NAMay 25, 2019
Reconstruction of jointly sparse vectors via manifold optimizationArmenak Petrosyan, Hoang Tran, Clayton Webster
In this paper, we consider the challenge of reconstructing jointly sparse vectors from linear measurements. Firstly, we show that by utilizing the rank of the output data matrix we can reduce the problem to a full column rank case. This result reveals a reduction in the computational complexity of the original problem and enables a simple implementation of joint sparse recovery algorithms for full-rank setting. Secondly, we propose a new method for joint sparse recovery in the form of a non-convex optimization problem on a non-compact Stiefel manifold. In our numerical experiments our method outperforms the commonly used $\ell_{2,1}$ minimization in the sense that much fewer measurements are required for accurate sparse reconstructions. We postulate this approach possesses the desirable rank aware property, that is, being able to take advantage of the rank of the unknown matrix to improve the recovery.
NANov 21, 2023
Orthogonally weighted $\ell_{2,1}$ regularization for rank-aware joint sparse recovery: algorithm and analysisArmenak Petrosyan, Konstantin Pieper, Hoang Tran
We propose and analyze an efficient algorithm for solving the joint sparse recovery problem using a new regularization-based method, named orthogonally weighted $\ell_{2,1}$ ($\mathit{ow}\ell_{2,1}$), which is specifically designed to take into account the rank of the solution matrix. This method has applications in feature extraction, matrix column selection, and dictionary learning, and it is distinct from commonly used $\ell_{2,1}$ regularization and other existing regularization-based approaches because it can exploit the full rank of the row-sparse solution matrix, a key feature in many applications. We provide a proof of the method's rank-awareness, establish the existence of solutions to the proposed optimization problem, and develop an efficient algorithm for solving it, whose convergence is analyzed. We also present numerical experiments to illustrate the theory and demonstrate the effectiveness of our method on real-life problems.
OCApr 24, 2020
Nonconvex regularization for sparse neural networksKonstantin Pieper, Armenak Petrosyan
Convex $\ell_1$ regularization using an infinite dictionary of neurons has been suggested for constructing neural networks with desired approximation guarantees, but can be affected by an arbitrary amount of over-parametrization. This can lead to a loss of sparsity and result in networks with too many active neurons for the given data, in particular if the number of data samples is large. As a remedy, in this paper, a nonconvex regularization method is investigated in the context of shallow ReLU networks: We prove that in contrast to the convex approach, any resulting (locally optimal) network is finite even in the presence of infinite data (i.e., if the data distribution is known and the limiting case of infinite samples is considered). Moreover, we show that approximation guarantees and existing bounds on the network size for finite data are maintained.
LGOct 7, 2019
Neural network integral representations with the ReLU activation functionArmenak Petrosyan, Anton Dereventsov, Clayton Webster
In this effort, we derive a formula for the integral representation of a shallow neural network with the ReLU activation function. We assume that the outer weighs admit a finite $L_1$-norm with respect to Lebesgue measure on the sphere. For univariate target functions we further provide a closed-form formula for all possible representations. Additionally, in this case our formula allows one to explicitly solve the least $L_1$-norm neural network representation for a given function.
LGMay 24, 2019
Greedy Shallow Networks: An Approach for Constructing and Training Neural NetworksAnton Dereventsov, Armenak Petrosyan, Clayton Webster
We present a greedy-based approach to construct an efficient single hidden layer neural network with the ReLU activation that approximates a target function. In our approach we obtain a shallow network by utilizing a greedy algorithm with the prescribed dictionary provided by the available training data and a set of possible inner weights. To facilitate the greedy selection process we employ an integral representation of the network, based on the ridgelet transform, that significantly reduces the cardinality of the dictionary and hence promotes feasibility of the greedy selection. Our approach allows for the construction of efficient architectures which can be treated either as improved initializations to be used in place of random-based alternatives, or as fully-trained networks in certain cases, thus potentially nullifying the need for backpropagation training. Numerical experiments demonstrate the tenability of the proposed concept and its advantages compared to the conventional techniques for selecting architectures and initializations for neural networks.