题目:压缩感知重构算法之迭代硬阈值(Iterative Hard Thresholding,IHT)
本篇来介绍IHT重构算法。一般在压缩感知参考文献中,提到IHT时一般引用的都是文献【1】,但IHT实际上是在文献【2】中提出的。IHT并不是一种凸优化算法,它类似于OMP,是一种迭代算法,但它是由一个优化问题推导得到的。文献【1】和文献【2】的作者相同,署名单位为英国爱丁堡大学(University ofEdinburgh),第一作者的个人主页见参考文献【3】,从个人主页来看,作者现在已到英国南安普敦大学(University of Southampton),作者发表的论文均可以从其个人主页中下载。
文献【1】的贡献是当把IHT应用于压缩感知重构问题时进行了一个理论分析:
1、迭代硬阈值(IHT)的提出
值得一提的是,IHT在文献【2】中提出时并不叫Iterative Hard Thresholding,而是M-Sparse Algorithm,如下图所示:
![](https://i-blog.csdnimg.cn/blog_migrate/83d5ba27aed23c971d0a7ed34b1148da.png)
该算法是为了求解M-稀疏问题(M-sparse problem)式(3.1)而提出的,经过一番推导得到了迭代公式式(3.2),其中HM(·)的含义参见式(3.3)。
这里面最关键的问题是:式(3.2)这个迭代公式是如何推导得到的呢?
以下Step1~Step4推导过程可以参见本文的补充说明:迭代硬阈值(IHT)的补充说明,若要透彻地理解IHT,需要知道Majorization-Minimization优化框架和硬阈值(Hard Thresholding)函数。
2、Step1:替代目标函数
首先,将式(3.1)的目标函数用替代目标函数(surrogate objective fucntion)式(3.5)替换:
![](https://i-blog.csdnimg.cn/blog_migrate/db73ddc23d0a3a95fb88acb3a6504996.png)
这里中的M应该指的是M-sparse,S应该指的是Surrogate。这里要求:
为什么式目标函数式(3.1)可以用式(3.5) 替代呢?这得往回看一下了……
实际上,文献【2】分别针对两个优化问题进行了讨论,本篇主要是文献中的第二个优化问题,由于两个问题有一定的相似性,所以文中在推导第二个问题时进行了一些简化,下面简单回顾一些必要的有关第一个问题的内容,第一个优化问题是:
![](https://i-blog.csdnimg.cn/blog_migrate/f51d1c7bd3810349f743270b97b10bc8.png)
将目标函数定义为:
![](https://i-blog.csdnimg.cn/blog_migrate/3e6d9d0d0ca129c54620ca45e1d82f49.png)
为了推导迭代公式(详见式(2.2)和式(2.3))式(1.5)用如下替代目标函数代替:
![](https://i-blog.csdnimg.cn/blog_migrate/752be365eda26f16f8e7e5a8044923d8.png)
这里注意波浪下划线中提到的“[29]”(参见文献【4】),surrogate objective function的思想来自这篇文件。然后注意对Φ的约束(第一个红框),之后以会有这个约束,个人认为是为了使式(2.5)后半部分大于等于零,即为了使
![](https://i-blog.csdnimg.cn/blog_migrate/fda04f3ff99f47c42badd846378bc0f3.png)
大于等于零(当y=z时这部分等于零)。由此自然就有了式(2.5)与式(1.5)两个目标函数的关系(第二个红框),这也很容易理解,将y=z代入式(2.5)自然可得这个关系。
到此应该明白式(2.5)为什么可以替代式(1.5)了吧……
而我们用式(3.5)替代目标函数
![](https://i-blog.csdnimg.cn/blog_migrate/af3986c346df1ca4fa09a76779e82eac.gif)
的道理是一模一样的。
补充一点:有关对||Φ||2<1的约束文献【2】中有一处提到了如下描述:
3、Step2:替代目标函数变形
接下来,式(3.5)进行了变形:
![](https://i-blog.csdnimg.cn/blog_migrate/437578f05e44cde77e6b792a7f8fdc8d.png)
这个式子是怎么来的呢?我们对式(3.5)进行一下推导:
这里,后面三项2范数的平方是与y无关的项,因此可视为常量,若对参数y求最优化时这三项并不影响优化结果,可略去,因此就有了变形的结果,符号“∝”表示成正比例。
4、Step3:极值点的获得
接下来文献【2】直接给出了极值点:
![](https://i-blog.csdnimg.cn/blog_migrate/4dd8a542254a57e01c5835e6a2155bc7.png)
注意文中提到了“landweder”,搜索一下可知经常出现的是“landweder迭代”,这个暂且不提。那么极值点是如何推导得到的呢?其实就是一个简单的配方,中学生就会的:
令,则
当,取得最小值
5、Step4:迭代公式的获得
极值点得到了,替代目标函数的极小值也得到了:
