NAJul 3, 2008
Iteratively re-weighted least squares minimization for sparse recoveryIngrid Daubechies, Ronald DeVore, Massimo Fornasier et al.
We analyze an Iteratively Re-weighted Least Squares (IRLS) algorithm for promoting l1-minimization in sparse and compressible vector recovery. We prove its convergence and we estimate its local rate. We show how the algorithm can be modified in order to promote lt-minimization for t<1, and how this modification produces superlinear rates of convergence.
NAJul 15, 2011
Low-rank matrix recovery via iteratively reweighted least squares minimizationMassimo Fornasier, Holger Rauhut, Rachel Ward
We present and analyze an efficient implementation of an iteratively reweighted least squares algorithm for recovering a matrix from a small number of linear measurements. The algorithm is designed for the simultaneous promotion of both a minimal nuclear norm and an approximatively low-rank solution. Under the assumption that the linear measurements fulfill a suitable generalization of the Null Space Property known in the context of compressed sensing, the algorithm is guaranteed to recover iteratively any matrix with an error of the order of the best k-rank approximation. In certain relevant cases, for instance for the matrix completion problem, our version of this algorithm can take advantage of the Woodbury matrix identity, which allows to expedite the solution of the least squares problems required at each iteration. We present numerical experiments that confirm the robustness of the algorithm for the solution of matrix completion problems, and demonstrate its competitiveness with respect to other techniques proposed recently in the literature.
LGJun 16, 2023
Gradient is All You Need? How Consensus-Based Optimization can be Interpreted as a Stochastic Relaxation of Gradient DescentKonstantin Riedl, Timo Klock, Carina Geldhauser et al. · oxford
In this paper, we provide a novel analytical perspective on the theoretical understanding of gradient-based learning algorithms by interpreting consensus-based optimization (CBO), a recently proposed multi-particle derivative-free optimization method, as a stochastic relaxation of gradient descent. Remarkably, we observe that through communication of the particles, CBO exhibits a stochastic gradient descent (SGD)-like behavior despite solely relying on evaluations of the objective function. The fundamental value of such link between CBO and SGD lies in the fact that CBO is provably globally convergent to global minimizers for ample classes of nonsmooth and nonconvex objective functions. Hence, on the one side, we offer a novel explanation for the success of stochastic relaxations of gradient descent by furnishing useful and precise insights that explain how problem-tailored stochastic perturbations of gradient descent (like the ones induced by CBO) overcome energy barriers and reach deep levels of nonconvex functions. On the other side, and contrary to the conventional wisdom for which derivative-free methods ought to be inefficient or not to possess generalization abilities, our results unveil an intrinsic gradient descent nature of heuristics. Instructive numerical illustrations support the provided theoretical insights.
NAJan 17, 2012
Learning Functions of Few Arbitrary Linear Parameters in High DimensionsMassimo Fornasier, Karin Schnass, Jan Vybiral
Let us assume that $f$ is a continuous function defined on the unit ball of $\mathbb R^d$, of the form $f(x) = g (A x)$, where $A$ is a $k \times d$ matrix and $g$ is a function of $k$ variables for $k \ll d$. We are given a budget $m \in \mathbb N$ of possible point evaluations $f(x_i)$, $i=1,...,m$, of $f$, which we are allowed to query in order to construct a uniform approximating function. Under certain smoothness and variation assumptions on the function $g$, and an {\it arbitrary} choice of the matrix $A$, we present in this paper 1. a sampling choice of the points $\{x_i\}$ drawn at random for each function approximation; 2. algorithms (Algorithm 1 and Algorithm 2) for computing the approximating function, whose complexity is at most polynomial in the dimension $d$ and in the number $m$ of points. Due to the arbitrariness of $A$, the choice of the sampling points will be according to suitable random distributions and our results hold with overwhelming probability. Our approach uses tools taken from the {\it compressed sensing} framework, recent Chernoff bounds for sums of positive-semidefinite matrices, and classical stability bounds for invariant subspaces of singular value decompositions.
