David L. Donoho

David L. Donoho, Gitta Kutyniok

Image data are often composed of two or more geometrically distinct constituents; in galaxy catalogs, for instance, one sees a mixture of pointlike structures (galaxy superclusters) and curvelike structures (filaments). It would be ideal to process a single image and extract two geometrically `pure' images, each one containing features from only one of the two geometric constituents. This seems to be a seriously underdetermined problem, but recent empirical work achieved highly persuasive separations. We present a theoretical analysis showing that accurate geometric separation of point and curve singularities can be achieved by minimizing the $\ell_1$ norm of the representing coefficients in two geometrically complementary frames: wavelets and curvelets. Driving our analysis is a specific property of the ideal (but unachievable) representation where each content type is expanded in the frame best adapted to it. This ideal representation has the property that important coefficients are clustered geometrically in phase space, and that at fine scales, there is very little coherence between a cluster of elements in one frame expansion and individual elements in the complementary frame. We formally introduce notions of cluster coherence and clustered sparsity and use this machinery to show that the underdetermined systems of linear equations can be stably solved by $\ell_1$ minimization; microlocal phase space helps organize the calculations that cluster coherence requires.

Rong Ma, Eric D. Sun, David Donoho et al.

Single-cell data integration can provide a comprehensive molecular view of cells, and many algorithms have been developed to remove unwanted technical or biological variations and integrate heterogeneous single-cell datasets. Despite their wide usage, existing methods suffer from several fundamental limitations. In particular, we lack a rigorous statistical test for whether two high-dimensional single-cell datasets are alignable (and therefore should even be aligned). Moreover, popular methods can substantially distort the data during alignment, making the aligned data and downstream analysis difficult to interpret. To overcome these limitations, we present a spectral manifold alignment and inference (SMAI) framework, which enables principled and interpretable alignability testing and structure-preserving integration of single-cell data with the same type of features. SMAI provides a statistical test to robustly assess the alignability between datasets to avoid misleading inference, and is justified by high-dimensional statistical theory. On a diverse range of real and simulated benchmark datasets, it outperforms commonly used alignment methods. Moreover, we show that SMAI improves various downstream analyses such as identification of differentially expressed genes and imputation of single-cell spatial transcriptomics, providing further biological insights. SMAI's interpretability also enables quantification and a deeper understanding of the sources of technical confounders in single-cell data.

Apratim Dey, David Donoho

Researchers in empirical machine learning recently spotlighted their fears of so-called Model Collapse. They imagined a discard workflow, where an initial generative model is trained with real data, after which the real data are discarded, and subsequently, the model generates synthetic data on which a new model is trained. They came to the conclusion that models degenerate as model-fitting generations proceed. However, other researchers considered an augment workflow, where the original real data continue to be used in each generation of training, augmented by synthetic data from models fit in all earlier generations. Empirical results on canonical datasets and learning procedures confirmed the occurrence of model collapse under the discard workflow and avoidance of model collapse under the augment workflow. Under the augment workflow, theoretical evidence also confirmed avoidance in particular instances; specifically, Gerstgrasser et al. (2024) found that for classical Linear Regression, test risk at any later generation is bounded by a moderate multiple, viz. pi-squared-over-6 of the test risk of training with the original real data alone. Some commentators questioned the generality of theoretical conclusions based on the generative model assumed in Gerstgrasser et al. (2024): could similar conclusions be reached for other task/model pairings? In this work, we demonstrate the universality of the pi-squared-over-6 augment risk bound across a large family of canonical statistical models, offering key insights into exactly why collapse happens under the discard workflow and is avoided under the augment workflow. In the process, we provide a framework that is able to accommodate a large variety of workflows (beyond discard and augment), thereby enabling an experimenter to judge the comparative merits of multiple different workflows by simulating a simple Gaussian process.

