Plug-and-Play Algorithm Convergence Analysis From The Standpoint of Stochastic Differential Equation
- URL: http://arxiv.org/abs/2404.13866v1
- Date: Mon, 22 Apr 2024 04:31:09 GMT
- Title: Plug-and-Play Algorithm Convergence Analysis From The Standpoint of Stochastic Differential Equation
- Authors: Zhongqi Wang, Bingnan Wang, Maosheng Xiang,
- Abstract summary: We show that Lipschitz denoiser withschitz measurement function would be enough for its guarantee, instead previous Lipschitz denoiser condition.
- Score: 3.7550827441501844
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: The Plug-and-Play (PnP) algorithm is popular for inverse image problem-solving. However, this algorithm lacks theoretical analysis of its convergence with more advanced plug-in denoisers. We demonstrate that discrete PnP iteration can be described by a continuous stochastic differential equation (SDE). We can also achieve this transformation through Markov process formulation of PnP. Then, we can take a higher standpoint of PnP algorithms from stochastic differential equations, and give a unified framework for the convergence property of PnP according to the solvability condition of its corresponding SDE. We reveal that a much weaker condition, bounded denoiser with Lipschitz continuous measurement function would be enough for its convergence guarantee, instead of previous Lipschitz continuous denoiser condition.
Related papers
- Convergence Analysis for Entropy-Regularized Control Problems: A Probabilistic Approach [19.742628365680353]
We investigate the convergence of the Policy It Algorithm (PIA) for a class of general continuous-time entropy-regularized control problems.
We show that our approach can be extended to the diffusion control case in the one dimensional setting.
arXiv Detail & Related papers (2024-06-16T14:31:26Z) - 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) - Provably Convergent Plug-and-Play Quasi-Newton Methods [5.9974035827998655]
We propose an efficient method to combine fidelity terms and deep denoisers.
We show that the proposed quasi-Newton algorithm is critical points of a weakly convex function.
Experiments on imageblurring and super-resolution demonstrate faster convergence as compared to other provable deM methods.
arXiv Detail & Related papers (2023-03-09T20:09:15Z) - PAPAL: A Provable PArticle-based Primal-Dual ALgorithm for Mixed Nash Equilibrium [58.26573117273626]
We consider the non-AL equilibrium nonconptotic objective function in two-player zero-sum continuous games.
Our novel insights into the particle-based algorithms for continuous distribution strategies are presented.
arXiv Detail & Related papers (2023-03-02T05:08:15Z) - A relaxed proximal gradient descent algorithm for convergent
plug-and-play with proximal denoiser [6.2484576862659065]
This paper presents a new convergent Plug-and-fidelity Descent (Play) algorithm.
The algorithm converges for a wider range of regular convexization parameters, thus allowing more accurate restoration of an image.
arXiv Detail & Related papers (2023-01-31T16:11:47Z) - A Semismooth Newton Stochastic Proximal Point Algorithm with Variance Reduction [2.048226951354646]
We develop an implementable proximal point (SPP) method for a class of weakly convex, composite optimization problems.
The proposed algorithm incorporates a variance reduction mechanism and the resulting updates are solved using an inexact semismooth Newton framework.
arXiv Detail & Related papers (2022-04-01T13:08:49Z) - Proximal denoiser for convergent plug-and-play optimization with
nonconvex regularization [7.0226402509856225]
Plug-and-Play () methods solve ill proximal-posed inverse problems through algorithms by replacing a neural network operator by a denoising operator.
We show that this denoiser actually correspond to a gradient function.
arXiv Detail & Related papers (2022-01-31T14:05:20Z) - Stochastic Gradient Descent-Ascent and Consensus Optimization for Smooth
Games: Convergence Analysis under Expected Co-coercivity [49.66890309455787]
We introduce the expected co-coercivity condition, explain its benefits, and provide the first last-iterate convergence guarantees of SGDA and SCO.
We prove linear convergence of both methods to a neighborhood of the solution when they use constant step-size.
Our convergence guarantees hold under the arbitrary sampling paradigm, and we give insights into the complexity of minibatching.
arXiv Detail & Related papers (2021-06-30T18:32:46Z) - 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) - The Connection between Discrete- and Continuous-Time Descriptions of
Gaussian Continuous Processes [60.35125735474386]
We show that discretizations yielding consistent estimators have the property of invariance under coarse-graining'
This result explains why combining differencing schemes for derivatives reconstruction and local-in-time inference approaches does not work for time series analysis of second or higher order differential equations.
arXiv Detail & Related papers (2021-01-16T17:11:02Z) - ROOT-SGD: Sharp Nonasymptotics and Near-Optimal Asymptotics in a Single Algorithm [71.13558000599839]
We study the problem of solving strongly convex and smooth unconstrained optimization problems using first-order algorithms.
We devise a novel, referred to as Recursive One-Over-T SGD, based on an easily implementable, averaging of past gradients.
We prove that it simultaneously achieves state-of-the-art performance in both a finite-sample, nonasymptotic sense and an sense.
arXiv Detail & Related papers (2020-08-28T14:46:56Z) - 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.