Deep learning models achieve high accuracy in signal processing but remain difficult to interpret. Classical matching pursuit and sparse coding offer better transparency but suffer from spectral leakage and grid mismatch when signal frequencies do not align with discrete dictionary atoms. We introduce Continuous Dictionary Pursuit (CDP), a framework for interpretable signal decomposition that learns the parameters of closed-form functions directly from data. CDP optimizes over a continuous manifold of differentiable atoms and, unlike prior continuous pursuit methods that operate on a single analytic family, searches a heterogeneous library spanning periodic, trend, transient, and discontinuous structures. The algorithm employs a greedy iterative strategy using data-driven priors and gradient-based optimization to isolate individual signal components, with discontinuous waveforms made differentiable through spectral sharpness annealing. To ensure a sparse atom set for reconstruction, the framework utilizes a stopping criterion based on a predefined atom budget and residual error convergence. Evaluations on synthetic and real-world datasets show that CDP removes the grid discretization error for atom families contained in its library, recovers generative parameters to within 1% on stationary synthetic signals expressible in that library, and achieves the best sparsity-accuracy trade-off among classical, continuous-pursuit, and neural baselines in the sparse regime. Beyond decomposition, we demonstrate that the extracted atoms can serve as structured curriculum targets for training sequence models, improving forecasting accuracy over standard end-to-end training on most evaluated datasets. The method offers a glass-box alternative for signal decomposition by providing high reconstruction fidelity alongside direct physical interpretability.
Figures & tables
Figure 1: Continuous Dictionary Pursuit: The iterative greedy procedure initializes atoms from data-driven priors, identifies a candidate via truncated optimization, fully optimizes it with L-BFGS [ 30 ] , and adds it to the additive model until the atom budget is exhausted or the residual error stagnates.
Figure 2: Parametric Dictionary Library: Example parameterizations of atom types: (a) SineAtom, (b) LinearAtom, (c) ExponentialAtom, (d) GaussianAtom, (e) SquareAtom, (f) SawtoothAtom, (g) StepAtom, (h) ModulatedAtom (for example SineAtom⋅StepAtom ).
Figure 3: Parameter recovery on synthetic datasets: CDP reconstructs the true mathematical components from noisy targets ( σ=0.1 ): (a) linear trend, (b) sine, (c) square wave, (d) off-grid frequency superposition, (e) damped sine via a modulated atom, (f) non-stationary amplitude shift. Reconstruction and prediction MSE are given per panel.
Figure 4: Pareto frontier of parameter count versus training reconstruction MSE: CDP and CDP (Modulated) achieve the optimal trade-off in the sparse regime across all baselines. The lower convex envelope excludes Analysis K-SVD, whose near-zero training residual reflects in-sample denoising rather than a parametric decomposition ( subsection A.8 ).
Dataset
NOMP
SFW
MCA
AK-SVD
CDP-sine
CDP
Electricity
0.562
0.567
0.622
0.007
0.593
0.514
ETTh1
0.418
0.421
0.594
0.005
0.486
0.427
ETTh2
0.539
0.545
0.760
0.004
0.692
0.545
ETTm1
0.420
0.422
0.575
0.002
0.488
0.426
ETTm2
0.537
0.542
0.740
0.002
0.691
0.491
Exchange
0.055
0.060
0.135
0.000
0.145
0.066
Table 1: Per-dataset training reconstruction loss at K=5 for the continuous and structured baselines, the CDP-sine ablation, and full CDP. The best value per dataset is bold, excluding Analysis K-SVD, whose near-zero training residual reflects in-sample denoising rather than a parametric decomposition ( subsection A.8 ).
Figure 5: Signal decomposition of the PEMS04 traffic dataset: Top: the original signal overlaid with the full CDP reconstruction. Left: the individual extracted atoms, capturing daily cycles, weekly patterns, and localized rush-hour modulations. Right: their progressive summation toward the target signal.
Figure 6: Forecasting MSE for curriculum learning versus standard end-to-end training across all 13 real-world LTSF datasets (IQM over 10 seeds, whiskers show 95% bootstrap confidence intervals).
Dataset
CDP
CDP (rev.)
SSA
MSTL
OMP
Prophet
NOMP
SFW
Smooth.
Standard
Electricity
1.281
1.277
1.286
1.295
1.269
1.273
1.254
1.269
1.261
1.270
ETTh1
2.128
2.244
2.272
2.285
2.216
2.199
2.222
2.241
2.283
2.345
ETTh2
1.409
1.675
1.566
1.449
1.503
1.496
1.497
1.397
1.492
1.593
ETTm1
2.006
2.105
2.162
2.158
2.100
2.177
2.065
2.136
2.183
2.052
ETTm2
1.233
1.272
1.233
1.218
1.227
1.254
1.220
1.285
1.236
1.228
Exchange
2.488
2.340
2.265
2.260
2.062
2.335
2.323
9.8×104
1.824
2.248
Table 2: Curriculum evaluation on all datasets. Out-of-sample forecast MSE of the S4D model for every curriculum target (IQM over 10 seeds). The best value per dataset is bold.
Appendix figures & tables21 assets
Supplementary material from the paper’s appendix.
