Thomas Möllenhoff

LG
h-index56
31papers
489citations
Novelty55%
AI Score59

31 Papers

LGOct 19, 2023Code
Model Merging by Uncertainty-Based Gradient Matching

Nico Daheim, Thomas Möllenhoff, Edoardo Maria Ponti et al.

Models trained on different datasets can be merged by a weighted-averaging of their parameters, but why does it work and when can it fail? Here, we connect the inaccuracy of weighted-averaging to mismatches in the gradients and propose a new uncertainty-based scheme to improve the performance by reducing the mismatch. The connection also reveals implicit assumptions in other schemes such as averaging, task arithmetic, and Fisher-weighted averaging. Our new method gives consistent improvements for large language models and vision transformers, both in terms of performance and robustness to hyperparameters. Code available here.

LGOct 4, 2022
SAM as an Optimal Relaxation of Bayes

Thomas Möllenhoff, Mohammad Emtiyaz Khan

Sharpness-aware minimization (SAM) and related adversarial deep-learning methods can drastically improve generalization, but their underlying mechanisms are not yet fully understood. Here, we establish SAM as a relaxation of the Bayes objective where the expected negative-loss is replaced by the optimal convex lower bound, obtained by using the so-called Fenchel biconjugate. The connection enables a new Adam-like extension of SAM to automatically obtain reasonable uncertainty estimates, while sometimes also improving its accuracy. By connecting adversarial and Bayesian methods, our work opens a new path to robustness.

73.1MLMay 28
Joint Model and Data Sparsification via the Marginal Likelihood

Alexander Timans, Thomas Möllenhoff, Christian A. Naesseth et al.

Sparse recovery in linear systems underpins applications from signal processing to high-dimensional regression. Sparse Bayesian Learning, grounded in the principle of automatic relevance determination (ARD), offers a practical Bayesian mechanism for feature sparsity via marginal likelihood optimization. Yet, its reliance on a homoscedastic noise model renders it sensitive to data contaminations such as outliers or misspecified noise, harming model fit and predictions. Instead, we propose jointly learning individual feature and sample relevancies, enabling simultaneous model and data sparsification via a single Bayesian objective. This symmetric pruning of model and data offers a natural extension that preserves conjugacy, admits closed-form updates for standard optimization procedures, and aligns with perspectives from robust regression and influence functions. Empirical results across diverse regression tasks affirm that a joint ARD approach consistently yields both sparse and robust prediction models.

LGMar 8, 2023
The Lie-Group Bayesian Learning Rule

Eren Mehmet Kıral, Thomas Möllenhoff, Mohammad Emtiyaz Khan

The Bayesian Learning Rule provides a framework for generic algorithm design but can be difficult to use for three reasons. First, it requires a specific parameterization of exponential family. Second, it uses gradients which can be difficult to compute. Third, its update may not always stay on the manifold. We address these difficulties by proposing an extension based on Lie-groups where posteriors are parametrized through transformations of an arbitrary base distribution and updated via the group's exponential map. This simplifies all three difficulties for many cases, providing flexible parametrizations through group's action, simple gradient computation through reparameterization, and updates that always stay on the manifold. We use the new learning rule to derive a new algorithm for deep learning with desirable biologically-plausible attributes to learn sparse features. Our work opens a new frontier for the design of new algorithms by exploiting Lie-group structures.

LGOct 30, 2023
The Memory Perturbation Equation: Understanding Model's Sensitivity to Data

Peter Nickl, Lu Xu, Dharmesh Tailor et al.

Understanding model's sensitivity to its training data is crucial but can also be challenging and costly, especially during training. To simplify such issues, we present the Memory-Perturbation Equation (MPE) which relates model's sensitivity to perturbation in its training data. Derived using Bayesian principles, the MPE unifies existing sensitivity measures, generalizes them to a wide-variety of models and algorithms, and unravels useful properties regarding sensitivities. Our empirical results show that sensitivity estimates obtained during training can be used to faithfully predict generalization on unseen test data. The proposed equation is expected to be useful for future research on robust and adaptive learning.

