Tractability of interpretability via selection of group-sparse models

Group-based sparsity models are proven instrumental in linear regression problems for recovering signals from much fewer measurements than standard compressive sensing. A promise of these models is to lead to “interpretable” signals for which we identify its constituent groups, however we show that, in general, claims of correctly identifying the groups with convex relaxations would lead to polynomial time solution algorithms for an NP-hard problem. Instead, leveraging a graph-based understanding of group models, we describe group structures which enable correct model identification in polynomial time via dynamic programming. We also show that group structures that lead to totally unimodular constraints have tractable relaxations. Finally, we highlight the non-convexity of the Pareto frontier of group-sparse approximations and what it means for tractability.

Presented at:
IEEE International Symposium on Information Theory Proceedings (ISIT), 2013, Istanbul, Turkey, July 7-13, 2013

 Record created 2015-02-02, last modified 2018-03-17

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