Weighted SimCO: A novel algorithm for dictionary update

Algorithms aiming at solving dictionary learning problem usually involve iteratively performing two stage operations: sparse coding and dictionary update. In the dictionary update stage, codewords are updated based on a given sparsity pattern. In the ideal case where there is no noise and the true sparsity pattern is known a priori, dictionary update should produce a dictionary that precisely represent the training samples. However, we analytically show that benchmark algorithms, including MOD, K-SVD and regularized SimCO, could not always guarantee this property: they may fail to converge to a global minimum. The key behind the failure is the singularity in the objective function. To address this problem, we propose a weighted technique based on the SimCO optimization framework, hence the term weighted SimCO. Decompose the overall objective function as a sum of atomic functions. The crux of weighted SimCO is to apply weighting coefficients to atomic functions so that singular points are zeroed out. A second order method is implemented to solve the corresponding optimization problem. We numerically compare the proposed algorithm with the benchmark algorithms for noiseless and noisy scenarios. The empirical results demonstrate the significant improvement in the performance.