LGMar 17, 2022
Covid19 Reproduction Number: Credibility Intervals by Blockwise Proximal Monte Carlo SamplersGersende Fort, Barbara Pascal, Patrice Abry et al.
Monitoring the Covid19 pandemic constitutes a critical societal stake that received considerable research efforts. The intensity of the pandemic on a given territory is efficiently measured by the reproduction number, quantifying the rate of growth of daily new infections. Recently, estimates for the time evolution of the reproduction number were produced using an inverse problem formulation with a nonsmooth functional minimization. While it was designed to be robust to the limited quality of the Covid19 data (outliers, missing counts), the procedure lacks the ability to output credibility interval based estimates. This remains a severe limitation for practical use in actual pandemic monitoring by epidemiologists that the present work aims to overcome by use of Monte Carlo sampling. After interpretation of the nonsmooth functional into a Bayesian framework, several sampling schemes are tailored to adjust the nonsmooth nature of the resulting posterior distribution. The originality of the devised algorithms stems from combining a Langevin Monte Carlo sampling scheme with Proximal operators. Performance of the new algorithms in producing relevant credibility intervals for the reproduction number estimates and denoised counts are compared. Assessment is conducted on real daily new infection counts made available by the Johns Hopkins University. The interest of the devised monitoring tools are illustrated on Covid19 data from several different countries.
NAMar 20, 2014
Epigraphical splitting for solving constrained convex formulations of inverse problems with proximal toolsGiovanni Chierchia, Nelly Pustelnik, Jean-Christophe Pesquet et al.
We propose a proximal approach to deal with a class of convex variational problems involving nonlinear constraints. A large family of constraints, proven to be effective in the solution of inverse problems, can be expressed as the lower level set of a sum of convex functions evaluated over different, but possibly overlapping, blocks of the signal. For such constraints, the associated projection operator generally does not have a simple form. We circumvent this difficulty by splitting the lower level set into as many epigraphs as functions involved in the sum. A closed half-space constraint is also enforced, in order to limit the sum of the introduced epigraphical variables to the upper bound of the original lower level set. In this paper, we focus on a family of constraints involving linear transforms of distance functions to a convex set or $\ell_{1,p}$ norms with $p\in \{1,2,\infty\}$. In these cases, the projection onto the epigraph of the involved function has a closed form expression. The proposed approach is validated in the context of image restoration with missing samples, by making use of constraints based on Non-Local Total Variation. Experiments show that our method leads to significant improvements in term of convergence speed over existing algorithms for solving similar constrained problems. A second application to a pulse shape design problem is provided in order to illustrate the flexibility of the proposed approach.
CVAug 6, 2023
Unfolded proximal neural networks for robust image Gaussian denoisingHoang Trieu Vy Le, Audrey Repetti, Nelly Pustelnik
A common approach to solve inverse imaging problems relies on finding a maximum a posteriori (MAP) estimate of the original unknown image, by solving a minimization problem. In thiscontext, iterative proximal algorithms are widely used, enabling to handle non-smooth functions and linear operators. Recently, these algorithms have been paired with deep learning strategies, to further improve the estimate quality. In particular, proximal neural networks (PNNs) have been introduced, obtained by unrolling a proximal algorithm as for finding a MAP estimate, but over a fixed number of iterations, with learned linear operators and parameters. As PNNs are based on optimization theory, they are very flexible, and can be adapted to any image restoration task, as soon as a proximal algorithm can solve it. They further have much lighter architectures than traditional networks. In this article we propose a unified framework to build PNNs for the Gaussian denoising task, based on both the dual-FB and the primal-dual Chambolle-Pock algorithms. We further show that accelerated inertial versions of these algorithms enable skip connections in the associated NN layers. We propose different learning strategies for our PNN framework, and investigate their robustness (Lipschitz property) and denoising efficiency. Finally, we assess the robustness of our PNNs when plugged in a forward-backward algorithm for an image deblurring problem.
