Sparse Models for Machine Learning

TL;DR

This paper introduces the fundamental theory of sparse modeling and compressive sensing, discusses methods for sparse solution recovery, and explores applications in machine learning such as dictionary learning and signal processing.

Contribution

It provides an overview of sparse modeling theory, recovery methods, and highlights diverse applications in statistics, neuroscience, and computer vision.

Findings

Sparse models effectively capture parsimony principles across disciplines.

Efficient algorithms for sparse solution recovery are discussed.

Applications include biological data analysis, brain activity mapping, and image processing.

Abstract

The sparse modeling is an evident manifestation capturing the parsimony principle just described, and sparse models are widespread in statistics, physics, information sciences, neuroscience, computational mathematics, and so on. In statistics the many applications of sparse modeling span regression, classification tasks, graphical model selection, sparse M-estimators and sparse dimensionality reduction. It is also particularly effective in many statistical and machine learning areas where the primary goal is to discover predictive patterns from data which would enhance our understanding and control of underlying physical, biological, and other natural processes, beyond just building accurate outcome black-box predictors. Common examples include selecting biomarkers in biological procedures, finding relevant brain activity locations which are predictive about brain states and processes based on fMRI data, and identifying network bottlenecks best explaining end-to-end performance. Moreover, the research and applications of efficient recovery of high-dimensional sparse signals from a relatively small number of observations, which is the main focus of compressed sensing or compressive sensing, have rapidly grown and became an extremely intense area of study beyond classical signal processing. Likewise interestingly, sparse modeling is directly related to various artificial vision tasks, such as image denoising, segmentation, restoration and superresolution, object or face detection and recognition in visual scenes, and action recognition. In this manuscript, we provide a brief introduction of the basic theory underlying sparse representation and compressive sensing, and then discuss some methods for recovering sparse solutions to optimization problems in effective way, together with some applications of sparse recovery in a machine learning problem known as sparse dictionary learning.