Learning Co-Sparse Analysis Operators With Separable Structures
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Publication:4618093
DOI10.1109/TSP.2015.2481875zbMATH Open1412.94084arXiv1503.02398OpenAlexW1836917676MaRDI QIDQ4618093FDOQ4618093
Authors: Matthias Seibert, Julian Wörmann, Rémi Gribonval, Martin Kleinsteuber 
Publication date: 7 February 2019
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
Abstract: In the co-sparse analysis model a set of filters is applied to a signal out of the signal class of interest yielding sparse filter responses. As such, it may serve as a prior in inverse problems, or for structural analysis of signals that are known to belong to the signal class. The more the model is adapted to the class, the more reliable it is for these purposes. The task of learning such operators for a given class is therefore a crucial problem. In many applications, it is also required that the filter responses are obtained in a timely manner, which can be achieved by filters with a separable structure. Not only can operators of this sort be efficiently used for computing the filter responses, but they also have the advantage that less training samples are required to obtain a reliable estimate of the operator. The first contribution of this work is to give theoretical evidence for this claim by providing an upper bound for the sample complexity of the learning process. The second is a stochastic gradient descent (SGD) method designed to learn an analysis operator with separable structures, which includes a novel and efficient step size selection rule. Numerical experiments are provided that link the sample complexity to the convergence speed of the SGD algorithm.
Full work available at URL: https://arxiv.org/abs/1503.02398
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