![](https://i-blog.csdnimg.cn/blog_migrate/1c428414e7f428a2b36630bcc4d725f8.png)
那么如何得到迭代公式式(3.2)呢?这时要注意,推导过程中有一个约束条件一直没管,即式(3.1)中的约束条件:
![](https://i-blog.csdnimg.cn/blog_migrate/7995f6cc003ec5c6086f0c68cb418ac3.png)
也就是向量y的稀疏度不大于M。综合起来说,替代函数的最小值是
那么怎么使这个最小值在向量y的稀疏度不大于M的约束下最小呢,显然是保留最大的M项(因为是平方,所以要取绝对值absolute value),剩余的置零(注意这里有个负号,所以要保留最大的M项)。
至此,我们就得到了迭代公式式(3.2)。
6、IHT算法的MATLAB代码
这里一共给出三个版本的IHT实现:
第一个版本:
在作者的主页有官方版IHT算法MATLAB代码,但有些复杂,这里给出一个简化版的IHT代码,方便理解:
-
function [ y ] = IHT_Basic( x,Phi,M,mu,epsilon,loopmax )
-
%
IHT_Basic
Summary
of
this
function
goes
here
-
%
Version:
1.0 written by jbb0523 @
2016-
07-
30
-
%Reference:Blumensath T, Davies M E. Iterative Thresholding
for Sparse Approximations[J].
-
%Journal
of Fourier Analysis & Applications,
2008,
14(
5):
629-
654.
-
%(Available at: http:
//link.springer.com/article/10.1007%2Fs00041-008-9035-z)
-
% Detailed explanation goes here
-
if nargin <
6
-
loopmax =
3000;
-
end
-
if nargin <
5
-
epsilon =
1e-
3;
-
end
-
if nargin <
4
-
mu =
1;
-
end
-
[x_rows,x_columns] = size(x);
-
if x_rows<x_columns
-
x = x
';%x should be a column vector
-
end
-
n = size(Phi,2);
-
y = zeros(n,1);%Initialize y=0
-
loop = 0;
-
while(norm(x-Phi*y)>epsilon && loop < loopmax)
-
y = y + Phi'*(x-Phi*y)*mu;%update y
-
%the following two lines
of code realize functionality
of H_M(.)
-
%
1st: permute
absolute value
of y
in descending order
-
[ysorted inds] = sort(abs(y),
'descend');
-
%
2nd:
set all but M largest coordinates
to zeros
-
y(inds(M+
1:n)) =
0;
-
loop = loop +
1;
-
end
-
end
第二个版本:(作者给出的官方版本)
文件:hard_l0_Mterm.m(\sparsify_0_5\HardLab)
链接:http://www.personal.soton.ac.uk/tb1m08/sparsify/sparsify_0_5.zip
-
function [s, err_mse, iter_time]=hard_l0_Mterm(x,A,m,M,varargin)
-
%
hard_l0_Mterm: Hard thresholding algorithm that keeps exactly M elements
-
%
in each iteration.
-
%
-
% This algorithm has certain performance guarantees as described
in [
1],
-
% [
2]
and [
3].
-
%
-
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-
% Usage
-
%
-
% [s, err_mse, iter_time]=hard_l0_Mterm(x,P,m,M,
'option_name',
'option_value')
-
%
-
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-
%
-
% Input
-
%
-
%
Mandatory:
-
% x Observation vector to be decomposed
-
% P
Either:
-
%
1) An nxm matrix (n must be dimension of x)
-
%
2) A function handle (type
"help function_format"
-
%
for more information)
-
% Also requires specification of P_trans option.
