On the Convergence of a Bayesian Algorithm for Joint Dictionary Learning and Sparse Recovery

Dictionary learning (DL) is a well-researched problem, where the goal is to learn a dictionary from a finite set of noisy training signals, such that the training data admits a sparse representation over the dictionary. While several solutions are available in the literature, relatively little is kn...

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Veröffentlicht in:IEEE transactions on signal processing Jg. 68; S. 343 - 358
Hauptverfasser: Joseph, Geethu, Murthy, Chandra R.
Format: Journal Article
Sprache:Englisch
Veröffentlicht: New York IEEE 2020
The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Schlagworte:
Algorithms
Bayesian analysis
Computational geometry
Convergence
Convexity
Cost function
Dictionaries
dictionary learning
Machine learning
Mathematical analysis
Noise reduction
non-convex optimization
Optimization
Sparse representation
Stability
Training
ISSN:1053-587X, 1941-0476
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Zusammenfassung:Dictionary learning (DL) is a well-researched problem, where the goal is to learn a dictionary from a finite set of noisy training signals, such that the training data admits a sparse representation over the dictionary. While several solutions are available in the literature, relatively little is known about their convergence and optimality properties. In this paper, we make progress on this problem by analyzing a Bayesian algorithm for DL. Specifically, we cast the DL problem into the sparse Bayesian learning (SBL) framework by imposing a hierarchical Gaussian prior on the sparse vectors. This allows us to simultaneously learn the dictionary as well as the parameters of the prior on the sparse vectors using the expectation-maximization algorithm. The dictionary update step turns out to be a non-convex optimization problem, and we present two solutions, namely, an alternating minimization (AM) procedure and an Armijo line search (ALS) method. We analytically show that the ALS procedure is globally convergent, and establish the stability of the solution by characterizing its limit points. Further, we prove the convergence and stability of the overall DL-SBL algorithm, and show that the minima of the cost function of the overall algorithm are achieved at sparse solutions. As a concrete example, we consider the application of the SBL-based DL algorithm to image denoising, and demonstrate the efficacy of the algorithm relative to existing DL algorithms.
Bibliographie:ObjectType-Article-1
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ISSN:1053-587X
1941-0476
DOI:10.1109/TSP.2019.2954526