Block stochastic gradient iteration for convex and nonconvex optimization

The stochastic gradient (SG) method can minimize an objective function composed of a large number of differentiable functions, or solve a stochastic optimization problem, to a moderate accuracy. The block coordinate descent/update (BCD) method, on the other hand, handles problems with multiple blocks of variables by updating them one at a time; when the blocks of variables are easier to update individually than together, BCD has a lower per-iteration cost. This paper introduces a method that combines the features of SG and BCD for problems with many components in the objective and with multiple (blocks of) variables. Specifically, a block stochastic gradient (BSG) method is proposed for solving both convex and nonconvex programs. At each iteration, BSG approximates the gradient of the differentiable part of the objective by randomly sampling a small set of data or sampling a few functions from the sum term in the objective, and then, using those samples, it updates all the blocks of variables in either a deterministic or a randomly shuffled order. Its convergence for both convex and nonconvex cases are established in different senses. In the convex case, the proposed method has the same order of convergence rate as the SG method. In the nonconvex case, its convergence is established in terms of the expected violation of a first-order optimality condition. The proposed method was numerically tested on problems including stochastic least squares and logistic regression, which are convex, as well as low-rank tensor recovery and bilinear logistic regression, which are nonconvex

An Alternating Direction Algorithm for Matrix Completion with Nonnegative Factors

This paper introduces an algorithm for the nonnegative matrix factorization-and-completion problem, which aims to find nonnegative low-rank matrices X and Y so that the product XY approximates a nonnegative data matrix M whose elements are partially known (to a certain accuracy). This problem aggregates two existing problems: (i) nonnegative matrix factorization where all entries of M are given, and (ii) low-rank matrix completion where nonnegativity is not required. By taking the advantages of both nonnegativity and low-rankness, one can generally obtain superior results than those of just using one of the two properties. We propose to solve the non-convex constrained least-squares problem using an algorithm based on the classic alternating direction augmented Lagrangian method. Preliminary convergence properties of the algorithm and numerical simulation results are presented. Compared to a recent algorithm for nonnegative matrix factorization, the proposed algorithm produces factorizations of similar quality using only about half of the matrix entries. On tasks of recovering incomplete grayscale and hyperspectral images, the proposed algorithm yields overall better qualities than those produced by two recent matrix-completion algorithms that do not exploit nonnegativity

A fast patch-dictionary method for whole image recovery

Various algorithms have been proposed for dictionary learning. Among those for image processing, many use image patches to form dictionaries. This paper focuses on whole-image recovery from corrupted linear measurements. We address the open issue of representing an image by overlapping patches: the overlapping leads to an excessive number of dictionary coefficients to determine. With very few exceptions, this issue has limited the applications of image-patch methods to the local kind of tasks such as denoising, inpainting, cartoon-texture decomposition, super-resolution, and image deblurring, for which one can process a few patches at a time. Our focus is global imaging tasks such as compressive sensing and medical image recovery, where the whole image is encoded together, making it either impossible or very ineffective to update a few patches at a time. Our strategy is to divide the sparse recovery into multiple subproblems, each of which handles a subset of non-overlapping patches, and then the results of the subproblems are averaged to yield the final recovery. This simple strategy is surprisingly effective in terms of both quality and speed. In addition, we accelerate computation of the learned dictionary by applying a recent block proximal-gradient method, which not only has a lower per-iteration complexity but also takes fewer iterations to converge, compared to the current state-of-the-art. We also establish that our algorithm globally converges to a stationary point. Numerical results on synthetic data demonstrate that our algorithm can recover a more faithful dictionary than two state-of-the-art methods. Combining our whole-image recovery and dictionary-learning methods, we numerically simulate image inpainting, compressive sensing recovery, and deblurring. Our recovery is more faithful than those of a total variation method and a method based on overlapping patches

On the Computation Power of Name Parameterization in Higher-order Processes

Parameterization extends higher-order processes with the capability of abstraction (akin to that in lambda-calculus), and is known to be able to enhance the expressiveness. This paper focuses on the parameterization of names, i.e. a construct that maps a name to a process, in the higher-order setting. We provide two results concerning its computation capacity. First, name parameterization brings up a complete model, in the sense that it can express an elementary interactive model with built-in recursive functions. Second, we compare name parameterization with the well-known pi-calculus, and provide two encodings between them.Comment: In Proceedings ICE 2015, arXiv:1508.0459