LGDec 1, 2025
SVRG and Beyond via Posterior Correction

Nico Daheim, Thomas Möllenhoff, Ming Liang Ang et al.

Stochastic Variance Reduced Gradient (SVRG) and its variants aim to speed-up training by using gradient corrections, but have seen limited success in deep learning. Here, we show surprising new foundational connections of SVRG to a recently proposed Bayesian method called posterior correction. Specifically, we show that SVRG is recovered as a special case of posterior correction over the isotropic-Gaussian family, while novel extensions are automatically obtained by using more flexible exponential families. We derive two new SVRG variants by using Gaussian families: First, a Newton-like variant that employs novel Hessian corrections, and second, an Adam-like extension that improves pretraining and finetuning of Transformer language models. This is the first work to connect SVRG to Bayes and use it to boost variational training for deep networks.

CLMar 7, 2025Code
Uncertainty-Aware Decoding with Minimum Bayes Risk

Nico Daheim, Clara Meister, Thomas Möllenhoff et al.

Despite their outstanding performance in the majority of scenarios, contemporary language models still occasionally generate undesirable outputs, for example, hallucinated text. While such behaviors have previously been linked to uncertainty, there is a notable lack of methods that actively consider uncertainty during text generation. In this work, we show how Minimum Bayes Risk (MBR) decoding, which selects model generations according to an expected risk, can be generalized into a principled uncertainty-aware decoding method. In short, we account for model uncertainty during decoding by incorporating a posterior over model parameters into MBR's computation of expected risk. We show that this modified expected risk is useful for both choosing outputs and deciding when to abstain from generation and can provide improvements without incurring overhead. We benchmark different methods for learning posteriors and show that performance improves with prediction diversity. We release our code publicly.

LGNov 7, 2024Code
Variational Low-Rank Adaptation Using IVON

Bai Cong, Nico Daheim, Yuesong Shen et al.

We show that variational learning can significantly improve the accuracy and calibration of Low-Rank Adaptation (LoRA) without a substantial increase in the cost. We replace AdamW by the Improved Variational Online Newton (IVON) algorithm to finetune large language models. For Llama-2 with 7 billion parameters, IVON improves the accuracy over AdamW by 2.8% and expected calibration error by 4.6%. The accuracy is also better than the other Bayesian alternatives, yet the cost is lower and the implementation is easier. Our work provides additional evidence for the effectiveness of IVON for large language models. The code is available at https://github.com/team-approx-bayes/ivon-lora.

LGNov 12, 2025
Compact Memory for Continual Logistic Regression

Yohan Jung, Hyungi Lee, Wenlong Chen et al.

Despite recent progress, continual learning still does not match the performance of batch training. To avoid catastrophic forgetting, we need to build compact memory of essential past knowledge, but no clear solution has yet emerged, even for shallow neural networks with just one or two layers. In this paper, we present a new method to build compact memory for logistic regression. Our method is based on a result by Khan and Swaroop [2021] who show the existence of optimal memory for such models. We formulate the search for the optimal memory as Hessian-matching and propose a probabilistic PCA method to estimate them. Our approach can drastically improve accuracy compared to Experience Replay. For instance, on Split-ImageNet, we get 60% accuracy compared to 30% obtained by replay with memory-size equivalent to 0.3% of the data size. Increasing the memory size to 2% further boosts the accuracy to 74%, closing the gap to the batch accuracy of 77.6% on this task. Our work opens a new direction for building compact memory that can also be useful in the future for continual deep learning.

LGFeb 27, 2024
Variational Learning is Effective for Large Deep Networks

Yuesong Shen, Nico Daheim, Bai Cong et al.

We give extensive empirical evidence against the common belief that variational learning is ineffective for large neural networks. We show that an optimizer called Improved Variational Online Newton (IVON) consistently matches or outperforms Adam for training large networks such as GPT-2 and ResNets from scratch. IVON's computational costs are nearly identical to Adam but its predictive uncertainty is better. We show several new use cases of IVON where we improve finetuning and model merging in Large Language Models, accurately predict generalization error, and faithfully estimate sensitivity to data. We find overwhelming evidence that variational learning is effective.

