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Penalty for Sparse Linear and Sparse Multiple Kernel Multitask Learning
IEEE Transactions on Neural Networks
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In this paper, we address the multiple measurement vectors problem, which is now a hot topic in the compressed sensing theory and its various applications. We propose a novel heuristic search algorithm called HSAMMV to solve the problem, which is modeled as a combinatorial optimization. HSAMMV is proposed in the framework of simulated annealing algorithm. The main innovation is to take advantage of some greedy pursuit algorithms for designing the initial solution and the generating mechanism of HSAMMV. Compared with some state-of-the-art algorithms, the numerical simulation results illustrate that HSAMMV has strong global search ability and quite good recovery performance.