-
%
3) An object handle (type
"help object_format"
for
-
% more information)
-
% m length of s
-
% M non-zero elements to keep
in each iteration
-
%
-
% Possible additional
options:
-
% (specify as many as you want using
'option_name',
'option_value' pairs)
-
% See below
for explanation of
options:
-
%_________________________________________________________________________
_
-
% option_name
| available option_values | default
-
%--------------------------------------------------------------------------
-
% stopTol
| number (see below) |
1e-
16
-
% P_trans
| function_handle (see below) |
-
% maxIter
| positive integer (see below) | n^
2
-
% verbose
| true, false |
false
-
% start_val
| vector of length m | zeros
-
% step_size
| number |
0 (auto)
-
%
-
% stopping criteria used : (OldRMS-NewRMS)/RMS(x) < stopTol
-
%
-
%
stopTol: Value
for stopping criterion.
-
%
-
%
P_trans: If P is a function handle,
then P_trans has to be specified
and
-
% must be a function handle.
-
%
-
%
maxIter: Maximum number of allowed iterations.
-
%
-
%
verbose: Logical value to allow algorithm progress to be displayed.
-
%
-
%
start_val: Allows algorithms to start from partial solution.
-
%
-
%
-
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%%%
-
%
-
% Outputs
-
%
-
% s Solution vector
-
% err_mse Vector containing mse of approximation error
for each
-
% iteration
-
% iter_time Vector containing computation times
for each iteration
-
%
-
%%%
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-
%
-
% Description
-
%
-
% Implements the M-sparse algorithm described
in [
1], [
2]
and [
3].
-
% This algorithm takes a gradient step
and
then thresholds to only retain
-
% M non-zero elements. It allows the step-size to be calculated
-
% automatically as described
in [
3]
and is therefore now independent from
-
% a rescaling of P.
-
%
-
%
-
% References
-
% [
1] T. Blumensath
and M.E. Davies,
"Iterative Thresholding for Sparse
-
% Approximations", submitted,
2007
-
% [
2] T. Blumensath
and M. Davies;
"Iterative Hard Thresholding for
-
% Compressed Sensing" to appear Applied
and Computational Harmonic
-
% Analysis
-
% [
3] T. Blumensath
and M. Davies;
"A modified Iterative Hard
-
% Thresholding algorithm with guaranteed performance and stability"
-
%
in preparation (title may change)
-
% See Also
-
% hard_l0_reg
-
%
-
% Copyright (c)
2007 Thomas Blumensath
-
%
-
% The University of Edinburgh
-
%
Email: thomas.blumensath@ed.ac.uk
-
% Comments
and bug reports welcome
-
%
-
% This file is part of sparsity Version
0.
4
-
%
Created: April
2007
-
% Modified January
2009
-
%
-
% Part of this toolbox was developed with the support of EPSRC Grant
-
% D000246/
1
-
%
-
% Please read COPYRIGHT.m
for terms
and conditions.
-
-
-
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-
% Default values
and initialisation
-
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-
-
-
-
[n1 n2]=size(x);
-
if n2 ==
1
-
n=n1;
-
elseif n1 ==
1
-
x=x
';
-
n=n2;
-
else
-
error('x must be a vector.
');
-
end
-
-
sigsize = x'*x/n;
-
oldERR = sigsize;
-
err_mse = [];
-
iter_time = [];
-
STOPTOL =
1e-
16;
-
MAXITER = n^
2;
-
verbose =
false;
-
initial_given=
0;
-
s_initial = zeros(m,
1);
-
MU =
0;
-
-
if verbose
-
display(
'Initialising...')
-
end
-
-
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-
% Output variables
-
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-
-
switch nargout
-
case
3
-
comp_err=
true;
-
comp_time=
true;
-
case
2
-
comp_err=
true;
-
comp_time=
false;
-
case
1
-
comp_err=
false;
-
comp_time=
false;
-
case
0
-
error(
'Please assign output variable.')
-
otherwise
-
error(
'Too many output arguments specified')
-
end
-
-
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-
% Look through options
-
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-
-
% Put option into nice format
-
Options={};
-
OS=nargin-
4;
-
c=
1;
-
for i=
1
:OS
-
if isa(varargin{i},
'cell')
-
CellSize=length(varargin{i});
-
ThisCell=varargin{i};
-
for j=
1
:CellSize
-
Options{c}=ThisCell{j};
-
c=c+
1;
-
end
-
else
-
Options{c}=varargin{i};
-
c=c+
1;
-
end
-
end
-
OS=length(Options);
-
if rem(OS,
2)
-
error(
'Something is wrong with argument name and argument value pairs.')