NAApr 28, 2009
Iterative thresholding meets free discontinuity problemsMassimo Fornasier, Rachel Ward
Free-discontinuity problems describe situations where the solution of interest is defined by a function and a lower dimensional set consisting of the discontinuities of the function. Hence, the derivative of the solution is assumed to be a `small' function almost everywhere except on sets where it concentrates as a singular measure. This is the case, for instance, in crack detection from fracture mechanics or in certain digital image segmentation problems. If we discretize such situations for numerical purposes, the free-discontinuity problem in the discrete setting can be re-formulated as that of finding a derivative vector with small components at all but a few entries that exceed a certain threshold. This problem is similar to those encountered in the field of `sparse recovery', where vectors with a small number of dominating components in absolute value are recovered from a few given linear measurements via the minimization of related energy functionals. Several iterative thresholding algorithms that intertwine gradient-type iterations with thresholding steps have been designed to recover sparse solutions in this setting. It is natural to wonder if and/or how such algorithms can be used towards solving discrete free-discontinuity problems. The current paper explores this connection, and, by establishing an iterative thresholding algorithm for discrete free-discontinuity problems, provides new insights on properties of minimizing solutions thereof.
NAFeb 23, 2016
Conjugate gradient acceleration of iteratively re-weighted least squares methodsMassimo Fornasier, Steffen Peter, Holger Rauhut et al.
Iteratively Re-weighted Least Squares (IRLS) is a method for solving minimization problems involving non-quadratic cost functions, perhaps non-convex and non-smooth, which however can be described as the infimum over a family of quadratic functions. This transformation suggests an algorithmic scheme that solves a sequence of quadratic problems to be tackled efficiently by tools of numerical linear algebra. Its general scope and its usually simple implementation, transforming the initial non-convex and non-smooth minimization problem into a more familiar and easily solvable quadratic optimization problem, make it a versatile algorithm. However, despite its simplicity, versatility, and elegant analysis, the complexity of IRLS strongly depends on the way the solution of the successive quadratic optimizations is addressed. For the important special case of $\textit{compressed sensing}$ and sparse recovery problems in signal processing, we investigate theoretically and numerically how accurately one needs to solve the quadratic problems by means of the $\textit{conjugate gradient}$ (CG) method in each iteration in order to guarantee convergence. The use of the CG method may significantly speed-up the numerical solution of the quadratic subproblems, in particular, when fast matrix-vector multiplication (exploiting for instance the FFT) is available for the matrix involved. In addition, we study convergence rates. Our modified IRLS method outperforms state of the art first order methods such as Iterative Hard Thresholding (IHT) or Fast Iterative Soft-Thresholding Algorithm (FISTA) in many situations, especially in large dimensions. Moreover, IRLS is often able to recover sparse vectors from fewer measurements than required for IHT and FISTA.
NAJul 7, 2016
Linearly constrained evolutions of critical points and an application to cohesive fracturesMarco Artina, Filippo Cagnetti, Massimo Fornasier et al.
We introduce a novel constructive approach to define time evolution of critical points of an energy functional. Our procedure, which is different from other more established approaches based on viscosity approximations in infinite dimension, is prone to efficient and consistent numerical implementations, and allows for an existence proof under very general assumptions. We consider in particular rather nonsmooth and nonconvex energy functionals, provided the domain of the energy is finite dimensional. Nevertheless, in the infinite dimensional case study of a cohesive fracture model, we prove a consistency theorem of a discrete-to-continuum limit. We show that a quasistatic evolution can be indeed recovered as a limit of evolutions of critical points of finite dimensional discretizations of the energy, constructed according to our scheme. To illustrate the results, we provide several numerical experiments both in one and two dimensions. These agree with the crack initiation criterion, which states that a fracture appears only when the stress overcomes a certain threshold, depending on the material.
NAFeb 1, 2009
Domain decomposition methods for compressed sensingMassimo Fornasier, Andreas Langer, Carola-Bibiane Schönlieb
We present several domain decomposition algorithms for sequential and parallel minimization of functionals formed by a discrepancy term with respect to data and total variation constraints. The convergence properties of the algorithms are analyzed. We provide several numerical experiments, showing the successful application of the algorithms for the restoration 1D and 2D signals in interpolation/inpainting problems respectively, and in a compressed sensing problem, for recovering piecewise constant medical-type images from partial Fourier ensembles.
DSAug 27, 2014
Sparse Control of Alignment Models in High DimensionMattia Bongini, Massimo Fornasier, Oliver Junge et al.
