Support Recovery of Sparse Signals from a Mixture of Linear MeasurementsDownload PDF

21 May 2021, 20:48 (modified: 22 Jan 2022, 05:18)NeurIPS 2021 PosterReaders: Everyone
Keywords: Support Recovery, Mixtures of Linear Regressions, Mixtures of Linear Classifiers, Sparsity, Low Rank Tensor Decomposition
TL;DR: We provide algorithms for support recovery of sparse vectors from a mixture of noisy linear and 1-bit measurements
Abstract: Recovery of support of a sparse vector from simple measurements is a widely studied problem, considered under the frameworks of compressed sensing, 1-bit compressed sensing, and more general single index models. We consider generalizations of this problem: mixtures of linear regressions, and mixtures of linear classifiers, where the goal is to recover supports of multiple sparse vectors using only a small number of possibly noisy linear, and 1-bit measurements respectively. The key challenge is that the measurements from different vectors are randomly mixed. Both of these problems have also received attention recently. In mixtures of linear classifiers, an observation corresponds to the side of the queried hyperplane a random unknown vector lies in; whereas in mixtures of linear regressions we observe the projection of a random unknown vector on the queried hyperplane. The primary step in recovering the unknown vectors from the mixture is to first identify the support of all the individual component vectors. In this work, we study the number of measurements sufficient for recovering the supports of all the component vectors in a mixture in both these models. We provide algorithms that use a number of measurements polynomial in $k, \log n$ and quasi-polynomial in $\ell$, to recover the support of all the $\ell$ unknown vectors in the mixture with high probability when each individual component is a $k$-sparse $n$-dimensional vector.
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