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arXiv 1507.05367cs.ITmath.ITmath.OCstat.ML
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结构稀疏:离散和凸方法

Structured Sparsity: Discrete and Convex approaches

Anastasios Kyrillidis, Luca Baldassarre, Marwa El-Halabi, Quoc Tran-Dinh, Volkan Cevher

摘要:

压缩感知(CS)利用稀疏性从降维、非自适应感知机制中恢复稀疏或可压缩信号。稀疏性还用于增强机器学习和统计应用中的可解释性:虽然现代数据分析问题中的环境维度很大,但其中的相关信息通常驻留在低得多的维度空间中。然而,现在提出的许多解决方案并没有利用真正的底层结构。最近的结果CS扩展简单的稀疏性的想法,更复杂的{ \em结构}稀疏模型,它描述了信号的非零分量之间的相互依赖性,允许增加结果的可解释性,并导致更好的恢复性能。为了更好地理解结构稀疏性的影响,在本章中,我们分析了离散模型及其凸松弛之间的联系,突出了它们的相对优势。我们从一般的群体稀疏模型开始,然后详细说明两个重要的特殊情况:分散和层次模型。对于每一个,我们提出的模型在其离散的性质,讨论如何解决随后的离散问题,然后描述凸松弛。我们还考虑更一般的结构定义的集函数,并提出他们的凸代理。此外,我们还讨论了结构稀疏性问题的有效优化解决方案,并通过三个应用程序说明了结构稀疏性的作用。

英文摘要:

Compressive sensing (CS) exploits sparsity to recover sparse or compressible signals from dimensionality reducing, non-adaptive sensing mechanisms. Sparsity is also used to enhance interpretability in machine learning and statistics applications: While the ambient dimension is vast in modern data analysis problems, the relevant information therein typically resides in a much lower dimensional space. However, many solutions proposed nowadays do not leverage the true underlying structure. Recent results in CS extend the simple sparsity idea to more sophisticated {\em structured} sparsity models, which describe the interdependency between the nonzero components of a signal, allowing to increase the interpretability of the results and lead to better recovery performance. In order to better understand the impact of structured sparsity, in this chapter we analyze the connections between the discrete models and their convex relaxations, highlighting their relative advantages. We start with the general group sparse model and then elaborate on two important special cases: the dispersive and the hierarchical models. For each, we present the models in their discrete nature, discuss how to solve the ensuing discrete problems and then describe convex relaxations. We also consider more general structures as defined by set functions and present their convex proxies. Further, we discuss efficient optimization solutions for structured sparsity problems and illustrate structured sparsity in action via three applications.

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