Optimal Dictionary for Least Squares Representation
Mohammed Rayyan Sheriff, Debasish Chatterjee; 18(107):1−28, 2017.
Abstract
Dictionaries are collections of vectors used for the representation of a class of vectors in Euclidean spaces. Recent research on optimal dictionaries is focused on constructing dictionaries that offer sparse representations, i.e., $\ell_0$-optimal representations. Here we consider the problem of finding optimal dictionaries with which representations of a given class of vectors is optimal in an $\ell_2$-sense: optimality of representation is defined as attaining the minimal average $\ell_2$-norm of the coefficients used to represent the vectors in the given class. With the help of recent results on rank-1 decompositions of symmetric positive semidefinite matrices, we provide an explicit description of $\ell_2$-optimal dictionaries as well as their algorithmic constructions in polynomial time.
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