Searcharxiv⌕ Search

arXiv subjects

Matthias J. Ehrhardt

Publications and source records attributed to Matthias J. Ehrhardt.

At least 37 records · Page 2Linked to original sources

Proximal Langevin Sampling With Inexact Proximal Mapping

In order to solve tasks like uncertainty quantification or hypothesis tests in Bayesian imaging inverse problems, we often have to draw samples from the arising posterior distribution. For the usually log-concave but high-dimensional posteriors, Markov chain Monte Carlo methods based on time discretizations of Langevin diffusion are a popular tool. If the potential defining the distribution is non-smooth, these discretizations are usually of an implicit form leading to Langevin sampling algorithms that require the evaluation of proximal operators. For some of the potentials relevant in imaging problems this is only possible approximately using an iterative scheme. We investigate the behaviour of a proximal Langevin algorithm under the presence of errors in the evaluation of proximal mappings. We generalize existing non-asymptotic and asymptotic convergence results of the exact algorithm to our inexact setting and quantify the bias between the target and the algorithm's stationary distribution due to the errors. We show that the additional bias stays bounded for bounded errors and converges to zero for decaying errors in a strongly convex setting. We apply the inexact algorithm to sample numerically from the posterior of typical imaging inverse problems in which we can only approximate the proximal operator by an iterative scheme and validate our theoretical convergence results.

stat.CO↗

Designing Stable Neural Networks using Convex Analysis and ODEs

Motivated by classical work on the numerical integration of ordinary differential equations we present a ResNet-styled neural network architecture that encodes non-expansive (1-Lipschitz) operators, as long as the spectral norms of the weights are appropriately constrained. This is to be contrasted with the ordinary ResNet architecture which, even if the spectral norms of the weights are constrained, has a Lipschitz constant that, in the worst case, grows exponentially with the depth of the network. Further analysis of the proposed architecture shows that the spectral norms of the weights can be further constrained to ensure that the network is an averaged operator, making it a natural candidate for a learned denoiser in Plug-and-Play algorithms. Using a novel adaptive way of enforcing the spectral norm constraints, we show that, even with these constraints, it is possible to train performant networks. The proposed architecture is applied to the problem of adversarially robust image classification, to image denoising, and finally to the inverse problem of deblurring.

cs.LG↗

Practical Acceleration of the Condat-Vũ Algorithm

The Condat-Vũ algorithm is a widely used primal-dual method for optimizing composite objectives of three functions. Several algorithms for optimizing composite objectives of two functions are special cases of Condat-Vũ, including proximal gradient descent (PGD). It is well-known that PGD exhibits suboptimal performance, and a simple adjustment to PGD can accelerate its convergence rate from $\mathcal{O}(1/T)$ to $\mathcal{O}(1/T^2)$ on convex objectives, and this accelerated rate is optimal. In this work, we show that a simple adjustment to the Condat-Vũ algorithm allows it to recover accelerated PGD (APGD) as a special case, instead of PGD. We prove that this accelerated Condat--Vũ algorithm achieves optimal convergence rates and significantly outperforms the traditional Condat-Vũ algorithm in regimes where the Condat--Vũ algorithm approximates the dynamics of PGD. We demonstrate the effectiveness of our approach in various applications in machine learning and computational imaging.

math.OC↗

On Optimal Regularization Parameters via Bilevel Learning

Variational regularization is commonly used to solve linear inverse problems, and involves augmenting a data fidelity by a regularizer. The regularizer is used to promote a priori information and is weighted by a regularization parameter. Selection of an appropriate regularization parameter is critical, with various choices leading to very different reconstructions. Classical strategies used to determine a suitable parameter value include the discrepancy principle and the L-curve criterion, and in recent years a supervised machine learning approach called bilevel learning has been employed. Bilevel learning is a powerful framework to determine optimal parameters and involves solving a nested optimization problem. While previous strategies enjoy various theoretical results, the well-posedness of bilevel learning in this setting is still an open question. In particular, a necessary property is positivity of the determined regularization parameter. In this work, we provide a new condition that better characterizes positivity of optimal regularization parameters than the existing theory. Numerical results verify and explore this new condition for both small and high-dimensional problems.