74.8AIMay 1
Position: agentic AI orchestration should be Bayes-consistent

Theodore Papamarkou, Pierre Alquier, Matthias Bauer et al.

LLMs excel at predictive tasks and complex reasoning tasks, but many high-value deployments rely on decisions under uncertainty, for example, which tool to call, which expert to consult, or how many resources to invest. While the usefulness and feasibility of Bayesian approaches remain unclear for LLM inference, this position paper argues that the control layer of an agentic AI system (that orchestrates LLMs and tools) is a clear case where Bayesian principles should shine. Bayesian decision theory provides a framework for agentic systems that can help to maintain beliefs over task-relevant latent quantities, to update these beliefs from observed agentic and human-AI interactions, and to choose actions. Making LLMs themselves explicitly Bayesian belief-updating engines remains computationally intensive and conceptually nontrivial as a general modeling target. In contrast, this paper argues that coherent decision-making requires Bayesian principles at the orchestration level of the agentic system, not necessarily the LLM agent parameters. This paper articulates practical properties for Bayesian control that fit modern agentic AI systems and human-AI collaboration, and provides concrete examples and design patterns to illustrate how calibrated beliefs and utility-aware policies can improve agentic AI orchestration.

LGApr 12, 2024
Conformal Prediction via Regression-as-Classification

Etash Guha, Shlok Natarajan, Thomas Möllenhoff et al.

Conformal prediction (CP) for regression can be challenging, especially when the output distribution is heteroscedastic, multimodal, or skewed. Some of the issues can be addressed by estimating a distribution over the output, but in reality, such approaches can be sensitive to estimation error and yield unstable intervals.~Here, we circumvent the challenges by converting regression to a classification problem and then use CP for classification to obtain CP sets for regression.~To preserve the ordering of the continuous-output space, we design a new loss function and make necessary modifications to the CP classification techniques.~Empirical results on many benchmarks shows that this simple approach gives surprisingly good results on many practical problems.

MLJan 8, 2025
Natural Variational Annealing for Multimodal Optimization

Tâm Le Minh, Julyan Arbel, Thomas Möllenhoff et al.

We introduce a new multimodal optimization approach called Natural Variational Annealing (NVA) that combines the strengths of three foundational concepts to simultaneously search for multiple global and local modes of black-box nonconvex objectives. First, it implements a simultaneous search by using variational posteriors, such as, mixtures of Gaussians. Second, it applies annealing to gradually trade off exploration for exploitation. Finally, it learns the variational search distribution using natural-gradient learning where updates resemble well-known and easy-to-implement algorithms. The three concepts come together in NVA giving rise to new algorithms and also allowing us to incorporate "fitness shaping", a core concept from evolutionary algorithms. We assess the quality of search on simulations and compare them to methods using gradient descent and evolution strategies. We also provide an application to a real-world inverse problem in planetary science.

LGJun 16, 2025
Federated ADMM from Bayesian Duality

Thomas Möllenhoff, Siddharth Swaroop, Finale Doshi-Velez et al.

ADMM is a popular method for federated deep learning which originated in the 1970s and, even though many new variants of it have been proposed since then, its core algorithmic structure has remained unchanged. Here, we take a major departure from the old structure and present a fundamentally new way to derive and extend federated ADMM. We propose to use a structure called Bayesian Duality which exploits a duality of the posterior distributions obtained by solving a variational-Bayesian reformulation of the original problem. We show that this naturally recovers the original ADMM when isotropic Gaussian posteriors are used, and yields non-trivial extensions for other posterior forms. For instance, full-covariance Gaussians lead to Newton-like variants of ADMM, while diagonal covariances result in a cheap Adam-like variant. This is especially useful to handle heterogeneity in federated deep learning, giving up to 7% accuracy improvements over recent baselines. Our work opens a new Bayesian path to improve primal-dual methods.

