Modular proximal optimization for multidimensional total-variation regularization

We study TV regularization, a widely used technique for eliciting structured sparsity. In particular, we propose efficient algorithms for computing prox-operators for `p-norm TV. The most important among these is `1-norm TV, for whose prox-operator we present a new geometric analysis which unveils a...

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Main Author: Sra, Suvrit
Other Authors: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Format: Article
Language:English
Published: 2021
Online Access:https://hdl.handle.net/1721.1/130520
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author Sra, Suvrit
author2 Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
author_facet Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Sra, Suvrit
author_sort Sra, Suvrit
collection MIT
description We study TV regularization, a widely used technique for eliciting structured sparsity. In particular, we propose efficient algorithms for computing prox-operators for `p-norm TV. The most important among these is `1-norm TV, for whose prox-operator we present a new geometric analysis which unveils a hitherto unknown connection to taut-string methods. This connection turns out to be remarkably useful as it shows how our geometry guided implementation results in efficient weighted and unweighted 1D-TV solvers, surpassing state-of-the-art methods. Our 1D-TV solvers provide the backbone for building more complex (two or higher-dimensional) TV solvers within a modular proximal optimization approach. We review the literature for an array of methods exploiting this strategy, and illustrate the benefits of our modular design through extensive suite of experiments on (i) image denoising, (ii) image deconvolution, (iii) four variants of fused-lasso, and (iv) video denoising. To underscore our claims and permit easy reproducibility, we provide all the reviewed and our new TV solvers in an easy to use multi-threaded C++, Matlab and Python library.
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spelling mit-1721.1/1305202022-09-26T11:35:01Z Modular proximal optimization for multidimensional total-variation regularization Sra, Suvrit Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science We study TV regularization, a widely used technique for eliciting structured sparsity. In particular, we propose efficient algorithms for computing prox-operators for `p-norm TV. The most important among these is `1-norm TV, for whose prox-operator we present a new geometric analysis which unveils a hitherto unknown connection to taut-string methods. This connection turns out to be remarkably useful as it shows how our geometry guided implementation results in efficient weighted and unweighted 1D-TV solvers, surpassing state-of-the-art methods. Our 1D-TV solvers provide the backbone for building more complex (two or higher-dimensional) TV solvers within a modular proximal optimization approach. We review the literature for an array of methods exploiting this strategy, and illustrate the benefits of our modular design through extensive suite of experiments on (i) image denoising, (ii) image deconvolution, (iii) four variants of fused-lasso, and (iv) video denoising. To underscore our claims and permit easy reproducibility, we provide all the reviewed and our new TV solvers in an easy to use multi-threaded C++, Matlab and Python library. 2021-04-26T11:59:20Z 2021-04-26T11:59:20Z 2018-11 2018-10 2021-04-06T18:21:59Z Article http://purl.org/eprint/type/JournalArticle 1533-7928 1532-4435 https://hdl.handle.net/1721.1/130520 Barbero, Alvaro and Suvrit Sra. “Modular proximal optimization for multidimensional total-variation regularization.” Journal of Machine Learning Research, 19 (November 2018): 1-82 © 2018 The Author(s) en https://www.jmlr.org/papers/volume19/13-538/13-538.pdf Journal of Machine Learning Research Creative Commons Attribution 4.0 International license https://creativecommons.org/licenses/by/4.0/ application/pdf Journal of Machine Learning Research
spellingShingle Sra, Suvrit
Modular proximal optimization for multidimensional total-variation regularization
title Modular proximal optimization for multidimensional total-variation regularization
title_full Modular proximal optimization for multidimensional total-variation regularization
title_fullStr Modular proximal optimization for multidimensional total-variation regularization
title_full_unstemmed Modular proximal optimization for multidimensional total-variation regularization
title_short Modular proximal optimization for multidimensional total-variation regularization
title_sort modular proximal optimization for multidimensional total variation regularization
url https://hdl.handle.net/1721.1/130520
work_keys_str_mv AT srasuvrit modularproximaloptimizationformultidimensionaltotalvariationregularization