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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

We propose a simple modification to the iterative hard thresholding (IHT) algorithm, which recovers asymptotically sparser solutions as a function of the condition number. When aiming to minimize a convex function $f(x)$ with condition…

Optimization and Control · Mathematics 2022-04-19 Kyriakos Axiotis , Maxim Sviridenko

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 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…

Information Theory · Computer Science 2022-04-21 Zhong-Feng Sun , Jin-Chuan Zhou , Yun-Bin Zhao , Nan Meng

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

Hard Thresholding Pursuit (HTP) has aroused increasing attention for its robust theoretical guarantees and impressive numerical performance in non-convex optimization. In this paper, we introduce a novel tuning-free procedure, named…

Statistics Theory · Mathematics 2025-01-07 Yanhang Zhang , Zhifan Li , Shixiang Liu , Xueqin Wang , Jianxin Yin

In this paper, we analyze the generalization performance of the Iterative Hard Thresholding (IHT) algorithm widely used for sparse recovery problems. The parameter estimation and sparsity recovery consistency of IHT has long been known in…

Machine Learning · Statistics 2022-03-18 Xiao-Tong Yuan , Ping Li

We address the problem of sparse recovery using greedy compressed sensing recovery algorithms, without explicit knowledge of the sparsity. Estimating the sparsity order is a crucial problem in many practical scenarios, e.g., wireless…

Information Theory · Computer Science 2022-10-26 Samrat Mukhopadhyay , Himanshu Bhusan Mishra

Algorithms based on the hard thresholding principle have been well studied with sounding theoretical guarantees in the compressed sensing and more general sparsity-constrained optimization. It is widely observed in existing empirical…

Optimization and Control · Mathematics 2021-11-17 Shenglong Zhou , Naihua Xiu , Hou-Duo Qi

We propose a new iterative greedy algorithm for reconstructions of sparse signals with or without noisy perturbations in compressed sensing. The proposed algorithm, called \emph{subspace thresholding pursuit} (STP) in this paper, is a…

Information Theory · Computer Science 2014-05-22 Chao-Bing Song , Shu-Tao Xia , Xin-Ji Liu

We propose and analyze a solution to the problem of recovering a block sparse signal with sparse blocks from linear measurements. Such problems naturally emerge inter alia in the context of mobile communication, in order to meet the…

Information Theory · Computer Science 2020-09-23 Ingo Roth , Martin Kliesch , Axel Flinth , Gerhard Wunder , Jens Eisert

In this paper we consider the problem of exact recovery of a fixed sparse vector with the measurement matrices sequentially arriving along with corresponding measurements. We propose an extension of the iterative hard thresholding (IHT)…

Information Theory · Computer Science 2021-03-02 Samrat Mukhopadhyay

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…

Numerical Analysis · Mathematics 2025-02-18 Licheng Dai , Xiliang Lu , Juntao You

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

Sparse phase retrieval plays an important role in many fields of applied science and thus attracts lots of attention. In this paper, we propose a \underline{sto}chastic alte\underline{r}nating \underline{m}inimizing method for…

Machine Learning · Statistics 2019-06-17 Jianfeng Cai , Yuling Jiao , Xiliang Lu , Juntao You

Iterative hard thresholding (IHT) is a projected gradient descent algorithm, known to achieve state of the art performance for a wide range of structured estimation problems, such as sparse inference. In this work, we consider IHT as a…

Machine Learning · Statistics 2020-02-03 Jacky Y. Zhang , Rajiv Khanna , Anastasios Kyrillidis , Oluwasanmi Koyejo

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

Recovering a sparse signal from outlier-contaminated measurements is a fundamental challenge in many applications. While existing algorithms predominantly address scenarios with bounded noise or assume known signal sparsity, few methods…

Information Theory · Computer Science 2026-03-09 Jiao Xu , Peng Li , Bing Zheng

The use of M-estimators in generalized linear regression models in high dimensional settings requires risk minimization with hard $L_0$ constraints. Of the known methods, the class of projected gradient descent (also known as iterative hard…

Machine Learning · Computer Science 2014-10-22 Prateek Jain , Ambuj Tewari , Purushottam Kar

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
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