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In-crowd algorithm : ウィキペディア英語版
In-crowd algorithm
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:
\min_x \frac\|y-Ax\|^2_2+\lambda\|x\|_1.
where y is the observed signal, x is the sparse signal to be recovered, Ax is the expected signal under x, and \lambda is the regularization parameter trading off signal fidelity and simplicity.
It consists of the following:
# Declare x to be 0, so the unexplained residual r = y
# Declare the active set I to be the empty set
# Calculate the usefulness u_j = | \langle r A_j \rangle | for each component in I^c
# If on I^c, no u_j > \lambda, terminate
# Otherwise, add L \approx 25 components to I based on their usefulness
# Solve basis pursuit denoising exactly on I, and throw out any component of I whose value attains exactly 0. This problem is dense, so quadratic programming techniques work very well for this sub problem.
# Update r = y - Ax - n.b. can be computed in the subproblem as all elements outside of I are 0
# Go to step 3.
Since every time the in-crowd algorithm performs a global search it adds up to L components to the active set, it can be a factor of L 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



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