Understanding the Learned Iterative Soft Thresholding Algorithm with matrix factorization

Understand

Sparse coding is a core building block in many data analysis and machine learning pipelines.

• Typically it is solved by relying on generic optimization techniques, such as the Iterative Soft Thresholding Algorithm and its accelerated version (ISTA, FISTA).
• These methods are optimal in the class of first-order methods for non-smooth, convex functions.
• However, they do not exploit the particular structure of the problem at hand nor the input data distribution.