skip to main content


Title: Generalized cross validation for ℓp-ℓq minimization
Abstract Discrete ill-posed inverse problems arise in various areas of science and engineering. The presence of noise in the data often makes it difficult to compute an accurate approximate solution. To reduce the sensitivity of the computed solution to the noise, one replaces the original problem by a nearby well-posed minimization problem, whose solution is less sensitive to the noise in the data than the solution of the original problem. This replacement is known as regularization. We consider the situation when the minimization problem consists of a fidelity term, that is defined in terms of a p -norm, and a regularization term, that is defined in terms of a q -norm. We allow 0 < p , q ≤ 2. The relative importance of the fidelity and regularization terms is determined by a regularization parameter. This paper develops an automatic strategy for determining the regularization parameter for these minimization problems. The proposed approach is based on a new application of generalized cross validation. Computed examples illustrate the performance of the method proposed.  more » « less
Award ID(s):
1720259
NSF-PAR ID:
10299560
Author(s) / Creator(s):
;
Date Published:
Journal Name:
Numerical Algorithms
ISSN:
1017-1398
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
More Like this
  1. Abstract The goal of this study is to develop a new computed tomography (CT) image reconstruction method, aiming at improving the quality of the reconstructed images of existing methods while reducing computational costs. Existing CT reconstruction is modeled by pixel-based piecewise constant approximations of the integral equation that describes the CT projection data acquisition process. Using these approximations imposes a bottleneck model error and results in a discrete system of a large size. We propose to develop a content-adaptive unstructured grid (CAUG) based regularized CT reconstruction method to address these issues. Specifically, we design a CAUG of the image domain to sparsely represent the underlying image, and introduce a CAUG-based piecewise linear approximation of the integral equation by employing a collocation method. We further apply a regularization defined on the CAUG for the resulting ill-posed linear system, which may lead to a sparse linear representation for the underlying solution. The regularized CT reconstruction is formulated as a convex optimization problem, whose objective function consists of a weighted least square norm based fidelity term, a regularization term and a constraint term. Here, the corresponding weighted matrix is derived from the simultaneous algebraic reconstruction technique (SART). We then develop a SART-type preconditioned fixed-point proximity algorithm to solve the optimization problem. Convergence analysis is provided for the resulting iterative algorithm. Numerical experiments demonstrate the superiority of the proposed method over several existing methods in terms of both suppressing noise and reducing computational costs. These methods include the SART without regularization and with the quadratic regularization, the traditional total variation (TV) regularized reconstruction method and the TV superiorized conjugate gradient method on the pixel grid. 
    more » « less
  2. The ability to detect sparse signals from noisy, high-dimensional data is a top priority in modern science and engineering. It is well known that a sparse solution of the linear system A ρ = b 0 can be found efficiently with an ℓ 1 -norm minimization approach if the data are noiseless. However, detection of the signal from data corrupted by noise is still a challenging problem as the solution depends, in general, on a regularization parameter with optimal value that is not easy to choose. We propose an efficient approach that does not require any parameter estimation. We introduce a no-phantom weight τ and the Noise Collector matrix C and solve an augmented system A ρ + C η = b 0 + e , where e is the noise. We show that the ℓ 1 -norm minimal solution of this system has zero false discovery rate for any level of noise, with probability that tends to one as the dimension of b 0 increases to infinity. We obtain exact support recovery if the noise is not too large and develop a fast Noise Collector algorithm, which makes the computational cost of solving the augmented system comparable with that of the original one. We demonstrate the effectiveness of the method in applications to passive array imaging. 
    more » « less
  3. We consider a minimization problem whose objective function is the sum of a fidelity term, not necessarily convex, and a regularization term defined by a positive regularization parameter [Formula: see text] multiple of the [Formula: see text] norm composed with a linear transform. This problem has wide applications in compressed sensing, sparse machine learning and image reconstruction. The goal of this paper is to understand what choices of the regularization parameter can dictate the level of sparsity under the transform for a global minimizer of the resulting regularized objective function. This is a critical issue but it has been left unaddressed. We address it from a geometric viewpoint with which the sparsity partition of the image space of the transform is introduced. Choices of the regularization parameter are specified to ensure that a global minimizer of the corresponding regularized objective function achieves a prescribed level of sparsity under the transform. Results are obtained for the spacial sparsity case in which the transform is the identity map, a case that covers several applications of practical importance, including machine learning, image/signal processing and medical image reconstruction. 
    more » « less
  4. Abstract We consider a regularization problem whose objective function consists of a convex fidelity term and a regularization term determined by the ℓ 1 norm composed with a linear transform. Empirical results show that the regularization with the ℓ 1 norm can promote sparsity of a regularized solution. The goal of this paper is to understand theoretically the effect of the regularization parameter on the sparsity of the regularized solutions. We establish a characterization of the sparsity under the transform matrix of the solution. When the objective function is block-separable or an error bound of the regularized solution to a known function is available, the resulting characterization can be taken as a regularization parameter choice strategy with which the regularization problem has a solution having a sparsity of a certain level. When the objective function is not block-separable, we propose an iterative algorithm which simultaneously determines the regularization parameter and its corresponding solution with a prescribed sparsity level. Moreover, we study choices of the regularization parameter so that the regularization term can alleviate the ill-posedness and promote sparsity of the resulting regularized solution. Numerical experiments demonstrate that the proposed algorithm is effective and efficient, and the choices of the regularization parameters can balance the sparsity of the regularized solution and its approximation to the minimizer of the fidelity function. 
    more » « less
  5. null (Ed.)
    In this paper we consider the problem of minimizing composite objective functions consisting of a convex differentiable loss function plus a non-smooth regularization term, such as $L_1$ norm or nuclear norm, under Rényi differential privacy (RDP). To solve the problem, we propose two stochastic alternating direction method of multipliers (ADMM) algorithms: ssADMM based on gradient perturbation and mpADMM based on output perturbation. Both algorithms decompose the original problem into sub-problems that have closed-form solutions. The first algorithm, ssADMM, applies the recent privacy amplification result for RDP to reduce the amount of noise to add. The second algorithm, mpADMM, numerically computes the sensitivity of ADMM variable updates and releases the updated parameter vector at the end of each epoch. We compare the performance of our algorithms with several baseline algorithms on both real and simulated datasets. Experimental results show that, in high privacy regimes (small ε), ssADMM and mpADMM outperform baseline algorithms in terms of classification and feature selection performance, respectively. 
    more » « less