Convergence analysis of equilibrium methods for inverse problems
- URL: http://arxiv.org/abs/2306.01421v2
- Date: Mon, 22 Sep 2025 05:32:33 GMT
- Title: Convergence analysis of equilibrium methods for inverse problems
- Authors: Daniel Obmann, Gyeongha Hwang, Markus Haltmeier,
- Abstract summary: We introduce implicit non-variational (INV) regularization, where approximate solutions are defined as solutions of (A*(A x - ydelta) + alpha R(x) = 0) for some regularization operator (R)<n>When the regularization operator is the gradient of a functional, INV reduces to classical variational regularization.
- Score: 2.812291464467386
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Solving inverse problems \(Ax = y\) is central to a variety of practically important fields such as medical imaging, remote sensing, and non-destructive testing. The most successful and theoretically best-understood method is convex variational regularization, where approximate but stable solutions are defined as minimizers of \( \|A(\cdot) - y^\delta\|^2 / 2 + \alpha \mathcal{R}(\cdot)\), with \(\mathcal{R}\) a regularization functional. Recent methods such as deep equilibrium models and plug-and-play approaches, however, go beyond variational regularization. Motivated by these innovations, we introduce implicit non-variational (INV) regularization, where approximate solutions are defined as solutions of \(A^*(A x - y^\delta) + \alpha R(x) = 0\) for some regularization operator \(R\). When the regularization operator is the gradient of a functional, INV reduces to classical variational regularization. However, in methods like DEQ and PnP, \(R\) is not a gradient field, and the existing theoretical foundation remains incomplete. To address this, we establish stability and convergence results in this broader setting, including convergence rates and stability estimates measured via a absolute Bregman distance.
Related papers
- Revisiting Zeroth-Order Optimization: Minimum-Variance Two-Point Estimators and Directionally Aligned Perturbations [57.179679246370114]
We identify the distribution of random perturbations that minimizes the estimator's variance as the perturbation stepsize tends to zero.<n>Our findings reveal that such desired perturbations can align directionally with the true gradient, instead of maintaining a fixed length.
arXiv Detail & Related papers (2025-10-22T19:06:39Z) - Controlling the Flow: Stability and Convergence for Stochastic Gradient Descent with Decaying Regularization [0.40964539027092917]
We prove strong convergence of reg-SGD to the minimum-norm solution of the original problem without additional boundedness assumptions.<n>Our analysis reveals how vanishing Tikhonov regularization controls the flow of SGD and yields stable learning dynamics.
arXiv Detail & Related papers (2025-05-16T16:53:49Z) - Learning from Samples: Inverse Problems over measures via Sharpened Fenchel-Young Losses [20.246040671823557]
Estimating parameters from samples of an optimal probability distribution is essential in applications ranging from socio-economic modeling to biological system analysis.<n>Our approach relies on minimizing a new class of loss functions, called sharpened Fenchel-Young losses.<n>We study the stability of this estimation method when only a finite number of sample is available.
arXiv Detail & Related papers (2025-05-11T21:26:44Z) - Benign overfitting in Fixed Dimension via Physics-Informed Learning with Smooth Inductive Bias [8.668428992331808]
We develop an Sobolev norm learning curve for kernel ridge(less) regression when addressing (elliptical) linear inverse problems.<n>Our results show that the PDE operators in the inverse problem can stabilize the variance and even behave benign overfitting for fixed-dimensional problems.
arXiv Detail & Related papers (2024-06-13T14:54:30Z) - A Unified Theory of Stochastic Proximal Point Methods without Smoothness [52.30944052987393]
Proximal point methods have attracted considerable interest owing to their numerical stability and robustness against imperfect tuning.
This paper presents a comprehensive analysis of a broad range of variations of the proximal point method (SPPM)
arXiv Detail & Related papers (2024-05-24T21:09:19Z) - An Inexact Halpern Iteration with Application to Distributionally Robust
Optimization [9.529117276663431]
We investigate the inexact variants of the scheme in both deterministic and deterministic convergence settings.
We show that by choosing the inexactness appropriately, the inexact schemes admit an $O(k-1) convergence rate in terms of the (expected) residue norm.
arXiv Detail & Related papers (2024-02-08T20:12:47Z) - Weakly Convex Regularisers for Inverse Problems: Convergence of Critical Points and Primal-Dual Optimisation [12.455342327482223]
We present a generalised formulation of convergent regularisation in terms of critical points.
We show that this is achieved by a class of weakly convex regularisers.
Applying this theory to learned regularisation, we prove universal approximation for input weakly convex neural networks.
arXiv Detail & Related papers (2024-02-01T22:54:45Z) - An Optimization-based Deep Equilibrium Model for Hyperspectral Image
Deconvolution with Convergence Guarantees [71.57324258813675]
We propose a novel methodology for addressing the hyperspectral image deconvolution problem.