Qingyun Sun, David Donoho

In the blind deconvolution problem, we observe the convolution of an unknown filter and unknown signal and attempt to reconstruct the filter and signal. The problem seems impossible in general, since there are seemingly many more unknowns than knowns . Nevertheless, this problem arises in many application fields; and empirically, some of these fields have had success using heuristic methods -- even economically very important ones, in wireless communications and oil exploration. Today's fashionable heuristic formulations pose non-convex optimization problems which are then attacked heuristically as well. The fact that blind deconvolution can be solved under some repeatable and naturally-occurring circumstances poses a theoretical puzzle. To bridge the gulf between reported successes and theory's limited understanding, we exhibit a convex optimization problem that -- assuming signal sparsity -- can convert a crude approximation to the true filter into a high-accuracy recovery of the true filter. Our proposed formulation is based on L1 minimization of inverse filter outputs. We give sharp guarantees on performance of the minimizer assuming sparsity of signal, showing that our proposal precisely recovers the true inverse filter, up to shift and rescaling. There is a sparsity/initial accuracy tradeoff: the less accurate the initial approximation, the greater we rely on sparsity to enable exact recovery. To our knowledge this is the first reported tradeoff of this kind. We consider it surprising that this tradeoff is independent of dimension. We also develop finite-$N$ guarantees, for highly accurate reconstruction under $N\geq O(k \log(k) )$ with high probability. We further show stable approximation when the true inverse filter is infinitely long and extend our guarantees to the case where the observations are contaminated by stochastic or adversarial noise.

X. Y. Han, Vardan Papyan, David L. Donoho

The recently discovered Neural Collapse (NC) phenomenon occurs pervasively in today's deep net training paradigm of driving cross-entropy (CE) loss towards zero. During NC, last-layer features collapse to their class-means, both classifiers and class-means collapse to the same Simplex Equiangular Tight Frame, and classifier behavior collapses to the nearest-class-mean decision rule. Recent works demonstrated that deep nets trained with mean squared error (MSE) loss perform comparably to those trained with CE. As a preliminary, we empirically establish that NC emerges in such MSE-trained deep nets as well through experiments on three canonical networks and five benchmark datasets. We provide, in a Google Colab notebook, PyTorch code for reproducing MSE-NC and CE-NC: at https://colab.research.google.com/github/neuralcollapse/neuralcollapse/blob/main/neuralcollapse.ipynb. The analytically-tractable MSE loss offers more mathematical opportunities than the hard-to-analyze CE loss, inspiring us to leverage MSE loss towards the theoretical investigation of NC. We develop three main contributions: (I) We show a new decomposition of the MSE loss into (A) terms directly interpretable through the lens of NC and which assume the last-layer classifier is exactly the least-squares classifier; and (B) a term capturing the deviation from this least-squares classifier. (II) We exhibit experiments on canonical datasets and networks demonstrating that term-(B) is negligible during training. This motivates us to introduce a new theoretical construct: the central path, where the linear classifier stays MSE-optimal for feature activations throughout the dynamics. (III) By studying renormalized gradient flow along the central path, we derive exact dynamics that predict NC.

Vardan Papyan, X. Y. Han, David L. Donoho

Modern practice for training classification deepnets involves a Terminal Phase of Training (TPT), which begins at the epoch where training error first vanishes; During TPT, the training error stays effectively zero while training loss is pushed towards zero. Direct measurements of TPT, for three prototypical deepnet architectures and across seven canonical classification datasets, expose a pervasive inductive bias we call Neural Collapse, involving four deeply interconnected phenomena: (NC1) Cross-example within-class variability of last-layer training activations collapses to zero, as the individual activations themselves collapse to their class-means; (NC2) The class-means collapse to the vertices of a Simplex Equiangular Tight Frame (ETF); (NC3) Up to rescaling, the last-layer classifiers collapse to the class-means, or in other words to the Simplex ETF, i.e. to a self-dual configuration; (NC4) For a given activation, the classifier's decision collapses to simply choosing whichever class has the closest train class-mean, i.e. the Nearest Class Center (NCC) decision rule. The symmetric and very simple geometry induced by the TPT confers important benefits, including better generalization performance, better robustness, and better interpretability.

Morteza Mardani, Qingyun Sun, Vardan Papyan et al.

Unrolled neural networks emerged recently as an effective model for learning inverse maps appearing in image restoration tasks. However, their generalization risk (i.e., test mean-squared-error) and its link to network design and train sample size remains mysterious. Leveraging the Stein's Unbiased Risk Estimator (SURE), this paper analyzes the generalization risk with its bias and variance components for recurrent unrolled networks. We particularly investigate the degrees-of-freedom (DOF) component of SURE, trace of the end-to-end network Jacobian, to quantify the prediction variance. We prove that DOF is well-approximated by the weighted \textit{path sparsity} of the network under incoherence conditions on the trained weights. Empirically, we examine the SURE components as a function of train sample size for both recurrent and non-recurrent (with many more parameters) unrolled networks. Our key observations indicate that: 1) DOF increases with train sample size and converges to the generalization risk for both recurrent and non-recurrent schemes; 2) recurrent network converges significantly faster (with less train samples) compared with non-recurrent scheme, hence recurrence serves as a regularization for low sample size regimes.

Morteza Mardani, Qingyun Sun, Shreyas Vasawanala et al.

Recovering high-resolution images from limited sensory data typically leads to a serious ill-posed inverse problem, demanding inversion algorithms that effectively capture the prior information. Learning a good inverse mapping from training data faces severe challenges, including: (i) scarcity of training data; (ii) need for plausible reconstructions that are physically feasible; (iii) need for fast reconstruction, especially in real-time applications. We develop a successful system solving all these challenges, using as basic architecture the recurrent application of proximal gradient algorithm. We learn a proximal map that works well with real images based on residual networks. Contraction of the resulting map is analyzed, and incoherence conditions are investigated that drive the convergence of the iterates. Extensive experiments are carried out under different settings: (a) reconstructing abdominal MRI of pediatric patients from highly undersampled Fourier-space data and (b) superresolving natural face images. Our key findings include: 1. a recurrent ResNet with a single residual block unrolled from an iterative algorithm yields an effective proximal which accurately reveals MR image details. 2. Our architecture significantly outperforms conventional non-recurrent deep ResNets by 2dB SNR; it is also trained much more rapidly. 3. It outperforms state-of-the-art compressed-sensing Wavelet-based methods by 4dB SNR, with 100x speedups in reconstruction time.

Morteza Mardani, Hatef Monajemi, Vardan Papyan et al.

Recovering images from undersampled linear measurements typically leads to an ill-posed linear inverse problem, that asks for proper statistical priors. Building effective priors is however challenged by the low train and test overhead dictated by real-time tasks; and the need for retrieving visually "plausible" and physically "feasible" images with minimal hallucination. To cope with these challenges, we design a cascaded network architecture that unrolls the proximal gradient iterations by permeating benefits from generative residual networks (ResNet) to modeling the proximal operator. A mixture of pixel-wise and perceptual costs is then deployed to train proximals. The overall architecture resembles back-and-forth projection onto the intersection of feasible and plausible images. Extensive computational experiments are examined for a global task of reconstructing MR images of pediatric patients, and a more local task of superresolving CelebA faces, that are insightful to design efficient architectures. Our observations indicate that for MRI reconstruction, a recurrent ResNet with a single residual block effectively learns the proximal. This simple architecture appears to significantly outperform the alternative deep ResNet architecture by 2dB SNR, and the conventional compressed-sensing MRI by 4dB SNR with 100x faster inference. For image superresolution, our preliminary results indicate that modeling the denoising proximal demands deep ResNets.

David L. Donoho, Jared Tanner

This paper develops asymptotic methods to count faces of random high-dimensional polytopes. Beyond its intrinsic interest, our conclusions have surprising implications - in statistics, probability, information theory, and signal processing - with potential impacts in practical subjects like medical imaging and digital communications. Three such implications concern: convex hulls of Gaussian point clouds, signal recovery from random projections, and how many gross errors can be efficiently corrected from Gaussian error correcting codes.