Cauchy greedy algorithm for robust sparse recovery and multiclass classification

Yulong Wang, Cuiming Zou, Yuan Yan Tang, Luoqing Li, Zhaowei Shang

Abstract: Highlights•We present a robust greedy algorithm called CauchyMP (Cauchy Matching Pursuit) for robust sparse recovery.•We generalize CauchyMP for robust block and quaternion sparse recovery.•We devise a CauchyMP based classifier for robust multiclass classification.•Experimental results show that the proposed methods improve related competing algorithms with notable performance gains in presence of various gross corruption and outliers.