MIHT
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Consecutive Support Matching Induced Parameter Tuning Accelerates Momentum Iterative Hard Thresholding
Announce Type: new Abstract: Momentum-based acceleration of iterative hard thresholding (IHT) can dramatically speed up sparse signal recovery from linear measurements, but its effectiveness hinges on careful parameter tuning -- a task complicated by the frequent support changes inherent to hard thresholding. We propose CosMIHT(Consecutive Support Matching Induced Momentum IHT), which resolves this difficulty through a simple adaptive rule: start with the conservative parameters and whenever...