Convergence radius and sample complexity of ITKM algorithms for dictionary learning

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Abstract: In this work we show that iterative thresholding and K-means (ITKM) algorithms can recover a generating dictionary with K atoms from noisy S sparse signals up to an error ildevarepsilon as long as the initialisation is within a convergence radius, that is up to a logK factor inversely proportional to the dynamic range of the signals, and the sample size is proportional to KlogKildevarepsilon−2. The results are valid for arbitrary target errors if the sparsity level is of the order of the square root of the signal dimension d and for target errors down to K−ell if S scales as Sleqd/(elllogK).




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