sparse image representation via combined transforms - Convex ...

sparse image representation via combined transforms - Convex ... sparse image representation via combined transforms - Convex ...

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10.03.2015 Views

132 CHAPTER 7. FUTURE WORK of block coordinate relaxation is the following: consider minimizing an objective function that is a sum of a residual sum of square and a l 1 penalty term on coefficients x, (B1) minimize x ‖y − Φx‖ 2 2 + λ‖x‖ 1 . Suppose the matrix Φ can be split into several orthogonal and square submatrices, Φ = [Φ 1 , Φ 2 ,... ,Φ k ]; and x can be split into some subvectors accordingly, x =(x T 1 ,xT 2 ,... ,xT k )T . Problem (B1) is equivalent to (B2) minimize x 1 ,x 2 ,... ,x k k∑ k∑ ‖y − Φ i x i ‖ 2 2 + λ ‖x i ‖ 1 . i=1 i=1 When x 1 ,... ,x i−1 ,x i+1 ,... ,x k are fixed but not x i , the minimizer ˜x i of (B2) for x i is ˜x i = η λ/2 ⎛ ⎜ ⎝Φ T i ⎛ ⎜ ⎝y − ⎞⎞ k∑ ⎟⎟ Φ l x l ⎠⎠ , l=1 l≠i where η λ/2 is a soft-thresholding operator (for x ∈ R): { sign(x)(|x|−λ/2), if |x| ≥λ/2, η λ/2 (x) = 0, otherwise. We may iteratively solve problem (B2) and at each iteration, we rotate the soft-thresholding scheme through all subsystems. (Each subsystem is associated with a pair (Φ i ,x i ).) This method is called block coordinate relaxation (BCR) in [124, 125]. Bruce, Sardy and Tseng [124] report that in their experiments, BCR is faster than the interior point method proposed by Chen, Donoho and Saunders [27]. They also note that if some subsystems are not orthogonal, then BCR does not apply. Motivated by BCR, we may split our original optimization problem into several subproblems. (Recall that our matrix Φ is also a combination of submatrices associated with some image transforms.) We can develop another iterative method. In each iteration, we solve each subproblem one by one by assuming that the coefficients associated with other subsystems are fixed. If a subproblem corresponds to an orthogonal matrix, then the solution is simply a result of soft-thresholding of the analysis transform of the residual image. If a subproblem does not correspond to an orthogonal matrix, moreover, if it corresponds to a

7.3. ACCELERATING THE ITERATIVE ALGORITHM 133 overcomplete system, then we use our approach (that uses Newton method and LSQR) to solve it. Compared with the original problem, each subproblem has a smaller size, so hopefully this splitting approach will give us faster convergence than our previously presented global approach (that minimizes the objective function as whole). Some experiments with BCR and its comparison with our approach is an interesting topic for future research.

7.3. ACCELERATING THE ITERATIVE ALGORITHM 133<br />

overcomplete system, then we use our approach (that uses Newton method and LSQR) to<br />

solve it. Compared with the original problem, each subproblem has a smaller size, so hopefully<br />

this splitting approach will give us faster convergence than our previously presented<br />

global approach (that minimizes the objective function as whole).<br />

Some experiments with BCR and its comparison with our approach is an interesting<br />

topic for future research.

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