Exact Biobjective k-Sparse Nonnegative Least Squares - Archive ouverte HAL
Communication Dans Un Congrès Année : 2021

Exact Biobjective k-Sparse Nonnegative Least Squares

Résumé

The k-sparse nonnegative least squares (NNLS) problem is a variant of the standard least squares problem, where the solution is constrained to be nonnegative and to have at most k nonzero entries. Several methods exist to tackle this NP-hard problem, including fast but approximate heuristics, and exact methods based on brute-force or branch-and-bound algorithms. Although intuitive, the k-sparse constraint is sometimes limited; the parameter k can be hard to tune, especially in the case of NNLS with multiple right-hand sides (MNNLS) where the relevant k could differ between columns. In this work, we propose a novel biobjective formulation of the k-sparse nonnegative least squares problem. We present an extension of Arborescent, a branch-and-bound algorithm for exact k-sparse NNLS, that computes the whole Pareto front (that is, the set of optimal solutions for all values of k) instead of only the k-sparse solution, for virtually the same computing cost. We also present a method for MNNLS that enforces a matrix-wise sparsity constraint, by first computing the Pareto front for each column and then selecting one solution per column to build a globally optimal solution matrix. We show the advantages of the proposed approach for the unmixing of hyperspectral images.
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Dates et versions

hal-03439451 , version 1 (22-11-2021)

Identifiants

  • HAL Id : hal-03439451 , version 1

Citer

Nicolas Nadisic, Arnaud Vandaele, Nicolas Gillis, Jérémy E Cohen. Exact Biobjective k-Sparse Nonnegative Least Squares. EUSIPCO 2021 - 29th European Signal Processing Conference, Aug 2021, virtual, France. pp.1-5. ⟨hal-03439451⟩
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