PhD Defence: Learning Sparse Orthogonal Wavelet Filters
Daniel Recoskie, PhD candidate
David R. Cheriton School of Computer Science
The wavelet transform is a well-studied and understood analysis technique used in signal processing. In wavelet analysis, signals are represented by a sum of self-similar wavelet and scaling functions. Typically, the wavelet transform makes use of a fixed set of wavelet functions that are analytically derived. We propose a method for learning wavelet functions directly from data. We impose an orthogonality constraint on the functions so that the learned wavelets can be used to perform both analysis and synthesis. We accomplish this by using gradient descent and leveraging existing automatic differentiation frameworks. Our learned wavelets are able to capture the structure of the data by exploiting sparsity. We show that the learned wavelets have similar structure to traditional wavelets.