LGMay 11
A new initialisation to Control Gradients in Sinusoidal Neural networkAndrea Combette, Antoine Venaille, Nelly Pustelnik
Proper initialisation strategy is of primary importance to mitigate gradient explosion or vanishing when training neural networks. Yet, the impact of initialisation parameters still lacks a precise theoretical understanding for several well-established architectures. Here, we propose a new initialisation for networks with sinusoidal activation functions such as \texttt{SIREN}, focusing on gradients control, their scaling with network depth, their impact on training and on generalization. To achieve this, we identify a closed-form expression for the initialisation of the parameters, differing from the original \texttt{SIREN} scheme. This expression is derived from fixed points obtained through the convergence of pre-activation distribution and the variance of Jacobian sequences. Controlling both gradients and targeting vanishing pre-activation helps preventing the emergence of inappropriate frequencies during estimation, thereby improving generalization. We further show that this initialisation strongly influences training dynamics through the Neural Tangent Kernel framework (NTK). Finally, we benchmark \texttt{SIREN} with the proposed initialisation against the original scheme and other baselines on function fitting and image reconstruction. The new initialisation consistently outperforms state-of-the-art methods across a wide range of reconstruction tasks, including those involving physics-informed neural networks.
IVDec 4, 2023
Equivariant plug-and-play image reconstructionMatthieu Terris, Thomas Moreau, Nelly Pustelnik et al.
Plug-and-play algorithms constitute a popular framework for solving inverse imaging problems that rely on the implicit definition of an image prior via a denoiser. These algorithms can leverage powerful pre-trained denoisers to solve a wide range of imaging tasks, circumventing the necessity to train models on a per-task basis. Unfortunately, plug-and-play methods often show unstable behaviors, hampering their promise of versatility and leading to suboptimal quality of reconstructed images. In this work, we show that enforcing equivariance to certain groups of transformations (rotations, reflections, and/or translations) on the denoiser strongly improves the stability of the algorithm as well as its reconstruction quality. We provide a theoretical analysis that illustrates the role of equivariance on better performance and stability. We present a simple algorithm that enforces equivariance on any existing denoiser by simply applying a random transformation to the input of the denoiser and the inverse transformation to the output at each iteration of the algorithm. Experiments on multiple imaging modalities and denoising networks show that the equivariant plug-and-play algorithm improves both the reconstruction performance and the stability compared to their non-equivariant counterparts.
IVFeb 20, 2022
Alternative design of DeepPDNet in the context of image restorationMingyuan Jiu, Nelly Pustelnik
This work designs an image restoration deep network relying on unfolded Chambolle-Pock primal-dual iterations. Each layer of our network is built from Chambolle-Pock iterations when specified for minimizing a sum of a $\ell_2$-norm data-term and an analysis sparse prior. The parameters of our network are the step-sizes of the Chambolle-Pock scheme and the linear operator involved in sparsity-based penalization, including implicitly the regularization parameter. A backpropagation procedure is fully described. Preliminary experiments illustrate the good behavior of such a deep primal-dual network in the context of image restoration on BSD68 database.
CVJul 2, 2020
A deep primal-dual proximal network for image restorationMingyuan Jiu, Nelly Pustelnik
Image restoration remains a challenging task in image processing. Numerous methods tackle this problem, often solved by minimizing a non-smooth penalized co-log-likelihood function. Although the solution is easily interpretable with theoretic guarantees, its estimation relies on an optimization process that can take time. Considering the research effort in deep learning for image classification and segmentation, this class of methods offers a serious alternative to perform image restoration but stays challenging to solve inverse problems. In this work, we design a deep network, named DeepPDNet, built from primal-dual proximal iterations associated with the minimization of a standard penalized likelihood with an analysis prior, allowing us to take advantage of both worlds. We reformulate a specific instance of the Condat-Vu primal-dual hybrid gradient (PDHG) algorithm as a deep network with fixed layers. The learned parameters are both the PDHG algorithm step-sizes and the analysis linear operator involved in the penalization (including the regularization parameter). These parameters are allowed to vary from a layer to another one. Two different learning strategies: "Full learning" and "Partial learning" are proposed, the first one is the most efficient numerically while the second one relies on standard constraints ensuring convergence in the standard PDHG iterations. Moreover, global and local sparse analysis prior are studied to seek a better feature representation. We apply the proposed methods to image restoration on the MNIST and BSD68 datasets and to single image super-resolution on the BSD100 and SET14 datasets. Extensive results show that the proposed DeepPDNet demonstrates excellent performance on the MNIST and the more complex BSD68, BSD100, and SET14 datasets for image restoration and single image super-resolution task.
