Theory and Fast Learned Solver for $\ell^1$-TV Regularization

Abstract: The $\ell^1$ and total variation (TV) penalties have been used successfully in many areas, and the combination of the $\ell^1$ and TV penalties can lead to further improved performance. In this work, we investigate the mathematical theory and numerical algorithms for the $\ell^1$-TV model in the context of signal recovery: we derive the sample complexity of the $\ell^1$-TV model for recovering signals with sparsity and gradient sparsity. Also we propose a novel algorithm (PGM-ISTA) for the regularized $\ell^1$-TV problem, and establish its global convergence and parameter selection criteria. Furthermore, we construct a fast learned solver (LPGM-ISTA) by unrolling PGM-ISTA. The results for the experiment on ECG signals show the superior performance of LPGM-ISTA in terms of recovery accuracy and computational efficiency.