For high dimensional particle systems, governed by smooth nonlinearities depending on mutual distances between particles, one can construct low-dimensional representations of the dynamical system, which allow the learning of nearly optimal control strategies in high dimension with overwhelming confidence. In this paper we present an instance of this general statement tailored to the sparse control of models of consensus emergence in high dimension, projected to lower dimensions by means of random linear maps. We show that one can steer, nearly optimally and with high probability, a high-dimensional alignment model to consensus by acting at each switching time on one agent of the system only, with a control rule chosen essentially exclusively according to information gathered from a randomly drawn low-dimensional representation of the control system.
NAOct 12, 2017
A Machine Learning Approach to Optimal Tikhonov Regularisation I: Affine ManifoldsErnesto De Vito, Massimo Fornasier, Valeriya Naumova
Despite a variety of available techniques the issue of the proper regularization parameter choice for inverse problems still remains one of the biggest challenges. The main difficulty lies in constructing a rule, allowing to compute the parameter from given noisy data without relying either on a priori knowledge of the solution or on the noise level. In this paper we propose a novel method based on supervised machine learning to approximate the high-dimensional function, mapping noisy data into a good approximation to the optimal Tikhonov regularization parameter. Our assumptions are that solutions of the inverse problem are statistically distributed in a concentrated manner on (lower-dimensional) linear subspaces and the noise is sub-gaussian. One of the surprising facts is that the number of previously observed examples for the supervised learning of the optimal parameter mapping scales at most linearly with the dimension of the solution subspace. We also provide explicit error bounds on the accuracy of the approximated parameter and the corresponding regularization solution. Even though the results are more of theoretical nature, we present a recipe for the practical implementation of the approach and provide numerical experiments confirming the theoretical results. We also outline interesting directions for future research with some preliminary results, confirming their feasibility.
LGNov 8, 2022
Finite Sample Identification of Wide Shallow Neural Networks with BiasesMassimo Fornasier, Timo Klock, Marco Mondelli et al.
Artificial neural networks are functions depending on a finite number of parameters typically encoded as weights and biases. The identification of the parameters of the network from finite samples of input-output pairs is often referred to as the \emph{teacher-student model}, and this model has represented a popular framework for understanding training and generalization. Even if the problem is NP-complete in the worst case, a rapidly growing literature -- after adding suitable distributional assumptions -- has established finite sample identification of two-layer networks with a number of neurons $m=\mathcal O(D)$, $D$ being the input dimension. For the range $D<m<D^2$ the problem becomes harder, and truly little is known for networks parametrized by biases as well. This paper fills the gap by providing constructive methods and theoretical guarantees of finite sample identification for such wider shallow networks with biases. Our approach is based on a two-step pipeline: first, we recover the direction of the weights, by exploiting second order information; next, we identify the signs by suitable algebraic evaluations, and we recover the biases by empirical risk minimization via gradient descent. Numerical results demonstrate the effectiveness of our approach.
OCJul 5, 2023
From NeurODEs to AutoencODEs: a mean-field control framework for width-varying Neural NetworksCristina Cipriani, Massimo Fornasier, Alessandro Scagliotti
The connection between Residual Neural Networks (ResNets) and continuous-time control systems (known as NeurODEs) has led to a mathematical analysis of neural networks which has provided interesting results of both theoretical and practical significance. However, by construction, NeurODEs have been limited to describing constant-width layers, making them unsuitable for modeling deep learning architectures with layers of variable width. In this paper, we propose a continuous-time Autoencoder, which we call AutoencODE, based on a modification of the controlled field that drives the dynamics. This adaptation enables the extension of the mean-field control framework originally devised for conventional NeurODEs. In this setting, we tackle the case of low Tikhonov regularization, resulting in potentially non-convex cost landscapes. While the global results obtained for high Tikhonov regularization may not hold globally, we show that many of them can be recovered in regions where the loss function is locally convex. Inspired by our theoretical findings, we develop a training method tailored to this specific type of Autoencoders with residual connections, and we validate our approach through numerical experiments conducted on various examples.
