ITDec 30, 2015
Methods for Quantized Compressed SensingHao-Jun Michael Shi, Mindy Case, Xiaoyi Gu et al.
In this paper, we compare and catalog the performance of various greedy quantized compressed sensing algorithms that reconstruct sparse signals from quantized compressed measurements. We also introduce two new greedy approaches for reconstruction: Quantized Compressed Sampling Matching Pursuit (QCoSaMP) and Adaptive Outlier Pursuit for Quantized Iterative Hard Thresholding (AOP-QIHT). We compare the performance of greedy quantized compressed sensing algorithms for a given bit-depth, sparsity, and noise level.
LGJun 29, 2022
Provably Efficient Reinforcement Learning for Online Adaptive Influence MaximizationKaixuan Huang, Yu Wu, Xuezhou Zhang et al.
Online influence maximization aims to maximize the influence spread of a content in a social network with unknown network model by selecting a few seed nodes. Recent studies followed a non-adaptive setting, where the seed nodes are selected before the start of the diffusion process and network parameters are updated when the diffusion stops. We consider an adaptive version of content-dependent online influence maximization problem where the seed nodes are sequentially activated based on real-time feedback. In this paper, we formulate the problem as an infinite-horizon discounted MDP under a linear diffusion process and present a model-based reinforcement learning solution. Our algorithm maintains a network model estimate and selects seed users adaptively, exploring the social network while improving the optimal policy optimistically. We establish $\widetilde O(\sqrt{T})$ regret bound for our algorithm. Empirical evaluations on synthetic network demonstrate the efficiency of our algorithm.
NASep 4, 2014
Practical approximate projection schemes in greedy signal space methodsChris Garnatz, Xiaoyi Gu, Alison Kingman et al.
Compressive sensing (CS) is a new signal acquisition paradigm which shows that far fewer samples are required to reconstruct sparse signals than previously thought. Although most of the literature focuses on signals sparse in a fixed orthonormal basis, recently the Signal Space CoSaMP (SSCoSaMP) greedy method was developed for the reconstruction of signals compressible in arbitrary redundant dictionaries. The algorithm itself needs access to approximate sparse projection schemes, which have been difficult to obtain and analyze. This paper investigates the use of several different projection schemes and catalogs for what types of signals each scheme can successfully be utilized. In addition, we present novel hybrid projection methods which outperform all other schemes on a wide variety of signal classes.
NANov 12, 2015
A note on practical approximate projection schemes in signal space methodsXiaoyi Gu, Deanna Needell, Shenyinying Tu
Compressive sensing (CS) is a new technology which allows the acquisition of signals directly in compressed form, using far fewer measurements than traditional theory dictates. Recently, many so-called signal space methods have been developed to extend this body of work to signals sparse in arbitrary dictionaries rather than orthonormal bases. In doing so, CS can be utilized in a much broader array of practical settings. Often, such approaches often rely on the ability to optimally project a signal onto a small number of dictionary atoms. Such optimal, or even approximate, projections have been difficult to derive theoretically. Nonetheless, it has been observed experimentally that conventional CS approaches can be used for such projections, and still provide accurate signal recovery. In this letter, we summarize the empirical evidence and clearly demonstrate for what signal types certain CS methods may be used as approximate projections. In addition, we provide theoretical guarantees for such methods for certain sparse signal structures. Our theoretical results match those observed in experimental studies, and we thus establish both experimentally and theoretically that these CS methods can be used in this context. \end{abstract}
OCSep 30, 2016
A Primer on Coordinate Descent AlgorithmsHao-Jun Michael Shi, Shenyinying Tu, Yangyang Xu et al.
This monograph presents a class of algorithms called coordinate descent algorithms for mathematicians, statisticians, and engineers outside the field of optimization. This particular class of algorithms has recently gained popularity due to their effectiveness in solving large-scale optimization problems in machine learning, compressed sensing, image processing, and computational statistics. Coordinate descent algorithms solve optimization problems by successively minimizing along each coordinate or coordinate hyperplane, which is ideal for parallelized and distributed computing. Avoiding detailed technicalities and proofs, this monograph gives relevant theory and examples for practitioners to effectively apply coordinate descent to modern problems in data science and engineering.