MEGS: A Penalty for Mutually Exclusive Group Sparsity

Abstract

Penalty functions or regularization terms that promote structured solutions to optimization problems are of great interest in many fields. We introduce MEGS, a nonconvex structured sparsity penalty that promotes mutual exclusivity between components in solutions to optimization problems. This enforces, or promotes, 1-sparsity within arbitrary overlapping groups in a vector. The mutual exclusivity structure is represented by a matrix S. We discuss the design of S from engineering principles and show example use cases including the modeling of occlusions in 3D imaging and a total variation variant with uses in image restoration. We also demonstrate synergy between MEGS and other regularizers and propose an algorithm to efficiently solve problems regularized or constrained by MEGS.