0


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:
压缩传感和矩阵完成技术可以利用数据的简单性来获得更有效的数据。例如,如果已知一个矩阵是(近似)低秩的,那么它可以从它的几个条目中恢复。在过去的8年里,这些问题的计算效率算法的设计和分析得到了广泛的研究。在这篇演讲中,我们提出了一个新的算法,它平衡了每次迭代的低复杂度和快速的渐近收敛性。该算法在小规模问题和大规模并行GPU实现方面都比其他已知算法具有更快的恢复时间。新算法采用了经典的非线性共轭梯度算法,并从线性代数的角度展示了压缩感知和矩阵完备的有效性。
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: 矩阵; 共轭梯度; 线性代数
课程来源: 视频讲座网
数据采集: 2020-12-07:yxd
最后编审: 2020-12-07:yxd
阅读次数: 24