Sparse approximation based on a random overcomplete basis

TL;DR

This paper analyzes sparse data approximation using a random overcomplete basis, comparing $ ext{l}_0$- and $ ext{l}_1$-based methods through theoretical and practical evaluations, including image compression applications.

Contribution

It provides an analytical comparison of $ ext{l}_0$- and $ ext{l}_1$-based sparse approximation methods using statistical mechanics and evaluates practical algorithms like orthogonal matching pursuit.

Findings

$ ext{l}_0$-based method outperforms $ ext{l}_1$-based method analytically.

Orthogonal matching pursuit outperforms $ ext{l}_1$-based algorithms in practice.

Potential for developing more effective greedy algorithms for $ ext{l}_0$-based approximation.

Abstract

We discuss a strategy of sparse approximation that is based on the use of an overcomplete basis, and evaluate its performance when a random matrix is used as this basis. A small combination of basis vectors is chosen from a given overcomplete basis, according to a given compression rate, such that they compactly represent the target data with as small a distortion as possible. As a selection method, we study the $\ell_0$- and $\ell_1$-based methods, which employ the exhaustive search and $\ell_1$-norm regularization techniques, respectively. The performance is assessed in terms of the trade-off relation between the representation distortion and the compression rate. First, we evaluate the performance analytically in the case that the methods are carried out ideally, using methods of statistical mechanics. Our result clarifies the fact that the $\ell_0$-based method greatly outperforms the $\ell_1$-based one. Second, we examine the practical performances of two well-known algorithms, orthogonal matching pursuit and approximate message passing, when they are used to execute the $\ell_0$- and $\ell_1$-based methods, respectively. Our examination shows that orthogonal matching pursuit achieves a much better performance than the exact execution of the $\ell_1$-based method, as well as approximate message passing. However, regarding the $\ell_0$-based method, there is still room to design more effective greedy algorithms than orthogonal matching pursuit. Finally, we evaluate the performances of the algorithms when they are applied to image data compression.