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Jingwei Liang

Publications and source records attributed to Jingwei Liang.

35 records · Page 2Linked to original sources

Tuning-free Plug-and-Play Proximal Algorithm for Inverse Imaging Problems

Plug-and-play (PnP) is a non-convex framework that combines ADMM or other proximal algorithms with advanced denoiser priors. Recently, PnP has achieved great empirical success, especially with the integration of deep learning-based denoisers. However, a key problem of PnP based approaches is that they require manual parameter tweaking. It is necessary to obtain high-quality results across the high discrepancy in terms of imaging conditions and varying scene content. In this work, we present a tuning-free PnP proximal algorithm, which can automatically determine the internal parameters including the penalty parameter, the denoising strength and the terminal time. A key part of our approach is to develop a policy network for automatic search of parameters, which can be effectively learned via mixed model-free and model-based deep reinforcement learning. We demonstrate, through numerical and visual experiments, that the learned policy can customize different parameters for different states, and often more efficient and effective than existing handcrafted criteria. Moreover, we discuss the practical considerations of the plugged denoisers, which together with our learned policy yield state-of-the-art results. This is prevalent on both linear and nonlinear exemplary inverse imaging problems, and in particular, we show promising results on Compressed Sensing MRI and phase retrieval.

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Geometry of First-Order Methods and Adaptive Acceleration

First-order operator splitting methods are ubiquitous among many fields through science and engineering, such as inverse problems, signal/image processing, statistics, data science and machine learning, to name a few. In this paper, we study a geometric property of first-order methods when applying to solve non-smooth optimization problems. With the tool of "partial smoothness", we design a framework to analyze the trajectory of the fixed-point sequence generated by first-order methods and show that locally, the fixed-point sequence settles onto a regular trajectory such as a straight line or a spiral. Based on this finding, we discuss the limitation of current widely used "inertial acceleration" technique, and propose a trajectory following adaptive acceleration algorithm. Global convergence is established for the proposed acceleration scheme based on the perturbation of fixed-point iteration. Locally, we first build connections between the acceleration scheme and the well-studied "vector extrapolation technique" in the field of numerical analysis, and then discuss local acceleration guarantees of the proposed acceleration scheme. Moreover, our result provides a geometric interpretation of these vector extrapolation techniques. Numerical experiments on various first-order methods are provided to demonstrate the advantage of the proposed adaptive acceleration scheme.

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On Biased Stochastic Gradient Estimation

We present a uniform analysis of biased stochastic gradient methods for minimizing convex, strongly convex, and non-convex composite objectives, and identify settings where bias is useful in stochastic gradient estimation. The framework we present allows us to extend proximal support to biased algorithms, including SAG and SARAH, for the first time in the convex setting. We also use our framework to develop a new algorithm, Stochastic Average Recursive GradiEnt (SARGE), that achieves the oracle complexity lower-bound for non-convex, finite-sum objectives and requires strictly fewer calls to a stochastic gradient oracle per iteration than SVRG and SARAH. We support our theoretical results with numerical experiments that demonstrate the benefits of certain biased gradient estimators.

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Trajectory of Alternating Direction Method of Multipliers and Adaptive Acceleration

The alternating direction method of multipliers (ADMM) is one of the most widely used first-order optimisation methods in the literature owing to its simplicity, flexibility and efficiency. Over the years, numerous efforts are made to improve the performance of the method, such as the inertial technique. By studying the geometric properties of ADMM, we discuss the limitations of current inertial accelerated ADMM and then present and analyze an adaptive acceleration scheme for the method. Numerical experiments on problems arising from image processing, statistics and machine learning demonstrate the advantages of the proposed acceleration approach.

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Best Pair Formulation & Accelerated Scheme for Non-convex Principal Component Pursuit

The best pair problem aims to find a pair of points that minimize the distance between two disjoint sets. In this paper, we formulate the classical robust principal component analysis (RPCA) as the best pair; which was not considered before. We design an accelerated proximal gradient scheme to solve it, for which we show global convergence, as well as the local linear rate. Our extensive numerical experiments on both real and synthetic data suggest that the algorithm outperforms relevant baseline algorithms in the literature.

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Local Convergence Properties of SAGA/Prox-SVRG and Acceleration

Over the past ten years, driven by large scale optimisation problems arising from machine learning, the development of stochastic optimisation methods have witnessed a tremendous growth. However, despite their popularity, the theoretical understandings of these methods are quite limited in contrast to the deterministic optimisation methods. In this paper, we present a local convergence analysis for a typical type of stochastic optimisation methods: proximal variance reduced stochastic gradient methods, and mainly focus on the SAGA [12] and Prox-SVRG [43] algorithms. Under the assumption that the non-smooth component of the optimisation problem is partly smooth relative to a smooth manifold, we present a unified framework for the local convergence analysis of the SAGA/Prox-SVRG algorithms: (i) the sequences generated by the SAGA/Prox-SVRG are able to identify the smooth manifold in a finite number of iterations; (ii) then the sequence enters a local linear convergence regime. Beyond local convergence analysis, we also discuss various possibilities for accelerating these algorithms, including adapting to better local parameters, and applying higher-order deterministic/stochastic optimisation methods which can achieve super-linear convergence. Concrete examples arising from machine learning are considered to verify the obtained results.

