Title
Efficient Projection onto the $\ell_{\infty,1}$ Mixed-Norm Ball Using a Newton Root Search Method
Date Issued
January 2019
Access level
restricted access
Resource Type
journal article
Publisher(s)
Society for Industrial and Applied Mathematics Publications
Abstract
Mixed norms that promote structured sparsity have numerous applications in signal processing and machine learning problems. In this work, we present a new algorithm, based on a Newton root search technique, for computing the projection onto the l ∞,1 ball, which has found application in cognitive neuroscience and classification tasks. Numerical simulations show that our proposed method is between 8 and 10 times faster on average, and up to 20 times faster for very sparse solutions, than the previous state of the art. Tests on real functional magnetic resonance image data show that, for some data distributions, our algorithm can obtain speed improvements by a factor of between 10 and 100, depending on the implementation. © 2019 Society for Industrial and Applied Mathematics.
Start page
604
End page
623
Volume
12
Issue
1
Number
3
Language
English
Scopus EID
2-s2.0-85064230441
Source
SIAM Journal on Imaging Sciences
ISSN of the container
1936-4954
Sponsor(s)
\ast Received by the editors September 10, 2018; accepted for publication (in revised form) January 14, 2019; published electronically March 26, 2019. http://www.siam.org/journals/siims/12-1/M121252.html Funding: The work of the authors was supported by the ``Programa Nacional de Innovacion para la Compet-itividad y Productividad"" (Innovate Peru) Program, 169-Fondecyt-2015, and by the U.S. Department of Energy through the LANL/LDRD Program. \dagger Electrical Engineering Department, Pontificia Universidad Cato\'lica del Peru\', Lima, Peru\' (gustavo.chau@pucp. edu.pe, prodrig@pucp.edu.pe). \ddagger Theoretical Division, Los Alamos National Laboratory, Los Alamos, NM 87545 (brendt@lanl.gov).
Sources of information:
Directorio de Producción Científica