The package contains a consolidated implementation of nine l-1 minimization algorithms in MATLAB. Each function uses a consistent set of parameters (e.g., stopping criterion and tolerance) to interface with our benchmark scripts.
The package also contains a script to generate the synthetic data shown in the paper [1]. Note: 1. To run the alternating direction method (YALL1), one needs to separately download the package from its authors (following the link at the end of the page). 2. Please properly acknowledge the respective authors in your publications when you use this package.
The delta-rho plot measures the percentage of successes to recover a sparse signal at pairs of (delta, rho) combinations, where delta=d/n is the sampling rate and rho=k/n is the sparsity rate. Then a fixed success rate of 95% over all delta's can be interpolated as a curve in the plot, as shown on the left.In general, the higher the success rates, the better an algorthm recovers dense signals in the l-1 problem.
Observations:
Without concerns about speed and data noise, the success rate of the interior-point method PDIPA is the highest of all the algorithms in the figure, especially when the signal becomes dense.
The success rates of L1LS and Homotopy are similar, and they are very close to those of PDIPA.
The success rates of FISTA and DALM are comparable over all sampling rates. The performance also shows significant improvement over the IST algorithm, namely, SpaRSA.
Fixed Low Sparsity Simulation (only speed is shown here)
The figure on the left shows the average run time over various projection dimensions d, where the ambient dimension is n=2000. A low sparsity is fixed at k=200.
Observations:
The computational complexity of PDIPA grows much faster than the other algorithms. More importantly, in contrast to its noise-free performance, the estimation error also grows exponentially, in which case the algorithm fails to converge to an estimate that is close to the ground truth (please refer to the paper).
L1LS and Homotopy take much longer time to converge than SpaRSA, FISTA, and DALM.
The average run time of DALM is the smallest over all projection dimensions.
Fixed High Sampling Rate Simulation (only speed is shown here)
The figure on the left shows the average run time over various sparsity ratios rho, where the ambient dimension is again n=2000. A high sampling rate is fixed at d=1500.
Observations:
Again, PDIPA significantly underperforms compared to the rest five algorithms in terms of both accuracy and speed.
The average run time of Homotopy grows almost linearly with the sparsity ratio, while the other algorithms are relatively unaffected. Thus, Homotopy is more suitable for scenarios where the unknown signal is expected to have a very small sparsity ratio.
DALM again is the fastest algorithm compared to SpaRSA and FISTA.
Solving Cross-and-Bouquet Model in Robust Face Recognition
This experimenent selects 249 subjects from Multi-PIE, chooses 7 extreme illumination conditions as the training images. The the testing images are corrupted at random pixel coordinates from 0% to 90%. We measure the average classification rate and the speed under different corruption percentages.
Observations:
In terms of accuracy, Homotopy achieves the best overall performance. The performance of PDIPA is very close to Homotopy, achieving the second best overall accuracy. On the other hand, FISTA obtains the lowest recognition rates.
In terms of speed, Homotopy is also one of the fastest algorithm, especially when the pixel corruption percentage is small.