L0 Norm Based Dictionary Learning by Proximal Methods with Global Convergence

Sparse coding and dictionary learning have seen their applications in many vision tasks, which usually is formulated as a non-convex optimization problem. Many iterative methods have been proposed to tackle such an optimization problem. However, it remains an open problem to have a method that is not only practically fast but also is globally convergent. In this paper, we proposed a fast proximal method for solving ℓ0 norm based dictionary learning problems, and we proved that the whole sequence generated by the proposed method converges to a stationary point with sub-linear convergence rate. The benefit of having a fast and convergent dictionary learning method is demonstrated in the applications of image recovery and face recognition.