We consider the variational reconstruction framework for inverse problems and propose to learn a data-adaptive input-convex neural network (ICNN) as the regularization functional. The ICNN-based convex regularizer is trained adversarially to discern ground-truth images from unregularized reconstructions. Convexity of the regularizer is desirable since (i) one can establish analytical convergence guarantees for the corresponding variational reconstruction problem and (ii) devise efficient and provable algorithms for reconstruction. In particular, we show that the optimal solution to the variational problem converges to the ground-truth if the penalty parameter decays sub-linearly with respect to the norm of the noise. Further, we prove the existence of a sub-gradient-based algorithm that leads to a monotonically decreasing error in the parameter space with iterations. To demonstrate the performance of our approach for solving inverse problems, we consider the tasks of deblurring natural images and reconstructing images in computed tomography (CT), and show that the proposed convex regularizer is at least competitive with and sometimes superior to state-of-the-art data-driven techniques for inverse problems.
We demonstrate that almost all non-parametric dimensionality reduction methods can be expressed by a simple procedure: regularized loss minimization plus singular value truncation. By distinguishing the role of the loss and regularizer in such a process, we recover a factored perspective that reveals some gaps in the current literature. Beyond identifying a useful new loss for manifold unfolding, a key contribution is to derive new convex regularizers that combine distance maximization with rank reduction. These regularizers can be applied to any loss.
Istituto Italiano di Tecnologia（意大利理工学院）；Università degli Studi di Genova（热那亚大学）；Massachussets Institute of Technology（麻省理工学院）
We study iterative regularization for linear models, when the bias is convex but not necessarily strongly convex. We characterize the stability properties of a primal-dual gradient based approach, analyzing its convergence in the presence of worst case deterministic noise. As a main example, we specialize and illustrate the results for the problem of robust sparse recovery. Key to our analysis is a combination of ideas from regularization theory and optimization in the presence of errors. Theoretical results are complemented by experiments showing that state-of-the-art performances can be achi…
Hong Kong University of Science and Technology（香港科技大学）
The use of convex regularizers allows for easy optimization, though they often produce biased estimation and inferior prediction performance. Recently, nonconvex regularizers have attracted a lot of attention and outperformed convex ones. However, the resultant optimization problem is much harder. In this paper, for a large class of nonconvex regularizers, we propose to move the nonconvexity from the regularizer to the loss. The nonconvex regularizer is then transformed to a familiar convex regularizer, while the resultant loss function can still be guaranteed to be smooth. Learning with the c…
Université Rouen Normandie（鲁昂诺曼底大学）；Criteo AI Lab（Criteo人工智能实验室）；INSA Rouen Normandie（鲁昂国立应用科学学院）；Universitéé de Montpellier（蒙彼利埃大学）
Leveraging on the convexity of the Lasso problem , screening rules help in accelerating solvers by discarding irrelevant variables, during the optimization process. However, because they provide better theoretical guarantees in identifying relevant variables, several non-convex regularizers for the Lasso have been proposed in the literature. This work is the first that introduces a screening rule strategy into a non-convex Lasso solver. The approach we propose is based on a iterative majorization-minimization (MM) strategy that includes a screening rule in the inner solver and a condition for …
We develop exact representations of training two-layer neural networks with rectified linear units (ReLUs) in terms of a single convex program with number of variables polynomial in the number of training samples and the number of hidden neurons. Our theory utilizes semi-infinite duality and minimum norm regularization. We show that ReLU networks trained with standard weight decay are equivalent to block $\ell_1$ penalized convex models. Moreover, we show that certain standard convolutional linear networks are equivalent semi-definite programs which can be simplified to $\ell_1$ regularized li…
We study training of Convolutional Neural Networks (CNNs) with ReLU activations and introduce exact convex optimization formulations with a polynomial complexity with respect to the number of data samples, the number of neurons, and data dimension. More specifically, we develop a convex analytic framework utilizing semi-infinite duality to obtain equivalent convex optimization problems for several two- and three-layer CNN architectures. We first prove that two-layer CNNs can be globally optimized via an $\ell_2$ norm regularized convex program. We then show that multi-layer circular CNN traini…
In reinforcement learning (RL), temporal abstraction still remains as an important and unsolved problem. The options framework provided clues to temporal abstraction in the RL, and the option-critic architecture elegantly solved the two problems of finding options and learning RL agents in an end-to-end manner. However, it is necessary to examine whether the options learned through this method play a mutually exclusive role. In this paper, we propose a Hellinger distance regularizer, a method for disentangling options. In addition, we will shed light on various indicators from the statistical …
