Karimireddy , Anastasia Koloskova , Sebastian U. Stich , Martin Jaggi

It is a survey on recent results in constructive sparse approximation. Three directions are discussed here: (1) Lebesgue-type inequalities for greedy algorithms with respect to a special class of dictionaries, (2) constructive sparse…

Numerical Analysis · Mathematics 2015-11-06 Vladimir Temlyakov

We propose a class of greedy algorithms for weighted sparse recovery by considering new loss function-based generalizations of Orthogonal Matching Pursuit (OMP). Given a (regularized) loss function, the proposed algorithms alternate the…

Information Theory · Computer Science 2025-02-18 Sina Mohammad-Taheri , Simone Brugiapaglia

Compressed sensing (CS) is a technique which uses fewer measurements than dictated by the Nyquist sampling theorem. The traditional CS with linear measurements achieves efficient recovery performances, but it suffers from the large bit…

Signal Processing · Electrical Eng. & Systems 2024-10-30 Ching-Lun Tai , Sung-Hsien Hsieh , Chun-Shien Lu

It was recently shown that a version of the greedy algorithm gives a construction of fault-tolerant spanners that is size-optimal, at least for vertex faults. However, the algorithm to construct this spanner is not polynomial-time, and the…

Data Structures and Algorithms · Computer Science 2020-05-26 Michael Dinitz , Caleb Robelle

We empirically analyze a simple heuristic for large sparse set cover problems. It uses the weighted greedy algorithm as a basic building block. By multiplicative updates of the weights attached to the elements, the greedy solution is…

Data Structures and Algorithms · Computer Science 2020-10-30 Marc Alexa

The Kaczmarz algorithm is popular for iteratively solving an overdetermined system of linear equations. The traditional Kaczmarz algorithm can approximate the solution in few sweeps through the equations but a randomized version of the…

Numerical Analysis · Computer Science 2014-02-04 Hemant Kumar Aggarwal , Angshul Majumdar

In this paper, we consider the problem of sensor selection for parameter estimation with correlated measurement noise. We seek optimal sensor activations by formulating an optimization problem, in which the estimation error, given by the…

Greedy-GQ is a value-based reinforcement learning (RL) algorithm for optimal control. Recently, the finite-time analysis of Greedy-GQ has been developed under linear function approximation and Markovian sampling, and the algorithm is shown…

Machine Learning · Computer Science 2021-03-31 Shaocong Ma , Ziyi Chen , Yi Zhou , Shaofeng Zou

In this work, we first show that the problem of parameter identification is often ill-conditioned and lacks the persistence of excitation required for the convergence of online learning schemes. To tackle these challenges, we introduce the…

Systems and Control · Electrical Eng. & Systems 2025-08-19 Chi Ho Leung , Ashish R. Hota , Philip E. Paré

In this paper, motivated by network inference and tomography applications, we study the problem of compressive sensing for sparse signal vectors over graphs. In particular, we are interested in recovering sparse vectors representing the…

Information Theory · Computer Science 2010-08-06 Weiyu Xu , Enrique Mallada , Ao Tang

Compressive Sensing (CS) is a new paradigm for the efficient acquisition of signals that have sparse representation in a certain domain. Traditionally, CS has provided numerous methods for signal recovery over an orthonormal basis. However,…

Information Theory · Computer Science 2019-05-08 Jianchen Zhu , Shengjie Zhao , Qingjiang Shi , Gonzalo R. Arce

This paper is concerned by the problem of selecting an optimal sampling set of sensors over a network of time series for the purpose of signal recovery at non-observed sensors with a minimal reconstruction error. The problem is motivated by…

Machine Learning · Statistics 2020-04-27 Yiye Jiang , Jérémie Bigot , Sofian Maabout

Consider two ordered positive real number arrays of equal size. The problem is to find such set of indices of given size that the ratio of the sums of the array elements with those indices is minimized. In this work, in order to mitigate…

Combinatorics · Mathematics 2015-09-22 Alexander Lozovskiy

Compressed sensing deals with the recovery of sparse signals from linear measurements. Without any additional information, it is possible to recover an $s$-sparse signal using $m \gtrsim s \log(d/s)$ measurements in a robust and stable way.…

Functional Analysis · Mathematics 2016-05-25 Axel Flinth

A novel and detailed convergence analysis is presented for a greedy algorithm that was previously introduced for operator reconstruction problems in the field of quantum mechanics. This algorithm is based on an offline/online decomposition…

Optimization and Control · Mathematics 2020-11-02 S Buchwald , G Ciaramella , Julien Salomon

This paper considers a recently emerged hyperspectral unmixing formulation based on sparse regression of a self-dictionary multiple measurement vector (SD-MMV) model, wherein the measured hyperspectral pixels are used as the dictionary.…

Machine Learning · Statistics 2015-10-28 Xiao Fu , Wing-Kin Ma , Tsung-Han Chan , José M. Bioucas-Dias

In dictionary selection, several atoms are selected from finite candidates that successfully approximate given data points in the sparse representation. We propose a novel efficient greedy algorithm for dictionary selection. Not only does…

Machine Learning · Computer Science 2018-09-10 Kaito Fujii , Tasuku Soma

Cooperative Greedy Pursuit Strategies are considered for approximating a signal partition subjected to a global constraint on sparsity. The approach aims at producing a high quality sparse approximation of the whole signal, using highly…

Data Structures and Algorithms · Computer Science 2015-12-15 Laura Rebollo-Neira

We study the problem of selecting a subset of k random variables from a large set, in order to obtain the best linear prediction of another variable of interest. This problem can be viewed in the context of both feature selection and sparse…

Machine Learning · Statistics 2011-02-28 Abhimanyu Das , David Kempe
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