Inertial Stochastic PALM (iSPALM) and Applications in Machine Learning

Inertial algorithms for minimizing nonsmooth and nonconvex functions as the inertial proximal alternating linearized minimization algorithm (iPALM) have demonstrated their superiority with respect to computation time over their non inertial variants. In many problems in imaging and machine learning, the objective functions have a special form involving huge data which encourage the application of stochastic algorithms. While algorithms based on stochastic gradient descent are still used in the majority of applications, recently also stochastic algorithms for minimizing nonsmooth and nonconvex functions were proposed. In this paper, we derive an inertial variant of a stochastic PALM algorithm with variance-reduced gradient estimator, called iSPALM, and prove linear convergence of the algorithm under certain assumptions. Our inertial approach can be seen as generalization of momentum methods widely used to speed up and stabilize optimization algorithms, in particular in machine learning, to nonsmooth problems. Numerical experiments for learning the weights of a so-called proximal neural network and the parameters of Student-t mixture models show that our new algorithm outperforms both stochastic PALM and its deterministic counterparts

Alternatives to the EM Algorithm for ML-Estimation of Location, Scatter Matrix and Degree of Freedom of the Student-tt Distribution

In this paper, we consider maximum likelihood estimations of the degree of freedom parameter $\nu$, the location parameter $\mu$ and the scatter matrix $\Sigma$ of the multivariate Student-$t$ distribution. In particular, we are interested in estimating the degree of freedom parameter $\nu$ that determines the tails of the corresponding probability density function and was rarely considered in detail in the literature so far. We prove that under certain assumptions a minimizer of the negative log-likelihood function exists, where we have to take special care of the case $\nu \rightarrow \infty$, for which the Student-$t$ distribution approaches the Gaussian distribution. As alternatives to the classical EM algorithm we propose three other algorithms which cannot be interpreted as EM algorithm. For fixed $\nu$, the first algorithm is an accelerated EM algorithm known from the literature. However, since we do not fix $\nu$, we cannot apply standard convergence results for the EM algorithm. The other two algorithms differ from this algorithm in the iteration step for $\nu$. We show how the objective function behaves for the different updates of $\nu$ and prove for all three algorithms that it decreases in each iteration step. We compare the algorithms as well as some accelerated versions by numerical simulation and apply one of them for estimating the degree of freedom parameter in images corrupted by Student-$t$ noise

A Convex Constraint Variational Method for Restoring Blurred Images in the Presence of Alpha-Stable Noises

Blurred image restoration poses a great challenge under the non-Gaussian noise environments in various communication systems. In order to restore images from blur and alpha-stable noise while also preserving their edges, this paper proposes a variational method to restore the blurred images with alpha-stable noises based on the property of the meridian distribution and the total variation (TV). Since the variational model is non-convex, it cannot guarantee a global optimal solution. To overcome this drawback, we also incorporate an additional penalty term into the deblurring and denoising model and propose a strictly convex variational method. Due to the convexity of our model, the primal-dual algorithm is adopted to solve this convex variational problem. Our simulation results validate the proposed method