We introduce a flexible family of fairness regularizers for (linear and logistic) regression problems. These regularizers all enjoy convexity, permitting fast optimization, and they span the rang from notions of group fairness to strong individual fairness. By varying the weight on the fairness regularizer, we can compute the efficient frontier of the accuracy-fairness trade-off on any given dataset, and we measure the severity of this trade-off via a numerical quantity we call the Price of Fairness (PoF). The centerpiece of our results is an extensive comparative study of the PoF across six d…
The University of Iowa（爱荷华大学）；Nanjing University（南京大学）
In this paper, we present a simple analysis of {\bf fast rates} with {\it high probability} of {\bf empirical minimization} for {\it stochastic composite optimization} over a finite-dimensional bounded convex set with exponential concave loss functions and an arbitrary convex regularization. To the best of our knowledge, this result is the first of its kind. As a byproduct, we can directly obtain the fast rate with {\it high probability} for exponential concave empirical risk minimization with and without any convex regularization, which not only extends existing results of empirical risk mini…
University of Cambridge（剑桥大学）；University of Erlangen-Nuremberg（埃尔朗根-纽伦堡大学）
Variational regularization has remained one of the most successful approaches for reconstruction in imaging inverse problems for several decades. With the emergence and astonishing success of deep learning in recent years, a considerable amount of research has gone into data-driven modeling of the regularizer in the variational setting. Our work extends a recently proposed method, referred to as adversarial convex regularization (ACR), that seeks to learn data-driven convex regularizers via adversarial training in an attempt to combine the power of data with the classical convex regularization…
Convex relaxations are effective for training and certifying neural networks against norm-bounded adversarial attacks, but they leave a large gap between certifiable and empirical robustness. In principle, convex relaxation can provide tight bounds if the solution to the relaxed problem is feasible for the original non-convex problem. We propose two regularizers that can be used to train neural networks that yield tighter convex relaxation bounds for robustness. In all of our experiments, the proposed regularizers result in higher certified accuracy than non-regularized baselines.
Center for Neural Science（神经科学中心）；New York University（纽约大学）；Department of Psychology and Center for Data Science（心理学系与数据科学中心）
Modern deep neural networks require a tremendous amount of data to train, often needing hundreds or thousands of labeled examples to learn an effective representation. For these networks to work with less data, more structure must be built into their architectures or learned from previous experience. The learned weights of convolutional neural networks (CNNs) trained on large datasets for object recognition contain a substantial amount of structure. These representations have parallels to simple cells in the primary visual cortex, where receptive fields are smooth and contain many regularities…
University of Zurich（苏黎世大学）；University of Nice Sophia Antipolis（尼斯索菲亚·安提波利斯大学）
In this paper, we study the effect of different regularizers and their implications in high dimensional image classification and sparse linear unmixing. Although kernelization or sparse methods are globally accepted solutions for processing data in high dimensions, we present here a study on the impact of the form of regularization used and its parametrization. We consider regularization via traditional squared (2) and sparsity-promoting (1) norms, as well as more unconventional nonconvex regularizers (p and Log Sum Penalty). We compare their properties and advantages on several classification…
École polytechnique fédérale de Lausanne (EPFL)（洛桑联邦理工学院）
We propose a data-driven algorithm for the maximum a posteriori (MAP) estimation of stochastic processes from noisy observations. The primary statistical properties of the sought signal is specified by the penalty function (i.e., negative logarithm of the prior probability density function). Our alternating direction method of multipliers (ADMM)-based approach translates the estimation task into successive applications of the proximal mapping of the penalty function. Capitalizing on this direct link, we define the proximal operator as a parametric spline curve and optimize the spline coefficie…
Tel Aviv University（特拉维夫大学）；Google Research（谷歌研究院）
The notion of implicit bias, or implicit regularization, has been suggested as a means to explain the surprising generalization ability of modern-days overparameterized learning algorithms. This notion refers to the tendency of the optimization algorithm towards a certain structured solution that often generalizes well. Recently, several papers have studied implicit regularization and were able to identify this phenomenon in various scenarios. We revisit this paradigm in arguably the simplest non-trivial setup, and study the implicit bias of Stochastic Gradient Descent (SGD) in the context of …
