A Novel Regularization Based on the Error Function for Sparse Recovery

Weihong Guo, Yifei Lou, Jing Qin, Ming Yan

Research output: Contribution to journalArticlepeer-review

29 Scopus citations

Abstract

Regularization plays an important role in solving ill-posed problems by adding extra information about the desired solution, such as sparsity. Many regularization terms usually involve some vector norms. This paper proposes a novel regularization framework that uses the error function to approximate the unit step function. It can be considered as a surrogate function for the L norm. The asymptotic behavior of the error function with respect to its intrinsic parameter indicates that the proposed regularization can approximate the standard L, L1 norms as the parameter approaches to 0 and ∞, respectively. Statistically, it is also less biased than the L1 approach. Incorporating the error function, we consider both constrained and unconstrained formulations to reconstruct a sparse signal from an under-determined linear system. Computationally, both problems can be solved via an iterative reweighted L1 (IRL1) algorithm with guaranteed convergence. A large number of experimental results demonstrate that the proposed approach outperforms the state-of-the-art methods in various sparse recovery scenarios.

Original languageEnglish
Article number31
JournalJournal of Scientific Computing
Volume87
Issue number1
DOIs
StatePublished - Apr 2021

Bibliographical note

Publisher Copyright:
© 2021, The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature.

Funding

The authors would like to acknowledge Dr.?Chao Wang for providing sparse recovery codes and the anonymous reviewers for their comments and suggestions. This research was initialized at the American Institute of Mathematics Structured Quartet Research Ensembles (SQuaREs), July 22?26, 2019. WG was partially supported by NSF DMS-1521582. YL was partially supported by NSF CAREER 1846690. JQ was partially supported by NSF DMS-1941197. MY was partially supported by NSF DMS-2012439. The MATLAB codes of this manuscript will be available under https://sites.google.com/site/louyifei/Software after publication.

FundersFunder number
American Institute of Mathematics Structured Quartet Research Ensembles
National Science Foundation Arctic Social Science Program1846690, DMS-1941197, 1941197, 1521582, DMS-1521582, DMS-2012439

    Keywords

    • Biaseness
    • Compressed sensing
    • Error function
    • Iterative reweighted L
    • Sparsity

    ASJC Scopus subject areas

    • Software
    • Theoretical Computer Science
    • Numerical Analysis
    • General Engineering
    • Computational Mathematics
    • Computational Theory and Mathematics
    • Applied Mathematics

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