$\ell_2/\ell_2$ Sparse Recovery via Weighted Hypergraph Peeling
Nick Fischer, Vasileios Nakos
TL;DR
This work tackles fast, robust sparse recovery in the $\,\ell_2/\ell_2\,$ sense using non-adaptive linear sketches. It introduces a one-shot hashing scheme and a weighted hypergraph peeling analysis to recover a $(1+\varepsilon)$-approximation of the best $k$-term approximation in time $O\left(\frac{k}{\varepsilon}\log n\right)$ with $O\left(\frac{k}{\varepsilon}\log n\right)$ measurements and $O(\log n)$ column sparsity. The core technical contribution is the weighted hypergraph peeling framework, which extends Invertible Bloom Filter techniques to correlated edge/node weights and quantifies when heavy-edge recovery preserves most signal energy. The resulting algorithm is simple in description, practical via Count-Sketch, and provably optimal for a broad range of parameters, representing a significant speedup over prior sublinear-time sparse recovery methods while maintaining robust guarantees. The approach also offers a conceptually appealing connection between sparse recovery and hypergraph peeling, with potential practical impact in signal processing and streaming applications.
Abstract
We demonstrate that the best $k$-sparse approximation of a length-$n$ vector can be recovered within a $(1+ε)$-factor approximation in $O((k/ε) \log n)$ time using a non-adaptive linear sketch with $O((k/ε) \log n)$ rows and $O(\log n)$ column sparsity. This improves the running time of the fastest-known sketch [Nakos, Song; STOC '19] by a factor of $\log n$, and is optimal for a wide range of parameters. Our algorithm is simple and likely to be practical, with the analysis built on a new technique we call weighted hypergraph peeling. Our method naturally extends known hypergraph peeling processes (as in the analysis of Invertible Bloom Filters) to a setting where edges and nodes have (possibly correlated) weights.
