This paper investigates a new learning formulation called structured sparsity, which is a natural extension of the standard sparsity concept in statistical learning and compressive sensing. By allowing arbitrary structures on the feature set, this concept generalizes the group sparsity idea that has become popular in recent years. A general theory is developed for learning with structured sparsity, based on the notion of coding complexity associated with the structure. It is shown that if the coding complexity of the target signal is small, then one can achieve improved performance by using coding complexity regularization methods, which generalize the standard sparse regularization. Moreover, a structured greedy algorithm is proposed to efficiently solve the structured sparsity problem. It is shown that the greedy algorithm approximately solves the coding complexity optimization problem under appropriate conditions. Experiments are included to demonstrate the advantage of structured sparsity over standard sparsity on some real applications.
The idea of using structure in addition to sparsity has been explored before. An example is group structure, which has received much attention recently. For example, group sparsity has been considered for simultaneous sparse approximation @cite_13 and multi-task compressive sensing @cite_18 from the Bayesian hierarchical modeling point of view. Under the Bayesian hierarchical model framework, data from all sources contribute to the estimation of hyper-parameters in the sparse prior model. The shared prior can then be inferred from multiple sources. recently extend the idea to the tree sparsity in the Bayesian framework @cite_9 @cite_2 . Although the idea can be justified using standard Bayesian intuition, there are no theoretical results showing how much better (and under what kind of conditions) the resulting algorithms perform. In the statistical literature, Lasso has been extended to the group Lasso when there exist group block structured dependences among the sparse coefficients @cite_15 .
@cite_18 @cite_9 @cite_2 @cite_15 @cite_13
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This paper investigates a new learning formulation called dynamic group sparsity. It is a natural extension of the standard sparsity concept in compressive sensing, and is motivated by the observation that in some practical sparse data the nonzero coefficients are often not random but tend to be clustered. Intuitively, better results can be achieved in these cases by reasonably utilizing both clustering and sparsity priors. Motivated by this idea, we have developed a new greedy sparse recovery algorithm, which prunes data residues in the iterative process according to both sparsity and group clustering priors rather than only sparsity as in previous methods. The proposed algorithm can recover stably sparse data with clustering trends using far fewer measurements and computations than current state-of-the-art algorithms with provable guarantees. Moreover, our algorithm can adaptively learn the dynamic group structure and the sparsity number if they are not available in the practical applications. We have applied the algorithm to sparse recovery and background subtraction in videos. Numerous experiments with improved performance over previous methods further validate our theoretical proofs and the effectiveness of the proposed algorithm. The problem of consistently estimating the sparsity pattern of a vector β* ∈ RP based on observations contaminated by noise arises in various contexts, including signal denoising, sparse approximation, compressed sensing, and model selection. We analyze the behavior of l1-constrained quadratic programming (QP), also referred to as the Lasso, for recovering the sparsity pattern. Our main result is to establish precise conditions on the problern dimension p, the number k of nonzero elements in β*, and the number of observations n that are necessary and sufficient for sparsity pattern recovery using the Lasso. We first analyze the case of observations made using deterministic design matrices and sub-Gaussian additive noise, and provide sufficient conditions for support recovery and l∞-error bounds, as well as results showing the necessity of incoherence and bounds on the minimum value. We then turn to the case of random designs, in which each row of the design is drawn from a N(0, Σ) ensemble. For a broad class of Gaussian ensembles satisfying mutual incoherence conditions, we compute explicit values of thresholds 0 0, if n > 2(θu + δ)k log(p - k), then the Lasso succeeds in recovering the sparsity pattern with probability converging to one for large problems, whereas for n < 2(θl - δ)k log(p - k), then the probability of successful recovery converges to zero. For the special case of the uniform Gaussian ensemble (Σ = I p×p), we show that θl = θu = 1, so that the precise threshold n = 2k log (p - k) is exactly determined. This paper develops a theory for group Lasso using a concept called strong group sparsity. Our result shows that group Lasso is superior to standard Lasso for strongly group-sparse signals. This provides a convincing theoretical justification for using group sparse regularization when the underlying group structure is consistent with the data. Moreover, the theory predicts some limitations of the group Lasso formulation that are confirmed by simulation studies. Recent development of compressive sensing has greatly benefited radar imaging problems. In this paper, we investigate the problem of obtaining enhanced targets such as ships and airplanes, where targets often exhibit structured sparsity. A novel structured sparsity-driven autofocus algorithm is proposed based on sparse Bayesian framework.The structured sparse prior is imposed on the target scene in a statistical manner. Based on a statistical framework, the proposed algorithm can simultaneously cope with structured sparse recovery and phase error correction problem. The focused high-resolution radar image can be obtained by iteratively estimating scattering coefficients and phase. Due to the structured sparse constraint, the proposed algorithm can desirably preserve the target region and alleviate over-shrinkage problem, compared to previous sparsity-driven auto-focus approaches.Moreover, to accelerate convergence rate of the algorithm, we propose to adaptively eliminate noise-only range cells in estimating phase errors. The selection is conveniently conducted based on the parameters controlling sparsity degree of the signal in the proposed hierarchical model.The simulated and real data experimental results demonstrate that the proposed algorithm can obtain more concentrated images with much smaller number of iterations, particularly in low SNR and highly under-sampling scenarios. HighlightsA novel structured sparsity-driven autofocus algorithm is proposed based on sparse Bayesian framework.To accelerate convergence rate of the algorithm, we propose to adaptively eliminate noise-only range cells in phase error estimation stage.The proposed algorithm can obtain more concentrated images with much smaller number of iterations, particularly in low SNR and highly under-sampling scenarios.