Preconditioning for Accelerated Iteratively Reweighted Least Squares in Structured Sparsity Reconstruction
In this paper, we propose a novel algorithm for structured sparsity reconstruction. This algorithm is based on the iterative reweighted least squares (IRLS) framework, and accelerated by the preconditioned conjugate gradient method. The convergence rate of the proposed algorithm is almost the same as that of the traditional IRLS algorithms, that is, exponentially fast. Moreover, with the devised preconditioner, the computational cost for each iteration is significantly less than that of traditional IRLS algorithms, which makes it feasible for large scale problems. Besides the fast convergence, this algorithm can be flexibly applied to standard sparsity, group sparsity, and overlapping group sparsity problems. Experiments are conducted on a practical application compressive sensing magnetic resonance imaging. Results demonstrate that the proposed algorithm achieves superior performance over 9 state-of-the-art algorithms in terms of both accuracy and computational cost.
Code (0)
등록된 구현이 없습니다.
Tasks
Compressive SensingSimilar Papers 제목 키워드 기반
Deterministic Online Classification: Non-iteratively Reweighted Recursive Least-Squares for Binary Class Rebalancing
Deterministic solutions are becoming more critical for interpretability. Weighted Least-Squares (WLS) has been widely used as a deterministic batch solution with a specific weight design. In the online settings of WLS, e…
Binary ClassificationIteratively Reweighted Least Squares Algorithms for L1-Norm Principal Component Analysis
Principal component analysis (PCA) is often used to reduce the dimension of data by selecting a few orthonormal vectors that explain most of the variance structure of the data. L1 PCA uses the L1 norm to measure error, w…
An Analysis of Sketched IRLS for Accelerated Sparse Residual Regression
This paper studies the problem of sparse residual regression, i.e., learning a linear model using a norm that favors solutions in which the residuals are sparsely distributed. This is a common problem in a wide range of …
regressionKernel based regression with robust loss function via iteratively reweighted least squares
Least squares kernel based methods have been widely used in regression problems due to the simple implementation and good generalization performance. Among them, least squares support vector regression (LS-SVR) and extre…
regressionFast Iteratively Reweighted Least Squares Algorithms for Analysis-Based Sparsity Reconstruction
In this paper, we propose a novel algorithm for analysis-based sparsity reconstruction. It can solve the generalized problem by structured sparsity regularization with an orthogonal basis and total variation regularizati…
Compressive Sensing