Gradient Descent in a Bregman Distance Framework † ‡ § ¶ Martin Benning , Marta M
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SIAM J. IMAGING SCIENCES © 2021 Society for Industrial and Applied Mathematics Vol. 14, No. 2, pp. 814{843 Choose Your Path Wisely: Gradient Descent in a Bregman Distance Framework∗ y z x { Martin Benning , Marta M. Betcke , Matthias J. Ehrhardt , and Carola-Bibiane Sch¨onlieb Abstract. We propose an extension of a special form of gradient descent|in the literature known as linearized Bregman iteration|to a larger class of nonconvex functions. We replace the classical (squared) two norm metric in the gradient descent setting with a generalized Bregman distance, based on a proper, convex, and lower semicontinuous function. The algorithm's global convergence is proven for functions that satisfy the Kurdyka{Lojasiewicz property. Examples illustrate that features of different scale are being introduced throughout the iteration, transitioning from coarse to fine. This coarse-to-fine approach with respect to scale allows us to recover solutions of nonconvex optimization problems that are superior to those obtained with conventional gradient descent, or even projected and proximal gradient descent. The effectiveness of the linearized Bregman iteration in combination with early stopping is illustrated for the applications of parallel magnetic resonance imaging, blind deconvolution, as well as image classification with neural networks. Key words. nonconvex optimization, nonsmooth optimization, gradient descent, Bregman iteration, linearized Bregman iteration, parallel MRI, blind deconvolution, deep learning AMS subject classifications. 49M37, 65K05, 65K10, 90C26, 90C30 DOI. 10.1137/20M1357500 1. Introduction. Nonconvex optimization methods are indispensable mathematical tools for a large variety of applications [62]. For differentiable objectives, first-order methods such as gradient descent have proven to be useful tools in all kinds of scenarios. Throughout the last decade, however, there has been an increasing interest in first-order methods for non- convex and nonsmooth objectives. These methods range from forward-backward, respectively, proximal-type, schemes [2,3,4, 18, 19], over linearized proximal schemes [80, 16, 81, 61], to inertial methods [63, 68], primal-dual algorithms [78, 52, 57, 12], scaled gradient projection methods [69], and nonsmooth Gauß–Newton extensions [35, 64]. In this paper, we follow a different approach of incorporating nonsmoothness into first- order methods for nonconvex problems. We present a direct generalization of gradient descent, ∗Received by the editors August 4, 2020; accepted for publication (in revised form) February 18, 2021; published electronically June 22, 2021. https://doi.org/10.1137/20M1357500 Funding: The work of the authors was supported by the Leverhulme Trust Early Career Fellowship \Learning from Mistakes: A Supervised Feedback-Loop for Imaging Applications," the Isaac Newton Trust, Engineering and Physical Sciences Research Council (EPSRC) grants EP/K009745/1, EP/M00483X/1, and EP/N014588/1, the Leverhulme Trust project \Breaking the Non-convexity Barrier," the Cantab Capital Institute for the Mathematics of Information, and the CHiPS Horizon 2020 RISE project grant. y School of Mathematical Sciences, Queen Mary University of London, London E1 4NS, UK (m.benning@ qmul.ac.uk). zDepartment of Computer Science, University College London, London WC1V 6LJ, UK ([email protected]). xInstitute for Mathematical Innovation, University of Bath, Bath BA2 7JU, UK ([email protected]). {Department of Applied Mathematics and Theoretical Physics, University of Cambridge, Cambridge CB3 0WA, Downloaded 08/04/21 to 193.60.238.99. Redistribution subject SIAM license or copyright; see https://epubs.siam.org/page/terms UK ([email protected]). 814 Copyright © by SIAM. Unauthorized reproduction of this article is prohibited. CHOOSE YOUR PATH WISELY 815 first introduced in [10], where the usual squared two-norm metric that penalizes the gap of two subsequent iterates is being replaced by a potentially nonsmooth distance term. This distance term is given in form of a generalized Bregman distance [20, 22, 66], where the underlying function is proper, lower semicontinuous, and convex, but not necessarily smooth. If the underlying function is a Legendre function (see [73 , section 26] and [7]), the proposed gener- alization basically coincides with the recently proposed nonconvex extension of the Bregman proximal gradient method [17]. In the more general case, the proposed method is a gen- eralization of the so-called linearized Bregman iteration [33, 83, 25, 24] to nonconvex data fidelities. Motivated by inverse scale space methods (cf. [21, 22, 66]), the use of nonsmooth Bregman distances for the penalization of the iterates gap allows us to control the scale of features present in the