Learning to Optimize: A Primer and A BenchmarkTianlong Chen, Xiaohan Chen, Wuyang Chen et al.
Learning to optimize (L2O) is an emerging approach that leverages machine learning to develop optimization methods, aiming at reducing the laborious iterations of hand engineering. It automates the design of an optimization method based on its performance on a set of training problems. This data-driven procedure generates methods that can efficiently solve problems similar to those in the training. In sharp contrast, the typical and traditional designs of optimization methods are theory-driven, so they obtain performance guarantees over the classes of problems specified by the theory. The difference makes L2O suitable for repeatedly solving a certain type of optimization problems over a specific distribution of data, while it typically fails on out-of-distribution problems. The practicality of L2O depends on the type of target optimization, the chosen architecture of the method to learn, and the training procedure. This new paradigm has motivated a community of researchers to explore L2O and report their findings. This article is poised to be the first comprehensive survey and benchmark of L2O for continuous optimization. We set up taxonomies, categorize existing works and research directions, present insights, and identify open challenges. We also benchmarked many existing L2O approaches on a few but representative optimization problems. For reproducible research and fair benchmarking purposes, we released our software implementation and data in the package Open-L2O at https://github.com/VITA-Group/Open-L2O.
13.5IVMar 6, 2020
Learning Convolutional Sparse Coding on Complex Domain for Interferometric Phase RestorationJian Kang, Danfeng Hong, Jialin Liu et al.
Interferometric phase restoration has been investigated for decades and most of the state-of-the-art methods have achieved promising performances for InSAR phase restoration. These methods generally follow the nonlocal filtering processing chain aiming at circumventing the staircase effect and preserving the details of phase variations. In this paper, we propose an alternative approach for InSAR phase restoration, i.e. Complex Convolutional Sparse Coding (ComCSC) and its gradient regularized version. To our best knowledge, this is the first time that we solve the InSAR phase restoration problem in a deconvolutional fashion. The proposed methods can not only suppress interferometric phase noise, but also avoid the staircase effect and preserve the details. Furthermore, they provide an insight of the elementary phase components for the interferometric phases. The experimental results on synthetic and realistic high- and medium-resolution datasets from TerraSAR-X StripMap and Sentinel-1 interferometric wide swath mode, respectively, show that our method outperforms those previous state-of-the-art methods based on nonlocal InSAR filters, particularly the state-of-the-art method: InSAR-BM3D. The source code of this paper will be made publicly available for reproducible research inside the community.
2.7LGSep 19, 2019
Gradient Boost with Convolution Neural Network for Stock ForecastJialin Liu, Chih-Min Lin, Fei Chao
Market economy closely connects aspects to all walks of life. The stock forecast is one of task among studies on the market economy. However, information on markets economy contains a lot of noise and uncertainties, which lead economy forecasting to become a challenging task. Ensemble learning and deep learning are the most methods to solve the stock forecast task. In this paper, we present a model combining the advantages of two methods to forecast the change of stock price. The proposed method combines CNN and GBoost. The experimental results on six market indexes show that the proposed method has better performance against current popular methods.
4.8LGAug 31, 2017
First and Second Order Methods for Online Convolutional Dictionary LearningJialin Liu, Cristina Garcia-Cardona, Brendt Wohlberg et al.
Convolutional sparse representations are a form of sparse representation with a structured, translation invariant dictionary. Most convolutional dictionary learning algorithms to date operate in batch mode, requiring simultaneous access to all training images during the learning process, which results in very high memory usage and severely limits the training data that can be used. Very recently, however, a number of authors have considered the design of online convolutional dictionary learning algorithms that offer far better scaling of memory and computational cost with training set size than batch methods. This paper extends our prior work, improving a number of aspects of our previous algorithm; proposing an entirely new one, with better performance, and that supports the inclusion of a spatial mask for learning from incomplete data; and providing a rigorous theoretical analysis of these methods.
4.3LGJun 29, 2017
Online Convolutional Dictionary LearningJialin Liu, Cristina Garcia-Cardona, Brendt Wohlberg et al.
While a number of different algorithms have recently been proposed for convolutional dictionary learning, this remains an expensive problem. The single biggest impediment to learning from large training sets is the memory requirements, which grow at least linearly with the size of the training set since all existing methods are batch algorithms. The work reported here addresses this limitation by extending online dictionary learning ideas to the convolutional context.