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Title: A tight bound of modified iterative hard thresholding algorithm for compressed sensing (English)
Author: Ma, Jinyao
Author: Zhang, Haibin
Author: Yang, Shanshan
Author: Jiang, Jiaojiao
Language: English
Journal: Applications of Mathematics
ISSN: 0862-7940 (print)
ISSN: 1572-9109 (online)
Volume: 68
Issue: 5
Year: 2023
Pages: 623-642
Summary lang: English
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Category: math
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Summary: We provide a theoretical study of the iterative hard thresholding with partially known support set (IHT-PKS) algorithm when used to solve the compressed sensing recovery problem. Recent work has shown that IHT-PKS performs better than the traditional IHT in reconstructing sparse or compressible signals. However, less work has been done on analyzing the performance guarantees of IHT-PKS. In this paper, we improve the current RIP-based bound of IHT-PKS algorithm from $\delta _{3s-2k}<\smash {\frac {1}{\sqrt {32}}}\approx 0.1768$ to $\delta _{3s-2k}<\frac {\sqrt {5}-1}{4}\approx 0.309$, where $\delta _{3s-2k}$ is the restricted isometric constant of the measurement matrix. We also present the conditions for stable reconstruction using the ${\rm IHT}^{\mu }$-PKS algorithm which is a general form of IHT-PKS. We further apply the algorithm on Least Squares Support Vector Machines (LS-SVM), which is one of the most popular tools for regression and classification learning but confronts the loss of sparsity problem. After the sparse representation of LS-SVM is presented by compressed sensing, we exploit the support of bias term in the LS-SVM model with the ${\rm IHT}^{\mu }$-PKS algorithm. Experimental results on classification problems show that ${\rm IHT}^{\mu }$-PKS outperforms other approaches to computing the sparse LS-SVM classifier. (English)
Keyword: iterative hard thresholding
Keyword: signal reconstruction
Keyword: classification problem
Keyword: least squares support vector machine
MSC: 34B16
MSC: 34C25
MSC: 90C31
DOI: 10.21136/AM.2023.0221-22
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Date available: 2023-10-05T15:12:03Z
Last updated: 2023-10-09
Stable URL: http://hdl.handle.net/10338.dmlcz/151836
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