-
end
-
for i=
1
:
2
:OS
-
switch Options{i}
-
case {
'stopTol'}
-
if isa(Options{i+
1},
'numeric') ; STOPTOL = Options{i+
1};
-
else error(
'stopTol must be number. Exiting.');
end
-
case {
'P_trans'}
-
if isa(Options{i+
1},
'function_handle'); Pt = Options{i+
1};
-
else error(
'P_trans must be function _handle. Exiting.');
end
-
case {
'maxIter'}
-
if isa(Options{i+
1},
'numeric'); MAXITER = Options{i+
1};
-
else error(
'maxIter must be a number. Exiting.');
end
-
case {
'verbose'}
-
if isa(Options{i+
1},
'logical'); verbose = Options{i+
1};
-
else error(
'verbose must be a logical. Exiting.');
end
-
case {
'start_val'}
-
if isa(Options{i+
1},
'numeric') && length(Options{i+
1}) == m ;
-
s_initial = Options{i+
1};
-
initial_given=
1;
-
else error(
'start_val must be a vector of length m. Exiting.');
end
-
case {
'step_size'}
-
if isa(Options{i+
1},
'numeric') && (Options{i+
1}) >
0 ;
-
MU = Options{i+
1};
-
else error(
'Stepsize must be between a positive number. Exiting.');
end
-
otherwise
-
error(
'Unrecognised option. Exiting.')
-
end
-
end
-
-
if nargout >=
2
-
err_mse = zeros(MAXITER,
1);
-
end
-
if nargout ==
3
-
iter_time = zeros(MAXITER,
1);
-
end
-
-
-
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-
% Make P
and Pt functions
-
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-
-
if isa(A,
'float') P =@(z) A*z; Pt =@(z) A
'*z;
-
elseif isobject(A) P =@(z) A*z; Pt =@(z) A'*z;
-
elseif isa(A,
'function_handle')
-
try
-
if isa(Pt,
'function_handle'); P=A;
-
else error(
'If P is a function handle, Pt also needs to be a function handle. Exiting.');
end
-
catch error(
'If P is a function handle, Pt needs to be specified. Exiting.');
end
-
else error(
'P is of unsupported type. Use matrix, function_handle or object. Exiting.');
end
-
-
%%%
%%%
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%%%
%%%
-
% Do we start from zero
or
not?
-
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-
-
-
-
if initial_given ==
1;
-
-
if length(find(s_initial)) > M
-
display(
'Initial vector has more than M non-zero elements. Keeping only M largest.')
-
-
end
-
s = s_initial;
-
[ssort sortind] = sort(abs(s),
'descend');
-
s(sortind(M+
1
:end)) =
0;
-
Ps = P(s);
-
Residual = x-Ps;
-
oldERR = Residual
'*Residual/n;
-
else
-
s_initial = zeros(m,1);
-
Residual = x;
-
s = s_initial;
-
Ps = zeros(n,1);
-
oldERR = sigsize;
-
end
-
-
-
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
-
% Random Check to see if dictionary norm is below 1
-
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
-
-
-
x_test=randn(m,1);
-
x_test=x_test/norm(x_test);
-
nP=norm(P(x_test));
-
if abs(MU*nP)>1;
-
display('WARNING! Algorithm likely to become unstable.
')
-
display('Use smaller step-size
or
|| P
||_2 <
1.
')
-
end
-
-
-
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
-
% Main algorithm
-
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
-
if verbose
-
display('Main iterations...