A new optimization problem is formulated, leveraging a learnable regularizer in the form of a neural network.
The derived iterative solver is then expressed as a fixed-point calculation problem within the Deep Equilibrium framework.
arXiv Detail & Related papers (2023-06-10T08:25:16Z) - Vector-Valued Least-Squares Regression under Output Regularity
Assumptions [73.99064151691597]
We propose and analyse a reduced-rank method for solving least-squares regression problems with infinite dimensional output.
We derive learning bounds for our method, and study under which setting statistical performance is improved in comparison to full-rank method.
arXiv Detail & Related papers (2022-11-16T15:07:00Z) - The rate of convergence of Bregman proximal methods: Local geometry vs. regularity vs. sharpness [29.642830843568525]
We show that the convergence rate of a given method depends sharply on its associated Legendre exponent.<n>In particular, we show that boundary solutions exhibit a stark separation between methods with a zero and non-zero Legendre exponent.
arXiv Detail & Related papers (2022-11-15T10:49:04Z) - Global Convergence of Over-parameterized Deep Equilibrium Models [52.65330015267245]
A deep equilibrium model (DEQ) is implicitly defined through an equilibrium point of an infinite-depth weight-tied model with an input-injection.
Instead of infinite computations, it solves an equilibrium point directly with root-finding and computes gradients with implicit differentiation.
We propose a novel probabilistic framework to overcome the technical difficulty in the non-asymptotic analysis of infinite-depth weight-tied models.
arXiv Detail & Related papers (2022-05-27T08:00:13Z) - Message Passing Neural PDE Solvers [60.77761603258397]
We build a neural message passing solver, replacing allally designed components in the graph with backprop-optimized neural function approximators.
We show that neural message passing solvers representationally contain some classical methods, such as finite differences, finite volumes, and WENO schemes.
We validate our method on various fluid-like flow problems, demonstrating fast, stable, and accurate performance across different domain topologies, equation parameters, discretizations, etc., in 1D and 2D.
arXiv Detail & Related papers (2022-02-07T17:47:46Z) - On Convergence of Training Loss Without Reaching Stationary Points [62.41370821014218]
We show that Neural Network weight variables do not converge to stationary points where the gradient the loss function vanishes.
We propose a new perspective based on ergodic theory dynamical systems.
arXiv Detail & Related papers (2021-10-12T18:12:23Z) - Heavy-tailed Streaming Statistical Estimation [58.70341336199497]
We consider the task of heavy-tailed statistical estimation given streaming $p$ samples.
We design a clipped gradient descent and provide an improved analysis under a more nuanced condition on the noise of gradients.
arXiv Detail & Related papers (2021-08-25T21:30:27Z) - The Last-Iterate Convergence Rate of Optimistic Mirror Descent in
Stochastic Variational Inequalities [29.0058976973771]
We show an intricate relation between the algorithm's rate of convergence and the local geometry induced by the method's underlying Bregman function.
We show that this exponent determines both the optimal step-size policy of the algorithm and the optimal rates attained.
arXiv Detail & Related papers (2021-07-05T09:54:47Z) - On the Convergence of Stochastic Extragradient for Bilinear Games with
Restarted Iteration Averaging [96.13485146617322]
We present an analysis of the ExtraGradient (SEG) method with constant step size, and present variations of the method that yield favorable convergence.
We prove that when augmented with averaging, SEG provably converges to the Nash equilibrium, and such a rate is provably accelerated by incorporating a scheduled restarting procedure.
arXiv Detail & Related papers (2021-06-30T17:51:36Z) - Benign Overfitting of Constant-Stepsize SGD for Linear Regression [122.70478935214128]
inductive biases are central in preventing overfitting empirically.
This work considers this issue in arguably the most basic setting: constant-stepsize SGD for linear regression.
We reflect on a number of notable differences between the algorithmic regularization afforded by (unregularized) SGD in comparison to ordinary least squares.
arXiv Detail & Related papers (2021-03-23T17:15:53Z) - Nonlinear Independent Component Analysis for Continuous-Time Signals [85.59763606620938]
We study the classical problem of recovering a multidimensional source process from observations of mixtures of this process.
We show that this recovery is possible for many popular models of processes (up to order and monotone scaling of their coordinates) if the mixture is given by a sufficiently differentiable, invertible function.
arXiv Detail & Related papers (2021-02-04T20:28:44Z) - Convergence rates and approximation results for SGD and its
continuous-time counterpart [16.70533901524849]
This paper proposes a thorough theoretical analysis of convex Gradient Descent (SGD) with non-increasing step sizes.
First, we show that the SGD can be provably approximated by solutions of inhomogeneous Differential Equation (SDE) using coupling.
Recent analyses of deterministic and optimization methods by their continuous counterpart, we study the long-time behavior of the continuous processes at hand and non-asymptotic bounds.
arXiv Detail & Related papers (2020-04-08T18:31:34Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.