arXiv subjects

Matthias J. Ehrhardt

Publications and source records attributed to Matthias J. Ehrhardt.

48 records · Page 3Linked to original sources

arXiv2020

Accelerating Variance-Reduced Stochastic Gradient Methods

Variance reduction is a crucial tool for improving the slow convergence of stochastic gradient descent. Only a few variance-reduced methods, however, have yet been shown to directly benefit from Nesterov's acceleration techniques to match the convergence rates of accelerated gradient methods. Such approaches rely on "negative momentum", a technique for further variance reduction that is generally specific to the SVRG gradient estimator. In this work, we show that negative momentum is unnecessary for acceleration and develop a universal acceleration framework that allows all popular variance-reduced methods to achieve accelerated convergence rates. The constants appearing in these rates, including their dependence on the number of functions $n$, scale with the mean-squared-error and bias of the gradient estimator. In a series of numerical experiments, we demonstrate that versions of SAGA, SVRG, SARAH, and SARGE using our framework significantly outperform non-accelerated versions and compare favourably with algorithms using negative momentum.

math.OC↗

arXiv2020

Multi-modality imaging with structure-promoting regularisers

Imaging with multiple modalities or multiple channels is becoming increasingly important for our modern society. A key tool for understanding and early diagnosis of cancer and dementia is PET-MR, a combined positron emission tomography and magnetic resonance imaging scanner which can simultaneously acquire functional and anatomical data. Similarly in remote sensing, while hyperspectral sensors may allow to characterise and distinguish materials, digital cameras offer high spatial resolution to delineate objects. In both of these examples, the imaging modalities can be considered individually or jointly. In this chapter we discuss mathematical approaches which allow to combine information from several imaging modalities so that multi-modality imaging can be more than just the sum of its components.

eess.IV↗

arXiv2020

Learning the Sampling Pattern for MRI

The discovery of the theory of compressed sensing brought the realisation that many inverse problems can be solved even when measurements are "incomplete". This is particularly interesting in magnetic resonance imaging (MRI), where long acquisition times can limit its use. In this work, we consider the problem of learning a sparse sampling pattern that can be used to optimally balance acquisition time versus quality of the reconstructed image. We use a supervised learning approach, making the assumption that our training data is representative enough of new data acquisitions. We demonstrate that this is indeed the case, even if the training data consists of just 7 training pairs of measurements and ground-truth images; with a training set of brain images of size 192 by 192, for instance, one of the learned patterns samples only 35% of k-space, however results in reconstructions with mean SSIM 0.914 on a test set of similar images. The proposed framework is general enough to learn arbitrary sampling patterns, including common patterns such as Cartesian, spiral and radial sampling.

eess.IV↗

arXiv2020

Structure preserving deep learning

Over the past few years, deep learning has risen to the foreground as a topic of massive interest, mainly as a result of successes obtained in solving large-scale image processing tasks. There are multiple challenging mathematical problems involved in applying deep learning: most deep learning methods require the solution of hard optimisation problems, and a good understanding of the tradeoff between computational effort, amount of data and model complexity is required to successfully design a deep learning approach for a given problem. A large amount of progress made in deep learning has been based on heuristic explorations, but there is a growing effort to mathematically understand the structure in existing deep learning methods and to systematically design new deep learning methods to preserve certain types of structure in deep learning. In this article, we review a number of these directions: some deep neural networks can be understood as discretisations of dynamical systems, neural networks can be designed to have desirable properties such as invertibility or group equivariance, and new algorithmic frameworks based on conformal Hamiltonian systems and Riemannian manifolds to solve the optimisation problems have been proposed. We conclude our review of each of these topics by discussing some open problems that we consider to be interesting directions for future research.

cs.LG↗

arXiv2019

Deep learning as optimal control problems: models and numerical methods

We consider recent work of Haber and Ruthotto 2017 and Chang et al. 2018, where deep learning neural networks have been interpreted as discretisations of an optimal control problem subject to an ordinary differential equation constraint. We review the first order conditions for optimality, and the conditions ensuring optimality after discretisation. This leads to a class of algorithms for solving the discrete optimal control problem which guarantee that the corresponding discrete necessary conditions for optimality are fulfilled. The differential equation setting lends itself to learning additional parameters such as the time discretisation. We explore this extension alongside natural constraints (e.g. time steps lie in a simplex). We compare these deep learning algorithms numerically in terms of induced flow and generalisation ability.

math.OC↗

arXiv2019

Faster PET Reconstruction with Non-Smooth Priors by Randomization and Preconditioning

Uncompressed clinical data from modern positron emission tomography (PET) scanners are very large, exceeding 350 million data points (projection bins). The last decades have seen tremendous advancements in mathematical imaging tools many of which lead to non-smooth (i.e. non-differentiable) optimization problems which are much harder to solve than smooth optimization problems. Most of these tools have not been translated to clinical PET data, as the state-of-the-art algorithms for non-smooth problems do not scale well to large data. In this work, inspired by big data machine learning applications, we use advanced randomized optimization algorithms to solve the PET reconstruction problem for a very large class of non-smooth priors which includes for example total variation, total generalized variation, directional total variation and various different physical constraints. The proposed algorithm randomly uses subsets of the data and only updates the variables associated with these. While this idea often leads to divergent algorithms, we show that the proposed algorithm does indeed converge for any proper subset selection. Numerically, we show on real PET data (FDG and florbetapir) from a Siemens Biograph mMR that about ten projections and backprojections are sufficient to solve the MAP optimisation problem related to many popular non-smooth priors; thus showing that the proposed algorithm is fast enough to bring these models into routine clinical practice.

