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arXiv 1303.3207cs.LGcs.ITmath.ITstat.ML
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群稀疏模型选择:硬度和松弛

Group-Sparse Model Selection: Hardness and Relaxations

EPFL(洛桑联邦理工学院);MIT(麻省理工学院);University of Texas at Austin(得克萨斯大学奥斯汀分校);IIT Kharagpur(印度理工学院卡拉格普尔分校)

Luca Baldassarre, Nirav Bhan, Volkan Cevher, Anastasios Kyrillidis, Siddhartha Satpathi

摘要:

基于组的稀疏模型被证明有助于从比标准压缩感知少得多的测量中恢复信号的线性回归问题。这些模型的主要承诺是通过识别其组成群体来恢复“可解释”的信号。在本文中,我们建立了一个组合框架的组模型选择问题,并强调了潜在的易处理性问题。特别是,我们表明,组模型选择问题是等价于著名的NP-硬加权最大覆盖问题(WMC)。利用基于图形的理解组模型,我们描述了组结构,使正确的模型选择在多项式时间通过动态规划。此外,导致完全么模约束的群结构具有易处理的离散和凸松弛。我们还提出了一个泛化的组模型,允许组内的稀疏性,它可以用来模拟层次稀疏性。最后,我们研究了两个易于处理的模型,其中树稀疏模型的组稀疏近似的Pareto前沿,并说明我们的框架和现有的凸松弛之间的选择和计算权衡。

英文摘要:

Group-based sparsity models are proven instrumental in linear regression problems for recovering signals from much fewer measurements than standard compressive sensing. The main promise of these models is the recovery of "interpretable" signals through the identification of their constituent groups. In this paper, we establish a combinatorial framework for group-model selection problems and highlight the underlying tractability issues. In particular, we show that the group-model selection problem is equivalent to the well-known NP-hard weighted maximum coverage problem (WMC). Leveraging a graph-based understanding of group models, we describe group structures which enable correct model selection in polynomial time via dynamic programming. Furthermore, group structures that lead to totally unimodular constraints have tractable discrete as well as convex relaxations. We also present a generalization of the group-model that allows for within group sparsity, which can be used to model hierarchical sparsity. Finally, we study the Pareto frontier of group-sparse approximations for two tractable models, among which the tree sparsity model, and illustrate selection and computation trade-offs between our framework and the existing convex relaxations.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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