LGJun 17, 2025
Improving LoRA with Variational Learning

Bai Cong, Nico Daheim, Yuesong Shen et al.

Bayesian methods have recently been used to improve LoRA finetuning and, although they improve calibration, their effect on other metrics (such as accuracy) is marginal and can sometimes even be detrimental. Moreover, Bayesian methods also increase computational overheads and require additional tricks for them to work well. Here, we fix these issues by using a recently proposed variational algorithm called IVON. We show that IVON is easy to implement and has similar costs to AdamW, and yet it can also drastically improve many metrics by using a simple posterior pruning technique. We present extensive results on billion-scale LLMs (Llama and Qwen series) going way beyond the scale of existing applications of IVON. For example, we finetune a Llama-3.2-3B model on a set of commonsense reasoning tasks and improve accuracy over AdamW by 1.3% and reduce ECE by 5.4%, outperforming AdamW and other recent Bayesian methods like Laplace-LoRA and BLoB. Overall, our results show that variational learning with IVON can effectively improve LoRA finetuning.

LGDec 11, 2024
How to Weight Multitask Finetuning? Fast Previews via Bayesian Model-Merging

Hugo Monzón Maldonado, Thomas Möllenhoff, Nico Daheim et al.

When finetuning multiple tasks altogether, it is important to carefully weigh them to get a good performance, but searching for good weights can be difficult and costly. Here, we propose to aid the search with fast previews to quickly get a rough idea of different reweighting options. We use model merging to create previews by simply reusing and averaging parameters of models trained on each task separately (no retraining required). To improve the quality of previews, we propose a Bayesian approach to design new merging strategies by using more flexible posteriors. We validate our findings on vision and natural-language transformers. Our work shows the benefits of model merging via Bayes to improve multitask finetuning.

LGJul 10, 2025
Optimization Guarantees for Square-Root Natural-Gradient Variational Inference

Navish Kumar, Thomas Möllenhoff, Mohammad Emtiyaz Khan et al.

Variational inference with natural-gradient descent often shows fast convergence in practice, but its theoretical convergence guarantees have been challenging to establish. This is true even for the simplest cases that involve concave log-likelihoods and use a Gaussian approximation. We show that the challenge can be circumvented for such cases using a square-root parameterization for the Gaussian covariance. This approach establishes novel convergence guarantees for natural-gradient variational-Gaussian inference and its continuous-time gradient flow. Our experiments demonstrate the effectiveness of natural gradient methods and highlight their advantages over algorithms that use Euclidean or Wasserstein geometries.

LGJun 21, 2025
Log-Normal Multiplicative Dynamics for Stable Low-Precision Training of Large Networks

Keigo Nishida, Eren Mehmet Kıral, Kenichi Bannai et al.

Studies in neuroscience have shown that biological synapses follow a log-normal distribution whose transitioning can be explained by noisy multiplicative dynamics. Biological networks can function stably even under dynamically fluctuating conditions arising due to unreliable synaptic transmissions. Here we ask: Is it possible to design similar multiplicative training in artificial neural networks? To answer this question, we derive a Bayesian learning rule that assumes log-normal posterior distributions over weights which gives rise to a new Log-Normal Multiplicative Dynamics (LMD) algorithm. The algorithm uses multiplicative updates with both noise and regularization applied multiplicatively. The method is as easy to implement as Adam and only requires one additional vector to store. Our results show that LMD achieves stable and accurate training-from-scratch under low-precision forward operations for Vision Transformer and GPT-2. These results suggest that multiplicative dynamics, a biological feature, may enable stable low-precision inference and learning on future energy-efficient hardware.

MLJun 15, 2025
Variational Learning Finds Flatter Solutions at the Edge of Stability

Avrajit Ghosh, Bai Cong, Rio Yokota et al.

