Convolutional sparse representation (CSR), shift-invariant model for inverse problems, has gained much attention in the fields of signal/image processing, machine learning and computer vision. The most challenging problems in CSR implies the minimization of a composite function of the form $min_x \sum_i f_i(x) + g(x)$, where a direct and low-cost solution can be difficult to achieve. However, it has been reported that semi-distributed formulations such as ADMM consensus can provide important computational benefits. In the present work, we derive and detail a thorough theoretical analysis of an efficient consensus algorithm based on proximal gradient (PG) approach. The effectiveness of the proposed algorithm with respect to its ADMM counterpart is primarily assessed in the classic convolutional dictionary learning problem. Furthermore, our consensus method, which is generically structured, can be used to solve other optimization problems, where a sum of convex functions with a regularization term share a single global variable. As an example, the proposed algorithm is also applied to another particular convolutional problem for the anomaly detection task.
New York University School of Medicine（纽约大学医学院）；Center for Data Science, New York University（纽约大学数据科学中心）；Harvard College（哈佛学院）；Hospital for Joint Diseases, New York University Langone Medical Center（纽约大学朗格尼医学中心关节疾病医院）；Courant Institute of Mathematical Science, New York University（纽约大学库朗数学科学研究所）
Magnetic resonance imaging (MRI) has been proposed as a complimentary method to measure bone quality and assess fracture risk. However, manual segmentation of MR images of bone is time-consuming, limiting the use of MRI measurements in the clinical practice. The purpose of this paper is to present an automatic proximal femur segmentation method that is based on deep convolutional neural networks (CNNs). This study had institutional review board approval and written informed consent was obtained from all subjects. A dataset of volumetric structural MR images of the proximal femur from 86 subjec…
Beijing Institute of Technology（北京理工大学）；Beijing Institute of Technology Chongqing Innovation Center（北京理工大学重庆创新中心）；Tongji University（同济大学）；Nanyang Technological University（南洋理工大学）
The non-smooth finite-sum minimization is a fundamental problem in machine learning. This paper develops a distributed stochastic proximal-gradient algorithm with random reshuffling to solve the finite-sum minimization over time-varying multi-agent networks. The objective function is a sum of differentiable convex functions and non-smooth regularization. Each agent in the network updates local variables with a constant step-size by local information and cooperates to seek an optimal solution. We prove that local variable estimates generated by the proposed algorithm achieve consensus and are a…
NTNU（挪威科技大学）；University of Bath（巴斯大学）；University of Cambridge（剑桥大学）
In recent years the use of convolutional layers to encode an inductive bias (translational equivariance) in neural networks has proven to be a very fruitful idea. The successes of this approach have motivated a line of research into incorporating other symmetries into deep learning methods, in the form of group equivariant convolutional neural networks. Much of this work has been focused on roto-translational symmetry of $\mathbf R^d$, but other examples are the scaling symmetry of $\mathbf R^d$ and rotational symmetry of the sphere. In this work, we demonstrate that group equivariant convolut…
Indian Institute of Technology Kanpur（印度理工学院坎普尔分校）
We consider the problem of tracking the minimum of a time-varying convex optimization problem over a dynamic graph. Motivated by target tracking and parameter estimation problems in intermittently connected robotic and sensor networks, the goal is to design a distributed algorithm capable of handling non-differentiable regularization penalties. The proposed proximal online gradient descent algorithm is built to run in a fully decentralized manner and utilizes consensus updates over possibly disconnected graphs. The performance of the proposed algorithm is analyzed by developing bounds on its d…
Australian National University（澳大利亚国立大学）；University of Oxford（牛津大学）
Compressing large Neural Networks (NN) by quantizing the parameters, while maintaining the performance is highly desirable due to reduced memory and time complexity. In this work, we cast NN quantization as a discrete labelling problem, and by examining relaxations, we design an efficient iterative optimization procedure that involves stochastic gradient descent followed by a projection. We prove that our simple projected gradient descent approach is, in fact, equivalent to a proximal version of the well-known mean-field method. These findings would allow the decades-old and theoretically grou…
