model-based compressive sensing presenter: jason david bonior ece / cmr tennessee technological...
TRANSCRIPT
Model-Based Compressive Sensing
Presenter: Jason David Bonior
ECE / CMR
Tennessee Technological University
November 5, 2010
Reading Group
(Richard G. Baraniuk, Volkan Cevher, Marco F. Duarte, Chinmay Hegde )
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Outline
■ Introduction■ Compressive Sensing■ Beyond Sparse and Compressible Signals■ Model-Based Signal Recovery Algorithms■ Example: Wavelet Tree Model■ Example: Block-Sparse Signals and Signal Ensembles■ Conclusions
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Introduction
■ Shannon/Nyquist Sampling□ Sampling rate must be 2x the Fourier bandwidth□ Not always feasible
■ Reduction of dimensionality by representing as sparse set of coefficients in a basis expansion
□ Sparse means that K << N coefficients are nonzero and need to be transmitted/stored/etc.
■ Compressive Sensing can be used instead of Nyquist Sampling when the signal in known to be sparse or compressible
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Background on Compressive SensingSparse Signals
■ We can represent any signal in terms of coefficients of a basis set:
■ A signal is K-Sparse iff K << N entries are nonzero■ Support of x (supp(x)) is a list of the indices for nonzero
entries■ The set of all K-sparse signals is the union of the , K-
dimensional subspaces aligned with the coordinate axes in □ Denote this union of subspaces by
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Background on Compressive SensingCompressible Signals
■ Many signals are not sparse but can be expressed as such□ Called “Compressible Signals”
■ Given a signal with coefficients that when sorted in order of decreasing magnitude decay according to power law:
□ Because of the rapid decay of the coefficients such signals can be approximated as K-sparse
▪ Error for such approximations is given by:
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Background on Compressive SensingCompressible Signals
■ Expressing a compressible signal as K-sparse is known as Transform Coding.□ Record signal’s full N samples□ Express in terms of basis functions□ Discard all but K largest coefficients□ Encode coefficients and their locations
■ Transform Coding has drawbacks□ Must start with full N samples□ Must compute all N coefficients□ Must encode locations of coefficients we keep
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Background on Compressive SensingRestricted Isometry Property (RIP)
■ Compressive Sensing combines signal acquisition and compression by using a measurement matrix
■ In order to recover a good estimate of our signal x from M compressive measurements our measurement matrix must satisfy the Restricted Isometry Property
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Background on Compressive SensingRecovery Algorithms
■ We can conceive of an infinite amount of signal coefficient vectors which will produce the same set of compressive measurements. If we seek the sparsest x that satisfies y:
We recover a K-sparse signal from M = 2K compressive measurements. This is a combinatorial NP-Complete problem and is not stable in the presence of noise.□ Need to find another way to solve this problem
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Background on Compressive SensingRecovery Algorithms
■ Convex Optimization□ Linear program, polynomial time□ Adaptations exist to handle noise
▪ Basis Pursuit with Denoising (BPDN), Complexity-Based Regularization, and Dantzig Selector
■ Greedy Search□ Matching Pursuit, Orthogonal Matching Pursuit, StOMP, Iterative
Hard Thresholding (IHT), CoSaMP, Subspace Pursuit (SP)▪ All use a best L-term approximation for the estimated signal
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Background on Compressive SensingPerformance Bounds on Signal Recovery
■ For compressive measurements
□ All l1 techniques and CoSaMP, SP, IHT iterative techniques offer stable recovery with performance close to optimal K-term approximation
□ With random Φ all results hold with high probability▪ In a noise free setting these offer perfect recovery▪ In the presence of noise the mean-square error is given by:
▪ For an s-compressible signal with noise of bounded norm the mean-sqaure error is:
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Beyond Sparse and Compressible Signals
■ Coefficients of both natural and manmade signals often exhibit interdependency□ We can model this structure in order to:
▪ Reduce the degrees of freedom▪ Reduce the number of compressive measurements needed to
reconstruct the signal
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Beyond Sparse and Compressible Signals Model-Sparse Signals
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Beyond Sparse and Compressible Signals Model-Based RIP
■ If x is K-sparse we can relax RIP constraint on Φ.
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Beyond Sparse and Compressible Signals Model-Compressible Signals
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Beyond Sparse and Compressible Signals
■ Nested Model Approximations and Residual Subspaces
■ Restricted Amplification Property (RAmP)□ The number of compressive measurements M required for a
random matrix to be MK-RIP is determined by the number of canonical subspaces mK. This does not extend to model-compressible signals.
□ We can analyze the robustness by looking at the signal outside its K-term approximation and considering it noise
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Beyond Sparse and Compressible Signals
■ Restricted Amplification Property (RAmP)□ A matrix Φ has the (εK,r)-RAmP for the residual subspaces Rj,K of
model M if:
■ We can determine the number of measurements M required for a random measurement matrix Φ to have RAmP with high probability:
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Model-Based Signal Recovery Algorithms
■ For greedy algorithms just replace the K-term approximation step with the corresponding K-term model-based approximation
■ These algorithms have fewer subspaces to search so fewer measurements are required to obtain the same accuracy of conventional CS
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Model-Based Signal Recovery AlgorithmsModel-Based CoSaMP
■ CoSaMP was chosen because: □ It offers robust recovery on
par with the best convex-optimization approaches
□ It has a simple iterative greedy structure which can be easily modified for the model-based case
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Model-Based Signal Recovery AlgorithmsPerformance of Model-Sparse Signal Recovery
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Model-Based Signal Recovery AlgorithmsPerformance of Model-Compressible Signal Recovery
■ We use RAmP as a condition on our measurement matrix Φ to obtain a robustness guarantee for signal recovery with noisy measurements:
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Model-Based Signal Recovery AlgorithmsRobustness to Model Mismatch
■ A model mismatch occurs when the model chosen does not exactly match the signal we are trying to recover.
