arXiv subjects

Elvis Dohmatob

Publications and source records attributed to Elvis Dohmatob.

41 records · Page 3Linked to original sources

arXiv2018

Continuation of Nesterov's Smoothing for Regression with Structured Sparsity in High-Dimensional Neuroimaging

Predictive models can be used on high-dimensional brain images for diagnosis of a clinical condition. Spatial regularization through structured sparsity offers new perspectives in this context and reduces the risk of overfitting the model while providing interpretable neuroimaging signatures by forcing the solution to adhere to domain-specific constraints. Total Variation (TV) enforces spatial smoothness of the solution while segmenting predictive regions from the background. We consider the problem of minimizing the sum of a smooth convex loss, a non-smooth convex penalty (whose proximal operator is known) and a wide range of possible complex, non-smooth convex structured penalties such as TV or overlapping group Lasso. Existing solvers are either limited in the functions they can minimize or in their practical capacity to scale to high-dimensional imaging data. Nesterov's smoothing technique can be used to minimize a large number of non-smooth convex structured penalties but reasonable precision requires a small smoothing parameter, which slows down the convergence speed. To benefit from the versatility of Nesterov's smoothing technique, we propose a first order continuation algorithm, CONESTA, which automatically generates a sequence of decreasing smoothing parameters. The generated sequence maintains the optimal convergence speed towards any globally desired precision. Our main contributions are: To propose an expression of the duality gap to probe the current distance to the global optimum in order to adapt the smoothing parameter and the convergence speed. We provide a convergence rate, which is an improvement over classical proximal gradient smoothing methods. We demonstrate on both simulated and high-dimensional structural neuroimaging data that CONESTA significantly outperforms many state-of-the-art solvers in regard to convergence speed and precision.

stat.ML↗

arXiv2015

A simple and numerically stable primal-dual algorithm for computing Nash-equilibria in sequential games with incomplete information

We present a simple primal-dual algorithm for computing approximate Nash-equilibria in two-person zero-sum sequential games with incomplete information and perfect recall (like Texas Hold'em Poker). Our algorithm is numerically stable, performs only basic iterations (i.e matvec multiplications, clipping, etc., and no calls to external first-order oracles, no matrix inversions, etc.), and is applicable to a broad class of two-person zero-sum games including simultaneous games and sequential games with incomplete information and perfect recall. The applicability to the latter kind of games is thanks to the sequence-form representation which allows us to encode any such game as a matrix game with convex polytopial strategy profiles. We prove that the number of iterations needed to produce a Nash-equilibrium with a given precision is inversely proportional to the precision. As proof-of-concept, we present experimental results on matrix games on simplexes and Kuhn Poker.

cs.GT↗

arXiv2015

FAASTA: A fast solver for total-variation regularization of ill-conditioned problems with application to brain imaging

The total variation (TV) penalty, as many other analysis-sparsity problems, does not lead to separable factors or a proximal operatorwith a closed-form expression, such as soft thresholding for the $\ell\_1$ penalty. As a result, in a variational formulation of an inverse problem or statisticallearning estimation, it leads to challenging non-smooth optimization problemsthat are often solved with elaborate single-step first-order methods. When thedata-fit term arises from empirical measurements, as in brain imaging, it isoften very ill-conditioned and without simple structure. In this situation, in proximal splitting methods, the computation cost of thegradient step can easily dominate each iteration. Thus it is beneficialto minimize the number of gradient steps.We present fAASTA, a variant of FISTA, that relies on an internal solver forthe TV proximal operator, and refines its tolerance to balance computationalcost of the gradient and the proximal steps. We give benchmarks andillustrations on "brain decoding": recovering brain maps from noisymeasurements to predict observed behavior. The algorithm as well as theempirical study of convergence speed are valuable for any non-exact proximaloperator, in particular analysis-sparsity problems.

q-bio.NC↗

arXiv2015

In theory, You crack under pressure!

"It's opening night at the opera, and your friend is the prima donna (the lead female singer). You will not be in the audience, but you want to make sure she receives a standing ovation -- with every audience member standing up and clapping their hands for her."

math.CO↗

arXiv2014

Region segmentation for sparse decompositions: better brain parcellations from rest fMRI

Functional Magnetic Resonance Images acquired during resting-state provide information about the functional organization of the brain through measuring correlations between brain areas. Independent components analysis is the reference approach to estimate spatial components from weakly structured data such as brain signal time courses; each of these components may be referred to as a brain network and the whole set of components can be conceptualized as a brain functional atlas. Recently, new methods using a sparsity prior have emerged to deal with low signal-to-noise ratio data. However, even when using sophisticated priors, the results may not be very sparse and most often do not separate the spatial components into brain regions. This work presents post-processing techniques that automatically sparsify brain maps and separate regions properly using geometric operations, and compares these techniques according to faithfulness to data and stability metrics. In particular, among threshold-based approaches, hysteresis thresholding and random walker segmentation, the latter improves significantly the stability of both dense and sparse models.

q-bio.NC↗