math.OC↗

Regularization of Inverse Problems: Deep Equilibrium Models versus Bilevel Learning

Variational regularization methods are commonly used to approximate solutions of inverse problems. In recent years, model-based variational regularization methods have often been replaced with data-driven ones such as the fields-of-expert model (Roth and Black, 2009). Training the parameters of such data-driven methods can be formulated as a bilevel optimization problem. In this paper, we compare the framework of bilevel learning for the training of data-driven variational regularization models with the novel framework of deep equilibrium models (Bai, Kolter, and Koltun, 2019) that has recently been introduced in the context of inverse problems (Gilton, Ongie, and Willett, 2021). We show that computing the lower-level optimization problem within the bilevel formulation with a fixed point iteration is a special case of the deep equilibrium framework. We compare both approaches computationally, with a variety of numerical examples for the inverse problems of denoising, inpainting and deconvolution.

math.OC↗

Stochastic Primal Dual Hybrid Gradient Algorithm with Adaptive Step-Sizes

In this work we propose a new primal-dual algorithm with adaptive step-sizes. The stochastic primal-dual hybrid gradient (SPDHG) algorithm with constant step-sizes has become widely applied in large-scale convex optimization across many scientific fields due to its scalability. While the product of the primal and dual step-sizes is subject to an upper-bound in order to ensure convergence, the selection of the ratio of the step-sizes is critical in applications. Up-to-now there is no systematic and successful way of selecting the primal and dual step-sizes for SPDHG. In this work, we propose a general class of adaptive SPDHG (A-SPDHG) algorithms, and prove their convergence under weak assumptions. We also propose concrete parameters-updating strategies which satisfy the assumptions of our theory and thereby lead to convergent algorithms. Numerical examples on computed tomography demonstrate the effectiveness of the proposed schemes.

math.OC↗

Analyzing Inexact Hypergradients for Bilevel Learning

Estimating hyperparameters has been a long-standing problem in machine learning. We consider the case where the task at hand is modeled as the solution to an optimization problem. Here the exact gradient with respect to the hyperparameters cannot be feasibly computed and approximate strategies are required. We introduce a unified framework for computing hypergradients that generalizes existing methods based on the implicit function theorem and automatic differentiation/backpropagation, showing that these two seemingly disparate approaches are actually tightly connected. Our framework is extremely flexible, allowing its subproblems to be solved with any suitable method, to any degree of accuracy. We derive a priori and computable a posteriori error bounds for all our methods, and numerically show that our a posteriori bounds are usually more accurate. Our numerical results also show that, surprisingly, for efficient bilevel optimization, the choice of hypergradient algorithm is at least as important as the choice of lower-level solver.

math.OC↗

Compressed Sensing MRI Reconstruction Regularized by VAEs with Structured Image Covariance

Objective: This paper investigates how generative models, trained on ground-truth images, can be used \changes{as} priors for inverse problems, penalizing reconstructions far from images the generator can produce. The aim is that learned regularization will provide complex data-driven priors to inverse problems while still retaining the control and insight of a variational regularization method. Moreover, unsupervised learning, without paired training data, allows the learned regularizer to remain flexible to changes in the forward problem such as noise level, sampling pattern or coil sensitivities in MRI. Approach: We utilize variational autoencoders (VAEs) that generate not only an image but also a covariance uncertainty matrix for each image. The covariance can model changing uncertainty dependencies caused by structure in the image, such as edges or objects, and provides a new distance metric from the manifold of learned images. Main results: We evaluate these novel generative regularizers on retrospectively sub-sampled real-valued MRI measurements from the fastMRI dataset. We compare our proposed learned regularization against other unlearned regularization approaches and unsupervised and supervised deep learning methods. Significance: Our results show that the proposed method is competitive with other state-of-the-art methods and behaves consistently with changing sampling patterns and noise levels.