')
-
end
-
tic
-
t=0;
-
done = 0;
-
iter=1;
-
-
while ~done
-
-
if MU == 0
-
-
%Calculate optimal step size and do line search
-
olds = s;
-
oldPs = Ps;
-
IND = s~=0;
-
d = Pt(Residual);
-
% If the current vector is zero, we take the largest elements in d
-
if sum(IND)==0
-
[dsort sortdind] = sort(abs(d),'descend
');
-
IND(sortdind(1:M)) = 1;
-
end
-
-
id = (IND.*d);
-
Pd = P(id);
-
mu = id'*id/(Pd
'*Pd);
-
s = olds + mu * d;
-
[ssort sortind] = sort(abs(s),'descend
');
-
s(sortind(M+1:end)) = 0;
-
Ps = P(s);
-
-
% Calculate step-size requirement
-
omega = (norm(s-olds)/norm(Ps-oldPs))^2;
-
-
% As long as the support changes and mu > omega, we decrease mu
-
while mu > (0.99)*omega && sum(xor(IND,s~=0))~=0 && sum(IND)~=0
-
% display(['decreasing mu
'])
-
-
% We use a simple line search, halving mu in each step
-
mu = mu/2;
-
s = olds + mu * d;
-
[ssort sortind] = sort(abs(s),'descend
');
-
s(sortind(M+1:end)) = 0;
-
Ps = P(s);
-
% Calculate step-size requirement
-
omega = (norm(s-olds)/norm(Ps-oldPs))^2;
-
end
-
-
else
-
% Use fixed step size
-
s = s + MU * Pt(Residual);
-
[ssort sortind] = sort(abs(s),'descend
');
-
s(sortind(M+1:end)) = 0;
-
Ps = P(s);
-
-
end
-
Residual = x-Ps;
-
-
-
ERR=Residual'*Residual/n;
-
if comp_err
-
err_mse(iter)=ERR;
-
end
-
-
if comp_time
-
iter_time(iter)=toc;
-
end
-
-
%%%
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%%%
-
% Are we done yet?
-
%%%
%%%
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%%%
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%%%
%%%
-
-
if comp_err && iter >=
2
-
if ((err_mse(iter-
1)-err_mse(iter))/sigsize<STOPTOL);
-
if verbose
-
display([
'Stopping. Approximation error changed less than ' num2str(STOPTOL)])
-
end
-
done =
1;
-
elseif verbose && toc-t>
10
-
display(sprintf(
'Iteration %i. --- %i mse change',iter ,(err_mse(iter-
1)-err_mse(iter))/sigsize))
-
t=toc;
-
end
-
else
-
if ((oldERR - ERR)/sigsize < STOPTOL) && iter >=
2;
-
if verbose
-
display([
'Stopping. Approximation error changed less than ' num2str(STOPTOL)])
-
end
-
done =
1;
-
elseif verbose && toc-t>
10
-
display(sprintf(
'Iteration %i. --- %i mse change',iter ,(oldERR - ERR)/sigsize))
-
t=toc;
-
end
-
end
-
-
% Also stop
if residual gets too small
or maxIter reached
-
if comp_err
-
if err_mse(iter)<
1e-
16
-
display(
'Stopping. Exact signal representation found!')
-
done=
1;
-
end
-
elseif iter>
1
-
if ERR<
1e-
16
-
display(
'Stopping. Exact signal representation found!')
-
done=
1;
-
end
-
end
-
-
if iter >= MAXITER
-
display(
'Stopping. Maximum number of iterations reached!')
-
done =
1;
-
end
-
-
%%%
%%%
%%%
%%%
%%%
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%%%
%%%
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%%%
%%%
%%%
%%%
-
% If
not done, take another round
-
%%%
%%%
%%%
%%%
%%%
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%%%
%%%
%%%
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%%%
%%%
%%%
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%%%
%%%
%%%
%%%
%%%
-
-
if ~done
-
iter=iter+
1;
-
oldERR=ERR;
-
end
-
end
-
-
-
%%%
%%%
%%%
%%%
%%%
%%%
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%%%
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%%%
%%%
%%%
%%%
-
% Only
return as many elements as iterations
-
%%%
%%%
%%%
%%%
