190 research outputs found
Linearized Alternating Direction Method with Parallel Splitting and Adaptive Penalty for Separable Convex Programs in Machine Learning
Many problems in machine learning and other fields can be (re)for-mulated as
linearly constrained separable convex programs. In most of the cases, there are
multiple blocks of variables. However, the traditional alternating direction
method (ADM) and its linearized version (LADM, obtained by linearizing the
quadratic penalty term) are for the two-block case and cannot be naively
generalized to solve the multi-block case. So there is great demand on
extending the ADM based methods for the multi-block case. In this paper, we
propose LADM with parallel splitting and adaptive penalty (LADMPSAP) to solve
multi-block separable convex programs efficiently. When all the component
objective functions have bounded subgradients, we obtain convergence results
that are stronger than those of ADM and LADM, e.g., allowing the penalty
parameter to be unbounded and proving the sufficient and necessary conditions}
for global convergence. We further propose a simple optimality measure and
reveal the convergence rate of LADMPSAP in an ergodic sense. For programs with
extra convex set constraints, with refined parameter estimation we devise a
practical version of LADMPSAP for faster convergence. Finally, we generalize
LADMPSAP to handle programs with more difficult objective functions by
linearizing part of the objective function as well. LADMPSAP is particularly
suitable for sparse representation and low-rank recovery problems because its
subproblems have closed form solutions and the sparsity and low-rankness of the
iterates can be preserved during the iteration. It is also highly
parallelizable and hence fits for parallel or distributed computing. Numerical
experiments testify to the advantages of LADMPSAP in speed and numerical
accuracy.Comment: Preliminary version published on Asian Conference on Machine Learning
201
A Theoretically Guaranteed Deep Optimization Framework for Robust Compressive Sensing MRI
Magnetic Resonance Imaging (MRI) is one of the most dynamic and safe imaging
techniques available for clinical applications. However, the rather slow speed
of MRI acquisitions limits the patient throughput and potential indi cations.
Compressive Sensing (CS) has proven to be an efficient technique for
accelerating MRI acquisition. The most widely used CS-MRI model, founded on the
premise of reconstructing an image from an incompletely filled k-space, leads
to an ill-posed inverse problem. In the past years, lots of efforts have been
made to efficiently optimize the CS-MRI model. Inspired by deep learning
techniques, some preliminary works have tried to incorporate deep architectures
into CS-MRI process. Unfortunately, the convergence issues (due to the
experience-based networks) and the robustness (i.e., lack real-world noise
modeling) of these deeply trained optimization methods are still missing. In
this work, we develop a new paradigm to integrate designed numerical solvers
and the data-driven architectures for CS-MRI. By introducing an optimal
condition checking mechanism, we can successfully prove the convergence of our
established deep CS-MRI optimization scheme. Furthermore, we explicitly
formulate the Rician noise distributions within our framework and obtain an
extended CS-MRI network to handle the real-world nosies in the MRI process.
Extensive experimental results verify that the proposed paradigm outperforms
the existing state-of-the-art techniques both in reconstruction accuracy and
efficiency as well as robustness to noises in real scene
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