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Convergence radius and sample complexity of ITKM algorithms for dictionary learning

Abstract

In this work we show that iterative thresholding and K-means (ITKM) algorithms can recover a generating dictionary with K atoms from noisy SS sparse signals up to an error ε~\tilde \varepsilon as long as the initialisation is within a convergence radius, that is up to a logK\log K factor inversely proportional to the dynamic range of the signals, and the sample size is proportional to KlogKε~2K \log K \tilde \varepsilon^{-2}. The results are valid for arbitrary target errors if the sparsity level is of the order of the square root of the signal dimension dd and for target errors down to KK^{-\ell} if SS scales as Sd/(logK)S \leq d/(\ell \log K).

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