Laplacian Smoothing Gradient DescentStanley Osher, Bao Wang, Penghang Yin et al.
We propose a class of very simple modifications of gradient descent and stochastic gradient descent. We show that when applied to a large variety of machine learning problems, ranging from logistic regression to deep neural nets, the proposed surrogates can dramatically reduce the variance, allow to take a larger step size, and improve the generalization accuracy. The methods only involve multiplying the usual (stochastic) gradient by the inverse of a positive definitive matrix (which can be computed efficiently by FFT) with a low condition number coming from a one-dimensional discrete Laplacian or its high order generalizations. It also preserves the mean and increases the smallest component and decreases the largest component. The theory of Hamilton-Jacobi partial differential equations demonstrates that the implicit version of the new algorithm is almost the same as doing gradient descent on a new function which (i) has the same global minima as the original function and (ii) is ``more convex". Moreover, we show that optimization algorithms with these surrogates converge uniformly in the discrete Sobolev $H_σ^p$ sense and reduce the optimality gap for convex optimization problems. The code is available at: \url{https://github.com/BaoWangMath/LaplacianSmoothing-GradientDescent}
2.3COMP-PHFeb 27, 2024
Low-light phase retrieval with implicit generative priorsRaunak Manekar, Elisa Negrini, Minh Pham et al.
Phase retrieval (PR) is fundamentally important in scientific imaging and is crucial for nanoscale techniques like coherent diffractive imaging (CDI). Low radiation dose imaging is essential for applications involving radiation-sensitive samples. However, most PR methods struggle in low-dose scenarios due to high shot noise. Recent advancements in optical data acquisition setups, such as in-situ CDI, have shown promise for low-dose imaging, but they rely on a time series of measurements, making them unsuitable for single-image applications. Similarly, data-driven phase retrieval techniques are not easily adaptable to data-scarce situations. Zero-shot deep learning methods based on pre-trained and implicit generative priors have been effective in various imaging tasks but have shown limited success in PR. In this work, we propose low-dose deep image prior (LoDIP), which combines in-situ CDI with the power of implicit generative priors to address single-image low-dose phase retrieval. Quantitative evaluations demonstrate LoDIP's superior performance in this task and its applicability to real experimental scenarios.
6.5OCOct 21, 2017
Stochastic Backward Euler: An Implicit Gradient Descent Algorithm for $k$-means ClusteringPenghang Yin, Minh Pham, Adam Oberman et al.
In this paper, we propose an implicit gradient descent algorithm for the classic $k$-means problem. The implicit gradient step or backward Euler is solved via stochastic fixed-point iteration, in which we randomly sample a mini-batch gradient in every iteration. It is the average of the fixed-point trajectory that is carried over to the next gradient step. We draw connections between the proposed stochastic backward Euler and the recent entropy stochastic gradient descent (Entropy-SGD) for improving the training of deep neural networks. Numerical experiments on various synthetic and real datasets show that the proposed algorithm provides better clustering results compared to $k$-means algorithms in the sense that it decreased the objective function (the cluster) and is much more robust to initialization.