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Faster FISTA

The ``fast iterative shrinkage-thresholding algorithm'', a.k.a. FISTA, is one of the most widely used algorithms in the literature. However, despite its optimal theoretical $O(1/k^2)$ convergence rate guarantee, oftentimes in practice its performance is not as desired owing to the (local) oscillatory behaviour. Over the years, various approaches are proposed to overcome this drawback of FISTA, in this paper, we propose a simple yet effective modification to the algorithm which has two advantages: 1) it enables us to prove the convergence of the generated sequence; 2) it shows superior practical performance compared to the original FISTA. Numerical experiments are presented to illustrate the superior performance of the proposed algorithm.

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Partial smoothness and constant rank

The idea of partial smoothness in optimization blends certain smooth and nonsmooth properties of feasible regions and objective functions. As a consequence, the standard first-order conditions guarantee that diverse iterative algorithms (and post-optimality analyses) identify active structure or constraints. However, by instead focusing directly on the first-order conditions, the formal concept of partial smoothness simplifies dramatically: in basic differential geometric language, it is just a constant-rank condition. In this view, partial smoothness extends to more general mappings, such as saddlepoint operators underlying primal-dual splitting algorithms.

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Local Linear Convergence Analysis of Primal-Dual Splitting Methods

In this paper, we study the local linear convergence properties of a versatile class of Primal-Dual splitting methods for minimizing composite non-smooth convex optimization problems. Under the assumption that the non-smooth components of the problem are partly smooth relative to smooth manifolds, we present a unified local convergence analysis framework for these methods. More precisely, in our framework we first show that (i) the sequences generated by Primal-Dual splitting methods identify a pair of primal and dual smooth manifolds in a finite number of iterations, and then (ii) enter a local linear convergence regime, which is characterized based on the structure of the underlying active smooth manifolds. We also show how our results for Primal-Dual splitting can be specialized to cover existing ones on Forward-Backward splitting and Douglas-Rachford splitting/ADMM (alternating direction methods of multipliers). Moreover, based on these obtained local convergence analysis result, several practical acceleration techniques are discussed. To exemplify the usefulness of the obtained result, we consider several concrete numerical experiments arising from fields including signal/image processing, inverse problems and machine learning, etc. The demonstration not only verifies the local linear convergence behaviour of Primal-Dual splitting methods, but also the insights on how to accelerate them in practice.

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Activity Identification and Local Linear Convergence of Forward--Backward-type methods

In this paper, we consider a class of Forward--Backward (FB) splitting methods that includes several variants (e.g. inertial schemes, FISTA) for minimizing the sum of two proper convex and lower semi-continuous functions, one of which has a Lipschitz continuous gradient, and the other is partly smooth relatively to a smooth active manifold $\mathcal{M}$. We propose a unified framework, under which we show that, this class of FB-type algorithms (i) correctly identifies the active manifolds in a finite number of iterations (finite activity identification), and (ii) then enters a local linear convergence regime, which we characterize precisely in terms of the structure of the underlying active manifolds. For simpler problems involving polyhedral functions, we show finite termination. We also establish and explain why FISTA (with convergent sequences) locally oscillates and can be slower than FB. These results may have numerous applications including in signal/image processing, sparse recovery and machine learning. Indeed, the obtained results explain the typical behaviour that has been observed numerically for many problems in these fields such as the Lasso, the group Lasso, the fused Lasso and the nuclear norm regularization to name only a few.

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Convergence rates of Forward--Douglas--Rachford splitting method

Over the past years, operator splitting methods have become ubiquitous for non-smooth optimization owing to their simplicity and efficiency. In this paper, we consider the Forward--Douglas--Rachford splitting method (FDR) [10,40], and study both global and local convergence rates of this method. For the global rate, we establish an $o(1/k)$ convergence rate in terms of a Bregman divergence suitably designed for the objective function. Moreover, when specializing to the case of Forward--Backward splitting method, we show that convergence rate of the objective function of the method is actually $o(1/k)$ for a large choice of the descent step-size. Then locally, based on the assumption that the non-smooth part of the optimization problem is partly smooth, we establish local linear convergence of the method. More precisely, we show that the sequence generated by FDR method first (i) identifies a smooth manifold in a finite number of iteration, and then (ii) enters a local linear convergence regime, which is for instance characterized in terms of the structure of the underlying active smooth manifold. To exemplify the usefulness of the obtained result, we consider several concrete numerical experiments arising from applicative fields including, for instance, signal/image processing, inverse problems and machine learning.

