Sparse recovery with L1 shrinkage iteration for higher denominational image classification
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For 2 months I have been studying sparse recovery and its applications for image classification and I have found that it's a broad area in mathematics which gives rise to a wide variety of regularization techniques. However, I am struggling to understand and implement the sparse recovery of the sparse vector by $L_1$ shrinkage iteration based on prior knowledge of labels. Actually, I have a dictionary size $200 times 58000$ (fat matrix) which constructed by a prior knowledge of classes (which needs to be redundant), and I have the knowledge of labels and I try to find the $L^1$ optimal solution using soft-shrinkage iteration which is as follows: We have the linear combination. $$y = Dx$$ and we use the least squares method to minimize $x$ $$|y - Dx|^2 + lambda|x|_1tomin_x$$ My question i...