PROMPT: Parallel Iterative Algorithm for $\ell_{p}$ norm linear regression via Majorization Minimization with an application to semi-supervised graph learning

In this paper, we consider the problem of $\ell_{p}$ norm linear regression, which has several applications such as in sparse recovery, data clustering, and semi-supervised learning. The problem, even though convex, does not enjoy a closed-form solution. The state-of-the-art algorithms are iterative but suffer from convergence issues, i.e., they either diverge for p>3 or the convergence to the optimal solution is sensitive to the initialization of the algorithm. Also, these algorithms are not generalizable to every possible value of $p$. In this paper, we propose an iterative algorithm : Parallel IteRative AlgOrithM for $\ell_{P}$ norm regression via MajorizaTion Minimization (PROMPT) based on the principle of Majorization Minimization and prove that the proposed algorithm is monotonic and converges to the optimal solution of the problem for any value of $p$. The proposed algorithm can also parallelly update each element of the regression variable, which helps to handle large scale data efficiently, a common scenario in this era of data explosion. Subsequently, we show that the proposed algorithm can also be applied for the graph based semi-supervised learning problem. We show through numerical simulations that the proposed algorithm converges to the optimal solution for any random initialization and also performs better than the state-of-the-art algorithms in terms of speed of convergence. We also evaluate the performance of the proposed algorithm using simulated and real data for the graph based semi-supervised learning problem.

TELET: A Monotonic Algorithm to Design Large Dimensional Equiangular Tight Frames for Applications in Compressed Sensing

An Equiangular tight frame (ETF) - also known as the Welch-bound-equality sequences - consists of a sequence of unit norm vectors whose absolute inner product is identical and minimal. Due to this unique property, these frames are preferred in different applications such as in constructing sensing matrices for compressed sensing systems, robust transmission, and quantum computing. Construction of ETFs involves solving a challenging non-convex minimax optimization problem, and only a few methods were successful in constructing them, albeit only for smaller dimensions. In this paper, we propose an iterative algorithm named TEchnique to devise Large dimensional Equiangular Tight-frames (TELET-frames) based on the majorization minimization (MM) procedure - in which we design and minimize a tight upper bound for the ETF cost function at every iteration. Since TELET is designed using the MM approach, it inherits useful properties of MM such as monotonicity and guaranteed convergence to a stationary point. Subsequently, we use the derived frames to construct optimized sensing matrix for compressed sensing systems. In the numerical simulations, we show that the proposed algorithm can generate complex and real frames (in the order of hundreds) with very low mutual coherence value when compared to the state-of-the-art algorithm, with a slight increase in computational cost. Experiments using synthetic data and real images reveal that the optimized sensing matrix obtained through the frames constructed by TELET performs better, in terms of image reconstruction accuracy, than the sensing matrix constructed using state-of-the-art methods.

PIANO: A Fast Parallel Iterative Algorithm for Multinomial and Sparse Multinomial Logistic Regression

Multinomial Logistic Regression is a well-studied tool for classification and has been widely used in fields like image processing, computer vision and, bioinformatics, to name a few. Under a supervised classification scenario, a Multinomial Logistic Regression model learns a weight vector to differentiate between any two classes by optimizing over the likelihood objective. With the advent of big data, the inundation of data has resulted in large dimensional weight vector and has also given rise to a huge number of classes, which makes the classical methods applicable for model estimation not computationally viable. To handle this issue, we here propose a parallel iterative algorithm: Parallel Iterative Algorithm for MultiNomial LOgistic Regression (PIANO) which is based on the Majorization Minimization procedure, and can parallely update each element of the weight vectors. Further, we also show that PIANO can be easily extended to solve the Sparse Multinomial Logistic Regression problem - an extensively studied problem because of its attractive feature selection property. In particular, we work out the extension of PIANO to solve the Sparse Multinomial Logistic Regression problem with l1 and l0 regularizations. We also prove that PIANO converges to a stationary point of the Multinomial and the Sparse Multinomial Logistic Regression problems. Simulations were conducted to compare PIANO with the existing methods, and it was found that the proposed algorithm performs better than the existing methods in terms of speed of convergence.