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The optimization problems with a sparsity constraint is a class of important global optimization problems. A typical type of thresholding algorithms for solving such a problem adopts the traditional full steepest descent direction or…

Optimization and Control · Mathematics 2021-07-20 Nan Meng , Yun-Bin Zhao , Michal Kocvara

Optimal $k$-thresholding algorithms are a class of $k$-sparse signal recovery algorithms that overcome the shortcomings of traditional hard thresholding algorithms caused by the oscillation of the residual function. In this paper, a novel…

Information Theory · Computer Science 2022-06-22 Jialiang Xu , Xu Zhang

Linear inverse problems arise in diverse engineering fields especially in signal and image reconstruction. The development of computational methods for linear inverse problems with sparsity is one of the recent trends in this field. The…

Numerical Analysis · Mathematics 2023-07-31 Zhong-Feng Sun , Jin-Chuan Zhou , Yun-Bin Zhao

Sparse signals can be possibly reconstructed by an algorithm which merges a traditional nonlinear optimization method and a certain thresholding technique. Different from existing thresholding methods, a novel thresholding technique…

Signal Processing · Electrical Eng. & Systems 2021-04-07 Nan Meng , Yun-Bin Zhao

The algorithms based on the technique of optimal $k$-thresholding (OT) were recently proposed for signal recovery, and they are very different from the traditional family of hard thresholding methods. However, the computational cost for…

Information Theory · Computer Science 2022-07-21 Yun-Bin Zhao , Zhi-Quan Luo

The optimal $k$-thresholding (OT) and optimal $k$-thresholding pursuit (OTP) are newly introduced frameworks of thresholding techniques for compressed sensing and signal approximation. Such frameworks motivate the practical and efficient…

Optimization and Control · Mathematics 2020-12-22 Yun-Bin Zhao , Zhi-Quan Luo

We develop a highly scalable optimization method called "hierarchical group-thresholding" for solving a multi-task regression model with complex structured sparsity constraints on both input and output spaces. Despite the recent emergence…

Machine Learning · Statistics 2012-08-16 Seunghak Lee , Eric P. Xing

This paper treats the problem of minimizing a general continuously differentiable function subject to sparsity constraints. We present and analyze several different optimality criteria which are based on the notions of stationarity and…

Information Theory · Computer Science 2012-03-22 Amir Beck , Yonina C. Eldar

This paper is concerned with the hard thresholding operator which sets all but the $k$ largest absolute elements of a vector to zero. We establish a {\em tight} bound to quantitatively characterize the deviation of the thresholded solution…

Machine Learning · Statistics 2020-08-12 Jie Shen , Ping Li

Sparse optimization receives increasing attention in many applications such as compressed sensing, variable selection in regression problems, and recently neural network compression in machine learning. For example, the problem of…

Optimization and Control · Mathematics 2022-09-29 Saeed Damadi , Jinglai Shen

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…

Machine Learning · Statistics 2026-05-13 Jin Zhu , Junxian Zhu , Zezhi Wang , Borui Tang , Hongmei Lin , Xueqin Wang

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.…

Methodology · Statistics 2019-08-01 Haoyang Liu , Rina Foygel Barber

The relaxed optimal $k$-thresholding pursuit (ROTP) is a recent algorithm for linear inverse problems. This algorithm is based on the optimal $k$-thresholding technique which performs vector thresholding and error metric reduction…

Information Theory · Computer Science 2024-11-14 Zhong-Feng Sun , Yun-Bin Zhao , Jin-Chuan Zhou , Zheng-Hai Huang

The need for fast sparse optimization is emerging, e.g., to deal with large-dimensional data-driven problems and to track time-varying systems. In the framework of linear sparse optimization, the iterative shrinkage-thresholding algorithm…

Optimization and Control · Mathematics 2025-01-22 Vito Cerone , Sophie M. Fosson , Diego Regruto

Stochastic optimization algorithms update models with cheap per-iteration costs sequentially, which makes them amenable for large-scale data analysis. Such algorithms have been widely studied for structured sparse models where the sparsity…

Machine Learning · Computer Science 2019-05-10 Baojian Zhou , Feng Chen , Yiming Ying

We consider a popular family of constrained optimization problems arising in machine learning that involve optimizing a non-decomposable evaluation metric with a certain thresholded form, while constraining another metric of interest.…

Machine Learning · Computer Science 2021-07-30 Abhishek Kumar , Harikrishna Narasimhan , Andrew Cotter

We provide another framework of iterative algorithms based on thresholding, feedback and null space tuning for sparse signal recovery arising in sparse representations and compressed sensing. Several thresholding algorithms with various…

Information Theory · Computer Science 2012-11-13 Shidong Li , Yulong Liu , Tiebin Mi

Top-k threshold estimation is the problem of estimating the score of the k-th highest ranking result of a search query. A good estimate can be used to speed up many common top-k query processing algorithms, and thus a number of researchers…

Information Retrieval · Computer Science 2024-12-17 Jinrui Gou , Yifan Liu , Minghao Shao , Torsten Suel

There is a recent surge of interest in developing algorithms for finding sparse solutions of underdetermined systems of linear equations $y = \Phi x$. In many applications, extremely large problem sizes are envisioned, with at least tens of…

Information Theory · Computer Science 2009-04-08 Arian Maleki

Iterative Hard Thresholding (IHT) is a class of projected gradient descent methods for optimizing sparsity-constrained minimization models, with the best known efficiency and scalability in practice. As far as we know, the existing…

Machine Learning · Computer Science 2017-06-22 Bo Liu , Xiao-Tong Yuan , Lezi Wang , Qingshan Liu , Dimitris N. Metaxas
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