English

On Optimal Regularization Parameters via Bilevel Learning

Optimization and Control 2024-01-23 v5 Machine Learning

Abstract

Variational regularization is commonly used to solve linear inverse problems, and involves augmenting a data fidelity by a regularizer. The regularizer is used to promote a priori information and is weighted by a regularization parameter. Selection of an appropriate regularization parameter is critical, with various choices leading to very different reconstructions. Classical strategies used to determine a suitable parameter value include the discrepancy principle and the L-curve criterion, and in recent years a supervised machine learning approach called bilevel learning has been employed. Bilevel learning is a powerful framework to determine optimal parameters and involves solving a nested optimization problem. While previous strategies enjoy various theoretical results, the well-posedness of bilevel learning in this setting is still an open question. In particular, a necessary property is positivity of the determined regularization parameter. In this work, we provide a new condition that better characterizes positivity of optimal regularization parameters than the existing theory. Numerical results verify and explore this new condition for both small and high-dimensional problems.

Keywords

Cite

@article{arxiv.2305.18394,
  title  = {On Optimal Regularization Parameters via Bilevel Learning},
  author = {Matthias J. Ehrhardt and Silvia Gazzola and Sebastian J. Scott},
  journal= {arXiv preprint arXiv:2305.18394},
  year   = {2024}
}

Comments

34 pages, 11 figures. Version for publication

R2 v1 2026-06-28T10:49:40.886Z