eess.IV↗

Imaging with Equivariant Deep Learning

From early image processing to modern computational imaging, successful models and algorithms have relied on a fundamental property of natural signals: symmetry. Here symmetry refers to the invariance property of signal sets to transformations such as translation, rotation or scaling. Symmetry can also be incorporated into deep neural networks in the form of equivariance, allowing for more data-efficient learning. While there has been important advances in the design of end-to-end equivariant networks for image classification in recent years, computational imaging introduces unique challenges for equivariant network solutions since we typically only observe the image through some noisy ill-conditioned forward operator that itself may not be equivariant. We review the emerging field of equivariant imaging and show how it can provide improved generalization and new imaging opportunities. Along the way we show the interplay between the acquisition physics and group actions and links to iterative reconstruction, blind compressed sensing and self-supervised learning.

eess.SP↗

Regularising Inverse Problems with Generative Machine Learning Models

Deep neural network approaches to inverse imaging problems have produced impressive results in the last few years. In this paper, we consider the use of generative models in a variational regularisation approach to inverse problems. The considered regularisers penalise images that are far from the range of a generative model that has learned to produce images similar to a training dataset. We name this family \textit{generative regularisers}. The success of generative regularisers depends on the quality of the generative model and so we propose a set of desired criteria to assess generative models and guide future research. In our numerical experiments, we evaluate three common generative models, autoencoders, variational autoencoders and generative adversarial networks, against our desired criteria. We also test three different generative regularisers on the inverse problems of deblurring, deconvolution, and tomography. We show that restricting solutions of the inverse problem to lie exactly in the range of a generative model can give good results but that allowing small deviations from the range of the generator produces more consistent results.

eess.IV↗

Choose your path wisely: gradient descent in a Bregman distance framework

We propose an extension of a special form of gradient descent -- in the literature known as linearised Bregman iteration -- to a larger class of non-convex functions. We replace the classical (squared) two norm metric in the gradient descent setting with a generalised Bregman distance, based on a proper, convex and lower semi-continuous function. The algorithm's global convergence is proven for functions that satisfy the Kurdyka-Łojasiewicz property. Examples illustrate that features of different scale are being introduced throughout the iteration, transitioning from coarse to fine. This coarse-to-fine approach with respect to scale allows to recover solutions of non-convex optimisation problems that are superior to those obtained with conventional gradient descent, or even projected and proximal gradient descent. The effectiveness of the linearised Bregman iteration in combination with early stopping is illustrated for the applications of parallel magnetic resonance imaging, blind deconvolution as well as image classification with neural networks.

math.OC↗

Synergistic Multi-spectral CT Reconstruction with Directional Total Variation

This work considers synergistic multi-spectral CT reconstruction where information from all available energy channels is combined to improve the reconstruction of each individual channel, we propose to fuse this available data (represented by a single sinogram) to obtain a polyenergetic image which keeps structural information shared by the energy channels with increased signal-to-noise-ratio. This new image is used as prior information during a channel-by-channel minimization process through the directional total variation. We analyze the use of directional total variation within variational regularization and iterative regularization. Our numerical results on simulated and experimental data show improvements in terms of image quality and in computational speed.

math.OC↗

Convergence Properties of a Randomized Primal-Dual Algorithm with Applications to Parallel MRI

The Stochastic Primal-Dual Hybrid Gradient (SPDHG) was proposed by Chambolle et al. (2018) and is an efficient algorithm to solve some nonsmooth large-scale optimization problems. In this paper we prove its almost sure convergence for convex but not necessarily strongly convex functionals. We also look into its application to parallel Magnetic Resonance Imaging reconstruction in order to test performance of SPDHG. Our numerical results show that for a range of settings SPDHG converges significantly faster than its deterministic counterpart.

math.OC↗

A temporal multiscale approach for MR Fingerprinting

Quantitative MRI (qMRI) is becoming increasingly important for research and clinical applications, however, state-of-the-art reconstruction methods for qMRI are computationally prohibitive. We propose a temporal multiscale approach to reduce computation times in qMRI. Instead of computing exact gradients of the qMRI likelihood, we propose a novel approximation relying on the temporal smoothness of the data. These gradients are then used in a coarse-to-fine (C2F) approach, for example using coordinate descent. The C2F approach was also found to improve the accuracy of solutions, compared to similar methods where no multiscaling was used.