Variational Learning (VL) has recently gained popularity for training deep neural networks. Part of its empirical success can be explained by theories such as PAC-Bayes bounds, minimum description length and marginal likelihood, but little has been done to unravel the implicit regularization in play. Here, we analyze the implicit regularization of VL through the Edge of Stability (EoS) framework. EoS has previously been used to show that gradient descent can find flat solutions and we extend this result to show that VL can find even flatter solutions. This result is obtained by controlling the shape of the variational posterior as well as the number of posterior samples used during training. The derivation follows in a similar fashion as in the standard EoS literature for deep learning, by first deriving a result for a quadratic problem and then extending it to deep neural networks. We empirically validate these findings on a wide variety of large networks, such as ResNet and ViT, to find that the theoretical results closely match the empirical ones. Ours is the first work to analyze the EoS dynamics of VL.

OCJul 13, 2021
Lifting the Convex Conjugate in Lagrangian Relaxations: A Tractable Approach for Continuous Markov Random Fields

Hartmut Bauermeister, Emanuel Laude, Thomas Möllenhoff et al.

Dual decomposition approaches in nonconvex optimization may suffer from a duality gap. This poses a challenge when applying them directly to nonconvex problems such as MAP-inference in a Markov random field (MRF) with continuous state spaces. To eliminate such gaps, this paper considers a reformulation of the original nonconvex task in the space of measures. This infinite-dimensional reformulation is then approximated by a semi-infinite one, which is obtained via a piecewise polynomial discretization in the dual. We provide a geometric intuition behind the primal problem induced by the dual discretization and draw connections to optimization over moment spaces. In contrast to existing discretizations which suffer from a grid bias, we show that a piecewise polynomial discretization better preserves the continuous nature of our problem. Invoking results from optimal transport theory and convex algebraic geometry we reduce the semi-infinite program to a finite one and provide a practical implementation based on semidefinite programming. We show, experimentally and in theory, that the approach successfully reduces the duality gap. To showcase the scalability of our approach, we apply it to the stereo matching problem between two images.

OCFeb 27, 2020
Optimization of Graph Total Variation via Active-Set-based Combinatorial Reconditioning

Zhenzhang Ye, Thomas Möllenhoff, Tao Wu et al.

Structured convex optimization on weighted graphs finds numerous applications in machine learning and computer vision. In this work, we propose a novel adaptive preconditioning strategy for proximal algorithms on this problem class. Our preconditioner is driven by a sharp analysis of the local linear convergence rate depending on the "active set" at the current iterate. We show that nested-forest decomposition of the inactive edges yields a guaranteed local linear convergence rate. Further, we propose a practical greedy heuristic which realizes such nested decompositions and show in several numerical experiments that our reconditioning strategy, when applied to proximal gradient or primal-dual hybrid gradient algorithm, achieves competitive performances. Our results suggest that local convergence analysis can serve as a guideline for selecting variable metrics in proximal algorithms.

LGDec 4, 2019
Informative GANs via Structured Regularization of Optimal Transport

Pierre Bréchet, Tao Wu, Thomas Möllenhoff et al.

We tackle the challenge of disentangled representation learning in generative adversarial networks (GANs) from the perspective of regularized optimal transport (OT). Specifically, a smoothed OT loss gives rise to an implicit transportation plan between the latent space and the data space. Based on this theoretical observation, we exploit a structured regularization on the transportation plan to encourage a prescribed latent subspace to be informative. This yields the formulation of a novel informative OT-based GAN. By convex duality, we obtain the equivalent view that this leads to perturbed ground costs favoring sparsity in the informative latent dimensions. Practically, we devise a stable training algorithm for the proposed informative GAN. Our experiments support the hypothesis that such regularizations effectively yield the discovery of disentangled and interpretable latent representations. Our work showcases potential power of a regularized OT framework in the context of generative modeling through its access to the transport plan. Further challenges are addressed in this line.

