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arXiv 2008.03877eess.SP
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自适应支持度驱动的贝叶斯加权稀疏信号恢复算法

Adaptive support driven Bayesian reweighted algorithm for sparse signal recovery

Junlin Li, Wei Zhou, Cheng Cheng

摘要:

在系统辨识领域中,稀疏学习被广泛研究以从大量数据源中捕获关键信息。通常,除了输入输出关系之外,了解未知系统(例如生物网络)的内部工作机制也是至关重要的。为此,已经开发了各种特征选择技术。例如,稀疏贝叶斯学习(SBL)被提出来从基函数字典中学习主要特征,这使得识别的模型可解释。重加权L1-正则化算法常用于SBL中求解优化问题。然而,它们在计算和存储方面都是昂贵的,因此不适合于大规模问题。提出了一种自适应支持度驱动的贝叶斯加权稀疏信号恢复算法。提出了一种基于收缩阈值的自适应支持度估计重启策略,有效地减少了计算量和内存需求。此外,ASDBR准确地提取主要特征,并从大型数据集中排除冗余信息。数值实验表明,该算法优于国家的最先进的方法。

英文摘要:

Sparse learning has been widely studied to capture critical information from enormous data sources in the filed of system identification. Often, it is essential to understand internal working mechanisms of unknown systems (e.g. biological networks) in addition to input-output relationships. For this purpose, various feature selection techniques have been developed. For example, sparse Bayesian learning (SBL) was proposed to learn major features from a dictionary of basis functions, which makes identified models interpretable. Reweighted L1-regularization algorithms are often applied in SBL to solve optimization problems. However, they are expensive in both computation and memory aspects, thus not suitable for large-scale problems. This paper proposes an adaptive support driven Bayesian reweighted (ASDBR) algorithm for sparse signal recovery. A restart strategy based on shrinkage-thresholding is developed to conduct adaptive support estimate, which can effectively reduce computation burden and memory demands. Moreover, ASDBR accurately extracts major features and excludes redundant information from large datasets. Numerical experiments demonstrate the proposed algorithm outperforms state-of-the-art methods.

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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