資源簡介
解決L1正則化問題的一系列最新算法,可以嘗試!
本人親自測試過,好用。
壓縮傳感、稀疏表達方向的,都可以用。

代碼片段和文件信息
%?Test?script?for?comparing?fast?L-1?solvers?via?Gaussian?projections
%?Copyright??010.?The?Regents?of?the?University?of?California?(Regents).?
%?All?Rights?Reserved.?Contact?The?Office?of?Technology?Licensing?
%?UC?Berkeley?2150?Shattuck?Avenue?Suite?510?Berkeley?CA?94720-1620?
%?(510)?643-7201?for?commercial?licensing?opportunities.
%?Authors:?Arvind?Ganesh?Allen?Y.?Yang?Zihan?Zhou.
%?Contact:?Allen?Y.?Yang?Department?of?EECS?University?of?California
%?Berkeley.?
%?IN?NO?EVENT?SHALL?REGENTS?BE?LIABLE?TO?ANY?PARTY?FOR?DIRECT?INDIRECT?
%?SPECIAL?INCIDENTAL?OR?CONSEQUENTIAL?DAMAGES?INCLUDING?LOST?PROFITS?
%?ARISING?OUT?OF?THE?USE?OF?THIS?SOFTWARE?AND?ITS?DOCUMENTATION?EVEN?IF?
%?REGENTS?HAS?BEEN?ADVISED?OF?THE?POSSIBILITY?OF?SUCH?DAMAGE.
%?REGENTS?SPECIFICALLY?DISCLAIMS?ANY?WARRANTIES?INCLUDING?BUT?NOT?LIMITED
%?TO?THE?IMPLIED?WARRANTIES?OF?MERCHANTABILITY?AND?FITNESS?FOR?A?
%?PARTICULAR?PURPOSE.?THE?SOFTWARE?AND?ACCOMPANYING?DOCUMENTATION?IF?ANY?
%?PROVIDED?HEREUNDER?IS?PROVIDED?“AS?IS“.?REGENTS?HAS?NO?OBLIGATION?TO?
%?PROVIDE?MAINTENANCE?SUPPORT?UPDATES?ENHANCEMENTS?OR?MODIFICATIONS.
clear;
clc;
close?all;
RandStream.setDefaultStream(RandStream(‘mt19937ar‘‘seed‘1));
DEBUG?=?1;
addpath?L1Solvers
%%?Classicaly?Interior-Point?Methods
METHOD_OMP?=?0;
%?Orthogonal?Matching?Pursuit:?Implementation?adapted?from?SparseLab
METHOD_BP?=?1;
%?Scott?Chen?et?al.?Atomic?Decomposition?By?Basis?Pursuit.
%%?Homotopy?Methods
METHOD_HOMOTOPY?=?2;
%?Salman?Asif?et?al.?Dynamic?Updating?for?L1?Minimization.
%?David?Donoho?et?al.?Fast?solution?of?L1-norm?minimization?problems?when?
%?the?solution?may?be?sparse.
METHOD_PFP?=?3;
%?Mark?Plumbley?Recovery?of?Sparse?Representations?by?Polytope?Faces
%?Pursuit.
METHOD_L1LS?=?4;
%?S.?Kim?et?al.?A?Method?for?Large-Scale?l1-Regularized?Least?Squares.
%%?Iterative?Thresholding?Methods
METHOD_SpaRSA?=?5;
%?Stephen?Wright?et?al.?Sparse?Reconstruction?by?Separable?Approximation.
%%?Nesterov‘s?Methods
METHOD_FISTA?=?6;
%?Amir?Beck?et?al.?A?Fast?Iterative?Shrinkage-Thresholding?Algorithm?
%?for?Linear?Inverse?Problems
%%?Alternating?Direction?Method
METHOD_ALM?=?7;
%%?Test?parameters
l1Method?=?METHOD_BP;
STOPPING_GROUND_TRUTH?=?-1;
STOPPING_DUALITY_GAP?=?1;
STOPPING_SPARSE_SUPPORT?=?2;
STOPPING_objectIVE_VALUE?=?3;
STOPPING_SUBGRADIENT?=?4;
stoppingCriterion?=?STOPPING_GROUND_TRUTH;
tryCount?=?10;
n?=?2000;
noiseVariance?=?0.01;
maxIteration?=?5000;
isNonnegative?=?false;
lambda?=?1e-2;
tolerance?=?0.5;
dimensionIndex=0;
for?d=300:200:1900
????for?sparsityRatio=0.1
????????
