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arXiv · 1411.5057

Fast Iteratively Reweighted Least Squares Algorithms for Analysis-Based Sparsity Reconstruction

Chen Chen·Junzhou Huang·Lei He·Hongsheng Li
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Abstract

In this paper, we propose a novel algorithm for analysis-based sparsity reconstruction. It can solve the generalized problem by structured sparsity regularization with an orthogonal basis and total variation regularization. The proposed algorithm is based on the iterative reweighted least squares (IRLS) model, which is further accelerated by the preconditioned conjugate gradient method. The convergence rate of the proposed algorithm is almost the same as that of the traditional IRLS algorithms, that is, exponentially fast. Moreover, with the specifically devised preconditioner, the computational cost for each iteration is significantly less than that of traditional IRLS algorithms, which enables our approach to handle large scale problems. In addition to the fast convergence, it is straightforward to apply our method to standard sparsity, group sparsity, overlapping group sparsity and TV based problems. Experiments are conducted on a practical application: compressive sensing magnetic resonance imaging. Extensive results demonstrate that the proposed algorithm achieves superior performance over 14 state-of-the-art algorithms in terms of both accuracy and computational cost.

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Chen Chen, Junzhou Huang, Lei He, Hongsheng Li. 2015-04-28. Fast Iteratively Reweighted Least Squares Algorithms for Analysis-Based Sparsity Reconstruction. https://arxiv.org/abs/1411.5057

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