Image restoration problems are typically ill-posed requiring the design of suitable priors. These priors are typically hand-designed and are fully instantiated throughout the process. In this paper, we introduce a novel framework for handling inverse problems related to image restoration based on elements from the half quadratic splitting method and proximal operators. Modeling the proximal operator as a convolutional network, we defined an implicit prior on the image space as a function class during training. This is in contrast to the common practice in literature of having the prior to be f…
Michigan State University（密歇根州立大学）；Princeton University（普林斯顿大学）
This paper proposes a novel proximal-gradient algorithm for a decentralized optimization problem with a composite objective containing smooth and non-smooth terms. Specifically, the smooth and nonsmooth terms are dealt with by gradient and proximal updates, respectively. The proposed algorithm is closely related to a previous algorithm, PG-EXTRA \cite{shi2015proximal}, but has a few advantages. First of all, agents use uncoordinated step-sizes, and the stable upper bounds on step-sizes are independent of network topologies. The step-sizes depend on local objective functions, and they can be as…
Sichuan University（四川大学）；Chinese University of Hong Kong, Shenzhen（香港中文大学（深圳））；Shenzhen Research Institute of Big Data（深圳市大数据研究院）；University of Florida（佛罗里达大学）
While many distributed optimization algorithms have been proposed for solving smooth or convex problems over the networks, few of them can handle non-convex and non-smooth problems. Based on a proximal primal-dual approach, this paper presents a new (stochastic) distributed algorithm with Nesterov momentum for accelerated optimization of non-convex and non-smooth problems. Theoretically, we show that the proposed algorithm can achieve an $ε$-stationary solution under a constant step size with $\mathcal{O}(1/ε^2)$ computation complexity and $\mathcal{O}(1/ε)$ communication complexity. When comp…
The University of Edinburgh（爱丁堡大学）；King Abdullah University of Science and Technology (KAUST)（阿卜杜拉国王科技大学）；Moscow Institute of Physics and Technology (MIPT)（莫斯科物理技术学院）
In this paper we study several classes of stochastic optimization algorithms enriched with heavy ball momentum. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic dual subspace ascent. This is the first time momentum variants of several of these methods are studied. We choose to perform our analysis in a setting in which all of the above methods are equivalent. We prove global nonassymptotic linear convergence rates for all methods and various measures of success, including primal function values, primal iterates (in L2 sense…
Hong Kong University of Science and Technology（香港科技大学）
Convolutional sparse coding (CSC) can learn representative shift-invariant patterns from multiple kinds of data. However, existing CSC methods can only model noises from Gaussian distribution, which is restrictive and unrealistic. In this paper, we propose a general CSC model capable of dealing with complicated unknown noise. The noise is now modeled by Gaussian mixture model, which can approximate any continuous probability density function. We use the expectation-maximization algorithm to solve the problem and design an efficient method for the weighted CSC problem in maximization step. The …
University of Bristol（布里斯托大学）；NHS Trust Foundation（NHS信托基金会）
In representation learning, Convolutional Sparse Coding (CSC) enables unsupervised learning of features by jointly optimising both an \(\ell_2\)-norm fidelity term and a sparsity enforcing penalty. This work investigates using a regularisation term derived from an assumed Cauchy prior for the coefficients of the feature maps of a CSC generative model. The sparsity penalty term resulting from this prior is solved via its proximal operator, which is then applied iteratively, element-wise, on the coefficients of the feature maps to optimise the CSC cost function. The performance of the proposed I…
Second-Order KKT Guarantees for Bregman ADMM in Nonconvex and Non-Lipschitz Optimization
Department of Electrical and Computer Engineering, Iowa State University（电气与计算机工程系，爱荷华州立大学）；Department of Computer Science and Engineering, Ohio State University（计算机科学与工程系，俄亥俄州立大学）；DAMO Academy, Alibaba Group US（阿里巴巴集团美国DAMO研究院）
University of Rochester（罗切斯特大学）；University of Pennsylvania（宾夕法尼亚大学）
Machine learning frameworks such as graph neural networks typically rely on a given, fixed graph to exploit relational inductive biases and thus effectively learn from network data. However, when said graphs are (partially) unobserved, noisy, or dynamic, the problem of inferring graph structure from data becomes relevant. In this paper, we postulate a graph convolutional relationship between the observed and latent graphs, and formulate the graph learning task as a network inverse (deconvolution) problem. In lieu of eigendecomposition-based spectral methods or iterative optimization solutions,…
