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压缩感知的共轭梯度迭代硬阈值分割与矩阵完备化

Conjugate gradient iterative hard thresholding for compressed sensing and matrix completion
课程网址: http://videolectures.net/sahd2014_tanner_compressed_sensing/  
主讲教师: Jared Tanner
开课单位: 牛津大学
开课时间: 2014-10-29
课程语种: 英语
中文简介:
压缩感测和矩阵完成是可以利用数据的简单性来更有效地获取数据的技术。例如,如果已知矩阵的等级(大约)低,则可以从其几个条目中恢复该矩阵。在过去的8年中,针对这些问题的高效计算算法的设计和分析已经得到了广泛的研究。在本次演讲中,我们提出了一种新算法,该算法可以在较低的每次迭代复杂度与快速渐近收敛之间取得平衡。对于小规模问题和大规模并行GPU实现,该算法已显示出比该地区任何其他已知算法更快的恢复时间。该算法适用于经典的非线性共轭梯度算法,并显示了线性代数视角对压缩感知和矩阵完成的有效性。
课程简介: Compressed sensing and matrix completion are techniques by which simplicity in data can be exploited for more efficient data acquisition. For instance, if a matrix is known to be (approximately) low rank then it can be recovered from few of its entries. The design and analysis of computationally efficient algorithms for these problems has been extensively studies over the last 8 years. In this talk we present a new algorithm that balances low per iteration complexity with fast asymptotic convergence. This algorithm has been shown to have faster recovery time than any other known algorithm in the area, both for small scale problems and massively parallel GPU implementations. The new algorithm adapts the classical nonlinear conjugate gradient algorithm and shows the efficacy of a linear algebra perspective to compressed sensing and matrix completion.
关 键 词: 获取数据; 新算法
课程来源: 视频讲座网
数据采集: 2020-10-12:zyk
最后编审: 2020-10-12:zyk
阅读次数: 44