Sparse Coding Representation of 2-way Data

Abstract: Sparse dictionary coding represents signals as linear combinations of a few dictionary atoms. It has been applied to images, time series, graph signals and multi-way spatio-temporal data by jointly employing temporal and spatial dictionaries. Data-agnostic analytical dictionaries, such as the discrete Fourier transform, wavelets and graph Fourier, have seen wide adoption due to efficient implementations and good practical performance. On the other hand, dictionaries learned from data offer sparser and more accurate solutions but require learning of both the dictionaries and the coding coefficients. This becomes especially challenging for multi-dictionary scenarios since encoding coefficients correspond to all atom combinations from the dictionaries. To address this challenge, we propose a low-rank coding model for 2-dictionary scenarios and study its data complexity. Namely, we establish a bound on the number of samples needed to learn dictionaries that generalize to unseen samples from the same distribution. We propose a convex relaxation solution, called AODL, whose exact solution we show also solves the original problem. We then solve this relaxation via alternating optimization between the sparse coding matrices and the learned dictionaries, which we prove to be convergent. We demonstrate its quality for data reconstruction and missing value imputation in both synthetic and real-world datasets. For a fixed reconstruction quality, AODL learns up to 90\% sparser solutions compared to non-low-rank and analytical (fixed) dictionary baselines. In addition, the learned dictionaries reveal interpretable insights into patterns present within the samples used for training.