physics.med-ph↗

arXiv2019

Enhancing joint reconstruction and segmentation with non-convex Bregman iteration

All imaging modalities such as computed tomography (CT), emission tomography and magnetic resonance imaging (MRI) require a reconstruction approach to produce an image. A common image processing task for applications that utilise those modalities is image segmentation, typically performed posterior to the reconstruction. We explore a new approach that combines reconstruction and segmentation in a unified framework. We derive a variational model that consists of a total variation regularised reconstruction from undersampled measurements and a Chan-Vese based segmentation. We extend the variational regularisation scheme to a Bregman iteration framework to improve the reconstruction and therefore the segmentation. We develop a novel alternating minimisation scheme that solves the non-convex optimisation problem with provable convergence guarantees. Our results for synthetic and real data show that both reconstruction and segmentation are improved compared to the classical sequential approach.

math.NA↗

arXiv2018

A geometric integration approach to nonsmooth, nonconvex optimisation

The optimisation of nonsmooth, nonconvex functions without access to gradients is a particularly challenging problem that is frequently encountered, for example in model parameter optimisation problems. Bilevel optimisation of parameters is a standard setting in areas such as variational regularisation problems and supervised machine learning. We present efficient and robust derivative-free methods called randomised Itoh--Abe methods. These are generalisations of the Itoh--Abe discrete gradient method, a well-known scheme from geometric integration, which has previously only been considered in the smooth setting. We demonstrate that the method and its favourable energy dissipation properties are well-defined in the nonsmooth setting. Furthermore, we prove that whenever the objective function is locally Lipschitz continuous, the iterates almost surely converge to a connected set of Clarke stationary points. We present an implementation of the methods, and apply it to various test problems. The numerical results indicate that the randomised Itoh--Abe methods are superior to state-of-the-art derivative-free optimisation methods in solving nonsmooth problems while remaining competitive in terms of efficiency.

math.OC↗

arXiv2018

Stochastic Primal-Dual Hybrid Gradient Algorithm with Arbitrary Sampling and Imaging Applications

We propose a stochastic extension of the primal-dual hybrid gradient algorithm studied by Chambolle and Pock in 2011 to solve saddle point problems that are separable in the dual variable. The analysis is carried out for general convex-concave saddle point problems and problems that are either partially smooth / strongly convex or fully smooth / strongly convex. We perform the analysis for arbitrary samplings of dual variables, and obtain known deterministic results as a special case. Several variants of our stochastic method significantly outperform the deterministic variant on a variety of imaging tasks.

math.OC↗

arXiv2018

Blind Image Fusion for Hyperspectral Imaging with the Directional Total Variation

Hyperspectral imaging is a cutting-edge type of remote sensing used for mapping vegetation properties, rock minerals and other materials. A major drawback of hyperspectral imaging devices is their intrinsic low spatial resolution. In this paper, we propose a method for increasing the spatial resolution of a hyperspectral image by fusing it with an image of higher spatial resolution that was obtained with a different imaging modality. This is accomplished by solving a variational problem in which the regularization functional is the directional total variation. To accommodate for possible mis-registrations between the two images, we consider a non-convex blind super-resolution problem where both a fused image and the corresponding convolution kernel are estimated. Using this approach, our model can realign the given images if needed. Our experimental results indicate that the non-convexity is negligible in practice and that reliable solutions can be computed using a variety of different optimization algorithms. Numerical results on real remote sensing data from plant sciences and urban monitoring show the potential of the proposed method and suggests that it is robust with respect to the regularization parameters, mis-registration and the shape of the kernel.

cs.CV↗

arXiv2016

Gradient descent in a generalised Bregman distance framework

We discuss a special form of gradient descent that in the literature has become known as the so-called linearised Bregman iteration. The idea is to replace the classical (squared) two norm metric in the gradient descent setting with a generalised Bregman distance, based on a more general proper, convex and lower semi-continuous functional. Gradient descent as well as the entropic mirror descent by Nemirovsky and Yudin are special cases, as is a specific form of non-linear Landweber iteration introduced by Bachmayr and Burger. We are going to analyse the linearised Bregman iteration in a setting where the functional we want to minimise is neither necessarily Lipschitz-continuous (in the classical sense) nor necessarily convex, and establish a global convergence result under the additional assumption that the functional we wish to minimise satisfies the so-called Kurdyka-Łojasiewicz property.

math.OC↗

arXiv2015

Multi-Contrast MRI Reconstruction with Structure-Guided Total Variation

Magnetic resonance imaging (MRI) is a versatile imaging technique that allows different contrasts depending on the acquisition parameters. Many clinical imaging studies acquire MRI data for more than one of these contrasts---such as for instance T1 and T2 weighted images---which makes the overall scanning procedure very time consuming. As all of these images show the same underlying anatomy one can try to omit unnecessary measurements by taking the similarity into account during reconstruction. We will discuss two modifications of total variation---based on i) location and ii) direction---that take structural a priori knowledge into account and reduce to total variation in the degenerate case when no structural knowledge is available. We solve the resulting convex minimization problem with the alternating direction method of multipliers that separates the forward operator from the prior. For both priors the corresponding proximal operator can be implemented as an extension of the fast gradient projection method on the dual problem for total variation. We tested the priors on six data sets that are based on phantoms and real MRI images. In all test cases exploiting the structural information from the other contrast yields better results than separate reconstruction with total variation in terms of standard metrics like peak signal-to-noise ratio and structural similarity index. Furthermore, we found that exploiting the two dimensional directional information results in images with well defined edges, superior to those reconstructed solely using a priori information about the edge location.

math.NA↗