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%%%
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%%%
%%%
%%%
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%%%
%%%
%%%
%%%
%%%
%%%
%%%
-
-
if nargout >=
2
-
err_mse = err_mse(
1
:iter);
-
end
-
if nargout ==
3
-
iter_time = iter_time(
1
:iter);
-
end
-
if verbose
-
display(
'Done')
-
end
第三个版本:
文件:Demo_CS_IHT.m(部分)
链接:http://www.pudn.com/downloads518/sourcecode/math/detail2151378.html
-
function hat_x=cs_iht(y,T_Mat,m)
-
% y=T_Mat*x, T_Mat
is n-
by-m
-
% y - measurements
-
% T_Mat - combination
of random matrix
and sparse representation basis
-
% m - size
of the original signal
-
% the sparsity
is length(y)/
4
-
-
hat_x_tp=zeros(m,
1); % initialization
with the size
of original
-
s=floor(length(y)/
4); % sparsity
-
u=
0.5; % impact factor
-
-
% T_Mat=T_Mat/sqrt(sum(sum(T_Mat.^
2))); % normalizae the whole matrix
-
-
for times=
1:s
-
-
x_increase=T_Mat
'*(y-T_Mat*hat_x_tp);
-
-
hat_x=hat_x_tp+u*x_increase;
-
-
[val,pos]=sort((hat_x),
'descend'); % why? worse performance with abs()
-
-
hat_x(pos(s+
1:
end))=
0; % thresholding, keeping the larges s elements
-
-
hat_x_tp=hat_x; % update
-
-
end
7、单次重构代码
%压缩感知重构算法测试
-
clear all;
close all;clc;
-
M =
64;%观测值个数
-
N =
256;%信号
x的长度
-
K =
10;%信号
x的稀疏度
-
Index_K = randperm(N);
-
x = zeros(N,
1);
-
x(Index_K(
1:K)) =
5*randn(K,
1);%x为K稀疏的,且位置是随机的
-
Psi = eye(N);%x本身是稀疏的,定义稀疏矩阵为单位阵
x=Psi*theta
-
Phi = randn(M,N);%测量矩阵为高斯矩阵
-
Phi = orth(Phi
')';
-
A = Phi * Psi;%传感矩阵
-
% sigma =
0.
005;
-
% e = sigma*randn(M,
1);
-
%
y = Phi *
x + e;%得到观测向量
y
-
y = Phi *
x;%得到观测向量
y
-
%% 恢复重构信号
x
-
tic
-
theta = IHT_Basic(
y,A,K);
-
% theta = cs_iht(
y,A,size(A,
2));
-
% theta = hard_l0_Mterm(
y,A,size(A,
2),round(
1.5*K),
'verbose',true);
-
x_r = Psi * theta;%
x=Psi * theta
-
toc
-
%% 绘图
-
figure;
-
plot(x_r,
'k.-');%绘出
x的恢复信号
-
hold on;
-
plot(
x,
'r');%绘出原信号
x
-
hold off;
-
legend(
'Recovery',
'Original')
-
fprintf(
'\n恢复残差:');
-
norm(x_r-
x)%恢复残差
这里就不给出重构结果了,给出仿真结论:本人编的IHT基本版能够正常工作,但偶尔会重构失败;第二个版本hard_l0_Mterm.m重构效果很好;第三个版本Demo_CS_IHT.m重构效果很差,估计是作者疑问(why? worse performance with abs()),没有加abs取绝对值的原因吧……
8、结束语
8.1有关算法的名字
值得注意的是,在文献【2】中将式(2.2)称为iterative hard-thresholding algorithm,而将式(3.2)称为M-sparse algorithm,在文献【1】中又将式(3.2)称为Iterative Hard Thresholding algorithm (IHTs),一般简称IHT的较多,多余的s指的是s稀疏。可见算法的名称是也是一不断完善的过程啊……
![](https://i-blog.csdnimg.cn/blog_migrate/50bcb13fa5f9139805eeffb33a908ade.png)
8.2与GraDeS算法的关系
如果你学习过GraDeS算法(参见http://blog.csdn.net/jbb0523/article/details/52059296),然后再学习本算法,是不是有一种似曾相似的感觉?
没错,这两个算法的迭代公式几乎是一样的,尤其是文献【1】中的式(12)(如上图第二个红框)进一步拓展了该算法的定义。这个就跟CoSaMP与SP两个算法一样,在GraDeS的提出文献【5】中开始部分还提到了IHT,但后面就没提了,不知道作者是怎么看待这个问题的。如果非说二者有区别,那就是GraDeS的参数γ=1+δ2s,且δ2s<1/3。
所以,有想法得赶紧写成论文发表出来,否则被抢了先机那就……
8.3重构效果问题
另外,在GraDeS算法中提到该算法的重构效果不好,这里注意文献【2】中的一段话:
![](https://i-blog.csdnimg.cn/blog_migrate/156831409edde2908a15596edc021fac.png)
也就是说,IHT作者也意识到了该种算法的问题,并提出了两种应用策略(two strategies for asuccessful application of the methods)。
8.4Landweber迭代
在网上搜索“Landweber迭代”时找到了一段程序[6]:
-
function [x,k]=Landweber(A,b,x0)
-
alfa=1/
sum
(diag(A*A'));
-
k=1;
-
L=200;
-
x=x0;
-
while k<L
-
x1=x;
-
x=x+alfa*A'*(b-A*x);
-
if norm(b-A*x)/norm(b)<
0.005
-
break;
-
elseif norm(x1-x)/norm(x)<
0.001
-
break;
-
end
-
k=k+
1;
-
end
注意该程序的迭代部分“x=x+alfa*A'*(b-A*x);”,除了多了一些alfa系数外,这跟IHT不是基本一样么?或者说与GraDeS有什么区别?
