Title
Fast projection onto the ℓ∞,1-Mixed norm ball using steffensen root search
Date Issued
10 September 2018
Access level
metadata only access
Resource Type
conference paper
Publisher(s)
Institute of Electrical and Electronics Engineers Inc.
Abstract
Mixed norms that promote structured sparsity have broad application in signal processing and machine learning problems. In this work we present a new algorithm for computing the projection onto the ℓ∞,1 ball, which has found application in cognitive neuroscience and classification tasks. This algorithm is based on a Steffensen type root search technique, with a number of improvements over prior root search methods for the same problem. First, we theoretically derive an initial guess for the root search algorithm that helps to reduce the number of iterations to be performed. Second, we change the root search method, and through an analysis of the root search function, we construct a pruning strategy that significantly reduces the number of operations. Numerical simulations show that, compared to the state-of-the-art, our algorithm is between 4 and 5 times faster on average, and of up to 14 times faster for very sparse solutions.
Start page
4694
End page
4698
Volume
2018-April
Language
English
OCDE Knowledge area
Otras ingenierías y tecnologías
Scopus EID
2-s2.0-85054209281
ISBN
9781538646588
Source
ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
ISSN of the container
15206149
Sources of information: Directorio de Producción Científica Scopus