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What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
IRLS for Sparse Recovery Revisited: Examples of Failure a...
Aleksandr Y. Aravkin, James V. Burke, Daiwei He · 2019-10-16 · via math.ST updates on arXiv.org

Compressed sensing is a central topic in signal processing with myriad applications, where the goal is to recover a signal from as few observations as possible. Iterative re-weighting is one of the fundamental tools to achieve this goal. This paper re-examines the iteratively reweighted least squares (IRLS) algorithm for sparse recovery proposed by Daubechies, Devore, Fornasier, and Güntürk in \emph{Iteratively reweighted least squares minimization for sparse recovery}, {\sf Communications on Pure and Applied Mathematics}, {\bf 63}(2010) 1--38. Under the null space property of order $K$, the authors show that their algorithm converges to the unique $k$-sparse solution for $k$ strictly bounded above by a value strictly less than $K$, and this $k$-sparse solution coincides with the unique $\ell_1$ solution. On the other hand, it is known that, for $k$ less than or equal to $K$, the $k$-sparse and $\ell_1$ solutions are unique and coincide. The authors emphasize that their proof method does not apply for $k$ sufficiently close to $K$, and remark that they were unsuccessful in finding an example where the algorithm fails for these values of $k$. In this note we construct a family of examples where the Daubechies-Devore-Fornasier-Güntürk IRLS algorithm fails for $k=K$, and provide a modification to their algorithm that provably converges to the unique $k$-sparse solution for $k$ less than or equal to $K$ while preserving the local linear rate. The paper includes numerical studies of this family as well as the modified IRLS algorithm, testing their robustness under perturbations and to parameter selection.