--This paper addresses the classical problem of one-bit compressed sensing using a deep learning-based reconstruction algorithm that leverages a trained generative model to enhance the signal reconstruction performance. The generator, a pre-trained neural network, learns to map from a low-dimensional latent space to a higher-dimensional set of sparse vectors. This generator is then used to reconstruct sparse vectors from their one-bit measurements by searching over its range. The presented algorithm provides an excellent reconstruction performance because the generative model can learn additional structural information about the signal beyond sparsity. Furthermore, we provide theoretical guarantees on the reconstruction accuracy and sample complexity of the algorithm. Through numerical experiments using three publicly available image datasets, MNIST, Fashion-MNIST, and Omniglot, we demonstrate the superior performance of the algorithm compared to other existing algorithms and show that our algorithm can recover both the amplitude and the direction of the signal from one-bit measurements. Index terms-- Sparsity, one-bit compressed sensing, Lips-chitz continuous generative models, variational autoencoders, image compression I. Over the past two decades, research in compressed sensing (CS) [2], [3] has expanded rapidly, leading to advancements in signal reconstruction algorithms [4]-[8] and inference tasks such as detection, estimation, and classification [9]-[12]. The success of CS, coupled with the fundamental role of quantization in signal digitization, has fueled a growing interest in quantized CS [13]-[15]. Coarse quantization is particularly appealing as it results in significant reduction in bandwidth requirements and power consumption. One of the more popular quantization schemes is one-bit quantization, wherein the measurements are binarized by comparing signals/measurements to a fixed reference level. Using the zero reference level is the most used one-bit quantization scheme, which is also the focus of our paper. Here, the measurements are quantized based on their signs. The popularity of one-bit quantization stems from its simplicity, cost-effectiveness, and robustness to certain linear and nonlinear distortions, such as saturation [16], [17]. The material in this paper was presented in part at the IEEE International Conference on Acoustics, Speech, & Signal Processing (ICASSP), Barcelona, Spain in May 2020 [1].

The convergence of expectation-maximization (EM)-based algorithms typically requires continuity of the likelihood function with respect to all the unknown parameters (optimization variables). The requirement is not met when parameters comprise both discrete and continuous variables, making the convergence analysis nontrivial. This paper introduces a set of conditions that ensure the convergence of a specific class of EM algorithms that estimate a mixture of discrete and continuous parameters. Our results offer a new analysis technique for iterative algorithms that solve mixed-integer non-linear optimization problems. As a concrete example, we prove the convergence of the EM-based sparse Bayesian learning algorithm in [1] that estimates the state of a linear dynamical system with jointly sparse inputs and bursty missing observations. Our results establish that the algorithm in [1] converges to the set of stationary points of the maximum likelihood cost with respect to the continuous optimization variables.

In this paper, we address the problem of detecting anomalies among a given set of binary processes via learning-based controlled sensing. Each process is parameterized by a binary random variable indicating whether the process is anomalous. To identify the anomalies, the decision-making agent is allowed to observe a subset of the processes at each time instant. Also, probing each process has an associated cost. Our objective is to design a sequential selection policy that dynamically determines which processes to observe at each time with the goal to minimize the delay in making the decision and the total sensing cost. We cast this problem as a sequential hypothesis testing problem within the framework of Markov decision processes. This formulation utilizes both a Bayesian log-likelihood ratio-based reward and an entropy-based reward. The problem is then solved using two approaches: 1) a deep reinforcement learning-based approach where we design both deep Q-learning and policy gradient actor-critic algorithms; and 2) a deep active inference-based approach. Using numerical experiments, we demonstrate the efficacy of our algorithms and show that our algorithms adapt to any unknown statistical dependence pattern of the processes.

We address the problem of monitoring a set of binary stochastic processes and generating an alert when the number of anomalies among them exceeds a threshold. For this, the decision-maker selects and probes a subset of the processes to obtain noisy estimates of their states (normal or anomalous). Based on the received observations, the decisionmaker first determines whether to declare that the number of anomalies has exceeded the threshold or to continue taking observations. When the decision is to continue, it then decides whether to collect observations at the next time instant or defer it to a later time. If it chooses to collect observations, it further determines the subset of processes to be probed. To devise this three-step sequential decision-making process, we use a Bayesian formulation wherein we learn the posterior probability on the states of the processes. Using the posterior probability, we construct a Markov decision process and solve it using deep actor-critic reinforcement learning. Via numerical experiments, we demonstrate the superior performance of our algorithm compared to the traditional model-based algorithms.

We address the problem of sequentially selecting and observing processes from a given set to find the anomalies among them. The decision-maker observes a subset of the processes at any given time instant and obtains a noisy binary indicator of whether or not the corresponding process is anomalous. In this setting, we develop an anomaly detection algorithm that chooses the processes to be observed at a given time instant, decides when to stop taking observations, and declares the decision on anomalous processes. The objective of the detection algorithm is to identify the anomalies with an accuracy exceeding the desired value while minimizing the delay in decision making. We devise a centralized algorithm where the processes are jointly selected by a common agent as well as a decentralized algorithm where the decision of whether to select a process is made independently for each process. Our algorithms rely on a Markov decision process defined using the marginal probability of each process being normal or anomalous, conditioned on the observations. We implement the detection algorithms using the deep actor-critic reinforcement learning framework. Unlike prior work on this topic that has exponential complexity in the number of processes, our algorithms have computational and memory requirements that are both polynomial in the number of processes. We demonstrate the efficacy of these algorithms using numerical experiments by comparing them with state-of-the-art methods.