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AKRON: An algorithm for approximating sparse kernel reconstruction

机译:AKRON:一种用于稀疏内核重构的近似算法

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AbstractExact reconstruction of a sparse signal for an under-determined linear system using the ℓ0-measure is, in general, an NP-hard problem. The most popular approach is to relax the ℓ0-optimization problem to an ℓ1-approximation. However, the strength of this convex approximation relies upon rigid properties on the system, which are not verifiable in practice. Greedy algorithms have been proposed in the past to speed up the optimization of the ℓ1problem, but their computational efficiency comes at the expense of a larger error. In an effort to control error and complexity, this paper goes beyond the ℓ1-approximation by growing neighborhoods of the ℓ1-solution that moves towards the optimal solution. The size of the neighborhood is tunable depending on the computational resources. The proposed algorithm, termed Approximate Kernel RecONstruction (AKRON), yields significantly smaller errors than current greedy methods with a controllable computational cost. By construction, the error of AKRON is smaller than or to equal the ℓ1-solution. AKRON enjoys all the error bounds of ℓ1under the restricted isometry property condition. We benchmarked AKRON on simulated data from several under-determined systems, and the results show that AKRON can significantly improve the reconstruction error with slightly more computational cost than solving the ℓ1problem directly.
机译: 摘要 使用ℓ 0 -measure为欠定线性系统精确重建稀疏信号通常是一个NP难题。最受欢迎的方法是将ℓ 0 优化问题放宽到an 1 -近似。但是,这种凸近似的强度取决于系统上的刚性,这在实践中是无法验证的。过去已经提出了贪婪算法来加快ℓ 1 问题的优化,但是它们的计算效率是以较大的误差为代价的。为了控制错误和复杂度,本文通过扩展ℓ的邻域来超越ℓ 1 -逼近1 -解决方案朝着最佳解决方案发展。邻域的大小可根据计算资源进行调整。所提出的算法称为“近似内核重构”(AKRON),与目前的贪婪方法相比,产生的误差要小得多,并且计算成本可控。根据构造,AKRON的误差小于或等于ℓ 1 -解决方案。在受限的等轴测度属性条件下,AKRON享有ℓ 1 的所有误差范围。我们以来自几个欠定系统的模拟数据为基准对AKRON进行了基准测试,结果表明,与解决ℓ 1 直接出现问题。

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