Stochastic gradient methods (SGMs) have been extensively used for solving stochastic problems or large-scale machine learning problems. Recent works employ various techniques to improve the convergence rate of SGMs for both convex and nonconvex cases. Most of them require a large number of samples in some or all iterations of the improved SGMs. In this paper, we propose a new SGM, named PStorm, for solving nonconvex nonsmooth stochastic problems. With a momentum-based variance reduction technique, PStorm can achieve the optimal complexity result $O(\varepsilon^{-3})$ to produce a stochastic $\…
The $L_1$-regularized models are widely used for sparse regression or classification tasks. In this paper, we propose the orthant-wise passive descent algorithm (OPDA) for optimizing $L_1$-regularized models, as an improved substitute of proximal algorithms, which are the standard tools for optimizing the models nowadays. OPDA uses a stochastic variance-reduced gradient (SVRG) to initialize the descent direction, then apply a novel alignment operator to encourage each element keeping the same sign after one iteration of update, so the parameter remains in the same orthant as before. It also ex…
We address the issue of speeding up the training of convolutional neural networks by studying a distributed method adapted to stochastic gradient descent. Our parallel optimization setup uses several threads, each applying individual gradient descents on a local variable. We propose a new way of sharing information between different threads based on gossip algorithms that show good consensus convergence properties. Our method called GoSGD has the advantage to be fully asynchronous and decentralized.
Center for Systems Biology Dresden（德累斯顿系统生物学中心）；Max-Planck Institute (CBG)（马克斯·普朗克分子细胞生物学与遗传学研究所）；School of Computer Science（计算机科学学院）；University of Birmingham（伯明翰大学）；Fondazione Human Technopole（人类技术基金会）
Deep Learning based methods have emerged as the indisputable leaders for virtually all image restoration tasks. Especially in the domain of microscopy images, various content-aware image restoration (CARE) approaches are now used to improve the interpretability of acquired data. Naturally, there are limitations to what can be restored in corrupted images, and like for all inverse problems, many potential solutions exist, and one of them must be chosen. Here, we propose DivNoising, a denoising approach based on fully convolutional variational autoencoders (VAEs), overcoming the problem of havin…
In this work, we consider nonconvex composite problems that involve inf-convolution with a Legendre function, which gives rise to an anisotropic generalization of the proximal mapping and Moreau-envelope. In a convex setting such problems can be solved via alternating minimization of a splitting formulation, where the consensus constraint is penalized with a Legendre function. In contrast, for nonconvex models it is in general unclear that this approach yields stationary points to the infimal convolution problem. To this end we analytically investigate local regularity properties of the Moreau…
Sorbonne Universités（索邦大学）；UPMC Univ Paris 06（巴黎第六大学）；ENSEA（法国高等电力学院）；Université Cergy-Pontoise（塞尔吉-蓬图瓦兹大学）；CNRS（法国国家科学研究中心）
We address the issue of speeding up the training of convolutional networks. Here we study a distributed method adapted to stochastic gradient descent (SGD). The parallel optimization setup uses several threads, each applying individual gradient descents on a local variable. We propose a new way to share information between different threads inspired by gossip algorithms and showing good consensus convergence properties. Our method called GoSGD has the advantage to be fully asynchronous and decentralized. We compared our method to the recent EASGD in \cite{elastic} on CIFAR-10 show encouraging …
The field development optimization (FDO) problem represents a challenging mixed-integer nonlinear programming (MINLP) problem in which we seek to obtain the number of wells, their type, location, and drilling sequence that maximizes an economic metric. Evolutionary optimization algorithms have been effectively applied to solve the FDO problem, however, these methods provide only a deterministic (single) solution which are generally not robust towards small changes in the problem setup. In this work, the goal is to apply convolutional neural network-based (CNN) deep reinforcement learning (DRL)…
Stability of Primal-Dual Gradient Flow Dynamics for Multi-Block Convex Optimization Problems
Ming Hsieh Department of Electrical and Computer Engineering, University of Southern California（明希德电气与计算机工程学院，南加州大学）；Department of Electrical Engineering (ESAT-STADIUS), KU Leuven（电气工程系（ESAT-STADIUS），鲁汶大学）