MLApr 20, 2020
Automated data-driven selection of the hyperparameters for Total-Variation based texture segmentationBarbara Pascal, Samuel Vaiter, Nelly Pustelnik et al.
Penalized Least Squares are widely used in signal and image processing. Yet, it suffers from a major limitation since it requires fine-tuning of the regularization parameters. Under assumptions on the noise probability distribution, Stein-based approaches provide unbiased estimator of the quadratic risk. The Generalized Stein Unbiased Risk Estimator is revisited to handle correlated Gaussian noise without requiring to invert the covariance matrix. Then, in order to avoid expansive grid search, it is necessary to design algorithmic scheme minimizing the quadratic risk with respect to regularization parameters. This work extends the Stein's Unbiased GrAdient estimator of the Risk of Deledalle et al. to the case of correlated Gaussian noise, deriving a general automatic tuning of regularization parameters. First, the theoretical asymptotic unbiasedness of the gradient estimator is demonstrated in the case of general correlated Gaussian noise. Then, the proposed parameter selection strategy is particularized to fractal texture segmentation, where problem formulation naturally entails inter-scale and spatially correlated noise. Numerical assessment is provided, as well as discussion of the practical issues.
LGOct 31, 2019
Solving NMF with smoothness and sparsity constraints using PALMRaimon Fabregat, Nelly Pustelnik, Paulo Gonçalves et al.
Non-negative matrix factorization is a problem of dimensionality reduction and source separation of data that has been widely used in many fields since it was studied in depth in 1999 by Lee and Seung, including in compression of data, document clustering, processing of audio spectrograms and astronomy. In this work we have adapted a minimization scheme for convex functions with non-differentiable constraints called PALM to solve the NMF problem with solutions that can be smooth and/or sparse, two properties frequently desired.
LGMay 22, 2017
Sparse hierarchical interaction learning with epigraphical projectionMingyuan Jiu, Nelly Pustelnik, Stefan Janaqi et al.
This work focuses on learning optimization problems with quadratical interactions between variables, which go beyond the additive models of traditional linear learning. We investigate more specifically two different methods encountered in the literature to deal with this problem: "hierNet" and structured-sparsity regularization, and study their connections. We propose a primal-dual proximal algorithm based on an epigraphical projection to optimize a general formulation of these learning problems. The experimental setting first highlights the improvement of the proposed procedure compared to state-of-the-art methods based on fast iterative shrinkage-thresholding algorithm (i.e. FISTA) or alternating direction method of multipliers (i.e. ADMM), and then, using the proposed flexible optimization framework, we provide fair comparisons between the different hierarchical penalizations and their improvement over the standard $\ell_1$-norm penalization. The experiments are conducted both on synthetic and real data, and they clearly show that the proposed primal-dual proximal algorithm based on epigraphical projection is efficient and effective to solve and investigate the problem of hierarchical interaction learning.
LGAug 27, 2016
Bayesian selection for the l2-Potts model regularization parameter: 1D piecewise constant signal denoisingJordan Frecon, Nelly Pustelnik, Nicolas Dobigeon et al.
Piecewise constant denoising can be solved either by deterministic optimization approaches, based on the Potts model, or by stochastic Bayesian procedures. The former lead to low computational time but require the selection of a regularization parameter, whose value significantly impacts the achieved solution, and whose automated selection remains an involved and challenging problem. Conversely, fully Bayesian formalisms encapsulate the regularization parameter selection into hierarchical models, at the price of high computational costs. This contribution proposes an operational strategy that combines hierarchical Bayesian and Potts model formulations, with the double aim of automatically tuning the regularization parameter and of maintaining computational effciency. The proposed procedure relies on formally connecting a Bayesian framework to a l2-Potts functional. Behaviors and performance for the proposed piecewise constant denoising and regularization parameter tuning techniques are studied qualitatively and assessed quantitatively, and shown to compare favorably against those of a fully Bayesian hierarchical procedure, both in accuracy and in computational load.
