An improved analysis of the ER-SpUD dictionary learning algorithm

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Abstract: In "dictionary learning" we observe Y=AX+E for some YinmathbbRnimesp, AinmathbbRmimesn, and XinmathbbRmimesp. The matrix Y is observed, and A,X,E are unknown. Here E is "noise" of small norm, and X is column-wise sparse. The matrix A is referred to as a {em dictionary}, and its columns as {em atoms}. Then, given some small number p of samples, i.e. columns of Y, the goal is to learn the dictionary A up to small error, as well as X. The motivation is that in many applications data is expected to sparse when represented by atoms in the "right" dictionary A (e.g. images in the Haar wavelet basis), and the goal is to learn A from the data to then use it for other applications. Recently, [SWW12] proposed the dictionary learning algorithm ER-SpUD with provable guarantees when E=0 and m=n. They showed if X has independent entries with an expected s non-zeroes per column for 1lesssimslesssimsqrtn, and with non-zero entries being subgaussian, then for pgtrsimn2log2n with high probability ER-SpUD outputs matrices A,X which equal A,X up to permuting and scaling columns (resp. rows) of A (resp. X). They conjectured pgtrsimnlogn suffices, which they showed was information theoretically necessary for {em any} algorithm to succeed when ssimeq1. Significant progress was later obtained in [LV15]. We show that for a slight variant of ER-SpUD, pgtrsimnlog(n/delta) samples suffice for successful recovery with probability 1delta. We also show that for the unmodified ER-SpUD, pgtrsimn1.99 samples are required even to learn A,X with polynomially small success probability. This resolves the main conjecture of [SWW12], and contradicts the main result of [LV15], which claimed that pgtrsimnlog4n guarantees success whp.









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