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Iteratively Reweighted Least Squares for Basis Pursuit with Global Linear Convergence Rate

NeurIPS 2021 · Learning theory and algorithms › Matrix and tensor methods · approach: Nonconvex low-rank and sparse optimization · 12 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
adversarial initial weights (large on the true support) instead of uniform weights (ablation)IRLS for basis pursuit · N=16000 sparse recoverysupport identification iteration: 30 -> 39Hurt
adversarial initial weights instead of uniform weights (ablation)IRLS for basis pursuit · N=16000 sparse recoveryinstantaneous linear convergence factor mu(k): mu(1)=0.980, stabilizing around 0.79Hurt
adversarial initialization affects eventual behavior (ablation)IRLS for basis pursuit · N=16000 sparse recoveryeventual convergence behaviorNo clear effect

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