A novel monotonic fixed-point algorithm for l1-regularized least square vector and matrix problem
Jiang, Jiaojiao, Zhang, Haibin and Yu, Shui 2011, A novel monotonic fixed-point algorithm for l1-regularized least square vector and matrix problem, in High performance networking, computing, and communication systems : second international conference, ICHCC 2011, Singapore, May 5-6, 2011, selected papers, Springer-Verlag, Berlin, Germany, pp.476-483.
Attached Files
(Some files may be inaccessible until you login with your Deakin Research Online credentials)
Name
Description
MIMEType
Size
Downloads
Title
A novel monotonic fixed-point algorithm for l1-regularized least square vector and matrix problem
Formatted title
A novel monotonic fixed-point algorithm for l1-regularized least square vector and matrix problem
High performance networking, computing, and communication systems : second international conference, ICHCC 2011, Singapore, May 5-6, 2011, selected papers
Editor(s)
Wu, Yanwen
Publication date
2011
Series
Communications in computer and information science ; 163
Least square problem with l1 regularization has been proposed as a promising method for sparse signal reconstruction (e.g., basis pursuit de-noising and compressed sensing) and feature selection (e.g., the Lasso algorithm) in signal processing, statistics, and related fields. These problems can be cast as l1-regularized least-square program (LSP). In this paper, we propose a novel monotonic fixed point method to solve large-scale l1-regularized LSP. And we also prove the stability and convergence of the proposed method. Furthermore we generalize this method to least square matrix problem and apply it in nonnegative matrix factorization (NMF). The method is illustrated on sparse signal reconstruction, partner recognition and blind source separation problems, and the method tends to convergent faster and sparser than other l1-regularized algorithms.
ISBN
9783642250019 3642250017 9783642250026
ISSN
1865-0929 1865-0937
Language
eng
Field of Research
080201 Analysis of Algorithms and Complexity
Socio Economic Objective
890399 Information Services not elsewhere classified