Relaxed Sparse Eigenvalue Conditions for Sparse Estimation via Non-convex Regularized Regression
Department of Automation, Tsinghua University, Beijing 100084, P.R.China（自动化系，清华大学，北京100084，中国）；State Key Lab of Intelligent Technologies and Systems（智能技术与系统国家重点实验室）；Tsinghua National Laboratory for Information Science and Technology(TNList)（信息科学与技术国家实验室（清华大学））
Univ. de Rouen（鲁昂大学）；Criteo AI Lab（Criteo人工智能实验室）；Univ Côte d’Azur（蔚蓝海岸大学）；CNRS（法国国家科学研究中心）；OCA Lagrange（拉格朗日蔚蓝海岸天文台）；INSA de Rouen（鲁昂国立应用科学学院）；IMAG（蒙彼利埃亚历山大·格罗滕迪克研究所）；Université de Montpellier（蒙彼利埃大学）
Owing to their statistical properties, non-convex sparse regularizers have attracted much interest for estimating a sparse linear model from high dimensional data. Given that the solution is sparse, for accelerating convergence, a working set strategy addresses the optimization problem through an iterative algorithm by incre-menting the number of variables to optimize until the identification of the solution support. While those methods have been well-studied and theoretically supported for convex regularizers, this paper proposes a working set algorithm for non-convex sparse regularizers with…
Google Research（谷歌研究院）；University of California, Irvine（加州大学欧文分校）
Including prior knowledge is important for effective machine learning models in physics, and is usually achieved by explicitly adding loss terms or constraints on model architectures. Prior knowledge embedded in the physics computation itself rarely draws attention. We show that solving the Kohn-Sham equations when training neural networks for the exchange-correlation functional provides an implicit regularization that greatly improves generalization. Two separations suffice for learning the entire one-dimensional H$_2$ dissociation curve within chemical accuracy, including the strongly correl…
The success of deep neural networks is mostly due their ability to learn meaningful features from the data. Features learned in the hidden layers of deep neural networks trained in computer vision tasks have been shown to be similar to mid-level vision features. We leverage this fact in this work and propose the visualization regularizer for image tasks. The proposed regularization technique enforces smoothness of the features learned by hidden nodes and turns out to be a special case of Tikhonov regularization. We achieve higher classification accuracy as compared to existing regularizers suc…
University of Pittsburgh（匹兹堡大学）；UPMC Hillman Cancer Center（匹兹堡大学医学中心希尔曼癌症中心）；Rensselaer Polytechnic Institute（伦斯勒理工学院）
This paper considers a large class of problems where we seek to recover a low rank matrix and/or sparse vector from some set of measurements. While methods based on convex relaxations suffer from a (possibly large) estimator bias, and other nonconvex methods require the rank or sparsity to be known a priori, we use nonconvex regularizers to minimize the rank and $l_0$ norm without the estimator bias from the convex relaxation. We present a novel analysis of the alternating proximal gradient descent algorithm applied to such problems, and bound the error between the iterates and the ground trut…
KAIST（韩国科学技术院）；IBM T.J. Watson Research Center（IBM T.J. 沃森研究中心）；AITRICS
We study the training of regularized neural networks where the regularizer can be non-smooth and non-convex. We propose a unified framework for stochastic proximal gradient descent, which we term ProxGen, that allows for arbitrary positive preconditioners and lower semi-continuous regularizers. Our framework encompasses standard stochastic proximal gradient methods without preconditioners as special cases, which have been extensively studied in various settings. Not only that, we present two important update rules beyond the well-known standard methods as a byproduct of our approach: (i) the f…
Priors learned from legacy reconstructions inherit undetectable overconfidence
Institute for Artificial Intelligence, University of Central Florida（人工智能研究所，中央佛罗里达大学）；Department of CS, University of Central Florida（计算机科学系，中央佛罗里达大学）；Department of ECE, The University of Texas at Austin（电子工程系，德克萨斯大学奥斯汀分校）
In representation learning (RL), how to make the learned representations easy to interpret and less overfitted to training data are two important but challenging issues. To address these problems, we study a new type of regulariza- tion approach that encourages the supports of weight vectors in RL models to have small overlap, by simultaneously promoting near-orthogonality among vectors and sparsity of each vector. We apply the proposed regularizer to two models: neural networks (NNs) and sparse coding (SC), and develop an efficient ADMM-based algorithm for regu- larized SC. Experiments on var…
Optimal symbol detection in multiple-input multiple-output (MIMO) systems is known to be an NP-hard problem. Recently, there has been a growing interest to get reasonably close to the optimal solution using neural networks while keeping the computational complexity in check. However, existing work based on deep learning shows that it is difficult to design a generic network that works well for a variety of channels. In this work, we propose a method that tries to strike a balance between symbol error rate (SER) performance and generality of channels. Our method is based on hypernetworks that g…
