9,124 research outputs found
A Singular Value Thresholding Algorithm for Matrix Completion
This paper introduces a novel algorithm to approximate the matrix with minimum
nuclear norm among all matrices obeying a set of convex constraints. This problem may be understood
as the convex relaxation of a rank minimization problem and arises in many important
applications as in the task of recovering a large matrix from a small subset of its entries (the famous
Netflix problem). Off-the-shelf algorithms such as interior point methods are not directly amenable
to large problems of this kind with over a million unknown entries. This paper develops a simple
first-order and easy-to-implement algorithm that is extremely efficient at addressing problems in
which the optimal solution has low rank. The algorithm is iterative, produces a sequence of matrices
{X^k,Y^k}, and at each step mainly performs a soft-thresholding operation on the singular values
of the matrix Y^k. There are two remarkable features making this attractive for low-rank matrix
completion problems. The first is that the soft-thresholding operation is applied to a sparse matrix;
the second is that the rank of the iterates {X^k} is empirically nondecreasing. Both these facts allow
the algorithm to make use of very minimal storage space and keep the computational cost of each
iteration low. On the theoretical side, we provide a convergence analysis showing that the sequence
of iterates converges. On the practical side, we provide numerical examples in which 1,000 × 1,000
matrices are recovered in less than a minute on a modest desktop computer. We also demonstrate
that our approach is amenable to very large scale problems by recovering matrices of rank about
10 with nearly a billion unknowns from just about 0.4% of their sampled entries. Our methods are
connected with the recent literature on linearized Bregman iterations for ℓ_1 minimization, and we
develop a framework in which one can understand these algorithms in terms of well-known Lagrange
multiplier algorithms
Active Mean Fields for Probabilistic Image Segmentation: Connections with Chan-Vese and Rudin-Osher-Fatemi Models
Segmentation is a fundamental task for extracting semantically meaningful
regions from an image. The goal of segmentation algorithms is to accurately
assign object labels to each image location. However, image-noise, shortcomings
of algorithms, and image ambiguities cause uncertainty in label assignment.
Estimating the uncertainty in label assignment is important in multiple
application domains, such as segmenting tumors from medical images for
radiation treatment planning. One way to estimate these uncertainties is
through the computation of posteriors of Bayesian models, which is
computationally prohibitive for many practical applications. On the other hand,
most computationally efficient methods fail to estimate label uncertainty. We
therefore propose in this paper the Active Mean Fields (AMF) approach, a
technique based on Bayesian modeling that uses a mean-field approximation to
efficiently compute a segmentation and its corresponding uncertainty. Based on
a variational formulation, the resulting convex model combines any
label-likelihood measure with a prior on the length of the segmentation
boundary. A specific implementation of that model is the Chan-Vese segmentation
model (CV), in which the binary segmentation task is defined by a Gaussian
likelihood and a prior regularizing the length of the segmentation boundary.
Furthermore, the Euler-Lagrange equations derived from the AMF model are
equivalent to those of the popular Rudin-Osher-Fatemi (ROF) model for image
denoising. Solutions to the AMF model can thus be implemented by directly
utilizing highly-efficient ROF solvers on log-likelihood ratio fields. We
qualitatively assess the approach on synthetic data as well as on real natural
and medical images. For a quantitative evaluation, we apply our approach to the
icgbench dataset
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