In this work, we derive a generic overcomplete frame thresholding scheme based on risk minimization. Overcomplete frames being favored for analysis tasks such as classification, regression or anomaly detection, we provide a way to leverage those optimal representations in real-world applications through the use of thresholding. We validate the method on a large scale bird activity detection task via the scattering network architecture performed by means of continuous wavelets, known for being an adequate dictionary in audio environments.
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