No Arabic abstract
Image reconstruction in X-ray transmission tomography has been an important research field for decades. In light of data volume increasing faster than processor speeds, one needs accelerated iterative algorithms to solve the optimization problem in the X-ray CT application. Incremental methods, in which a subset of data is being used at each iteration to accelerate the computations, have been getting more popular lately in the machine learning and mathematical optimization fields. The most popular member of this family of algorithms in the X-ray CT field is ordered-subsets. Even though it performs well in earlier iterations, the lack of convergence in later iterations is a known phenomenon. In this paper, we propose two incremental methods that use Jensen surrogates for the X-ray CT application, one stochastic and one ordered-subsets type. Using measured data, we show that the stochastic variant we propose outperforms other algorithms, including the gradient descent counterparts.
We consider minimization of indefinite quadratics with either trust-region (norm) constraints or cubic regularization. Despite the nonconvexity of these problems we prove that, under mild assumptions, gradient descent converges to their global solutions, and give a non-asymptotic rate of convergence for the cubic variant. We also consider Krylov subspace solutions and establish sharp convergence guarantees to the solutions of both trust-region and cubic-regularized problems. Our rates mirror the behavior of these methods on convex quadratics and eigenvector problems, highlighting their scalability. When we use Krylov subspace solutions to approximate the cubic-regularized Newton step, our results recover the strongest known convergence guarantees to approximate second-order stationary points of general smooth nonconvex functions.
In transmission X-ray microscopy (TXM) systems, the rotation of a scanned sample might be restricted to a limited angular range to avoid collision to other system parts or high attenuation at certain tilting angles. Image reconstruction from such limited angle data suffers from artifacts due to missing data. In this work, deep learning is applied to limited angle reconstruction in TXMs for the first time. With the challenge to obtain sufficient real data for training, training a deep neural network from synthetic data is investigated. Particularly, the U-Net, the state-of-the-art neural network in biomedical imaging, is trained from synthetic ellipsoid data and multi-category data to reduce artifacts in filtered back-projection (FBP) reconstruction images. The proposed method is evaluated on synthetic data and real scanned chlorella data in $100^circ$ limited angle tomography. For synthetic test data, the U-Net significantly reduces root-mean-square error (RMSE) from $2.55 times 10^{-3}$ {mu}m$^{-1}$ in the FBP reconstruction to $1.21 times 10^{-3}$ {mu}m$^{-1}$ in the U-Net reconstruction, and also improves structural similarity (SSIM) index from 0.625 to 0.920. With penalized weighted least square denoising of measured projections, the RMSE and SSIM are further improved to $1.16 times 10^{-3}$ {mu}m$^{-1}$ and 0.932, respectively. For real test data, the proposed method remarkably improves the 3-D visualization of the subcellular structures in the chlorella cell, which indicates its important value for nano-scale imaging in biology, nanoscience and materials science.
In this paper, we propose two new solution schemes to solve the stochastic strongly monotone variational inequality problems: the stochastic extra-point solution scheme and the stochastic extra-momentum solution scheme. The first one is a general scheme based on updating the iterative sequence and an auxiliary extra-point sequence. In the case of deterministic VI model, this approach includes several state-of-the-art first-order methods as its special cases. The second scheme combines two momentum-based directions: the so-called heavy-ball direction and the optimism direction, where only one projection per iteration is required in its updating process. We show that, if the variance of the stochastic oracle is appropriately controlled, then both schemes can be made to achieve optimal iteration complexity of $mathcal{O}left(kappalnleft(frac{1}{epsilon}right)right)$ to reach an $epsilon$-solution for a strongly monotone VI problem with condition number $kappa$. We show that these methods can be readily incorporated in a zeroth-order approach to solve stochastic minimax saddle-point problems, where only noisy and biased samples of the objective can be obtained, with a total sample complexity of $mathcal{O}left(frac{kappa^2}{epsilon}lnleft(frac{1}{epsilon}right)right)$
We propose a novel Stochastic Frank-Wolfe (a.k.a. conditional gradient) algorithm for constrained smooth finite-sum minimization with a generalized linear prediction/structure. This class of problems includes empirical risk minimization with sparse, low-rank, or other structured constraints. The proposed method is simple to implement, does not require step-size tuning, and has a constant per-iteration cost that is independent of the dataset size. Furthermore, as a byproduct of the method we obtain a stochastic estimator of the Frank-Wolfe gap that can be used as a stopping criterion. Depending on the setting, the proposed method matches or improves on the best computational guarantees for Stochastic Frank-Wolfe algorithms. Benchmarks on several datasets highlight different regimes in which the proposed method exhibits a faster empirical convergence than related methods. Finally, we provide an implementation of all considered methods in an open-source package.
Derivatives are an important tool for single-objective optimization. In fact, it is commonly accepted that derivative-based methods present a better performance than derivative-free optimization approaches. In this work, we will show that the same does not apply to multiobjective derivative-based optimization, when the goal is to compute an approximation to the complete Pareto front of a given problem. The competitiveness of Direct MultiSearch (DMS), a robust and efficient derivative-free optimization algorithm, will be stated for derivative-based multiobjective optimization problems. We will then assess the potential enrichment of adding first-order information to the DMS framework. Derivatives will be used to prune the positive spanning sets considered at the poll step of the algorithm, highlighting the role that ascent directions, that conform to the geometry of the nearby feasible region, can have. Both variants of DMS show to be competitive against a state-of-art derivative-based algorithm. Moreover, for reasonable small budgets of function evaluations, the new variant is not only competitive with the derivative-based solver but also with the original implementation of DMS.