Alternating Minimization Schemes for Computing Rate-Distortion-Perception Functions with $f$-Divergence Perception Constraints
- URL: http://arxiv.org/abs/2408.15015v1
- Date: Tue, 27 Aug 2024 12:50:12 GMT
- Title: Alternating Minimization Schemes for Computing Rate-Distortion-Perception Functions with $f$-Divergence Perception Constraints
- Authors: Giuseppe Serra, Photios A. Stavrou, Marios Kountouris,
- Abstract summary: We study the computation of the rate-distortion-perception function (RDPF) for discrete memoryless sources.
We characterize the optimal parametric solutions.
We provide sufficient conditions on the distortion and the perception constraints.
- Score: 10.564071872770146
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: We study the computation of the rate-distortion-perception function (RDPF) for discrete memoryless sources subject to a single-letter average distortion constraint and a perception constraint that belongs to the family of $f$-divergences. In this setting, the RDPF forms a convex programming problem for which we characterize the optimal parametric solutions. We employ the developed solutions in an alternating minimization scheme, namely Optimal Alternating Minimization (OAM), for which we provide convergence guarantees. Nevertheless, the OAM scheme does not lead to a direct implementation of a generalized Blahut-Arimoto (BA) type of algorithm due to the presence of implicit equations in the structure of the iteration. To overcome this difficulty, we propose two alternative minimization approaches whose applicability depends on the smoothness of the used perception metric: a Newton-based Alternating Minimization (NAM) scheme, relying on Newton's root-finding method for the approximation of the optimal iteration solution, and a Relaxed Alternating Minimization (RAM) scheme, based on a relaxation of the OAM iterates. Both schemes are shown, via the derivation of necessary and sufficient conditions, to guarantee convergence to a globally optimal solution. We also provide sufficient conditions on the distortion and the perception constraints which guarantee that the proposed algorithms converge exponentially fast in the number of iteration steps. We corroborate our theoretical results with numerical simulations and draw connections with existing results.
Related papers
- A Sample Efficient Alternating Minimization-based Algorithm For Robust Phase Retrieval [56.67706781191521]
In this work, we present a robust phase retrieval problem where the task is to recover an unknown signal.
Our proposed oracle avoids the need for computationally spectral descent, using a simple gradient step and outliers.
arXiv Detail & Related papers (2024-09-07T06:37:23Z) - From Inverse Optimization to Feasibility to ERM [11.731853838892487]
We study the contextual inverse setting that utilizes additional contextual information to better predict parameters.
We experimentally validate our approach on synthetic and real-world problems and demonstrate improved performance compared to existing methods.
arXiv Detail & Related papers (2024-02-27T21:06:42Z) - Low-Rank Extragradient Methods for Scalable Semidefinite Optimization [0.0]
We focus on high-dimensional and plausible settings in which the problem admits a low-rank solution.
We provide several theoretical results proving that, under these circumstances, the well-known Extragradient method converges to a solution of the constrained optimization problem.
arXiv Detail & Related papers (2024-02-14T10:48:00Z) - 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) - Adaptive Zeroth-Order Optimisation of Nonconvex Composite Objectives [1.7640556247739623]
We analyze algorithms for zeroth-order entropy composite objectives, focusing on dependence on dimensionality.
This is achieved by exploiting low dimensional structure of the decision set using the mirror descent method with an estimation alike function.
To improve the gradient, we replace the classic sampling method based on Rademacher and show that the mini-batch method copes with non-Eucli geometry.
arXiv Detail & Related papers (2022-08-09T07:36:25Z) - Faster One-Sample Stochastic Conditional Gradient Method for Composite
Convex Minimization [61.26619639722804]
We propose a conditional gradient method (CGM) for minimizing convex finite-sum objectives formed as a sum of smooth and non-smooth terms.
The proposed method, equipped with an average gradient (SAG) estimator, requires only one sample per iteration. Nevertheless, it guarantees fast convergence rates on par with more sophisticated variance reduction techniques.
arXiv Detail & Related papers (2022-02-26T19:10:48Z) - Faster Algorithm and Sharper Analysis for Constrained Markov Decision
Process [56.55075925645864]
The problem of constrained decision process (CMDP) is investigated, where an agent aims to maximize the expected accumulated discounted reward subject to multiple constraints.
A new utilities-dual convex approach is proposed with novel integration of three ingredients: regularized policy, dual regularizer, and Nesterov's gradient descent dual.
This is the first demonstration that nonconcave CMDP problems can attain the lower bound of $mathcal O (1/epsilon)$ for all complexity optimization subject to convex constraints.
arXiv Detail & Related papers (2021-10-20T02:57:21Z) - Sparse Signal Reconstruction for Nonlinear Models via Piecewise Rational
Optimization [27.080837460030583]
We propose a method to reconstruct degraded signals by a nonlinear distortion and at a limited sampling rate.
Our method formulates as a non exact fitting term and a penalization term.
It is shown how to use the problem in terms of the benefits of our simulations.
arXiv Detail & Related papers (2020-10-29T09:05:19Z) - Conditional gradient methods for stochastically constrained convex
minimization [54.53786593679331]
We propose two novel conditional gradient-based methods for solving structured convex optimization problems.
The most important feature of our framework is that only a subset of the constraints is processed at each iteration.
Our algorithms rely on variance reduction and smoothing used in conjunction with conditional gradient steps, and are accompanied by rigorous convergence guarantees.
arXiv Detail & Related papers (2020-07-07T21:26:35Z) - Convergence of adaptive algorithms for weakly convex constrained
optimization [59.36386973876765]
We prove the $mathcaltilde O(t-1/4)$ rate of convergence for the norm of the gradient of Moreau envelope.
Our analysis works with mini-batch size of $1$, constant first and second order moment parameters, and possibly smooth optimization domains.
arXiv Detail & Related papers (2020-06-11T17:43:19Z) - Sparse recovery by reduced variance stochastic approximation [5.672132510411465]
We discuss application of iterative quadratic optimization routines to the problem of sparse signal recovery from noisy observation.
We show how one can straightforwardly enhance reliability of the corresponding solution by using Median-of-Means like techniques.
arXiv Detail & Related papers (2020-06-11T12:31:20Z)
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.