arXiv:2505.24727stat.MLcs.LG2025-05

用统计敲诈法控制误报率,提升信号恢复精度。

Knockoff-Guided Compressive Sensing: A Statistical Machine Learning Framework for Support-Assured Signal Recovery

  • 分离支持识别与信号估计,用敲诈法精确控错率
  • 仿真中F1分数最高提升3.9倍,重建误差更低
  • 适合对可靠性要求高的信号恢复场景

本文提出一种新型敲诈引导压缩感知框架 TheName{},通过在支持识别阶段引入精确的假发现率(FDR)控制,提升信号恢复可靠性。与联合进行支持选择和信号估计且无显式误差控制的LASSO不同,该方法在有限样本下保证FDR控制,实现更准确的真信号支持识别。通过统计敲诈滤波器分离并控制支持恢复过程,该框架在传统方法失效的复杂场景中仍能实现更高精度的信号重构。理论分析表明,FDR控制可直接保障恢复性能,在弱于传统ℓ₁基压缩感知条件下仍有效,同时保持高精度重建。大量数值实验显示,所提方法持续优于基于LASSO及其他先进压缩感知技术的方法:仿真中F1分数最高提升3.9倍,重建误差与相对误差均更低。在真实数据集上验证,其在回归与分类任务中均达到顶尖下游预测性能,常缩小甚至超越未压缩信号的性能差距。结果确立 TheName{} 为兼具理论保障与强实证表现的可靠替代方案,通过统计驱动的支持选择实现稳健实用的信号恢复。

原文摘要 · Abstract (English)

This paper introduces a novel Knockoff-guided compressive sensing framework, referred to as \TheName{}, which enhances signal recovery by leveraging precise false discovery rate (FDR) control during the support identification phase. Unlike LASSO, which jointly performs support selection and signal estimation without explicit error control, our method guarantees FDR control in finite samples, enabling more reliable identification of the true signal support. By separating and controlling the support recovery process through statistical Knockoff filters, our framework achieves more accurate signal reconstruction, especially in challenging scenarios where traditional methods fail. We establish theoretical guarantees demonstrating how FDR control directly ensures recovery performance under weaker conditions than traditional $\ell_1$-based compressive sensing methods, while maintaining accurate signal reconstruction. Extensive numerical experiments demonstrate that our proposed Knockoff-based method consistently outperforms LASSO-based and other state-of-the-art compressive sensing techniques. In simulation studies, our method improves F1-score by up to 3.9x over baseline methods, attributed to principled false discovery rate (FDR) control and enhanced support recovery. The method also consistently yields lower reconstruction and relative errors. We further validate the framework on real-world datasets, where it achieves top downstream predictive performance across both regression and classification tasks, often narrowing or even surpassing the performance gap relative to uncompressed signals. These results establish \TheName{} as a robust and practical alternative to existing approaches, offering both theoretical guarantees and strong empirical performance through statistically grounded support selection.

压缩感知信号恢复统计学习敲诈法

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