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We present a method for supervised learning of sparsity-promoting regularizers for denoising signals and images. Sparsity-promoting regularization is a key ingredient in solving modern signal reconstruction problems; however, the operators…

Machine Learning · Computer Science 2023-09-07 Avrajit Ghosh , Michael T. McCann , Madeline Mitchell , Saiprasad Ravishankar

In Optimal Recovery, the task of learning a function from observational data is tackled deterministically by adopting a worst-case perspective tied to an explicit model assumption made on the functions to be learned. Working in the…

Optimization and Control · Mathematics 2021-11-05 Simon Foucart , Chunyang Liao

A computational method is introduced for choosing the regularization parameter for total variation (TV) regularization. The approach is based on computing reconstructions at a few different resolutions and various values of regularization…

In this paper we propose a bilevel optimization approach for the placement of space and time observations in variational data assimilation problems. Within the framework of supervised learning, we consider a bilevel problem where the…

Optimization and Control · Mathematics 2019-10-09 Paula Castro , Juan Carlos De los Reyes

Augmented Lagrangian method (also called as method of multipliers) is an important and powerful optimization method for lots of smooth or nonsmooth variational problems in modern signal processing, imaging, optimal control and so on.…

Optimization and Control · Mathematics 2021-08-31 Hongpeng Sun

Many optimization problems require hyperparameters, i.e., parameters that must be pre-specified in advance, such as regularization parameters and parametric regularizers in variational regularization methods for inverse problems, and…

Optimization and Control · Mathematics 2025-10-09 Matthias J. Ehrhardt , Silvia Gazzola , Sebastian J. Scott

We present a method to solve a special class of parameter identification problems for an elliptic optimal control problem to global optimality. The bilevel problem is reformulated via the optimal-value function of the lower-level problem.…

Optimization and Control · Mathematics 2022-03-02 Markus Friedemann , Felix Harder , Gerd Wachsmuth

Tuning the regularization hyperparameter $\alpha$ in inverse problems has been a longstanding problem. This is particularly true in the case of fetal brain magnetic resonance imaging, where an isotropic high-resolution volume is…

Image and Video Processing · Electrical Eng. & Systems 2023-04-06 Priscille de Dumast , Thomas Sanchez , Hélène Lajous , Meritxell Bach Cuadra

In this paper, we revisit the classical problem of solving over-determined systems of nonsmooth equations numerically. We suggest a nonsmooth Levenberg--Marquardt method for its solution which, in contrast to the existing literature, does…

Optimization and Control · Mathematics 2023-11-10 Lateef O. Jolaoso , Patrick Mehlitz , Alain B. Zemkoho

This paper introduces a novel double regularization scheme for bilevel optimization problems whose lower-level problem is composite and convex, but not necessarily strongly convex, in the lower-level variable. The analysis focuses on the…

Optimization and Control · Mathematics 2026-02-06 Mattia Solla , Johannes O. Royset

Hyperparameter optimization can be formulated as a bilevel optimization problem, where the optimal parameters on the training set depend on the hyperparameters. We aim to adapt regularization hyperparameters for neural networks by fitting…

Machine Learning · Computer Science 2019-03-08 Matthew MacKay , Paul Vicol , Jon Lorraine , David Duvenaud , Roger Grosse

Regularization approaches have demonstrated their effectiveness for solving ill-posed problems. However, in the context of variational restoration methods, a challenging question remains, which is how to find a good regularizer. While total…

Optimization and Control · Mathematics 2011-10-25 Nelly Pustelnik , Caroline Chaux , Jean-Christophe Pesquet

One fundamental problem when solving inverse problems is how to find regularization parameters. This article considers solving this problem using data-driven bilevel optimization, i.e. we consider the adaptive learning of the regularization…

Statistics Theory · Mathematics 2021-01-08 Neil K. Chada , Claudia Schillings , Xin T. Tong , Simon Weissmann

Natural images tend to mostly consist of smooth regions with individual pixels having highly correlated spectra. This information can be exploited to recover hyperspectral images of natural scenes from their incomplete and noisy…

Computer Vision and Pattern Recognition · Computer Science 2016-11-03 Reza Arablouei , Frank de Hoog

Full Waveform Inversion (FWI) is a standard algorithm in seismic imaging. Its implementation requires the a priori choice of a number of "design parameters", such as the positions of sensors for the actual measurements and one (or more)…

Numerical Analysis · Mathematics 2024-06-25 Shaunagh Downing , Silvia Gazzola , Ivan G. Graham , Euan A. Spence

In this paper, we consider the infinite-dimensional integration problem on weighted reproducing kernel Hilbert spaces with norms induced by an underlying function space decomposition of ANOVA-type. The weights model the relative importance…

Numerical Analysis · Mathematics 2021-09-21 Jan Baldeaux , Michael Gnewuch

(Stochastic) bilevel optimization is a frequently encountered problem in machine learning with a wide range of applications such as meta-learning, hyper-parameter optimization, and reinforcement learning. Most of the existing studies on…

Machine Learning · Computer Science 2023-03-16 Meng Ding , Mingxi Lei , Yunwen Lei , Di Wang , Jinhui Xu

This paper is concerned with the numerical minimization of energy functionals in Hilbert spaces involving convex constraints coinciding with a semi-norm for a subspace. The optimization is realized by alternating minimizations of the…

Numerical Analysis · Mathematics 2007-12-17 Massimo Fornasier , Carola-Bibiane Schönlieb

To facilitate widespread adoption of automated engineering design techniques, existing methods must become more efficient and generalizable. In the field of topology optimization, this requires the coupling of modern optimization methods…

Computational Engineering, Finance, and Science · Computer Science 2024-02-23 Connor N. Mallon , Aaron W. Thornton , Matthew R. Hill , Santiago Badia

We investigate the ill-posed inverse problem of recovering unknown spatially dependent parameters in nonlinear evolution PDEs. We propose a bi-level Landweber scheme, where the upper-level parameter reconstruction embeds a lower-level state…

Numerical Analysis · Mathematics 2024-03-07 Tram Thi Ngoc Nguyen