LGApr 22, 2015
On-the-fly Approximation of Multivariate Total Variation MinimizationJordan Frecon, Nelly Pustelnik, Patrice Abry et al.
In the context of change-point detection, addressed by Total Variation minimization strategies, an efficient on-the-fly algorithm has been designed leading to exact solutions for univariate data. In this contribution, an extension of such an on-the-fly strategy to multivariate data is investigated. The proposed algorithm relies on the local validation of the Karush-Kuhn-Tucker conditions on the dual problem. Showing that the non-local nature of the multivariate setting precludes to obtain an exact on-the-fly solution, we devise an on-the-fly algorithm delivering an approximate solution, whose quality is controlled by a practitioner-tunable parameter, acting as a trade-off between quality and computational cost. Performance assessment shows that high quality solutions are obtained on-the-fly while benefiting of computational costs several orders of magnitude lower than standard iterative procedures. The proposed algorithm thus provides practitioners with an efficient multivariate change-point detection on-the-fly procedure.
CVApr 22, 2015
Combining local regularity estimation and total variation optimization for scale-free texture segmentationNelly Pustelnik, Herwig Wendt, Patrice Abry et al.
Texture segmentation constitutes a standard image processing task, crucial to many applications. The present contribution focuses on the particular subset of scale-free textures and its originality resides in the combination of three key ingredients: First, texture characterization relies on the concept of local regularity ; Second, estimation of local regularity is based on new multiscale quantities referred to as wavelet leaders ; Third, segmentation from local regularity faces a fundamental bias variance trade-off: In nature, local regularity estimation shows high variability that impairs the detection of changes, while a posteriori smoothing of regularity estimates precludes from locating correctly changes. Instead, the present contribution proposes several variational problem formulations based on total variation and proximal resolutions that effectively circumvent this trade-off. Estimation and segmentation performance for the proposed procedures are quantified and compared on synthetic as well as on real-world textures.
LGJan 15, 2015
A Proximal Approach for Sparse Multiclass SVMG. Chierchia, Nelly Pustelnik, Jean-Christophe Pesquet et al.
Sparsity-inducing penalties are useful tools to design multiclass support vector machines (SVMs). In this paper, we propose a convex optimization approach for efficiently and exactly solving the multiclass SVM learning problem involving a sparse regularization and the multiclass hinge loss formulated by Crammer and Singer. We provide two algorithms: the first one dealing with the hinge loss as a penalty term, and the other one addressing the case when the hinge loss is enforced through a constraint. The related convex optimization problems can be efficiently solved thanks to the flexibility offered by recent primal-dual proximal algorithms and epigraphical splitting techniques. Experiments carried out on several datasets demonstrate the interest of considering the exact expression of the hinge loss rather than a smooth approximation. The efficiency of the proposed algorithms w.r.t. several state-of-the-art methods is also assessed through comparisons of execution times.
CVMar 21, 2014
A Non-Local Structure Tensor Based Approach for Multicomponent Image Recovery ProblemsGiovanni Chierchia, Nelly Pustelnik, Beatrice Pesquet-Popescu et al.
Non-Local Total Variation (NLTV) has emerged as a useful tool in variational methods for image recovery problems. In this paper, we extend the NLTV-based regularization to multicomponent images by taking advantage of the Structure Tensor (ST) resulting from the gradient of a multicomponent image. The proposed approach allows us to penalize the non-local variations, jointly for the different components, through various $\ell_{1,p}$ matrix norms with $p \ge 1$. To facilitate the choice of the hyper-parameters, we adopt a constrained convex optimization approach in which we minimize the data fidelity term subject to a constraint involving the ST-NLTV regularization. The resulting convex optimization problem is solved with a novel epigraphical projection method. This formulation can be efficiently implemented thanks to the flexibility offered by recent primal-dual proximal algorithms. Experiments are carried out for multispectral and hyperspectral images. The results demonstrate the interest of introducing a non-local structure tensor regularization and show that the proposed approach leads to significant improvements in terms of convergence speed over current state-of-the-art methods.