Multi-task sparse reconstruction and clustering method based on expectation propagation
A clustering method and sparse reconstruction technology, which is applied in the field of multi-task sparse reconstruction and clustering, can solve the problems of inability to improve reconstruction accuracy and performance degradation, and reduce the number of observations and running speed, improve reconstruction performance, and speed up The effect of running speed
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[0105] A multi-task sparse reconstruction and clustering method based on expectation propagation, such as figure 1 shown, including the following steps:
[0106] Step 1, introduce "spike and slab" and Dirichlet Process prior probability distribution, and construct a Bayesian generative model with multi-task sparse structure clustering:
[0107] the y i =Dx i +ε i
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[0109]
[0110] f i ~Discrete(β 1 , β 2 ,...,β L )
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[0113] v h ~Beta(1,λ)
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[0115] Among them, y i Indicates the P-dimensional observation vector, D is the P×K-dimensional observation matrix, x i is a K-dimensional vector, and Pi Indicates K-dimensional observation noise, N(·) is a Gaussian distribution, δ(·) is a Dirac delta function, the function has an impulse at the origin, and the rest are 0, z i is a binary variable that obeys the Bernoulli distribution, the subscript i represents the i-th task, and z ij represents the vector z i The jth elemen...
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