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Register a new userOne-Bit Compressed Sensing via One-Shot Hard Thresholding
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Added by
Jie Shen
Publication date
2020
fields
Informatics Engineering
and research's language is
English
Authors
Jie Shen
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This paper concerns the problem of 1-bit compressed sensing, where the goal is to estimate a sparse signal from a few of its binary measurements. We study a non-convex sparsity-constrained program and present a novel and concise analysis that moves away from the widely used notion of Gaussian width. We show that with high probability a simple algorithm is guaranteed to produce an accurate approximation to the normalized signal of interest under the $ell_2$-metric. On top of that, we establish an ensemble of new results that address norm estimation, support recovery, and model misspecification. On the computational side, it is shown that the non-convex program can be solved via one-step hard thresholding which is dramatically efficient in terms of time complexity and memory footprint. On the statistical side, it is shown that our estimator enjoys a near-optimal error rate under standard conditions. The theoretical results are substantiated by numerical experiments.
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Is it possible to obliviously construct a set of hyperplanes H such that you can approximate a unit vector x when you are given the side on which the vector lies with respect to every h in H? In the sparse recovery literature, where x is approximately k-sparse, this problem is called one-bit compressed sensing and has received a fair amount of attention the last decade. In this paper we obtain the first scheme that achieves almost optimal measurements and sublinear decoding time for one-bit compressed sensing in the non-uniform case. For a large range of parameters, we improve the state of the art in both the number of measurements and the decoding time.
Bayesian optimization is a sequential decision making framework for optimizing expensive-to-evaluate black-box functions. Computing a full lookahead policy amounts to solving a highly intractable stochastic dynamic program. Myopic approaches, such as expected improvement, are often adopted in practice, but they ignore the long-term impact of the immediate decision. Existing nonmyopic approaches are mostly heuristic and/or computationally expensive. In this paper, we provide the first efficient implementation of general multi-step lookahead Bayesian optimization, formulated as a sequence of nested optimization problems within a multi-step scenario tree. Instead of solving these problems in a nested way, we equivalently optimize all decision variables in the full tree jointly, in a ``one-shot fashion. Combining this with an efficient method for implementing multi-step Gaussian process ``fantasization, we demonstrate that multi-step expected improvement is computationally tractable and exhibits performance superior to existing methods on a wide range of benchmarks.
We consider the problem of sparse signal reconstruction from noisy one-bit compressed measurements when the receiver has access to side-information (SI). We assume that compressed measurements are corrupted by additive white Gaussian noise before quantization and sign-flip error after quantization. A generalized approximate message passing-based method for signal reconstruction from noisy one-bit compressed measurements is proposed, which is then extended for the case where the receiver has access to a signal that aids signal reconstruction, i.e., side-information. Two different scenarios of side-information are considered-a) side-information consisting of support information only, and b) side information consisting of support and amplitude information. SI is either a noisy version of the signal or a noisy estimate of the support of the signal. We develop reconstruction algorithms from one-bit measurements using noisy SI available at the receiver. Laplacian distribution and Bernoulli distribution are used to model the two types of noises which, when applied to the signal and the support, yields the SI for the above two cases, respectively. The Expectation-Maximization algorithm is used to estimate the noise parameters using noisy one-bit compressed measurements and the SI. We show that one-bit compressed measurement-based signal reconstruction is quite sensitive to noise, and the reconstruction performance can be significantly improved by exploiting available side-information at the receiver.
Compressed sensing (CS) or sparse signal reconstruction (SSR) is a signal processing technique that exploits the fact that acquired data can have a sparse representation in some basis. One popular technique to reconstruct or approximate the unknown sparse signal is the iterative hard thresholding (IHT) which however performs very poorly under non-Gaussian noise conditions or in the face of outliers (gross errors). In this paper, we propose a robust IHT method based on ideas from $M$-estimation that estimates the sparse signal and the scale of the error distribution simultaneously. The method has a negligible performance loss compared to IHT under Gaussian noise, but superior performance under heavy-tailed non-Gaussian noise conditions.
This note studies the worst-case recovery error of low-rank and bisparse matrices as a function of the number of one-bit measurements used to acquire them. First, by way of the concept of consistency width, precise estimates are given on how fast the recovery error can in theory decay. Next, an idealized recovery method is proved to reach the fourth-root of the optimal decay rate for Gaussian sensing schemes. This idealized method being impractical, an implementable recovery algorithm is finally proposed in the context of factorized Gaussian sensing schemes. It is shown to provide a recovery error decaying as the sixth-root of the optimal rate.
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