The _2,q regularized group sparse optimization: lower bound theory, recovery bound and algorithms

From MaRDI portal
Publication:778013





This paper deals with the classical problem of signal recovery, namely to restore a vector \(x^{0}\in \mathbb{R}^{N}\) from a noisy observation \(d\). This problem is modeled as \(d=Ax^0+\xi\) where \(A\in \mathbb{R}^{M\times N}\) is the measurement matrix and \(\xi \in \mathbb{R}^M\) represents the measurement error. The authors consider the case where the data to be restored have a natural structure. In particular, they assume that vectors \(x=(x_1,x_2,\ldots ,x_N)\in \mathbb{R}^N\) have a predefined group structure \(x=(x_{\mathcal{G}_1},x_{\mathcal{G}_2},\ldots ,x_{\mathcal{G}_n}),\) where \(\mathcal{G}_i\subset \{1,\ldots ,n\}\) and \(x_{\mathcal{G}_i}\) denotes the \(i\)-th group of \(x\) for \(i\in \{1,2,\ldots,n\}\). In this case, the group sparsity of \(x\) is better measured by a nonconvex \(\ell _{p,q}\) ``norm, defined by \(||x||_{p,q}:=\left( \sum_{i=1}^n ||x_{\mathcal{G}i}||_p^q \right)^{1/q},\) where \(p\geq 1\) and \(q\in (0,1)\). The authors consider the case \(p=2\) and focus on the minimization of the \(\ell _{p,q}\) regularization: \( \underset{x\in \mathbb{R}^{N}}{\mathrm{min}}\,\left\{||Ax-d||^{2}+||x||_{2,q}^{q}\right\}.\) They provide sufficient conditions for stationary points to be local minimizers and give a uniform lower bound for nonzero groups of local minimizers. They also propose a new IRLS (iteratively reweighted least square) algorithm with thresholding together with an error bound analysis. This new algorithm compares favorably with the classical IRLS algorithm with smoothing in both global convergence and computational efficiency. The paper also contains some numerical experiments.



Cites work


Cited in
(24)


Describes a project that uses

Uses Software






This page was built for publication: The \(\ell_{2,q}\) regularized group sparse optimization: lower bound theory, recovery bound and algorithms

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q778013)