Compressive Sensing - Introduction and Relations to Deep Learning

Abstract

Compressive sensing predicts that sparse vectors (signals) can be recovered from a small number of linear measurements via efficient algorithms. This finding, which dates back two decades, has triggered a paradigm shift in signal processing and initiated many developments both in practical signal-processing applications, such as medical imaging, radar, and astronomy, and on the theoretical side. More recently, seminal connections to the field of deep learning have led to further advances in the field, such as the use of unrolled neural networks for sparse recovery and the discovery that common training algorithms (variants of gradient descent) favor sparsity in overparameterized scenarios -- the so-called implicit bias phenomenon. This article gives an introduction to compressive sensing and outlines connections to deep learning. In particular, we will discuss generalization for neural networks generated by unrolling sparse recovery algorithms and implicit regularization for gradient descent applied to learning simplified linear neural networks.