Appendix
Component
Details
Default
Input projection
Conv1d( 1→dmodel , kernel 1)
dmodel=128
S4D blocks
nlayers stacked S4DBlocks
nlayers=4
State dimension
Per-block S4D state size
dstate=64
Local conv
Depthwise Conv1d(kernel 3, padding 1)
per block
Output gate
GLU via Conv1d( dmodel→2dmodel )
per block
Dropout
Applied after GLU
p=0.1
Appendix
Table 3: AtomS4DModel architecture. Default hyperparameters used in all curriculum learning experiments.
Hyperparameter
Description
Default
T
Total training iterations
1000
K
Total number of atoms
10
ρ
Fraction of iterations on real data
0.1
α
Curriculum transition smoothness
0.2
Appendix
Table 4: Curriculum learning hyperparameters used in all experiments.
Figure 7: Pareto frontier of model complexity versus out-of-sample forecasting error. The x-axis indicates the parameter count on a logarithmic scale. The y-axis shows the out-of-sample forecasting MSE. CDP and CDP (Modulated) maintain their performance at the sparse end of the frontier, achieving competitive forecasting accuracy with far fewer parameters than deep learning baselines. The continuous and structured baselines (NOMP, SFW, MCA, Analysis K-SVD) are included, with Analysis K-SVD lying outside the displayed range (median test error above 28 , see subsection A.8 ).
Figure 8: Mean absolute SHAP value per atom index in greedy selection order, averaged over all experiments and datasets (log scale). Shading denotes 95% bootstrap confidence intervals. SFW is excluded from the figure because its per-atom attributions diverge at larger budgets (see text).
Method
Counted parameters
CDP / CDP (Mod.)
Every continuously optimized scalar: 3 – 5 atom-specific parameters plus one bias per atom
OMP
Frequency index and linear coefficient per selected dictionary atom
NOMP
Refined continuous frequency plus complex amplitude per sinusoid
SFW
Continuous atom position plus weight per atom
MCA
Selected linear coefficients over the grid-discretized sub-dictionaries
Analysis K-SVD
All entries of the learned analysis operator rows
Appendix
Table 5: Parameter-count definitions used in all Pareto analyses. Each method’s count comprises exactly the scalars required to reproduce its output.
Figure 9: Training and inference cost versus model complexity. (a) Fitting time in seconds (log–log scale). (b) Evaluation (inference) time in seconds. Shading denotes 95% bootstrap confidence intervals over datasets.
Method
K=1
K=2
K=3
K=5
K=10
K=20
K=30
K=40
CDP
12
20
29
63
129
223
329
417
NOMP
22
44
66
125
441
462
695
1722
SFW
46
91
141
216
451
858
1174
1879
MCA
1
1
1
2
1
1
1
1
Analysis K-SVD
95
86
60
73
76
46
30
14
Appendix
Table 6: Median fitting time in seconds per atom budget K for CDP and the continuous and structured baselines, taken over 13 datasets and 10 seeds.
Hyperparameter
Value
Description
scout_batch_size
10
Number of candidate atoms evaluated in parallel during truncated optimization
scout_epochs
5
Number of L-BFGS steps per candidate during the truncated scouting phase
global_epochs
100
Number of L-BFGS steps during full optimization of the selected atom
num_global_optims
5
Number of joint global refinement passes over all active atoms
n_atoms
{1,2,3,5,8,10,15,20,30,40}
Atom budgets evaluated for the Pareto frontier
atom_types (CDP)
All except ModulatedAtom
Atom families available for greedy selection
Appendix
Table 7: CDP hyperparameters used in all experiments. CDP uses all atom types excluding the ModulatedAtom, while CDP (Modulated) includes it.
Figure 10: Electricity. Reconstruction (a) and forecasting (b) MSE versus parameter count.
Figure 11: ETTh1. Reconstruction (a) and forecasting (b) MSE versus parameter count.
Figure 12: ETTh2. Reconstruction (a) and forecasting (b) MSE versus parameter count.
Figure 13: ETTm1. Reconstruction (a) and forecasting (b) MSE versus parameter count.
Figure 14: ETTm2. Reconstruction (a) and forecasting (b) MSE versus parameter count.
Figure 15: Exchange. Reconstruction (a) and forecasting (b) MSE versus parameter count.
Figure 16: PEMS03. Reconstruction (a) and forecasting (b) MSE versus parameter count.
Figure 17: PEMS04. Reconstruction (a) and forecasting (b) MSE versus parameter count.
Figure 18: PEMS07. Reconstruction (a) and forecasting (b) MSE versus parameter count.
Figure 19: PEMS08. Reconstruction (a) and forecasting (b) MSE versus parameter count.
Figure 20: Solar. Reconstruction (a) and forecasting (b) MSE versus parameter count.
Figure 21: Traffic. Reconstruction (a) and forecasting (b) MSE versus parameter count.
Figure 22: Weather. Reconstruction (a) and forecasting (b) MSE versus parameter count.
Dept. of Biomedical Engineering, Khalifa University of Science and Technology, Abu Dhabi, UAE · School of Electrical and Computer Engineering, Aristotle University of Thessaloniki, Thessaloniki, Greece