Robust 1-bit Compressed Sensing with Iterative Hard Thresholding

Abstract

In 1-bit compressed sensing, the aim is to estimate a $k$-sparse unit vector $x\in S^{n-1}$ within an $ε$ error (in $\ell_2$) from minimal number of linear measurements that are quantized to just their signs, i.e., from measurements of the form $y = \mathrm{Sign}(\langle a, x\rangle).$ In this paper, we study a noisy version where a fraction of the measurements can be flipped, potentially by an adversary. In particular, we analyze the Binary Iterative Hard Thresholding (BIHT) algorithm, a proximal gradient descent on a properly defined loss function used for 1-bit compressed sensing, in this noisy setting. It is known from recent results that, with $\tilde{O}(\frac{k}ε)$ noiseless measurements, BIHT provides an estimate within $ε$ error. This result is optimal and universal, meaning one set of measurements work for all sparse vectors. In this paper, we show that BIHT also provides better results than all known methods for the noisy setting. We show that when up to $τ$-fraction of the sign measurements are incorrect (adversarial error), with the same number of measurements as before, BIHT agnostically provides an estimate of $x$ within an $\tilde{O}(ε+τ)$ error, maintaining the universality of measurements. This establishes stability of iterative hard thresholding in the presence of measurement error. To obtain the result, we use the restricted approximate invertibility of Gaussian matrices, as well as a tight analysis of the high-dimensional geometry of the adversarially corrupted measurements.