Stochastic forward-backward and primal-dual approximation algorithms with application to online image restoration

Stochastic approximation techniques have been used in various contexts in data science. We propose a stochastic version of the forward-backward algorithm for minimizing the sum of two convex functions, one of which is not necessarily smooth. Our framework can handle stochastic approximations of the gradient of the smooth function and allows for stochastic errors in the evaluation of the proximity operator of the nonsmooth function. The almost sure convergence of the iterates generated by the algorithm to a minimizer is established under relatively mild assumptions. We also propose a stochastic version of a popular primal-dual proximal splitting algorithm, establish its convergence, and apply it to an online image restoration problem.Comment: 5 Figure

Stochastic Approximations and Perturbations in Forward-Backward Splitting for Monotone Operators

We investigate the asymptotic behavior of a stochastic version of the forward-backward splitting algorithm for finding a zero of the sum of a maximally monotone set-valued operator and a cocoercive operator in Hilbert spaces. Our general setting features stochastic approximations of the cocoercive operator and stochastic perturbations in the evaluation of the resolvents of the set-valued operator. In addition, relaxations and not necessarily vanishing proximal parameters are allowed. Weak and strong almost sure convergence properties of the iterates is established under mild conditions on the underlying stochastic processes. Leveraging these results, we also establish the almost sure convergence of the iterates of a stochastic variant of a primal-dual proximal splitting method for composite minimization problems

A first-order stochastic primal-dual algorithm with correction step

We investigate the convergence properties of a stochastic primal-dual splitting algorithm for solving structured monotone inclusions involving the sum of a cocoercive operator and a composite monotone operator. The proposed method is the stochastic extension to monotone inclusions of a proximal method studied in {\em Y. Drori, S. Sabach, and M. Teboulle, A simple algorithm for a class of nonsmooth convex-concave saddle-point problems, 2015} and {\em I. Loris and C. Verhoeven, On a generalization of the iterative soft-thresholding algorithm for the case of non-separable penalty, 2011} for saddle point problems. It consists in a forward step determined by the stochastic evaluation of the cocoercive operator, a backward step in the dual variables involving the resolvent of the monotone operator, and an additional forward step using the stochastic evaluation of the cocoercive introduced in the first step. We prove weak almost sure convergence of the iterates by showing that the primal-dual sequence generated by the method is stochastic quasi Fej\'er-monotone with respect to the set of zeros of the considered primal and dual inclusions. Additional results on ergodic convergence in expectation are considered for the special case of saddle point models

A stochastic inertial forward-backward splitting algorithm for multivariate monotone inclusions

We propose an inertial forward-backward splitting algorithm to compute the zero of a sum of two monotone operators allowing for stochastic errors in the computation of the operators. More precisely, we establish almost sure convergence in real Hilbert spaces of the sequence of iterates to an optimal solution. Then, based on this analysis, we introduce two new classes of stochastic inertial primal-dual splitting methods for solving structured systems of composite monotone inclusions and prove their convergence. Our results extend to the stochastic and inertial setting various types of structured monotone inclusion problems and corresponding algorithmic solutions. Application to minimization problems is discussed

Stochastic Quasi-Fej\'er Block-Coordinate Fixed Point Iterations with Random Sweeping

This work proposes block-coordinate fixed point algorithms with applications to nonlinear analysis and optimization in Hilbert spaces. The asymptotic analysis relies on a notion of stochastic quasi-Fej\'er monotonicity, which is thoroughly investigated. The iterative methods under consideration feature random sweeping rules to select arbitrarily the blocks of variables that are activated over the course of the iterations and they allow for stochastic errors in the evaluation of the operators. Algorithms using quasinonexpansive operators or compositions of averaged nonexpansive operators are constructed, and weak and strong convergence results are established for the sequences they generate. As a by-product, novel block-coordinate operator splitting methods are obtained for solving structured monotone inclusion and convex minimization problems. In particular, the proposed framework leads to random block-coordinate versions of the Douglas-Rachford and forward-backward algorithms and of some of their variants. In the standard case of $m=1$ block, our results remain new as they incorporate stochastic perturbations

A Review on Deep Learning in Medical Image Reconstruction

Medical imaging is crucial in modern clinics to guide the diagnosis and treatment of diseases. Medical image reconstruction is one of the most fundamental and important components of medical imaging, whose major objective is to acquire high-quality medical images for clinical usage at the minimal cost and risk to the patients. Mathematical models in medical image reconstruction or, more generally, image restoration in computer vision, have been playing a prominent role. Earlier mathematical models are mostly designed by human knowledge or hypothesis on the image to be reconstructed, and we shall call these models handcrafted models. Later, handcrafted plus data-driven modeling started to emerge which still mostly relies on human designs, while part of the model is learned from the observed data. More recently, as more data and computation resources are made available, deep learning based models (or deep models) pushed the data-driven modeling to the extreme where the models are mostly based on learning with minimal human designs. Both handcrafted and data-driven modeling have their own advantages and disadvantages. One of the major research trends in medical imaging is to combine handcrafted modeling with deep modeling so that we can enjoy benefits from both approaches. The major part of this article is to provide a conceptual review of some recent works on deep modeling from the unrolling dynamics viewpoint. This viewpoint stimulates new designs of neural network architectures with inspirations from optimization algorithms and numerical differential equations. Given the popularity of deep modeling, there are still vast remaining challenges in the field, as well as opportunities which we shall discuss at the end of this article.Comment: 31 pages, 6 figures. Survey pape