Sparse approximation

About: Sparse approximation is a research topic. Over the lifetime, 18037 publications have been published within this topic receiving 497739 citations. The topic is also known as: Sparse approximation.

Robust Subspace Segmentation by Low-Rank Representation

Abstract: We propose low-rank representation (LRR) to segment data drawn from a union of multiple linear (or affine) subspaces. Given a set of data vectors, LRR seeks the lowest-rank representation among all the candidates that represent all vectors as the linear combination of the bases in a dictionary. Unlike the well-known sparse representation (SR), which computes the sparsest representation of each data vector individually, LRR aims at finding the lowest-rank representation of a collection of vectors jointly. LRR better captures the global structure of data, giving a more effective tool for robust subspace segmentation from corrupted data. Both theoretical and experimental results show that LRR is a promising tool for subspace segmentation.

Just relax: convex programming methods for identifying sparse signals in noise

Abstract: This paper studies a difficult and fundamental problem that arises throughout electrical engineering, applied mathematics, and statistics. Suppose that one forms a short linear combination of elementary signals drawn from a large, fixed collection. Given an observation of the linear combination that has been contaminated with additive noise, the goal is to identify which elementary signals participated and to approximate their coefficients. Although many algorithms have been proposed, there is little theory which guarantees that these algorithms can accurately and efficiently solve the problem. This paper studies a method called convex relaxation, which attempts to recover the ideal sparse signal by solving a convex program. This approach is powerful because the optimization can be completed in polynomial time with standard scientific software. The paper provides general conditions which ensure that convex relaxation succeeds. As evidence of the broad impact of these results, the paper describes how convex relaxation can be used for several concrete signal recovery problems. It also describes applications to channel coding, linear regression, and numerical analysis

Learning Fast Approximations of Sparse Coding

Abstract: In Sparse Coding (SC), input vectors are reconstructed using a sparse linear combination of basis vectors. SC has become a popular method for extracting features from data. For a given input, SC minimizes a quadratic reconstruction error with an L1 penalty term on the code. The process is often too slow for applications such as real-time pattern recognition. We proposed two versions of a very fast algorithm that produces approximate estimates of the sparse code that can be used to compute good visual features, or to initialize exact iterative algorithms. The main idea is to train a non-linear, feed-forward predictor with a specific architecture and a fixed depth to produce the best possible approximation of the sparse code. A version of the method, which can be seen as a trainable version of Li and Osher's coordinate descent method, is shown to produce approximate solutions with 10 times less computation than Li and Os-her's for the same approximation error. Unlike previous proposals for sparse code predictors, the system allows a kind of approximate "explaining away" to take place during inference. The resulting predictor is differentiable and can be included into globally-trained recognition systems.

Sparse Subspace Clustering: Algorithm, Theory, and Applications

Abstract: In many real-world problems, we are dealing with collections of high-dimensional data, such as images, videos, text and web documents, DNA microarray data, and more. Often, high-dimensional data lie close to low-dimensional structures corresponding to several classes or categories the data belongs to. In this paper, we propose and study an algorithm, called Sparse Subspace Clustering (SSC), to cluster data points that lie in a union of low-dimensional subspaces. The key idea is that, among infinitely many possible representations of a data point in terms of other points, a sparse representation corresponds to selecting a few points from the same subspace. This motivates solving a sparse optimization program whose solution is used in a spectral clustering framework to infer the clustering of data into subspaces. Since solving the sparse optimization program is in general NP-hard, we consider a convex relaxation and show that, under appropriate conditions on the arrangement of subspaces and the distribution of data, the proposed minimization program succeeds in recovering the desired sparse representations. The proposed algorithm can be solved efficiently and can handle data points near the intersections of subspaces. Another key advantage of the proposed algorithm with respect to the state of the art is that it can deal with data nuisances, such as noise, sparse outlying entries, and missing entries, directly by incorporating the model of the data into the sparse optimization program. We demonstrate the effectiveness of the proposed algorithm through experiments on synthetic data as well as the two real-world problems of motion segmentation and face clustering.

Algorithm 832: UMFPACK V4.3---an unsymmetric-pattern multifrontal method

Abstract: An ANSI C code for sparse LU factorization is presented that combines a column pre-ordering strategy with a right-looking unsymmetric-pattern multifrontal numerical factorization. The pre-ordering and symbolic analysis phase computes an upper bound on fill-in, work, and memory usage during the subsequent numerical factorization. User-callable routines are provided for ordering and analyzing a sparse matrix, computing the numerical factorization, solving a system with the LU factors, transposing and permuting a sparse matrix, and converting between sparse matrix representations. The simple user interface shields the user from the details of the complex sparse factorization data structures by returning simple handles to opaque objects. Additional user-callable routines are provided for printing and extracting the contents of these opaque objects. An even simpler way to use the package is through its MATLAB interface. UMFPACK is incorporated as a built-in operator in MATLAB 6.5 as x = Abb when A is sparse and unsymmetric.