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Straight-Through Meets Sparse Recovery: the Support Exploration Algorithm
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Applies the straight-through estimator to sparse support recovery, yielding the Support Exploration Algorithm (SEA), which explores more supports than IHT/HTP/OMP/ELS and comes with RIP-based recovery guarantees.
Problem
Sparse support recovery (model selection) from noisy linear measurements is NP-hard; existing greedy and thresholding algorithms explore limited supports and struggle with strongly coherent matrices, and STE, used for quantized networks, is poorly understood theoretically.
Approach
Reparameterize the k-sparse problem as minimizing F(H(z)) where H projects a dense support-exploration variable z onto the best k-sparse least-squares solution on its top-k support, and update z with a straight-through gradient computed at the sparse iterate; the best iterate seen is returned, letting the method explore many supports.
Key results
- In phase transition experiments, SEA initialized with ELS (SEA-ELS) outperforms all tested algorithms for all m/n, with the largest gains for coherent matrices (m/n < 0.4).
- In spike deconvolution (coherence 0.97), cold-start SEA has the lowest average support distance for every sparsity k in 1 to 50, while ELS, OMP and OMPR are trapped in local minima.
- Theoretical guarantee: under a (2k+1)-RIP condition and a min-magnitude condition on the true signal, SEA recovers the true support within a bounded number of iterations; the RIP-based conditions are more stringent than those of existing methods.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use cold-start SEA instead of OMP, HTP, or IHT | Gaussian phase-transition support recovery · Phase transition diagram (Gaussian matrices) | support recovery threshold | Helped |
| Post-process OMP with SEA | OMP · Phase transition diagram (Gaussian matrices) | support recovery threshold | Helped |
| Post-process ELS with SEA | ELS · Phase transition diagram (Gaussian matrices) | support recovery threshold | Helped |
| Post-process OMP or ELS with HTP or IHT | OMP and ELS · Phase transition diagram (Gaussian matrices) | support recovery threshold | Mixed |
| Use cold-start SEA instead of competing algorithms | Spike deconvolution · Spike deconvolution | average support distance | Helped |
| Post-process OMP or ELS with SEA | OMP and ELS · Spike deconvolution | average support distance | Helped |
| Initialize SEA with zero rather than an existing algorithm's solution (ablation) | SEA · Spike deconvolution | average support distance | Helped |
| Warm-start SEA from ELS or OMP rather than zero (ablation) | SEA · Spike deconvolution | average support distance | Hurt |
| Warm-start SEA from ELS rather than zero (ablation) | SEA · Phase transition diagram (Gaussian matrices) | support recovery threshold | Helped |
| Warm-start SEA from OMP rather than zero (ablation) | SEA · Phase transition diagram (Gaussian matrices) | support recovery threshold | Mixed |
Surprising findings
- The loss along SEA iterations oscillates strongly, yet the best iterate is retained, and the convergence proofs do not rely on decrease of the objective.
- SEA explores about two times fewer supports than ELS while outperforming it in deconvolution experiments.
Limitations
- Theoretical guarantees require RIP conditions that do not hold for coherent matrices where SEA performs best, so the empirical advantage is not explained by the theory.
- Conditions on the true signal (ratio of max to min nonzero magnitude) make recovery guarantees restrictive; the RIP-based condition is more stringent than the state of the art.
- Halting criterion and step size were not tuned; the method uses a fixed large number of iterations.
Experimental setup
Datasets: synthetic Gaussian matrices synthetic convolution (Gaussian filter) spike deconvolution problems
Benchmarks: phase transition diagram (n=500) spike deconvolution (n=500, sparsity 1 to 50)
Metrics: success rate of exact support recovery support distance phase transition threshold at 95% success
Baselines: IHT HTP OMP OMPR ELS LASSO
Builds on: BinaryConnect Hard Thresholding Pursuit Iterative Hard Thresholding Orthogonal Matching Pursuit
Closest papers by meaning
- Sparse Support Recovery with Non-smooth Loss Functions (NeurIPS 2016 · similarity 0.89)
- The Price of Sparsity: Sufficient Conditions for Sparse Recovery using Sparse and Sparsified Measurements (NeurIPS 2025 · similarity 0.88)
- The Iterative Optimal Brain Surgeon: Faster Sparse Recovery by Leveraging Second-Order Information (NeurIPS 2024 · similarity 0.88)
- Iterative Regularization with k-support Norm: An Important Complement to Sparse Recovery (AAAI 2024 · similarity 0.88)
- Gradient Compressed Sensing: A Query-Efficient Gradient Estimator for High-Dimensional Zeroth-Order Optimization (ICML 2024 · similarity 0.86)
- How many measurements are enough? Bayesian recovery in inverse problems with general distributions (NeurIPS 2025 · similarity 0.86)
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