■ We start with the best case possibility: □ Model-based CoSaMP (Sparsity mismatch):
□ (Compressibility mismatch):
■ Worst Case: We end up requiring the same number of measurements required for conventional CS
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Model-Based Signal Recovery AlgorithmsComputational Complexity of Model-Based Recovery
■ Model-based algorithms are different from the standard forms of the algorithms in two ways:□ There is a reduction in the number of required measurements.
This reduces the computational complexity.□ K-term approximation can be implemented using a simple
sorting algorithm (low cost implementation).
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Example: Wavelet Tree Model
■ Wavelet coefficients can be naturally organized into a tree structure with the largest coefficients clustering together along the branches of the tree.□ This motivated the authors towards a connected tree model for
wavelet coefficients.▪ Previous work did not utilize bounds on the number of compressive
measurements.
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Example: Wavelet Tree ModelTree-Sparse Signals
■ The wavelet representation of a signal x is given by:
■ Nested supports create a parent/child relationship between the wavelet coefficients at different scales.
■ Discontinuities create larger coefficients which results in a chain from root to leaf.□ This relationship has been exploited in many wavelet processing
and compression algorithms.
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Example: Wavelet Tree ModelTree-Sparse Signals
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Example: Wavelet Tree ModelTree-Based Approximation
■ The optimal approximation for tree-based signal recovery:
□ An efficient algorithm exists, Condensing Sort and Select Algorithm (CSSA).
▪ CSSA solves by condensing nonmonotonic segments of the branches using iterative sort and average.
□ Subtree approximations coincide with K-term approximations when the wavelet coefficients are monotonically non-increasing along the tree branches out from the root.
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Example: Wavelet Tree ModelTree-Based Approximation
■ CSSA solves by condensing nonmonotonic segments of the branches using iterative sort and average.□ Condensed nodes are called supernodes□ This can also be implemented as a greedy search among nodes
▪ The algorithm calculates the average wavelet coefficient for the subtree rooted at that node
▪ records the largest average among all the subtrees as the energy for that node
▪ search for the unselected node with the largest energy and add the subtree corresponding to the node's energy to the estimated support as a supernode
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Example: Wavelet Tree ModelTree-Based Approximation
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Example: Wavelet Tree ModelTree-Compressible Signals
■ Tree approximation classes contain signals with wavelet coefficients that have loose decay from coarse to fine scales.
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Example: Wavelet Tree ModelStable Tree-Based Recovery from Compressive Measurements
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Example: Wavelet Tree ModelExperiments
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Example: Wavelet Tree ModelExperiments
■ Monte Carlo simulation study on impact of number of measurements M on the model-based and conventional recovery for a class of tree-sparse piece-wise polynomials
■ Each point is from measuring normalized recovery error of 500 sample trials
■ For each trial: □ generate new piecewise-polynomial signal with five polynomial
pieces of cubic degree and randomly placed discontinuities□ compute K-term tree-approx using CSSA □ measure resulting signal using matrix with i.i.d. Gaussian entries
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Example: Wavelet Tree ModelExperiments
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Example: Wavelet Tree ModelExperiments
■ Generated sample piecewise-polynomial signals as before■ Computed K-term tree-approximation■ Computed M measurements of each approximation■ Added Gaussian noise of expected norm■ Recovered the signal using CoSaMP and model-based
recovery ■ Measured the error for each case
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Example: Wavelet Tree ModelExperiments
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Example: Wavelet Tree ModelExperiments
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Example: Block Sparse Signals and Signal Ensembles
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■ Locations of significant coefficients cluster in blocks under a specific sorting order
■ This has been investigated in CS applications: □ DNA microarrays□ Magnetoencephalography
■ There is a similar problem in CS for signal ensembles like sensor networks and MIMO communication□ Several signals share a common coefficient support set□ The signal can be re-shaped as single vector by concatenation
then the coefficients rearranged so the vector has block sparsity
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Example: Block Sparse Signals and Signal Ensembles
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■ Block-Sparse Signals
■ Block-Based Approximation
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Example: Block Sparse Signals and Signal Ensembles
■ Block-Compressible Signals
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Example: Block Sparse Signals and Signal Ensembles
■ Double Block-Based Recovery from Compressible Measurements□ The same number of measurements is required for block-sparse
and block-compressible signals.□ The bound on the number of measurements required is:
□ The first term of this bound matches the order of the bound for conventional CS.
□ The second term represents a linear dependence on the size of the block J.
▪ The number of measurements M = O(KJ+K*log(N/K))▫ An improvement over conventional CS
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Example: Block Sparse Signals and Signal Ensembles
■ Double Block-Based Recovery from Compressible Measurements□ We can break an M x JN dense matrix in a distributed setting
into J pieces of size M x N, calculate the CS at each sensor, then sum the results for the complete vector
□ According to our bound:
for large values of J, the number of measurements required is lower than that required for recovery of each signal independently.
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Example: Block Sparse Signals and Signal Ensembles
■ Experiments□ Comparison of model-based recovery to CoSaMP for block-
sparse signals.□ The model-based procedures are several times faster than
convex optimization based procedures.
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Example: Block Sparse Signals and Signal Ensembles
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Example: Block Sparse Signals and Signal Ensembles
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Conclusions
■ Signal Models can produce significant performance gains over conventional CS
■ Wavelet procedure offers considerable speed-up■ Block-sparse procedure can recover signals with fewer
measurements than each sensor recovering the signals independently
Future Work:□ The authors have only considered models that are geometrically
described as the union of subspaces. There may be potential to extend these models to more complex geometries.
□ It may be possible to integrate these models into other iterative algorithms
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Thank you!
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