A ReLU-based hard-thresholding algorithm for non-negative sparse signal recovery

Abstract

In numerous applications, such as DNA microarrays, face recognition, and spectral unmixing, we need to acquire a non-negative K-sparse signal x from an underdetermined linear model y=Ax+v, where A is a sensing matrix and v is a noise vector. In this paper, we first propose a ReLU-based hard-thresholding algorithm (RHT) to recover x by taking advantage of its non-negative sparsity. Two sufficient conditions for stable recovery with RHT are then developed, which are respectively based on the restricted isometry property (RIP) and mutual coherence of the sensing matrix A. As far as we know, these two sufficient conditions are the best for hard-thresholding-type algorithms. Numerical experiments show that RHT has better overall recovery performance in the recovery non-negative sparse signals than the non-negative least squares (NNLS) algorithm, some hard-thresholding-type algorithms including the iterative hard-thresholding (IHT) algorithm, hard-thresholding pursuit (HTP), Newton-step-based iterative hard-thresholding algorithm (NSIHT), and Newton-step-based hard-thresholding pursuit (NSHTP), several non-negative sparse recovery approaches including non-negative orthogonal matching pursuit (NNOMP), fast NNOMP (FNNOMP), non-negative orthogonal least squares (NNOLS), and non-negative regularization (NNREG) method. In terms of efficiency, RHT has a similar performance to IHT, and is much more efficient than other tested algorithms.