is combinatorial in nature, are there efficient methods for finding the sparsest solution? These questions have been answered positively and constructively in recent years, exposing a wide variety of surprising phenomena; in particular, the existence of easily-verifiable conditions under which optimally-sparse

This paper focuses on defining a measure, appropriate for obtaining optimally sparse solutions to underdetermined systems of linear equations.1 The general idea is the extension of metrics in n-dimensional spaces via the Cartesian product of metric spaces. 1

on finding the correct uncertainty relation or the optimally sparse solution for nearly all subsets but not necessarily all of them, and allows to considerably sharpen previously known results [9, 10]. In fact, we show that the fraction of sets (T, Ω) for which the above properties do not hold can be upper

functions are symmetric, nonconcave on (0, ∞), and have singularities at the origin to produce sparse solutions. Furthermore, the penalty functions should be bounded by a constant to reduce bias and satisfy certain conditions to yield continuous solutions. A new algorithm is proposed for optimizing

-to-implement algorithm that is extremely efficient at addressing problems in which the optimal solution has low rank. The algorithm is iterative and produces a sequence of matrices {X k, Y k} and at each step, mainly performs a soft-thresholding operation on the singular values of the matrix Y k. There are two

fraction of the output is corrupted. This work is related to the problem of finding sparse solutions to vastly underdetermined systems of linear equations. There are also significant connections with the problem of recovering signals from highly incomplete measurements. In fact, the results introduced

of the manifold on which the data may possibly reside. Recently, there has been some interest (Tenenbaum et aI, 2000 ; The core algorithm is very simple, has a few local computations and one sparse eigenvalu e problem. The solution reflects th e intrinsic geom etric structure of the manifold. Th e justification

stage by gradually pruning the support value spectrum and optimizing the hyperparameters during the sparse approximation procedure. In this paper, twenty public domain benchmark datasets are used to evaluate the test set performance of LS-SVM classifiers with linear, polynomial and radial basis function

This paper proposes a new algorithm for training support vector machines: Sequential Minimal Optimization, or SMO. Training a support vector machine requires the solution of a very large quadratic programming (QP) optimization problem. SMO breaks this large QP problem into a series of smallest

Abstract—Finding optimal sparse solutions to estimation problems, particularly in underdetermined regimes has recently gained much attention. Most existing literature study linear models in which the squared error is used as the measure of discrepancy to be minimized. However, in many applications