A fast block nonlinear Bregman-Kaczmarz method with averaging for nonlinear sparse signal recovery
Aqin Xiao, Xiangyu Gao, Jun-Feng Yin
TL;DR
The paper tackles sparse recovery from nonlinear measurements by addressing the nonlinear system $F(x)=0$ with a sparsity-promoting objective $\varphi$ and nonlinear Bregman projections. It introduces the averaging block nonlinear Bregman-Kaczmarz (ABNBK) method, offering constant and adaptive step-size variants that leverage block averaging and Bregman distances $D_\varphi^{x^*}$. The authors establish convergence rates under the local tangential cone condition and provide explicit linear-rate bounds for both constant and adaptive step-sizes, linked to problem conditioning. Numerical experiments demonstrate that ABNBK variants achieve faster convergence (fewer iterations and lower CPU time) than existing NBK and MRNBK methods across Gaussian and DCT-type measurement scenarios, confirming scalability to large nonlinear problems. Overall, the approach delivers provable efficiency gains and practical robustness for nonlinear sparse signal recovery.
Abstract
Recovery of a sparse signal from a nonlinear system arises in many practical applications including compressive sensing, image reconstruction and machine learning. In this paper, a fast block nonlinear Bregman-Kaczmarz method with averaging is presented for nonlinear sparse signal recovery problems. Theoretical analysis proves that the averaging block nonlinear Bregman-Kaczmarz method with both constant stepsizes and adaptive stepsizes are convergent. Numerical experiments demonstrate the effectiveness of the averaging block nonlinear Bregman-Kaczmarz method, which converges faster than the existing nonlinear Bregman-Kaczmarz methods.
