ترغب بنشر مسار تعليمي؟ اضغط هنا

A Survey on Nonconvex Regularization Based Sparse and Low-Rank Recovery in Signal Processing, Statistics, and Machine Learning

89   0   0.0 ( 0 )
 نشر من قبل Fei Wen
 تاريخ النشر 2018
  مجال البحث الهندسة المعلوماتية
والبحث باللغة English




اسأل ChatGPT حول البحث

In the past decade, sparse and low-rank recovery have drawn much attention in many areas such as signal/image processing, statistics, bioinformatics and machine learning. To achieve sparsity and/or low-rankness inducing, the $ell_1$ norm and nuclear norm are of the most popular regularization penalties due to their convexity. While the $ell_1$ and nuclear norm are convenient as the related convex optimization problems are usually tractable, it has been shown in many applications that a nonconvex penalty can yield significantly better performance. In recent, nonconvex regularization based sparse and low-rank recovery is of considerable interest and it in fact is a main driver of the recent progress in nonconvex and nonsmooth optimization. This paper gives an overview of this topic in various fields in signal processing, statistics and machine learning, including compressive sensing (CS), sparse regression and variable selection, sparse signals separation, sparse principal component analysis (PCA), large covariance and inverse covariance matrices estimation, matrix completion, and robust PCA. We present recent developments of nonconvex regularization based sparse and low-rank recovery in these fields, addressing the issues of penalty selection, applications and the convergence of nonconvex algorithms. Code is available at https://github.com/FWen/ncreg.git.



قيم البحث

اقرأ أيضاً

Channel estimation and signal detection are essential steps to ensure the quality of end-to-end communication in orthogonal frequency-division multiplexing (OFDM) systems. In this paper, we develop a DDLSD approach, i.e., Data-driven Deep Learning fo r Signal Detection in OFDM systems. First, the OFDM system model is established. Then, the long short-term memory (LSTM) is introduced into the OFDM system model. Wireless channel data is generated through simulation, the preprocessed time series feature information is input into the LSTM to complete the offline training. Finally, the trained model is used for online recovery of transmitted signal. The difference between this scheme and existing OFDM receiver is that explicit estimated channel state information (CSI) is transformed into invisible estimated CSI, and the transmit symbol is directly restored. Simulation results show that the DDLSD scheme outperforms the existing traditional methods in terms of improving channel estimation and signal detection performance.
We investigate implicit regularization schemes for gradient descent methods applied to unpenalized least squares regression to solve the problem of reconstructing a sparse signal from an underdetermined system of linear measurements under the restric ted isometry assumption. For a given parametrization yielding a non-convex optimization problem, we show that prescribed choices of initialization, step size and stopping time yield a statistically and computationally optimal algorithm that achieves the minimax rate with the same cost required to read the data up to poly-logarithmic factors. Beyond minimax optimality, we show that our algorithm adapts to instance difficulty and yields a dimension-independent rate when the signal-to-noise ratio is high enough. Key to the computational efficiency of our method is an increasing step size scheme that adapts to refined estimates of the true solution. We validate our findings with numerical experiments and compare our algorithm against explicit $ell_{1}$ penalization. Going from hard instances to easy ones, our algorithm is seen to undergo a phase transition, eventually matching least squares with an oracle knowledge of the true support.
88 - Jinle Zhu , Qiang Li , Li Hu 2019
Phase Modulation on the Hypersphere (PMH) is a power efficient modulation scheme for the textit{load-modulated} multiple-input multiple-output (MIMO) transmitters with central power amplifiers (CPA). However, it is difficult to obtain the precise cha nnel state information (CSI), and the traditional optimal maximum likelihood (ML) detection scheme incurs high complexity which increases exponentially with the number of antennas and the number of bits carried per antenna in the PMH modulation. To detect the PMH signals without knowing the prior CSI, we first propose a signal detection scheme, termed as the hypersphere clustering scheme based on the expectation maximization (EM) algorithm with maximum likelihood detection (HEM-ML). By leveraging machine learning, the proposed detection scheme can accurately obtain information of the channel from a few of the received symbols with little resource cost and achieve comparable detection results as that of the optimal ML detector. To further reduce the computational complexity in the ML detection in HEM-ML, we also propose the second signal detection scheme, termed as the hypersphere clustering scheme based on the EM algorithm with KD-tree detection (HEM-KD). The CSI obtained from the EM algorithm is used to build a spatial KD-tree receiver codebook and the signal detection problem can be transformed into a nearest neighbor search (NNS) problem. The detection complexity of HEM-KD is significantly reduced without any detection performance loss as compared to HEM-ML. Extensive simulation results verify the effectiveness of our proposed detection schemes.
Suppose that a solution $widetilde{mathbf{x}}$ to an underdetermined linear system $mathbf{b} = mathbf{A} mathbf{x}$ is given. $widetilde{mathbf{x}}$ is approximately sparse meaning that it has a few large components compared to other small entries. However, the total number of nonzero components of $widetilde{mathbf{x}}$ is large enough to violate any condition for the uniqueness of the sparsest solution. On the other hand, if only the dominant components are considered, then it will satisfy the uniqueness conditions. One intuitively expects that $widetilde{mathbf{x}}$ should not be far from the true sparse solution $mathbf{x}_0$. We show that this intuition is the case by providing an upper bound on $| widetilde{mathbf{x}} - mathbf{x}_0|$ which is a function of the magnitudes of small components of $widetilde{mathbf{x}}$ but independent from $mathbf{x}_0$. This result is extended to the case that $mathbf{b}$ is perturbed by noise. Additionally, we generalize the upper bounds to the low-rank matrix recovery problem.
This paper develops a new class of nonconvex regularizers for low-rank matrix recovery. Many regularizers are motivated as convex relaxations of the matrix rank function. Our new factor group-sparse regularizers are motivated as a relaxation of the n umber of nonzero columns in a factorization of the matrix. These nonconvex regularizers are sharper than the nuclear norm; indeed, we show they are related to Schatten-$p$ norms with arbitrarily small $0 < p leq 1$. Moreover, these factor group-sparse regularizers can be written in a factored form that enables efficient and effective nonconvex optimization; notably, the method does not use singular value decomposition. We provide generalization error bounds for low-rank matrix completion which show improved upper bounds for Schatten-$p$ norm reglarization as $p$ decreases. Compared to the max norm and the factored formulation of the nuclear norm, factor group-sparse regularizers are more efficient, accurate, and robust to the initial guess of rank. Experiments show promising performance of factor group-sparse regularization for low-rank matrix completion and robust principal component analysis.

الأسئلة المقترحة

التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا