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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

In recent studies on sparse modeling, non-convex penalties have received considerable attentions due to their superiorities on sparsity-inducing over the convex counterparts. Compared with the convex optimization approaches, however, the…

Optimization and Control · Mathematics 2015-07-28 Jinshan Zeng , Shaobo Lin , Zongben Xu

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

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

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

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

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…

Machine Learning · Computer Science 2019-11-11 Shuo Yang , Yanyao Shen , Sujay Sanghavi

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

In the machine learning era, sparsity continues to attract significant interest due to the benefits it provides to learning models. Algorithms aiming to optimise the \(\ell_0\)- and \(\ell_1\)-norm are the common choices to achieve…

Image and Video Processing · Electrical Eng. & Systems 2020-11-25 Perla Mayo , Robin Holmes , Alin Achim

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

This paper deals with the problem of sparse recovery often found in compressive sensing applications exploiting a priori knowledge. In particular, we present a knowledge-aided normalized iterative hard thresholding (KA-NIHT) algorithm that…

Information Theory · Computer Science 2018-09-26 R. C. de Lamare

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

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

In this paper, we present modifications of the iterative hard thresholding (IHT) method for recovery of jointly row-sparse and low-rank matrices. In particular a Riemannian version of IHT is considered which significantly reduces…

Optimization and Control · Mathematics 2022-10-03 Henrik Eisenmann , Felix Krahmer , Max Pfeffer , André Uschmajew

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

Recently, the $\l_{p}$-norm regularization minimization problem $(P_{p}^{\lambda})$ has attracted great attention in compressed sensing. However, the $\l_{p}$-norm $\|x\|_{p}^{p}$ in problem $(P_{p}^{\lambda})$ is nonconvex and…

Optimization and Control · Mathematics 2018-04-26 Angang Cui , Jigen Peng , Haiyang Li , Meng Wen , Jiajun Xiong

We consider linear inverse problems where the solution is assumed to have a sparse expansion on an arbitrary pre-assigned orthonormal basis. We prove that replacing the usual quadratic regularizing penalties by weighted l^p-penalties on the…

Functional Analysis · Mathematics 2025-10-20 Ingrid Daubechies , Michel Defrise , Christine De Mol

The problem of recovering a low-rank matrix from the linear constraints, known as affine matrix rank minimization problem, has been attracting extensive attention in recent years. In general, affine matrix rank minimization problem is a…

Optimization and Control · Mathematics 2020-01-31 Angang Cui , Jigen Peng , Haiyang Li

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

The robust PCA problem, wherein, given an input data matrix that is the superposition of a low-rank matrix and a sparse matrix, we aim to separate out the low-rank and sparse components, is a well-studied problem in machine learning. One…

Machine Learning · Computer Science 2017-07-06 U. N. Niranjan , Arun Rajkumar , Theja Tulabandhula