????????dimensionIndex?=?dimensionIndex?+?1;????????
????????k=ceil(sparsityRatio*n);
????????
????????currentRunTime?=?0;
????????currentIteration?=?0;
????????currentL2Error?=?0;
????????for?tryIndex?=?1:tryCount
????????????%?Generate?Gaussian?dictionary
????????????AMatrix?=?randn(dn);
????????????matrixNorm?=?AMatrix.‘*AMatrix;
????????????matrixNorm?=?sqrt(diag(matrixNorm)).
?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----
?????目錄???????????0??2010-06-27?15:43??l1benchmark\
?????文件????????6148??2010-07-01?09:33??l1benchmark\.DS_Store
?????目錄???????????0??2010-07-20?23:31??__MACOSX\
?????目錄???????????0??2010-07-20?23:31??__MACOSX\l1benchmark\
?????文件??????????82??2010-07-01?09:33??__MACOSX\l1benchmark\._.DS_Store
?????文件?????????313??2010-07-14?14:51??l1benchmark\l1benchmark.mat
?????目錄???????????0??2010-07-14?14:46??l1benchmark\L1Solvers\
?????文件???????15364??2010-07-14?14:53??l1benchmark\L1Solvers\.DS_Store
?????目錄???????????0??2010-07-20?23:31??__MACOSX\l1benchmark\L1Solvers\
?????文件??????????82??2010-07-14?14:53??__MACOSX\l1benchmark\L1Solvers\._.DS_Store
?????文件????????5081??2010-07-13?11:03??l1benchmark\L1Solvers\SolveDALM.m
?????文件?????????348??2010-07-13?11:03??__MACOSX\l1benchmark\L1Solvers\._SolveDALM.m
?????文件????????5072??2010-07-13?10:23??l1benchmark\L1Solvers\SolveDALM_fast.m
?????文件?????????395??2010-07-13?10:23??__MACOSX\l1benchmark\L1Solvers\._SolveDALM_fast.m
?????文件????????6991??2010-07-13?11:04??l1benchmark\L1Solvers\SolveFISTA.m
?????文件?????????332??2010-07-13?11:04??__MACOSX\l1benchmark\L1Solvers\._SolveFISTA.m
?????文件???????14059??2010-07-13?10:29??l1benchmark\L1Solvers\SolveHomotopy.m
?????文件??????????82??2010-07-13?10:29??__MACOSX\l1benchmark\L1Solvers\._SolveHomotopy.m
?????文件????????9435??2010-07-13?11:03??l1benchmark\L1Solvers\SolveL1LS.m
?????文件??????????82??2010-07-13?11:03??__MACOSX\l1benchmark\L1Solvers\._SolveL1LS.m
?????文件????????7689??2010-07-13?11:01??l1benchmark\L1Solvers\SolveOMP.m
?????文件??????????82??2010-07-13?11:01??__MACOSX\l1benchmark\L1Solvers\._SolveOMP.m
?????文件????????5674??2010-07-13?11:03??l1benchmark\L1Solvers\SolvePALM.m
?????文件?????????346??2010-07-13?11:03??__MACOSX\l1benchmark\L1Solvers\._SolvePALM.m
?????文件????????7781??2010-07-13?11:02??l1benchmark\L1Solvers\SolvePDIPA.m
?????文件??????????82??2010-07-13?11:02??__MACOSX\l1benchmark\L1Solvers\._SolvePDIPA.m
?????文件???????10834??2010-07-13?11:01??l1benchmark\L1Solvers\SolvePFP.m
?????文件??????????82??2010-07-13?11:01??__MACOSX\l1benchmark\L1Solvers\._SolvePFP.m
?????文件???????25740??2010-07-14?14:42??l1benchmark\L1Solvers\SolveSpaRSA.m
?????文件??????????82??2010-07-14?14:42??__MACOSX\l1benchmark\L1Solvers\._SolveSpaRSA.m
?????文件????????8158??2010-07-14?14:53??l1benchmark\test_fast_l1_speed.m
............此處省略1個文件信息
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