LGMay 12, 2019
Flat Metric Minimization with Applications in Generative Modeling

Thomas Möllenhoff, Daniel Cremers

We take the novel perspective to view data not as a probability distribution but rather as a current. Primarily studied in the field of geometric measure theory, $k$-currents are continuous linear functionals acting on compactly supported smooth differential forms and can be understood as a generalized notion of oriented $k$-dimensional manifold. By moving from distributions (which are $0$-currents) to $k$-currents, we can explicitly orient the data by attaching a $k$-dimensional tangent plane to each sample point. Based on the flat metric which is a fundamental distance between currents, we derive FlatGAN, a formulation in the spirit of generative adversarial networks but generalized to $k$-currents. In our theoretical contribution we prove that the flat metric between a parametrized current and a reference current is Lipschitz continuous in the parameters. In experiments, we show that the proposed shift to $k>0$ leads to interpretable and disentangled latent representations which behave equivariantly to the specified oriented tangent planes.

CVMay 2, 2019
Lifting Vectorial Variational Problems: A Natural Formulation based on Geometric Measure Theory and Discrete Exterior Calculus

Thomas Möllenhoff, Daniel Cremers

Numerous tasks in imaging and vision can be formulated as variational problems over vector-valued maps. We approach the relaxation and convexification of such vectorial variational problems via a lifting to the space of currents. To that end, we recall that functionals with polyconvex Lagrangians can be reparametrized as convex one-homogeneous functionals on the graph of the function. This leads to an equivalent shape optimization problem over oriented surfaces in the product space of domain and codomain. A convex formulation is then obtained by relaxing the search space from oriented surfaces to more general currents. We propose a discretization of the resulting infinite-dimensional optimization problem using Whitney forms, which also generalizes recent "sublabel-accurate" multilabeling approaches.

LGApr 5, 2019
Controlling Neural Networks via Energy Dissipation

Michael Moeller, Thomas Möllenhoff, Daniel Cremers

The last decade has shown a tremendous success in solving various computer vision problems with the help of deep learning techniques. Lately, many works have demonstrated that learning-based approaches with suitable network architectures even exhibit superior performance for the solution of (ill-posed) image reconstruction problems such as deblurring, super-resolution, or medical image reconstruction. The drawback of purely learning-based methods, however, is that they cannot provide provable guarantees for the trained network to follow a given data formation process during inference. In this work we propose energy dissipating networks that iteratively compute a descent direction with respect to a given cost function or energy at the currently estimated reconstruction. Therefore, an adaptive step size rule such as a line-search, along with a suitable number of iterations can guarantee the reconstruction to follow a given data formation model encoded in the energy to arbitrary precision, and hence control the model's behavior even during test time. We prove that under standard assumptions, descent using the direction predicted by the network converges (linearly) to the global minimum of the energy. We illustrate the effectiveness of the proposed approach in experiments on single image super resolution and computed tomography (CT) reconstruction, and further illustrate extensions to convex feasibility problems.

OCJan 16, 2018
Combinatorial Preconditioners for Proximal Algorithms on Graphs

Thomas Möllenhoff, Zhenzhang Ye, Tao Wu et al.

We present a novel preconditioning technique for proximal optimization methods that relies on graph algorithms to construct effective preconditioners. Such combinatorial preconditioners arise from partitioning the graph into forests. We prove that certain decompositions lead to a theoretically optimal condition number. We also show how ideal decompositions can be realized using matroid partitioning and propose efficient greedy variants thereof for large-scale problems. Coupled with specialized solvers for the resulting scaled proximal subproblems, the preconditioned algorithm achieves competitive performance in machine learning and vision applications.

LGJun 14, 2017
Proximal Backpropagation

Thomas Frerix, Thomas Möllenhoff, Michael Moeller et al.

We propose proximal backpropagation (ProxProp) as a novel algorithm that takes implicit instead of explicit gradient steps to update the network parameters during neural network training. Our algorithm is motivated by the step size limitation of explicit gradient descent, which poses an impediment for optimization. ProxProp is developed from a general point of view on the backpropagation algorithm, currently the most common technique to train neural networks via stochastic gradient descent and variants thereof. Specifically, we show that backpropagation of a prediction error is equivalent to sequential gradient descent steps on a quadratic penalty energy, which comprises the network activations as variables of the optimization. We further analyze theoretical properties of ProxProp and in particular prove that the algorithm yields a descent direction in parameter space and can therefore be combined with a wide variety of convergent algorithms. Finally, we devise an efficient numerical implementation that integrates well with popular deep learning frameworks. We conclude by demonstrating promising numerical results and show that ProxProp can be effectively combined with common first order optimizers such as Adam.