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Local Convergence Properties of Douglas--Rachford and ADMM

The Douglas--Rachford (DR) and alternating direction method of multipliers (ADMM) are two proximal splitting algorithms designed to minimize the sum of two proper lower semi-continuous convex functions whose proximity operators are easy to compute. The goal of this work is to understand the local linear convergence behaviour of DR/ADMM when the involved functions are moreover partly smooth. More precisely, when the two functions are partly smooth relative to their respective smooth submanifolds, we show that DR/ADMM (i) identifies these manifolds in finite time; (ii) enters a local linear convergence regime. When both functions are locally polyhedral, we show that the optimal convergence radius is given in terms of the cosine of the Friedrichs angle between the tangent spaces of the identified submanifolds. Under polyhedrality of both functions, we also provide condition sufficient for finite convergence of DR. The obtained results are illustrated by several concrete examples and supported by numerical experiments.

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A Multi-step Inertial Forward--Backward Splitting Method for Non-convex Optimization

In this paper, we propose a multi-step inertial Forward--Backward splitting algorithm for minimizing the sum of two non-necessarily convex functions, one of which is proper lower semi-continuous while the other is differentiable with a Lipschitz continuous gradient. We first prove global convergence of the scheme with the help of the Kurdyka-Łojasiewicz property. Then, when the non-smooth part is also partly smooth relative to a smooth submanifold, we establish finite identification of the latter and provide sharp local linear convergence analysis. The proposed method is illustrated on a few problems arising from statistics and machine learning.

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Convergence Rates with Inexact Non-expansive Operators

In this paper, we present a convergence rate analysis for the inexact Krasnosel'skii-Mann iteration built from nonexpansive operators. Our results include two main parts: we first establish global pointwise and ergodic iteration-complexity bounds, and then, under a metric subregularity assumption, we establish local linear convergence for the distance of the iterates to the set of fixed points. The obtained iteration-complexity result can be applied to analyze the convergence rate of various monotone operator splitting methods in the literature, including the Forward-Backward, the Generalized Forward-Backward, Douglas-Rachford, alternating direction method of multipliers (ADMM) and Primal-Dual splitting methods. For these methods, we also develop easily verifiable termination criteria for finding an approximate solution, which can be seen as a generalization of the termination criterion for the classical gradient descent method. We finally develop a parallel analysis for the non-stationary Krasnosel'skii-Mann iteration. The usefulness of our results is illustrated by applying them to a large class of structured monotone inclusion and convex optimization problems. Experiments on some large scale inverse problems in signal and image processing problems are shown.

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Activity Identification and Local Linear Convergence of Douglas--Rachford/ADMM under Partial Smoothness

Convex optimization has become ubiquitous in most quantitative disciplines of science, including variational image processing. Proximal splitting algorithms are becoming popular to solve such structured convex optimization problems. Within this class of algorithms, Douglas--Rachford (DR) and alternating direction method of multipliers (ADMM) are designed to minimize the sum of two proper lower semi-continuous convex functions whose proximity operators are easy to compute. The goal of this work is to understand the local convergence behaviour of DR (resp. ADMM) when the involved functions (resp. their Legendre-Fenchel conjugates) are moreover partly smooth. More precisely, when both of the two functions (resp. their conjugates) are partly smooth relative to their respective manifolds, we show that DR (resp. ADMM) identifies these manifolds in finite time. Moreover, when these manifolds are affine or linear, we prove that DR/ADMM is locally linearly convergent. When $J$ and $G$ are locally polyhedral, we show that the optimal convergence radius is given in terms of the cosine of the Friedrichs angle between the tangent spaces of the identified manifolds. This is illustrated by several concrete examples and supported by numerical experiments.

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Local Linear Convergence of Forward-Backward under Partial Smoothness

In this paper, we consider the Forward--Backward proximal splitting algorithm to minimize the sum of two proper convex functions, one of which having a Lipschitz continuous gradient and the other being partly smooth relative to an active manifold $\mathcal{M}$. We propose a generic framework under which we show that the Forward--Backward (i) correctly identifies the active manifold $\mathcal{M}$ in a finite number of iterations, and then (ii) enters a local linear convergence regime that we characterize precisely. This gives a grounded and unified explanation to the typical behaviour that has been observed numerically for many problems encompassed in our framework, including the Lasso, the group Lasso, the fused Lasso and the nuclear norm regularization to name a few. These results may have numerous applications including in signal/image processing processing, sparse recovery and machine learning.

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Iteration-Complexity of a Generalized Forward Backward Splitting Algorithm

In this paper, we analyze the iteration-complexity of Generalized Forward--Backward (GFB) splitting algorithm, as proposed in \cite{gfb2011}, for minimizing a large class of composite objectives $f + \sum_{i=1}^n h_i$ on a Hilbert space, where $f$ has a Lipschitz-continuous gradient and the $h_i$'s are simple (\ie their proximity operators are easy to compute). We derive iteration-complexity bounds (pointwise and ergodic) for the inexact version of GFB to obtain an approximate solution based on an easily verifiable termination criterion. Along the way, we prove complexity bounds for relaxed and inexact fixed point iterations built from composition of nonexpansive averaged operators. These results apply more generally to GFB when used to find a zero of a sum of $n > 0$ maximal monotone operators and a co-coercive operator on a Hilbert space. The theoretical findings are exemplified with experiments on video processing.

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