NADec 13, 2007
Subspace correction methods for total variation and $\ell_1-$minimizationMassimo Fornasier, Carola-Bibiane Schönlieb
This paper is concerned with the numerical minimization of energy functionals in Hilbert spaces involving convex constraints coinciding with a semi-norm for a subspace. The optimization is realized by alternating minimizations of the functional on a sequence of orthogonal subspaces. On each subspace an iterative proximity-map algorithm is implemented via \emph{oblique thresholding}, which is the main new tool introduced in this work. We provide convergence conditions for the algorithm in order to compute minimizers of the target energy. Analogous results are derived for a parallel variant of the algorithm. Applications are presented in domain decomposition methods for singular elliptic PDE's arising in total variation minimization and in accelerated sparse recovery algorithms based on $\ell_1$-minimization. We include numerical examples which show efficient solutions to classical problems in signal and image processing.
61.4NAApr 15
Fast training of accurate physics-informed neural networks without gradient descentChinmay Datar, Taniya Kapoor, Abhishek Chandra et al.
Solving time-dependent Partial Differential Equations (PDEs) is one of the most critical problems in computational science. While Physics-Informed Neural Networks (PINNs) offer a promising framework for approximating PDE solutions, their accuracy and training speed are limited by two core barriers: gradient-descent-based iterative optimization over complex loss landscapes and non-causal treatment of time as an extra spatial dimension. We present Frozen-PINN, a novel PINN based on the principle of space-time separation that leverages random features instead of training with gradient descent, and incorporates temporal causality by construction. On eight PDE benchmarks, including challenges such as extreme advection speeds, shocks, and high dimensionality, Frozen-PINNs achieve superior training efficiency and accuracy over state-of-the-art PINNs, often by several orders of magnitude. Our work addresses longstanding training and accuracy bottlenecks of PINNs, delivering quickly trainable, highly accurate, and inherently causal PDE solvers, a combination that prior methods could not realize. Our approach challenges the reliance of PINNs on stochastic gradient-descent-based methods and specialized hardware, leading to a paradigm shift in PINN training and providing a challenging benchmark for the community.
OCOct 30, 2023
Approximation Theory, Computing, and Deep Learning on the Wasserstein SpaceMassimo Fornasier, Pascal Heid, Giacomo Enrico Sodini
The challenge of approximating functions in infinite-dimensional spaces from finite samples is widely regarded as formidable. We delve into the challenging problem of the numerical approximation of Sobolev-smooth functions defined on probability spaces. Our particular focus centers on the Wasserstein distance function, which serves as a relevant example. In contrast to the existing body of literature focused on approximating efficiently pointwise evaluations, we chart a new course to define functional approximants by adopting three machine learning-based approaches: 1. Solving a finite number of optimal transport problems and computing the corresponding Wasserstein potentials. 2. Employing empirical risk minimization with Tikhonov regularization in Wasserstein Sobolev spaces. 3. Addressing the problem through the saddle point formulation that characterizes the weak form of the Tikhonov functional's Euler-Lagrange equation. We furnish explicit and quantitative bounds on generalization errors for each of these solutions. We leverage the theory of metric Sobolev spaces and we combine it with techniques of optimal transport, variational calculus, and large deviation bounds. In our numerical implementation, we harness appropriately designed neural networks to serve as basis functions. These networks undergo training using diverse methodologies. This approach allows us to obtain approximating functions that can be rapidly evaluated after training. Our constructive solutions significantly enhance at equal accuracy the evaluation speed, surpassing that of state-of-the-art methods by several orders of magnitude. This allows evaluations over large datasets several times faster, including training, than traditional optimal transport algorithms. Our analytically designed deep learning architecture slightly outperforms the test error of state-of-the-art CNN architectures on datasets of images.
LGJan 18, 2021
Stable Recovery of Entangled Weights: Towards Robust Identification of Deep Neural Networks from Minimal SamplesChristian Fiedler, Massimo Fornasier, Timo Klock et al.
In this paper we approach the problem of unique and stable identifiability of generic deep artificial neural networks with pyramidal shape and smooth activation functions from a finite number of input-output samples. More specifically we introduce the so-called entangled weights, which compose weights of successive layers intertwined with suitable diagonal and invertible matrices depending on the activation functions and their shifts. We prove that entangled weights are completely and stably approximated by an efficient and robust algorithm as soon as $\mathcal O(D^2 \times m)$ nonadaptive input-output samples of the network are collected, where $D$ is the input dimension and $m$ is the number of neurons of the network. Moreover, we empirically observe that the approach applies to networks with up to $\mathcal O(D \times m_L)$ neurons, where $m_L$ is the number of output neurons at layer $L$. Provided knowledge of layer assignments of entangled weights and of remaining scaling and shift parameters, which may be further heuristically obtained by least squares, the entangled weights identify the network completely and uniquely. To highlight the relevance of the theoretical result of stable recovery of entangled weights, we present numerical experiments, which demonstrate that multilayered networks with generic weights can be robustly identified and therefore uniformly approximated by the presented algorithmic pipeline. In contrast backpropagation cannot generalize stably very well in this setting, being always limited by relatively large uniform error. In terms of practical impact, our study shows that we can relate input-output information uniquely and stably to network parameters, providing a form of explainability. Moreover, our method paves the way for compression of overparametrized networks and for the training of minimal complexity networks.
APJan 31, 2020
Consensus-Based Optimization on Hypersurfaces: Well-Posedness and Mean-Field LimitMassimo Fornasier, Hui Huang, Lorenzo Pareschi et al.
We introduce a new stochastic differential model for global optimization of nonconvex functions on compact hypersurfaces. The model is inspired by the stochastic Kuramoto-Vicsek system and belongs to the class of Consensus-Based Optimization methods. In fact, particles move on the hypersurface driven by a drift towards an instantaneous consensus point, computed as a convex combination of the particle locations weighted by the cost function according to Laplace's principle. The consensus point represents an approximation to a global minimizer. The dynamics is further perturbed by a random vector field to favor exploration, whose variance is a function of the distance of the particles to the consensus point. In particular, as soon as the consensus is reached, then the stochastic component vanishes. In this paper, we study the well-posedness of the model and we derive rigorously its mean-field approximation for large particle limit.
LGJan 31, 2020
Consensus-Based Optimization on the Sphere: Convergence to Global Minimizers and Machine LearningMassimo Fornasier, Hui Huang, Lorenzo Pareschi et al.
We investigate the implementation of a new stochastic Kuramoto-Vicsek-type model for global optimization of nonconvex functions on the sphere. This model belongs to the class of Consensus-Based Optimization. In fact, particles move on the sphere driven by a drift towards an instantaneous consensus point, which is computed as a convex combination of particle locations, weighted by the cost function according to Laplace's principle, and it represents an approximation to a global minimizer. The dynamics is further perturbed by a random vector field to favor exploration, whose variance is a function of the distance of the particles to the consensus point. In particular, as soon as the consensus is reached the stochastic component vanishes. The main results of this paper are about the proof of convergence of the numerical scheme to global minimizers provided conditions of well-preparation of the initial datum. The proof combines previous results of mean-field limit with a novel asymptotic analysis, and classical convergence results of numerical methods for SDE. We present several numerical experiments, which show that the algorithm proposed in the present paper scales well with the dimension and is extremely versatile. To quantify the performances of the new approach, we show that the algorithm is able to perform essentially as good as ad hoc state of the art methods in challenging problems in signal processing and machine learning, namely the phase retrieval problem and the robust subspace detection.
LGNov 1, 2019
Data-driven Evolutions of Critical PointsStefano Almi, Massimo Fornasier, Richard Huber
In this paper we are concerned with the learnability of energies from data obtained by observing time evolutions of their critical points starting at random initial equilibria. As a byproduct of our theoretical framework we introduce the novel concept of mean-field limit of critical point evolutions and of their energy balance as a new form of transport. We formulate the energy learning as a variational problem, minimizing the discrepancy of energy competitors from fulfilling the equilibrium condition along any trajectory of critical points originated at random initial equilibria. By Gamma-convergence arguments we prove the convergence of minimal solutions obtained from finite number of observations to the exact energy in a suitable sense. The abstract framework is actually fully constructive and numerically implementable. Hence, the approximation of the energy from a finite number of observations of past evolutions allows to simulate further evolutions, which are fully data-driven. As we aim at a precise quantitative analysis, and to provide concrete examples of tractable solutions, we present analytic and numerical results on the reconstruction of an elastic energy for a one-dimensional model of thin nonlinear-elastic rod.
LGJun 30, 2019
Robust and Resource Efficient Identification of Two Hidden Layer Neural NetworksMassimo Fornasier, Timo Klock, Michael Rauchensteiner
We address the structure identification and the uniform approximation of two fully nonlinear layer neural networks of the type $f(x)=1^T h(B^T g(A^T x))$ on $\mathbb R^d$ from a small number of query samples. We approach the problem by sampling actively finite difference approximations to Hessians of the network. Gathering several approximate Hessians allows reliably to approximate the matrix subspace $\mathcal W$ spanned by symmetric tensors $a_1 \otimes a_1 ,\dots,a_{m_0}\otimes a_{m_0}$ formed by weights of the first layer together with the entangled symmetric tensors $v_1 \otimes v_1 ,\dots,v_{m_1}\otimes v_{m_1}$, formed by suitable combinations of the weights of the first and second layer as $v_\ell=A G_0 b_\ell/\|A G_0 b_\ell\|_2$, $\ell \in [m_1]$, for a diagonal matrix $G_0$ depending on the activation functions of the first layer. The identification of the 1-rank symmetric tensors within $\mathcal W$ is then performed by the solution of a robust nonlinear program. We provide guarantees of stable recovery under a posteriori verifiable conditions. We further address the correct attribution of approximate weights to the first or second layer. By using a suitably adapted gradient descent iteration, it is possible then to estimate, up to intrinsic symmetries, the shifts of the activations functions of the first layer and compute exactly the matrix $G_0$. Our method of identification of the weights of the network is fully constructive, with quantifiable sample complexity, and therefore contributes to dwindle the black-box nature of the network training phase. We corroborate our theoretical results by extensive numerical experiments.
MLApr 4, 2018
Robust and Resource Efficient Identification of Shallow Neural Networks by Fewest SamplesMassimo Fornasier, Jan Vybíral, Ingrid Daubechies
We address the structure identification and the uniform approximation of sums of ridge functions $f(x)=\sum_{i=1}^m g_i(a_i\cdot x)$ on ${\mathbb R}^d$, representing a general form of a shallow feed-forward neural network, from a small number of query samples. Higher order differentiation, as used in our constructive approximations, of sums of ridge functions or of their compositions, as in deeper neural network, yields a natural connection between neural network weight identification and tensor product decomposition identification. In the case of the shallowest feed-forward neural network, second order differentiation and tensors of order two (i.e., matrices) suffice as we prove in this paper. We use two sampling schemes to perform approximate differentiation - active sampling, where the sampling points are universal, actively, and randomly designed, and passive sampling, where sampling points were preselected at random from a distribution with known density. Based on multiple gathered approximated first and second order differentials, our general approximation strategy is developed as a sequence of algorithms to perform individual sub-tasks. We first perform an active subspace search by approximating the span of the weight vectors $a_1,\dots,a_m$. Then we use a straightforward substitution, which reduces the dimensionality of the problem from $d$ to $m$. The core of the construction is then the stable and efficient approximation of weights expressed in terms of rank-$1$ matrices $a_i \otimes a_i$, realized by formulating their individual identification as a suitable nonlinear program. We prove the successful identification by this program of weight vectors being close to orthonormal and we also show how we can costructively reduce to this case by a whitening procedure, without loss of any generality.
NANov 24, 2014
Damping Noise-Folding and Enhanced Support Recovery in Compressed SensingMarco Artina, Massimo Fornasier, Steffen Peter
The practice of compressed sensing suffers importantly in terms of the efficiency/accuracy trade-off when acquiring noisy signals prior to measurement. It is rather common to find results treating the noise affecting the measurements, avoiding in this way to face the so-called $\textit{noise-folding}$ phenomenon, related to the noise in the signal, eventually amplified by the measurement procedure. In this paper, we present two new decoding procedures, combining $\ell_1$-minimization followed by either a regularized selective least $p$-powers or an iterative hard thresholding, which not only are able to reduce this component of the original noise, but also have enhanced properties in terms of support identification with respect to the sole $\ell_1$-minimization or iteratively re-weighted $\ell_1$-minimization. We prove such features, providing relatively simple and precise theoretical guarantees. We additionally confirm and support the theoretical results by extensive numerical simulations, which give a statistics of the robustness of the new decoding procedures with respect to more classical $\ell_1$-minimization and iteratively re-weighted $\ell_1$-minimization.
