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The in-crowd algorithm is a numerical method for solving basis pursuit denoising quickly; faster than any other algorithm for large, sparse problems.〔See ''The In-Crowd Algorithm for Fast Basis Pursuit Denoising'', IEEE Trans Sig Proc 59 (10), Oct 1 2011, pp. 4595 - 4605, (), demo MATLAB code available ()〕 Basis pursuit denoising is the following optimization problem: where is the observed signal, is the sparse signal to be recovered, is the expected signal under , and is the regularization parameter trading off signal fidelity and simplicity. It consists of the following: # Declare to be 0, so the unexplained residual # Declare the active set to be the empty set # Calculate the usefulness for each component in # If on , no , terminate # Otherwise, add components to based on their usefulness # Solve basis pursuit denoising exactly on , and throw out any component of whose value attains exactly 0. This problem is dense, so quadratic programming techniques work very well for this sub problem. # Update - n.b. can be computed in the subproblem as all elements outside of are 0 # Go to step 3. Since every time the in-crowd algorithm performs a global search it adds up to components to the active set, it can be a factor of faster than the best alternative algorithms when this search is computationally expensive. A theorem〔See ''The In-Crowd Algorithm for Fast Basis Pursuit Denoising'', IEEE Trans Sig Proc 59 (10), Oct 1 2011, pp. 4595 - 4605, ()〕 guarantees that the global optimum is reached in spite of the many-at-a-time nature of the in-crowd algorithm. ==Notes== 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「In-crowd algorithm」の詳細全文を読む スポンサード リンク
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