Papers › Robust Compressed Sensing using Generative Models

Robust Compressed Sensing using Generative Models

16 Jun 2020NeurIPS 2020 12arXiv:2006.09461archive 2025-07-28

Ajil Jalal, Liu Liu, Alexandros G. Dimakis, Constantine Caramanis

The goal of compressed sensing is to estimate a high dimensional vector from an underdetermined system of noisy linear equations. In analogy to classical compressed sensing, here we assume a generative model as a prior, that is, we assume the vector is represented by a deep generative model G: ℝᵏ →ℝⁿ. Classical recovery approaches such as empirical risk minimization (ERM) are guaranteed to succeed when the measurement matrix is sub-Gaussian. However, when the measurement matrix and measurements are heavy-tailed or have outliers, recovery may fail dramatically. In this paper we propose an algorithm inspired by the Median-of-Means (MOM). Our algorithm guarantees recovery for heavy-tailed data, even in the presence of outliers. Theoretically, our results show our novel MOM-based algorithm enjoys the same sample complexity guarantees as ERM under sub-Gaussian assumptions. Our experiments validate both aspects of our claims: other algorithms are indeed fragile and fail under heavy-tailed and/or corrupted data, while our approach exhibits the predicted robustness.

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