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arXiv 2409.12947cs.LGcs.DSstat.ML
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展开去噪网络可证明地学习最优贝叶斯推断

Unrolled denoising networks provably learn optimal Bayesian inference

Harvard SEAS(哈佛大学工程与应用科学学院);UT Austin(德克萨斯大学奥斯汀分校);Weizmann Institute of Science(魏茨曼科学研究所)

Aayush Karan, Kulin Shah, Sitan Chen, Yonina C. Eldar

AI总结:

本文证明基于展开近似消息传递的神经网络可学习最优贝叶斯推断,在压缩感知中网络层收敛至贝叶斯AMP去噪器,并在低维、非高斯设计等场景优于贝叶斯AMP。

摘要:

许多贝叶斯推断工作围绕逆问题估计器的设计展开,这些估计器在假设数据来自已知先验时是最优的。但如果先验未知,这些最优性保证又意味着什么呢?近年来,算法展开作为深度学习对这一古老问题的回答而出现:设计一个神经网络,其层在原则上可以模拟推断算法的迭代,并在由未知先验生成的数据上进行训练。尽管该方法在经验上取得了成功,但尚不清楚这种方法能否可证明地恢复其最优的、先验已知对应方法的性能。在本工作中,我们证明了基于展开近似消息传递(AMP)的神经网络的首个严格学习保证。对于压缩感知,我们证明当在来自乘积先验的数据上训练时,网络的层近似收敛到贝叶斯AMP中使用的相同去噪器。我们还提供了针对压缩感知和秩一矩阵估计的大量数值实验,展示了我们展开架构的优势——除了能够无意识地适应一般先验外,它在低维、非高斯设计和非乘积先验等更一般设置中表现出优于贝叶斯AMP的性能。

英文摘要:

Much of Bayesian inference centers around the design of estimators for inverse problems which are optimal assuming the data comes from a known prior. But what do these optimality guarantees mean if the prior is unknown? In recent years, algorithm unrolling has emerged as deep learning's answer to this age-old question: design a neural network whose layers can in principle simulate iterations of inference algorithms and train on data generated by the unknown prior. Despite its empirical success, however, it has remained unclear whether this method can provably recover the performance of its optimal, prior-aware counterparts. In this work, we prove the first rigorous learning guarantees for neural networks based on unrolling approximate message passing (AMP). For compressed sensing, we prove that when trained on data drawn from a product prior, the layers of the network approximately converge to the same denoisers used in Bayes AMP. We also provide extensive numerical experiments for compressed sensing and rank-one matrix estimation demonstrating the advantages of our unrolled architecture - in addition to being able to obliviously adapt to general priors, it exhibits improvements over Bayes AMP in more general settings of low dimensions, non-Gaussian designs, and non-product priors.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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