A generalized iterated shrinkage algorithm for non-convex sparse coding

In many sparse coding based image restoration and image classification problems, using non-convex ℓp-norm minimization (0 ≤p <1) can often obtain better results than the convex ℓ1-norm minimization. A number of algorithms, e.g., iteratively reweighted least squares (IRLS), iteratively thresholding method (ITM-ℓp), and look-up table (LUT), have been proposed for non-convex ℓp-norm sparse coding, while some analytic solutions have been suggested for some specific values of p. In this paper, by extending the popular soft-thresholding operator, we propose a generalized iterated shrinkage algorithm (GISA) for ℓp-norm non-convex sparse coding. Unlike the analytic solutions, the proposed GISA algorithm is easy to implement, and can be adopted for solving non-convex sparse coding problems with arbitrary p values. Compared with LUT, GISA is more general and does not need to compute and store the look-up tables. Compared with IRLS and ITM-ℓp, GISA is theoretically more solid and can achieve more accurate solutions. Experiments on image restoration and sparse coding based face recognition are conducted to validate the performance of GISA.