NAMay 14, 2009
A Convergent Overlapping Domain Decomposition Method for Total Variation MinimizationMassimo Fornasier, Andreas Langer, Carola-Bibiane Schönlieb
This paper is concerned with the analysis of convergent sequential and parallel overlapping domain decomposition methods for the minimization of functionals formed by a discrepancy term with respect to data and a total variation constraint. To our knowledge, this is the first successful attempt of addressing such strategy for the nonlinear, nonadditive, and nonsmooth problem of total variation minimization. We provide several numerical experiments, showing the successful application of the algorithm for the restoration of 1D signals and 2D images in interpolation/inpainting problems respectively, and in a compressed sensing problem, for recovering piecewise constant medical-type images from partial Fourier ensembles.
NAAug 7, 2006
Recovery algorithms for vector valued data with joint sparsity constraintsMassimo Fornasier, Holger Rauhut
Vector valued data appearing in concrete applications often possess sparse expansions with respect to a preassigned frame for each vector component individually. Additionally, different components may also exhibit common sparsity patterns. Recently, there were introduced sparsity measures that take into account such joint sparsity patterns, promoting coupling of non-vanishing components. These measures are typically constructed as weighted $\ell_1$ norms of componentwise $\ell_q$ norms of frame coefficients. We show how to compute solutions of linear inverse problems with such joint sparsity regularization constraints by fast thresholded Landweber algorithms. Next we discuss the adaptive choice of suitable weights appearing in the definition of sparsity measures. The weights are interpreted as indicators of the sparsity pattern and are iteratively up-dated after each new application of the thresholded Landweber algorithm. The resulting two-step algorithm is interpreted as a double-minimization scheme for a suitable target functional. We show its $\ell_2$-norm convergence. An implementable version of the algorithm is also formulated, and its norm convergence is proven. Numerical experiments in color image restoration are presented.
NAApr 28, 2006
Sampling theorems on bounded domainMassimo Fornasier, Laura Gori
This paper concerns with iterative schemes for the perfect reconstruction of functions belonging to multiresolution spaces on bounded manifolds from nonuniform sampling. The schemes have optimal complexity in the sense that the computational cost to achieve a certain fixed accuracy is proportional to the computed quantity. Since the iterations converge uniformly, one can produce corresponding iterative integration schemes that allow to recover the integral of functions belonging to multiresolution spaces from nonuniform sampling. We present also an error analysis and, in particular, we estimate the $L^2$-error which one produces in recovering smooth functions in $H^s$, but not necessarily in any multiresolution space, and their integrals from nonuniform sampling. Several uni- and bi-variate numerical examples are illustrated and discussed. We also show that one can construct a rather large variety of multiresolution spaces on manifolds from certain refinable bases on the real line formed by so-called GP-functions. This class of functions that contains in particular B-splines has remarkable properties in terms of producing well-conditioned bases. The resulting multiresolution analyses are well-suited for the application of the iterative recovering of functions from nonuniform sampling.
FAFeb 10, 2005
On some stability results of frame atomic decompositionsMassimo Fornasier
This paper is concerned with the implications of sufficient conditions ensuring that a perturbation of a frame is again a frame. We emphasize how stability of frames is fundamental for numerical applications and we discuss in particular the connection between stability conditions and localization principles for frame atomic decompositions in Banach spaces.
NADec 6, 2004
Nonlinear projection digital image inpainting and restoration methodsMassimo Fornasier
This paper concerns with nonuniform sampling and interpolation methods combined with variational models for the solution of a generalized image inpainting problem and the restoration of digital signals. In particular, we discuss the problem of reconstructing a digital signal/image from very few, sparse, and complete information and a substantial incomplete information, which will be assumed as the result of a nonlinear distortion. As a typical and inspiring example, we illustrate the concrete problem of the color restoration of a destroyed art fresco from its few known fragments and some gray picture taken prior to the damage. Numerical implementations are included together with several examples and numerical results to illustrate the proposed method. The numerical experience suggests furthermore that a particular system of coupled Hamilton-Jacobi equations is well-posed.