Work

Iterative Cauchy Thresholding: Regularisation With A Heavy-Tailed Prior

Year: 2020
Type: conference-paper
Abstract: In the machine learning era, sparsity continues to attract significant interest due to the benefits it provides to learning models. Algorithms aiming to optimise the ℓ0- and ℓ1-norm are the common choices to achieve sparsity. In this work, an alternative algorithm is proposed, which is derived based on the assumption of a Cauchy distribution characterising the coefficients in sparse domains. The Cauchy distribution is known to be able to capture heavy-tails in the data, which are linked to sparse processes. We begin by deriving the Cauchy proximal operator and subsequently propose an algorithm for optimising a cost function which includes a Cauchy penalty term. We have coined our contribution as Iterative Cauchy Thresholding (ICT). Results indicate that sparser solutions can be achieved using ICT in conjunction with a fixed over-complete discrete cosine transform dictionary under a sparse coding methodology.
Authors: Perla Mayo, Robin Holmes, Alin Achim
Language: English
Open Access status: green
OpenAlex ID: W3013132426
FWCI: 0.222
Cites: 13
Cited by: 1
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