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中国工业与应用数学学会会刊
主管:中华人民共和国教育部
主办:西安交通大学
ISSN 1005-3085  CN 61-1269/O1

工程数学学报 ›› 2019, Vol. 36 ›› Issue (5): 489-503.doi: 10.3969/j.issn.1005-3085.2019.05.001

• •    下一篇

基于 Log-sum 惩罚的 Poisson 噪声下矩阵恢复算法

高萌萌,  韩国栋,  曹文飞   

  1. 陕西师范大学数学与信息科学学院,西安 710119
  • 收稿日期:2017-10-20 接受日期:2018-01-16 出版日期:2019-10-15 发布日期:2019-12-15
  • 通讯作者: 曹文飞 E-mail: caowenf2015@gmail.com
  • 基金资助:
    国家自然科学基金(61603235);中央高校基本科研业务费(GK201503016);陕西省自然科学基础研究计划项目(2018JQ1032).

Log-sum Penalized Poisson Loss Minimization for Matrix Recovery

GAO Meng-meng,  HAN Guo-dong,  CAO Wen-fei   

  1. School of Mathematics and Information Science, Shaanxi Normal University, Xi'an 710119
  • Received:2017-10-20 Accepted:2018-01-16 Online:2019-10-15 Published:2019-12-15
  • Contact: W. Cao. E-mail address: caowenf2015@gmail.com
  • Supported by:
    The National Natural Science Foundation of China (61603235); the Fundamental Research Funds for the Central Universities (GK201503016); the Natural Science Foundation of Shaanxi Province (2018JQ1032).

摘要: 在工程应用中,例如智能交通系统、数据挖掘以及距离测量等,大部分矩阵恢复模型均基于矩阵秩函数的凸松弛---矩阵核范数而提出,并取得显著性的恢复效果.但是压缩感知的有关研究表明,凸松弛函数在信号恢复问题上有诸多局限性.因而,本文采用非凸松弛函数来解决 Poisson 噪声污染的矩阵恢复问题.具体来说,本文首先引入一个 Log-sum 非凸函数正则的恢复模型;然后,我们为此模型设计一个高效的求解算法并分析了其收敛性质.模拟和实际数据的实验结果表明,本文提出的方法相比于现有方法具有良好的恢复性能.

关键词: 矩阵恢复, 非凸松弛, Log-sum 函数, Poisson 噪声

Abstract: In engineering applications, including intelligent transportation systems, data mining, distance measurements etc., most of matrix recovery models are proposed based on the convex relaxation of matrix rank function, and have obtained the significant recovery performances. However, the studies of compression sensing show that the convex relaxation function has many disadvantages in the signal recovery task. In this paper, the non-convex relaxation function is thus exploited to solve the matrix recovery problem under Poisson noise. In specific, a Log-sum function regularized recovery model is introduced, and then an efficient algorithm is designed for the proposed model and its convergence result is also provided. Experimental results on the simulated and real data demonstrate that the proposed method can obtain better recovery performance compared with the existing methods.

Key words: matrix recovery, non-convex relaxation, Log-sum function, Poisson noise

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