CVNov 21, 2016
Sublabel-Accurate Discretization of Nonconvex Free-Discontinuity Problems

Thomas Möllenhoff, Daniel Cremers

In this work we show how sublabel-accurate multilabeling approaches can be derived by approximating a classical label-continuous convex relaxation of nonconvex free-discontinuity problems. This insight allows to extend these sublabel-accurate approaches from total variation to general convex and nonconvex regularizations. Furthermore, it leads to a systematic approach to the discretization of continuous convex relaxations. We study the relationship to existing discretizations and to discrete-continuous MRFs. Finally, we apply the proposed approach to obtain a sublabel-accurate and convex solution to the vectorial Mumford-Shah functional and show in several experiments that it leads to more precise solutions using fewer labels.

CVApr 7, 2016
Sublabel-Accurate Convex Relaxation of Vectorial Multilabel Energies

Emanuel Laude, Thomas Möllenhoff, Michael Moeller et al.

Convex relaxations of nonconvex multilabel problems have been demonstrated to produce superior (provably optimal or near-optimal) solutions to a variety of classical computer vision problems. Yet, they are of limited practical use as they require a fine discretization of the label space, entailing a huge demand in memory and runtime. In this work, we propose the first sublabel accurate convex relaxation for vectorial multilabel problems. The key idea is that we approximate the dataterm of the vectorial labeling problem in a piecewise convex (rather than piecewise linear) manner. As a result we have a more faithful approximation of the original cost function that provides a meaningful interpretation for the fractional solutions of the relaxed convex problem. In numerous experiments on large-displacement optical flow estimation and on color image denoising we demonstrate that the computed solutions have superior quality while requiring much lower memory and runtime.

CVDec 4, 2015
Sublabel-Accurate Relaxation of Nonconvex Energies

Thomas Möllenhoff, Emanuel Laude, Michael Moeller et al.

We propose a novel spatially continuous framework for convex relaxations based on functional lifting. Our method can be interpreted as a sublabel-accurate solution to multilabel problems. We show that previously proposed functional lifting methods optimize an energy which is linear between two labels and hence require (often infinitely) many labels for a faithful approximation. In contrast, the proposed formulation is based on a piecewise convex approximation and therefore needs far fewer labels. In comparison to recent MRF-based approaches, our method is formulated in a spatially continuous setting and shows less grid bias. Moreover, in a local sense, our formulation is the tightest possible convex relaxation. It is easy to implement and allows an efficient primal-dual optimization on GPUs. We show the effectiveness of our approach on several computer vision problems.

NAJul 7, 2014
The Primal-Dual Hybrid Gradient Method for Semiconvex Splittings

Thomas Möllenhoff, Evgeny Strekalovskiy, Michael Moeller et al.

This paper deals with the analysis of a recent reformulation of the primal-dual hybrid gradient method [Zhu and Chan 2008, Pock, Cremers, Bischof and Chambolle 2009, Esser, Zhang and Chan 2010, Chambolle and Pock 2011], which allows to apply it to nonconvex regularizers as first proposed for truncated quadratic penalization in [Strekalovskiy and Cremers 2014]. Particularly, it investigates variational problems for which the energy to be minimized can be written as $G(u) + F(Ku)$, where $G$ is convex, $F$ semiconvex, and $K$ is a linear operator. We study the method and prove convergence in the case where the nonconvexity of $F$ is compensated by the strong convexity of the $G$. The convergence proof yields an interesting requirement for the choice of algorithm parameters, which we show to not only be sufficient, but necessary. Additionally, we show boundedness of the iterates under much weaker conditions. Finally, we demonstrate effectiveness and convergence of the algorithm beyond the theoretical guarantees in several numerical experiments.