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Learning to Sense Sparse Signals: S Learning to Sense Sparse Signals: S imultaneous Sensing Matrix and Spar imultaneous Sensing Matrix and Spar sifying Dictionary Optimization sifying Dictionary Optimization Julio Martin Duarte-Carvajalino Julio Martin Duarte-Carvajalino , , and Guillermo Sap and Guillermo Sap iro iro University of Minnesota University of Minnesota IEEE Transactions on Image Processing, Vol. 18, No. 7, IEEE Transactions on Image Processing, Vol. 18, No. 7, July 2009 July 2009 Presented by Haojun Chen

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Page 1: Learning to Sense Sparse Signals: Simultaneous Sensing Matrix and Sparsifying Dictionary Optimization Julio Martin Duarte-Carvajalino, and Guillermo Sapiro

Learning to Sense Sparse Signals: SimultanLearning to Sense Sparse Signals: Simultaneous Sensing Matrix and Sparsifying Dictioneous Sensing Matrix and Sparsifying Diction

ary Optimizationary Optimization

Julio Martin Duarte-CarvajalinoJulio Martin Duarte-Carvajalino, , and Guillermo Sapiroand Guillermo Sapiro

University of MinnesotaUniversity of MinnesotaIEEE Transactions on Image Processing, Vol. 18, No. 7, July 2009IEEE Transactions on Image Processing, Vol. 18, No. 7, July 2009

Presented by Haojun Chen

Page 2: Learning to Sense Sparse Signals: Simultaneous Sensing Matrix and Sparsifying Dictionary Optimization Julio Martin Duarte-Carvajalino, and Guillermo Sapiro

OutlineOutline IntroductionIntroduction

Sensing Matrix LearningSensing Matrix Learning

KSVD AlgorithmKSVD Algorithm

Coupled-KSVDCoupled-KSVD

Experiment ResultsExperiment Results

ConclusionConclusion

Page 3: Learning to Sense Sparse Signals: Simultaneous Sensing Matrix and Sparsifying Dictionary Optimization Julio Martin Duarte-Carvajalino, and Guillermo Sapiro

• Compressive Sensing(CS)

• Two fundamental principles• Sparsity• Incoherent Sampling Gramm Matrix: is with all columns normalized

Gramm matrix should be as close to the identity as possible

IntroductionIntroduction

N x 1m x Nm x 1 N x N

=S non-zero

Image source: www.usna.edu/Users/weapsys/avramov/Compressed%20sensing%20tutorial/cs1v4.ppt

Page 4: Learning to Sense Sparse Signals: Simultaneous Sensing Matrix and Sparsifying Dictionary Optimization Julio Martin Duarte-Carvajalino, and Guillermo Sapiro

Sensing Matrix LearningSensing Matrix Learning Assume the dictionary Assume the dictionary is known, the goal is to find the is known, the goal is to find the

sensing matrix such thatsensing matrix such that

Let be the eigen-decomposition of , then Let be the eigen-decomposition of , then

Define Define Objective is to compute to minimizeObjective is to compute to minimize Let be the eigenvalues of , ,Let be the eigenvalues of , ,

,,

Solution: , Solution: ,

Page 5: Learning to Sense Sparse Signals: Simultaneous Sensing Matrix and Sparsifying Dictionary Optimization Julio Martin Duarte-Carvajalino, and Guillermo Sapiro

Sensing Matrix LearningSensing Matrix Learning

Replacing back in terms of (rows of ) Replacing back in terms of (rows of )

Once we obtain ,Once we obtain ,

Algorithm summaryAlgorithm summary

Page 6: Learning to Sense Sparse Signals: Simultaneous Sensing Matrix and Sparsifying Dictionary Optimization Julio Martin Duarte-Carvajalino, and Guillermo Sapiro

KSVD AlgorithmKSVD Algorithm

The objective of the KSVD algorithm is to solve, for a given sparsity level S,

Two stages in KSVD algorithm Sparse Coding Stage: Using MP or BP Dictionary Update Stage

Let and

Page 7: Learning to Sense Sparse Signals: Simultaneous Sensing Matrix and Sparsifying Dictionary Optimization Julio Martin Duarte-Carvajalino, and Guillermo Sapiro

KSVD AlgorithmKSVD Algorithm

Define the group of examples that use ththe group of examples that use thee atom atom

Let , then

Let be the SVD of and define

Solution:Solution:

Page 8: Learning to Sense Sparse Signals: Simultaneous Sensing Matrix and Sparsifying Dictionary Optimization Julio Martin Duarte-Carvajalino, and Guillermo Sapiro

KSVD AlgorithmKSVD Algorithm KSVD algorithm consists of the following key steps:

Initialize Initialize Repeat until convergence:

Sparse Coding Stage:Sparse Coding Stage:

For fixed, solve using OMP to For fixed, solve using OMP to obtain obtain

Dictionary Update Stage:Dictionary Update Stage:

For j=1 to KFor j=1 to K Define the group of examples that use this atom Define the group of examples that use this atom

where P is the number of where P is the number of training square patches and training square patches and

LetLet

where where Obtain the largest singular value of and the corresponding Obtain the largest singular value of and the corresponding

singular vectorssingular vectors Update using Update using

Page 9: Learning to Sense Sparse Signals: Simultaneous Sensing Matrix and Sparsifying Dictionary Optimization Julio Martin Duarte-Carvajalino, and Guillermo Sapiro

Coupled-KSVDCoupled-KSVD

To simultaneously training a dictionary and the projection To simultaneously training a dictionary and the projection matrix , the following optimization problem is consideredmatrix , the following optimization problem is considered

Define , then the above equation can be Define , then the above equation can be rewritten asrewritten as

Solution obtained from KSVD:Solution obtained from KSVD:

where andwhere and

Page 10: Learning to Sense Sparse Signals: Simultaneous Sensing Matrix and Sparsifying Dictionary Optimization Julio Martin Duarte-Carvajalino, and Guillermo Sapiro

Coupled-KSVDCoupled-KSVD Coupled-KSVD algorithm consists of the following key steps:

Initialize Initialize Repeat until convergence:

For fixed, compute using the algorithm in For fixed, compute using the algorithm in sensing matrix learningsensing matrix learning

For fixed, solve For fixed, solve using OMP to obtain using OMP to obtain

For j=1 to KFor j=1 to K Define the group of examples that use this atom Define the group of examples that use this atom where P is the where P is the

number of training square patches and number of training square patches and LetLet where where Obtain the largest singular value of and the Obtain the largest singular value of and the

corresponding singular vectorscorresponding singular vectors

Update usingUpdate using

Page 11: Learning to Sense Sparse Signals: Simultaneous Sensing Matrix and Sparsifying Dictionary Optimization Julio Martin Duarte-Carvajalino, and Guillermo Sapiro

Experiment StrategiesExperiment Strategies Uncoupled random (UR)Uncoupled random (UR)

Uncoupled learning (UL)Uncoupled learning (UL)

Coupled random (CR)Coupled random (CR)

Coupled learning (CL)Coupled learning (CL)

Page 12: Learning to Sense Sparse Signals: Simultaneous Sensing Matrix and Sparsifying Dictionary Optimization Julio Martin Duarte-Carvajalino, and Guillermo Sapiro

Experiment ResultsExperiment Results Training data:Training data: 6600 8 x 8 patches extracted at random from 440 images6600 8 x 8 patches extracted at random from 440 images

Testing dataTesting data 120000 8 x 8 patches from 50 images120000 8 x 8 patches from 50 images

K=64 Complete

K=256 Overcomplete

Comparison of the average MSE of retrieval for the testing patches at different noise level and α

Page 13: Learning to Sense Sparse Signals: Simultaneous Sensing Matrix and Sparsifying Dictionary Optimization Julio Martin Duarte-Carvajalino, and Guillermo Sapiro

Experiment ResultsExperiment Results

K=64 Complete

K=256 Overcomplete

Comparison of the retrieval MSE ratio for CL/CR and CL/UL at different noise level and α

Page 14: Learning to Sense Sparse Signals: Simultaneous Sensing Matrix and Sparsifying Dictionary Optimization Julio Martin Duarte-Carvajalino, and Guillermo Sapiro

Experiment ResultsExperiment Results

Best values of that produced the minimum retrieval MSE and atthe same time the best CL/CR and CL/UL ratios, for a representative noise level of 5%.

Page 15: Learning to Sense Sparse Signals: Simultaneous Sensing Matrix and Sparsifying Dictionary Optimization Julio Martin Duarte-Carvajalino, and Guillermo Sapiro

Experiment ResultsExperiment Results

Testing image consisting of non-overlapping 8 × 8 patches reconstructed from their noisy projections (5% level of noise)

Page 16: Learning to Sense Sparse Signals: Simultaneous Sensing Matrix and Sparsifying Dictionary Optimization Julio Martin Duarte-Carvajalino, and Guillermo Sapiro

Experiment ResultsExperiment Results

Distribution of the off-diagonal elements of the Gramm matrix for each one of four strategies

Page 17: Learning to Sense Sparse Signals: Simultaneous Sensing Matrix and Sparsifying Dictionary Optimization Julio Martin Duarte-Carvajalino, and Guillermo Sapiro

ConclusionsConclusions

Framework for learning optimal sensing matrix foFramework for learning optimal sensing matrix for given sparsifying dictionary was introducedr given sparsifying dictionary was introduced

Novel approach for simultaneously learning the sNovel approach for simultaneously learning the sensing matrix and sparsifying dictionary was proensing matrix and sparsifying dictionary was proposedposed