On the Suboptimality of Proximal Gradient Descent for $\ell^{0}$ Sparse Approximation

5 Sep 2017  ·  Yingzhen Yang, Jiashi Feng, Nebojsa Jojic, Jianchao Yang, Thomas S. Huang ·

We study the proximal gradient descent (PGD) method for $\ell^{0}$ sparse approximation problem as well as its accelerated optimization with randomized algorithms in this paper. We first offer theoretical analysis of PGD showing the bounded gap between the sub-optimal solution by PGD and the globally optimal solution for the $\ell^{0}$ sparse approximation problem under conditions weaker than Restricted Isometry Property widely used in compressive sensing literature. Moreover, we propose randomized algorithms to accelerate the optimization by PGD using randomized low rank matrix approximation (PGD-RMA) and randomized dimension reduction (PGD-RDR). Our randomized algorithms substantially reduces the computation cost of the original PGD for the $\ell^{0}$ sparse approximation problem, and the resultant sub-optimal solution still enjoys provable suboptimality, namely, the sub-optimal solution to the reduced problem still has bounded gap to the globally optimal solution to the original problem.

PDF Abstract


  Add Datasets introduced or used in this paper

Results from the Paper

  Submit results from this paper to get state-of-the-art GitHub badges and help the community compare results to other papers.


No methods listed for this paper. Add relevant methods here