Partial Hard Thresholding
نویسندگان
چکیده
منابع مشابه
Accelerated iterative hard thresholding
The iterative hard thresholding algorithm (IHT) is a powerful and versatile algorithm for compressed sensing and other sparse inverse problems. The standard IHT implementation faces two challenges when applied to practical problems. The step size parameter has to be chosen appropriately and, as IHT is based on a gradient descend strategy, convergence is only linear. Whilst the choice of the ste...
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We study the problem of Robust Least Squares Regression (RLSR) where several response variables can be adversarially corrupted. More specifically, for a data matrix X ∈ Rp×n and an underlying model w∗, the response vector is generated as y = XTw∗ +b where b ∈ R is the corruption vector supported over at most C · n coordinates. Existing exact recovery results for RLSR focus solely on L1penalty b...
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The Hard Thresholding Pursuit (HTP) is a class of truncated gradient descent methods for finding sparse solutions of l0-constrained loss minimization problems. The HTP-style methods have been shown to have strong approximation guarantee and impressive numerical performance in high dimensional statistical learning applications. However, the current theoretical treatment of these methods has trad...
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ژورنال
عنوان ژورنال: IEEE Transactions on Information Theory
سال: 2017
ISSN: 0018-9448,1557-9654
DOI: 10.1109/tit.2017.2686880