math.OC↗

Equivariant neural networks for inverse problems

In recent years the use of convolutional layers to encode an inductive bias (translational equivariance) in neural networks has proven to be a very fruitful idea. The successes of this approach have motivated a line of research into incorporating other symmetries into deep learning methods, in the form of group equivariant convolutional neural networks. Much of this work has been focused on roto-translational symmetry of $\mathbf R^d$, but other examples are the scaling symmetry of $\mathbf R^d$ and rotational symmetry of the sphere. In this work, we demonstrate that group equivariant convolutional operations can naturally be incorporated into learned reconstruction methods for inverse problems that are motivated by the variational regularisation approach. Indeed, if the regularisation functional is invariant under a group symmetry, the corresponding proximal operator will satisfy an equivariance property with respect to the same group symmetry. As a result of this observation, we design learned iterative methods in which the proximal operators are modelled as group equivariant convolutional neural networks. We use roto-translationally equivariant operations in the proposed methodology and apply it to the problems of low-dose computerised tomography reconstruction and subsampled magnetic resonance imaging reconstruction. The proposed methodology is demonstrated to improve the reconstruction quality of a learned reconstruction method with a little extra computational cost at training time but without any extra cost at test time.

cs.LG↗

Robust Image Reconstruction with Misaligned Structural Information

Multi-modality (or multi-channel) imaging is becoming increasingly important and more widely available, e.g. hyperspectral imaging in remote sensing, spectral CT in material sciences as well as multi-contrast MRI and PET-MR in medicine. Research in the last decades resulted in a plethora of mathematical methods to combine data from several modalities. State-of-the-art methods, often formulated as variational regularization, have shown to significantly improve image reconstruction both quantitatively and qualitatively. Almost all of these models rely on the assumption that the modalities are perfectly registered, which is not the case in most real world applications. We propose a variational framework which jointly performs reconstruction and registration, thereby overcoming this hurdle. Our approach is the first to achieve this for different modalities and outranks established approaches in terms of accuracy of both reconstruction and registration. Numerical results on simulated and real data show the potential of the proposed strategy for various applications in multi-contrast MRI, PET-MR, and hyperspectral imaging: typical misalignments between modalities such as rotations, translations, zooms can be effectively corrected during the reconstruction process. Therefore the proposed framework allows the robust exploitation of shared information across multiple modalities under real conditions.

eess.IV↗

Inexact Derivative-Free Optimization for Bilevel Learning

Variational regularization techniques are dominant in the field of mathematical imaging. A drawback of these techniques is that they are dependent on a number of parameters which have to be set by the user. A by now common strategy to resolve this issue is to learn these parameters from data. While mathematically appealing this strategy leads to a nested optimization problem (known as bilevel optimization) which is computationally very difficult to handle. It is common when solving the upper-level problem to assume access to exact solutions of the lower-level problem, which is practically infeasible. In this work we propose to solve these problems using inexact derivative-free optimization algorithms which never require exact lower-level problem solutions, but instead assume access to approximate solutions with controllable accuracy, which is achievable in practice. We prove global convergence and a worstcase complexity bound for our approach. We test our proposed framework on ROFdenoising and learning MRI sampling patterns. Dynamically adjusting the lower-level accuracy yields learned parameters with similar reconstruction quality as highaccuracy evaluations but with dramatic reductions in computational work (up to 100 times faster in some cases).

math.OC↗

Efficient Hyperparameter Tuning with Dynamic Accuracy Derivative-Free Optimization

Many machine learning solutions are framed as optimization problems which rely on good hyperparameters. Algorithms for tuning these hyperparameters usually assume access to exact solutions to the underlying learning problem, which is typically not practical. Here, we apply a recent dynamic accuracy derivative-free optimization method to hyperparameter tuning, which allows inexact evaluations of the learning problem while retaining convergence guarantees. We test the method on the problem of learning elastic net weights for a logistic classifier, and demonstrate its robustness and efficiency compared to a fixed accuracy approach. This demonstrates a promising approach for hyperparameter tuning, with both convergence guarantees and practical performance.

cs.LG↗