有关LandWeber迭代可参见文献:“Landweber L. An iteration formula for Fredholm integral equations of the first kind[J]. American journal of mathematics, 1951, 73(3): 615-624.”,此处不再多述。
8.5改进算法
作者后来又提出了两个关于IHT的改进算法,分别是RIHT(Normalized IHT)[7]和AIHT(Accelerated IHT)[8]。
提出RIHT主要是由于IHT有一些缺点[7]:
![](https://i-blog.csdnimg.cn/blog_migrate/a84002b1714d69b98ee7ad4890d755a0.png)
新算法RIHT将会有如下优点:
之所以作者提供的软件包(第二个版本IHT)重构效果更好是由于最新版的hard_l0_Mterm.m (\sparsify_0_5\HardLab)程序中已经更新成了RIHT。
![](https://i-blog.csdnimg.cn/blog_migrate/15c96aaf57fb3f50ae92042305ba78a9.png)
RIHT的算法流程如下:
将IHT改进为AIHT后会有如下优点[8]:
![](https://i-blog.csdnimg.cn/blog_migrate/b1dd31fd33ef0f1ace4cf12942876abe.png)
值得注意的是,AIHT应该是一类算法的总称(虽然作者只阐述了两种实现策略),这个类似于FFT是所有DFT快速算法的总称:
8.6稀疏度对IHT的影响
自己可以试一下,IHT输入参数中的稀疏度并不是很关键,若实际稀疏度为K,则稀疏度这个输入参数只要不小于K就可以了,重构效果都挺不错的,比如第三个版本的IHT程序,作者直接将稀疏度定义为信号y长度的四分之一。
8.7作者去向?
细心的人会发现,文献【8】的暑名单位为剑桥大学(University of Oxford),并不是作者主页所在的南安普敦大学(University of Southampton),在文献【8】的最后南提到:
![](https://i-blog.csdnimg.cn/blog_migrate/22c709bdffa8a6970118ee451484fcdc.png)
Previous position?难道作者跳到Oxford了?
9、参考文献
【1】Blumensath T, Davies M E.Iterative hard thresholding for compressed sensing[J]. Applied & Computational HarmonicAnalysis, 2008, 27(3):265-274. (Available at:http://www.sciencedirect.com/science/article/pii/S1063520309000384)
【2】Blumensath T, Davies M E.Iterative Thresholding for Sparse Approximations[J]. Journal of Fourier Analysis & Applications,2008, 14(5):629-654. (Available at:http://link.springer.com/article/10.1007%2Fs00041-008-9035-z)
【3】Homepageof Blumensath T :http://www.personal.soton.ac.uk/tb1m08/index.html
【4】Lange, K., Hunter, D.R., Yang, I.. OptimizationTransfer Using Surrogate Objective Functions[J]. Journal of Computational &Graphical Statistics, 2000, 9(1):1-20. (Available at: http://sites.stat.psu.edu/~dhunter/papers/ot.pdf)
【5】GargR, Khandekar R. Gradient descent with sparsification: an iterative algorithmfor sparse recovery with restricted isometry property[C]//Proceedings of the26th Annual InternationalConference on Machine Learning. ACM, 2009: 337-344
【6】shasying2. landweber迭代方法.http://download.csdn.net/detail/shasying2/5092828
【7】Blumensath T, Davies M E.Normalized Iterative Hard Thresholding: Guaranteed Stability and Performance[J]. IEEE Journal of Selected Topics in Signal Processing, 2010,4(2):298-309.
【8】Blumensath T. Accelerated iterative hard thresholding[J]. Signal Processing, 2012, 92(3):752-756.