Roland W. Herzog

CV
h-index69
7papers
47citations
Novelty40%
AI Score38

7 Papers

1.2NAAug 16, 2018
Discrete Total Variation with Finite Elements and Applications to Imaging

Marc Herrmann, Roland Herzog, Stephan Schmidt et al.

The total variation (TV)-seminorm is considered for piecewise polynomial, globally discontinuous (DG) and continuous (CG) finite element functions on simplicial meshes. A novel, discrete variant (DTV) based on a nodal quadrature formula is defined. DTV has favorable properties, compared to the original TV-seminorm for finite element functions. These include a convenient dual representation in terms of the supremum over the space of Raviart--Thomas finite element functions, subject to a set of simple constraints. It can therefore be shown that a variety of algorithms for classical image reconstruction problems, including TV-$L^2$ and TV-$L^1$, can be implemented in low and higher-order finite element spaces with the same efficiency as their counterparts originally developed for images on Cartesian grids.

3.8LGNov 26, 2023
Frobenius-Type Norms and Inner Products of Matrices and Linear Maps with Applications to Neural Network Training

Roland Herzog, Frederik Köhne, Leonie Kreis et al.

The Frobenius norm is a frequent choice of norm for matrices. In particular, the underlying Frobenius inner product is typically used to evaluate the gradient of an objective with respect to matrix variable, such as those occuring in the training of neural networks. We provide a broader view on the Frobenius norm and inner product for linear maps or matrices, and establish their dependence on inner products in the domain and co-domain spaces. This shows that the classical Frobenius norm is merely one special element of a family of more general Frobenius-type norms. The significant extra freedom furnished by this realization can be used, among other things, to precondition neural network training.

6.1OCNov 28, 2023
Adaptive Step Sizes for Preconditioned Stochastic Gradient Descent

Frederik Köhne, Leonie Kreis, Anton Schiela et al.

This paper proposes a novel approach to adaptive step sizes in stochastic gradient descent (SGD) by utilizing quantities that we have identified as numerically traceable -- the Lipschitz constant for gradients and a concept of the local variance in search directions. Our findings yield a nearly hyperparameter-free algorithm for stochastic optimization, which has provable convergence properties and exhibits truly problem adaptive behavior on classical image classification tasks. Our framework is set in a general Hilbert space and thus enables the potential inclusion of a preconditioner through the choice of the inner product.

1.4LGJan 7
Symbolic Regression for Shared Expressions: Introducing Partial Parameter Sharing

Viktor Martinek, Roland Herzog

Symbolic Regression aims to find symbolic expressions that describe datasets. Due to better interpretability, it is a machine learning paradigm particularly powerful for scientific discovery. In recent years, several works have expanded the concept to allow the description of similar phenomena using a single expression with varying sets of parameters, thereby introducing categorical variables. Some previous works allow only "non-shared" (category-value-specific) parameters, and others also incorporate "shared" (category-value-agnostic) parameters. We expand upon those efforts by considering multiple categorical variables, and introducing intermediate levels of parameter sharing. With two categorical variables, an intermediate level of parameter sharing emerges, i.e., parameters which are shared across either category but change across the other. The new approach potentially decreases the number of parameters, while revealing additional information about the problem. Using a synthetic, fitting-only example, we test the limits of this setup in terms of data requirement reduction and transfer learning. As a real-world symbolic regression example, we demonstrate the benefits of the proposed approach on an astrophysics dataset used in a previous study, which considered only one categorical variable. We achieve a similar fit quality but require significantly fewer individual parameters, and extract additional information about the problem.

3.7CVNov 30, 2024
Two Models for Surface Segmentation using the Total Variation of the Normal Vector

Lukas Baumgärtner, Ronny Bergmann, Roland Herzog et al.

We consider the problem of surface segmentation, where the goal is to partition a surface represented by a triangular mesh. The segmentation is based on the similarity of the normal vector field to a given set of label vectors. We propose a variational approach and compare two different regularizers, both based on a total variation measure. The first regularizer penalizes the total variation of the assignment function directly, while the second regularizer penalizes the total variation in the label space. In order to solve the resulting optimization problems, we use variations of the split Bregman (ADMM) iteration adapted to the problem at hand. While computationally more expensive, the second regularizer yields better results in our experiments, in particular it removes noise more reliably in regions of constant curvature.

3.6CVJul 17, 2025
Total Generalized Variation of the Normal Vector Field and Applications to Mesh Denoising

Lukas Baumgärtner, Ronny Bergmann, Roland Herzog et al.

We propose a novel formulation for the second-order total generalized variation (TGV) of the normal vector on an oriented, triangular mesh embedded in $\R^3$. The normal vector is considered as a manifold-valued function, taking values on the unit sphere. Our formulation extends previous discrete TGV models for piecewise constant scalar data that utilize a Raviart-Thomas function space. To extend this formulation to the manifold setting, a tailor-made tangential Raviart-Thomas type finite element space is constructed in this work. The new regularizer is compared to existing methods in mesh denoising experiments.

1.2NASep 7, 2016
A modified implementation of MINRES to monitor residual subvector norms for block systems

Roland Herzog, Kirk M. Soodhalter

Saddle-point systems, i.e., structured linear systems with symmetric matrices are considered. A modified implementation of (preconditioned) MINRES is derived which allows to monitor the norms of the subvectors individually. Compared to the implementation from the textbook of [Elman, Sylvester and Wathen, Oxford University Press, 2014], our method requires one extra vector of storage and no additional applications of the preconditioner. Numerical experiments are included.