individual iterates. Replacing the squared two-norm, for instance, with a squared two-norm plus the Bregman distance w.r.t. a one-norm leads to very sparse initial iterates, with iterates becoming more dense throughout the course of the iteration. This control of scale, i.e., the slow evolution from iterates with coarse structures to iterates with fine structures, can help to overcome unwanted minima of a nonconvex objective, as we are going to demonstrate with an example in section 2. This is in stark contrast to many of the nonsmooth, nonconvex first-order approaches mentioned above, where the methods are often initialized with random inputs that become more regular throughout the iteration. Our main contributions of this paper are the generalization of the linearized Bregman iteration to nonconvex functions, a detailed convergence analysis of the proposed method, as well as the presentation of numerical results that demonstrate that the use of coarse-to-fine scale space approaches in the context of nonconvex optimization can lead to superior solutions. The outline of the paper is as follows. Based on the nonconvex problem of blind decon- volution, we first give a motivation in section2 of why a coarse-to-fine approach in terms of scale can indeed lead to superior solutions of nonconvex optimization problems. Subse- quently, we define the extension of the linearized Bregman iteration for nonconvex functions in section3. Then, motivated by the informal convergence recipe of Bolte, Sabach, and Teboulle [16, section 3.2] we show a global convergence result in section4, which concludes the theoretical part. We conclude with the modeling of the applications of parallel mag- netic resonance imaging (MRI), blind deconvolution, and image classification in section5, followed by corresponding numerical results in section 6 as well as conclusions and outlook in section7. 2. Motivation. We want to motivate the use of the linearized Bregman iteration for non- convex optimization problems with the example of blind deconvolution. In blind (image) deconvolution the goal is to recover an unknown image u from a blurred and usually noisy image f. Assuming that the degradation is the same for each pixel, the problem of blind deconvolution can be modeled as the minimization of the energy 1 E (u; h) := ku ∗ h − fk2 +χ (h)(2.1) 1 2 2 C | {z } Downloaded 08/04/21 to 193.60.238.99. Redistribution subject SIAM license or copyright; see https://epubs.siam.org/page/terms =:F (u;h ) Copyright © by SIAM. Unauthorized reproduction of this article is prohibited. 816 M. BENNING, M. M. BETCKE, M. J. EHRHARDT, AND C.-B. SCHONLIEB¨ n r with respect to the arguments u 2 R and h 2 R . Here ∗ denotes a discrete convolution operator, and χC is the characteristic function ( 0; h 2 C; χC (h) := 1; h 62 C; defined over the simplex constraint set 8 r 9 < r X = C := h 2 R hj = 1; hj ≥ 0; 8j 2 f1; : : : ; rg : : j=1 ; Even with data f in the range of the nonlinear convolution operator, i.e., f =u ^ ∗ h^ for some n u^ 2 R with h^ 2 C, it is usually still fairly challenging to recoveru ^ and h^ as solutions of n (2.1). A possible reason for this could be that (2.1 ) is an invex function on R × C, where every stationary point is already a global minimum. If we simply try to recoveru ^ and h^ via projected gradient descent, we usually require an initial point in the neighborhood of (^u; h^) in order to converge to that point. We want to illustrate this with a concrete example. Assume we are given an imageu ^ and a convolution kernel h^ as depicted in Figure 2.1, and f =u ^ ∗ h^ is as shown in Figure 2.1(b). Minimizing (2.1) via projected gradient descent leads to the following procedure: k+1 k k k k (2.2a) u = u − τ @u F (u ; h ) ; k+1 k k k k (2.2b) h = projC h − τ @h F (u ; h ) ; 0 T where projC denotes the projection onto the convex set C. If we initialize with u = (0;:::; 0) and h0 = (1;:::; 1)T =r, set τ 0 = 1, update τ k viabacktracking to ensure a monotonic decrease of the energy E1, and iterate (2.2) for 3500 iterations, we obtain the reconstructions visualized in Figure 2.1(c). Even without any noise present in the data f, the algorithm converges to a solution very different fromu ^ and h^. This is not necessarily surprising as we do not impose any regularity on the image. We can try to overcome this issue by modifying (2.1) as follows: E2(u; h) := F (u; h) + χC (h) + αTV(u)(2.3) = E1(u; h) + α TV(u) : Here TV denotes the discretized total variation, i.e., TV(u) := kjr ujk1 ; where r : n ! 2n is a (forward) finite difference discretization of the gradient operator, R R j · j the Euclidean vector norm, and k · k1 the one-norm, and α is a positive scalar. The minimization of (2.3) can easily be carried out by the proximal gradient descent method, also known as forward-backward splitting [54], which is a minor modification of the projected Downloaded 08/04/21 to 193.60.238.99.