We present new policy mirror descent (PMD) methods for solving reinforcement learning (RL) problems with either strongly convex or general convex regularizers. By exploring the structural properties of these overall highly nonconvex problems we show that the PMD methods exhibit fast linear rate of convergence to the global optimality. We develop stochastic counterparts of these methods, and establish an ${\cal O}(1/ε)$ (resp., ${\cal O}(1/ε^2)$) sampling complexity for solving these RL problems with strongly (resp., general) convex regularizers using different sampling schemes, where $ε$ denot…
We propose the convex factorization machine (CFM), which is a convex variant of the widely used Factorization Machines (FMs). Specifically, we employ a linear+quadratic model and regularize the linear term with the $\ell_2$-regularizer and the quadratic term with the trace norm regularizer. Then, we formulate the CFM optimization as a semidefinite programming problem and propose an efficient optimization procedure with Hazan's algorithm. A key advantage of CFM over existing FMs is that it can find a globally optimal solution, while FMs may get a poor locally optimal solution since the objectiv…
Probabilistic graphical models compactly represent joint distributions by decomposing them into factors over subsets of random variables. In Bayesian networks, the factors are conditional probability distributions. For many problems, common information exists among those factors. Adding similarity restrictions can be viewed as imposing prior knowledge for model regularization. With proper restrictions, learned models usually generalize better. In this work, we study methods that exploit such high-level similarities to regularize the learning process and apply them to the task of modeling the w…
Many practical problems involve the recovery of a binary matrix from partial information, which makes the binary matrix completion (BMC) technique received increasing attention in machine learning. In particular, we consider a special case of BMC problem, in which only a subset of positive elements can be observed. In recent years, convex regularization based methods are the mainstream approaches for this task. However, the applications of nonconvex surrogates in standard matrix completion have demonstrated better empirical performance. Accordingly, we propose a novel BMC model with nonconvex …
Istituto Italiano di Tecnologia（意大利技术研究院）；Johns Hopkins University（约翰斯·霍普金斯大学）
Regularization for matrix factorization (MF) and approximation problems has been carried out in many different ways. Due to its popularity in deep learning, dropout has been applied also for this class of problems. Despite its solid empirical performance, the theoretical properties of dropout as a regularizer remain quite elusive for this class of problems. In this paper, we present a theoretical analysis of dropout for MF, where Bernoulli random variables are used to drop columns of the factors. We demonstrate the equivalence between dropout and a fully deterministic model for MF in which the…
The conditional gradient method (CGM) is widely used in large-scale sparse convex optimization, having a low per iteration computational cost for structured sparse regularizers and a greedy approach to collecting nonzeros. We explore the sparsity acquiring properties of a general penalized CGM (P-CGM) for convex regularizers and a reweighted penalized CGM (RP-CGM) for nonconvex regularizers, replacing the usual convex constraints with gauge-inspired penalties. This generalization does not increase the per-iteration complexity noticeably. Without assuming bounded iterates or using line search, …
Sparse-Group Lasso (SGL) has been shown to be a powerful regression technique for simultaneously discovering group and within-group sparse patterns by using a combination of the $\ell_1$ and $\ell_2$ norms. However, in large-scale applications, the complexity of the regularizers entails great computational challenges. In this paper, we propose a novel Two-Layer Feature REduction method (TLFre) for SGL via a decomposition of its dual feasible set. The two-layer reduction is able to quickly identify the inactive groups and the inactive features, respectively, which are guaranteed to be absent fr…
University of Washington（华盛顿大学）；Microsoft Research（微软研究院）
We propose a new class of convex penalty functions, called \emph{variational Gram functions} (VGFs), that can promote pairwise relations, such as orthogonality, among a set of vectors in a vector space. These functions can serve as regularizers in convex optimization problems arising from hierarchical classification, multitask learning, and estimating vectors with disjoint supports, among other applications. We study convexity for VGFs, and give efficient characterizations for their convex conjugates, subdifferentials, and proximal operators. We discuss efficient optimization algorithms for re…
We consider the homogeneous and the non-homogeneous convex relaxations for combinatorial penalty functions defined on support sets. Our study identifies key differences in the tightness of the resulting relaxations through the notion of the lower combinatorial envelope of a set-function along with new necessary conditions for support identification. We then propose a general adaptive estimator for convex monotone regularizers, and derive new sufficient conditions for support recovery in the asymptotic setting.
