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Dynamic Screening with Approximate Dictionaries

Cassio Fraga Dantas 1 Rémi Gribonval 1
1 PANAMA - Parcimonie et Nouveaux Algorithmes pour le Signal et la Modélisation Audio
Inria Rennes – Bretagne Atlantique , IRISA-D5 - SIGNAUX ET IMAGES NUMÉRIQUES, ROBOTIQUE
Abstract : Various strategies to accelerate the Lasso optimization have been recently proposed. Among them, screening rules provide a way to safely eliminate inactive variables, thus reducing the problem’s dimensionality. Another line of work consists in replacing the dictionary matrix by a structured approximation of it, which is faster to manipulate. This paper proposes a method to conciliate both strategies. First, we show how to obtain safe screening rules for the exact problem while manipulating an approximate dictionary. We then adapt an existing screening rule to this new framework and define a general procedure to leverage the advantages of both strategies. Significant complexity reductions are obtained in comparison to screening rules alone.
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https://hal.inria.fr/hal-01598021
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Submitted on : Friday, September 29, 2017 - 10:38:00 AM
Last modification on : Thursday, January 7, 2021 - 4:32:43 PM
Long-term archiving on: : Saturday, December 30, 2017 - 12:39:24 PM

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  • HAL Id : hal-01598021, version 1

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Cassio Fraga Dantas, Rémi Gribonval. Dynamic Screening with Approximate Dictionaries. XXVIème colloque GRETSI, Sep 2017, Juan-les-Pins, France. ⟨hal-01598021⟩

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