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Nonconvex sparse learning plays an essential role in many areas, such as signal processing and deep network compression. Iterative hard thresholding (IHT) methods are the state-of-the-art for nonconvex sparse learning due to their…

Machine Learning · Computer Science 2021-01-05 Qianqian Tong , Guannan Liang , Tan Zhu , Jinbo Bi

An accelerated class of adaptive scheme of iterative thresholding algorithms is studied analytically and empirically. They are based on the feedback mechanism of the null space tuning techniques (NST+HT+FB). The main contribution of this…

Information Theory · Computer Science 2020-05-15 Ningning Han , Shidong Li , Zhanjie Song

We develop mask iterative hard thresholding algorithms (mask IHT and mask DORE) for sparse image reconstruction of objects with known contour. The measurements follow a noisy underdetermined linear model common in the compressive sampling…

Machine Learning · Statistics 2011-12-05 Aleksandar Dogandzic , Renliang Gu , Kun Qiu

We present a new recovery analysis for a standard compressed sensing algorithm, Iterative Hard Thresholding (IHT) (Blumensath and Davies, 2008), which considers the fixed points of the algorithm. In the context of arbitrary measurement…

Numerical Analysis · Mathematics 2014-11-10 Coralia Cartis , Andrew Thompson

Hard Thresholding Pursuit (HTP) is an iterative greedy selection procedure for finding sparse solutions of underdetermined linear systems. This method has been shown to have strong theoretical guarantee and impressive numerical performance.…

Machine Learning · Computer Science 2013-11-26 Xiao-Tong Yuan , Ping Li , Tong Zhang

Learning sparse linear models with two-way interactions is desirable in many application domains such as genomics. l1-regularised linear models are popular to estimate sparse models, yet standard implementations fail to address specifically…

Quantitative Methods · Quantitative Biology 2018-02-19 Marine Le Morvan , Jean-Philippe Vert

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…

Information Theory · Computer Science 2013-02-22 Stacy Patterson , Yonina C. Eldar , Idit Keidar

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

The Iterative Hard Thresholding (IHT) algorithm has been considered extensively as an effective deterministic algorithm for solving sparse optimizations. The IHT algorithm benefits from the information of the batch (full) gradient at each…

Machine Learning · Computer Science 2022-09-30 Saeed Damadi , Jinglai Shen

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,…

Optimization and Control · Mathematics 2023-01-11 Trung Vu , Evgenia Chunikhina , Raviv Raich

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…

Machine Learning · Computer Science 2020-06-26 Kyriakos Axiotis , Maxim Sviridenko

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 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

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…

Numerical Analysis · Mathematics 2017-11-08 Ningning Han , Shidong Li , Zhanjie Song , Hong Wang

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…

Information Theory · Computer Science 2010-04-13 Jeffrey D. Blanchard , Coralia Cartis , Jared Tanner , Andrew Thompson

Sparse signal recovery or compressed sensing can be formulated as certain sparse optimization problems. The classic optimization theory indicates that the Newton-like method often has a numerical advantage over the gradient method for…

Optimization and Control · Mathematics 2021-02-03 Nan Meng , Yun-Bin Zhao

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…

Information Theory · Computer Science 2013-11-28 Rafael E. Carrillo , Kenneth E. Barner

A spectrally sparse signal of order $r$ is a mixture of $r$ damped or undamped complex sinusoids. This paper investigates the problem of reconstructing spectrally sparse signals from a random subset of $n$ regular time domain samples, which…

Information Theory · Computer Science 2016-06-07 Jian-Feng Cai , Tianming Wang , Ke Wei

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.…

Information Theory · Computer Science 2026-01-09 Namiko Matsumoto , Arya Mazumdar

The Kaczmarz method (KZ) and its variants, which are types of stochastic gradient descent (SGD) methods, have been extensively studied due to their simplicity and efficiency in solving linear equation systems. The iterative thresholding…

Machine Learning · Statistics 2023-04-21 Halyun Jeong , Deanna Needell