Rank minimization is of interest in machine learning applications such as recommender systems and robust principal component analysis. Minimizing the convex relaxation to the rank minimization problem, the nuclear norm, is an effective technique to solve the problem with strong performance guarantees. However, nonconvex relaxations have less estimation bias than the nuclear norm and can more accurately reduce the effect of noise on the measurements. We develop efficient algorithms based on iteratively reweighted nuclear norm schemes, while also utilizing the low rank factorization for semidefi…
Sharif University of Technology（谢里夫理工大学）；Amirkabir University of Technology（阿米尔卡比尔理工大学）
As application demands for online convex optimization accelerate, the need for designing new methods that simultaneously cover a large class of convex functions and impose the lowest possible regret is highly rising. Known online optimization methods usually perform well only in specific settings, and their performance depends highly on the geometry of the decision space and cost functions. However, in practice, lack of such geometric information leads to confusion in using the appropriate algorithm. To address this issue, some adaptive methods have been proposed that focus on adaptively learn…
Michigan State University（密歇根州立大学）；Los Alamos National Laboratory（洛斯阿拉莫斯国家实验室）
We present a method for supervised learning of sparsity-promoting regularizers, a key ingredient in many modern signal reconstruction problems. The parameters of the regularizer are learned to minimize the mean squared error of reconstruction on a training set of ground truth signal and measurement pairs. Training involves solving a challenging bilevel optimization problem with a nonsmooth lower-level objective. We derive an expression for the gradient of the training loss using the implicit closed-form solution of the lower-level variational problem given by its dual problem, and provide an a…
We consider the question of estimating a solution to a system of equations that involve convex nonlinearities, a problem that is common in machine learning and signal processing. Because of these nonlinearities, conventional estimators based on empirical risk minimization generally involve solving a non-convex optimization program. We propose anchored regression, a new approach based on convex programming that amounts to maximizing a linear functional (perhaps augmented by a regularizer) over a convex set. The proposed convex program is formulated in the natural space of the problem, and avoid…
The Plug-and-Play (PnP) framework makes it possible to integrate advanced image denoising priors into optimization algorithms, to efficiently solve a variety of image restoration tasks generally formulated as Maximum A Posteriori (MAP) estimation problems. The Plug-and-Play alternating direction method of multipliers (ADMM) and the Regularization by Denoising (RED) algorithms are two examples of such methods that made a breakthrough in image restoration. However, while the former method only applies to proximal algorithms, it has recently been shown that there exists no regularization that exp…
Stanford University（斯坦福大学）；ETH Zürich（苏黎世联邦理工学院）；Lehigh University（理海大学）；University of California（加利福尼亚大学）；EPFL（洛桑联邦理工学院）
The scale of modern datasets necessitates the development of efficient distributed optimization methods for machine learning. We present a general-purpose framework for distributed computing environments, CoCoA, that has an efficient communication scheme and is applicable to a wide variety of problems in machine learning and signal processing. We extend the framework to cover general non-strongly-convex regularizers, including L1-regularized problems like lasso, sparse logistic regression, and elastic net regularization, and show how earlier work can be derived as a special case. We provide co…
Graz University of Technology（格拉茨技术大学）；Silicon Austria Labs（奥地利硅谷实验室）；University of Bonn（波恩大学）；Johannes Kepler University（约翰·开普勒大学）；Technical University of Munich（慕尼黑工业大学）；Imperial College London（伦敦帝国理工学院）；NYU School of Medicine（纽约大学医学院）
Recent deep learning approaches focus on improving quantitative scores of dedicated benchmarks, and therefore only reduce the observation-related (aleatoric) uncertainty. However, the model-immanent (epistemic) uncertainty is less frequently systematically analyzed. In this work, we introduce a Bayesian variational framework to quantify the epistemic uncertainty. To this end, we solve the linear inverse problem of undersampled MRI reconstruction in a variational setting. The associated energy functional is composed of a data fidelity term and the total deep variation (TDV) as a learned paramet…
University of Genoa（热那亚大学）；University of Helsinki（赫尔辛基大学）
In this work, we consider the linear inverse problem $y=Ax+ε$, where $A\colon X\to Y$ is a known linear operator between the separable Hilbert spaces $X$ and $Y$, $x$ is a random variable in $X$ and $ε$ is a zero-mean random process in $Y$. This setting covers several inverse problems in imaging including denoising, deblurring, and X-ray tomography. Within the classical framework of regularization, we focus on the case where the regularization functional is not given a priori but learned from data. Our first result is a characterization of the optimal generalized Tikhonov regularizer, with res…
