Exact Recovery of Sparsely-Used Dictionaries / 3087
Daniel A. Spielman, Huan Wang, John Wright
We consider the problem of learning sparsely used dictionaries with an arbitrary square dictionary and a random, sparse coefficient matrix. We prove that O (n log n) samples are sufficient to uniquely determine the coefficient matrix. Based on this proof, we design a polynomial-time algorithm, called Exact Recovery of Sparsely-Used Dictionaries (ER-SpUD), and prove that it probably recovers the dictionary and coefficient matrix when the coefficient matrix is sufficiently sparse. Simulation results show that ER-SpUD reveals the true dictionary as well as the coefficients with probability higher than many state-of-the-art algorithms.