A Generalized Iterated Shrinkage Algorithm for Non-convex Sparse Coding

In many sparse coding based image restoration and image classification problems, using non-convex I <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">p</sub> -norm minimization (0 ≤ p <; 1) can often obtain better results than the convex l <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">1</sub> -norm minimization. A number of algorithms, e.g., iteratively reweighted least squares (IRLS), iteratively thresholding method (ITM-I <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">p</sub> ), and look-up table (LUT), have been proposed for non-convex I <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">p</sub> -norm sparse coding, while some analytic solutions have been suggested for some specific values of p. In this paper, by extending the popular soft-thresholding operator, we propose a generalized iterated shrinkage algorithm (GISA) for I <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">p</sub> -norm non-convex sparse coding. Unlike the analytic solutions, the proposed GISA algorithm is easy to implement, and can be adopted for solving non-convex sparse coding problems with arbitrary p values. Compared with LUT, GISA is more general and does not need to compute and store the look-up tables. Compared with IRLS and ITM-I <sub xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">p</sub> , GISA is theoretically more solid and can achieve more accurate solutions. Experiments on image restoration and sparse coding based face recognition are conducted to validate the performance of GISA.