Energy minimization methods are a classical tool in a multitude of computer vision applications. While they are interpretable and well-studied, their regularity assumptions are difficult to design by hand. Deep learning techniques on the other hand are purely data-driven, often provide excellent results, but are very difficult to constrain to predefined physical or safety-critical models. A possible combination between the two approaches is to design a parametric energy and train the free parameters in such a way that minimizers of the energy correspond to desired solution on a set of training examples. Unfortunately, such formulations typically lead to bi-level optimization problems, on which common optimization algorithms are difficult to scale to modern requirements in data processing and efficiency. In this work, we present a new strategy to optimize these bi-level problems. We investigate surrogate single-level problems that majorize the target problems and can be implemented with existing tools, leading to efficient algorithms without collapse of the energy function. This framework of strategies enables new avenues to the training of parameterized energy minimization models from large data.
is a prominent strategy in applied bi-level optimization across fields, i.e. MRF literature @cite_59 @cite_10 in deep learning @cite_11 @cite_28 @cite_14 @cite_87 and in variational settings @cite_71 @cite_97 @cite_54 @cite_26 @cite_75 @cite_39 . The problem is transformed into a single level problem by choosing an optimization algorithm @math that produces an approximate solution to the lower level problem after a fixed number of iterations. @math is then replaced by @math . Automatic differentiation @cite_61 allows for an efficient evaluation of the gradient of the upper-level loss w.r.t to this reduced objective In general these strategies are very successful in practice, they combine the model and its optimization method into a single feed-forward process, where the model is again only implicitly present. Later works @cite_73 @cite_89 @cite_102 @cite_75 allow the lower-level parameters to change in between the fixed number of iterations, leading to structures that model differential equations and stray further from underlying modelling. As pointed out in @cite_17 , these strategies are more aptly considered as a set of nested quadratic lower-level problems.
@cite_61 @cite_14 @cite_26 @cite_75 @cite_87 @cite_28 @cite_97 @cite_54 @cite_102 @cite_17 @cite_39 @cite_89 @cite_59 @cite_71 @cite_73 @cite_10 @cite_11
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We consider a bilevel optimization approach for parameter learning in nonsmooth variational models. Existing approaches solve this problem by applying implicit differentiation to a sufficiently smooth approximation of the nondifferentiable lower level problem. We propose an alternative method based on differentiating the iterations of a nonlinear primal–dual algorithm. Our method computes exact (sub)gradients and can be applied also in the nonsmooth setting. We show preliminary results for the case of multi-label image segmentation. This paper introduces a parallel and distributed algorithm for solving the following minimization problem with linear constraints: @math minimizef1(x1)+ź+fN(xN)subject toA1x1+ź+ANxN=c,x1źX1,ź,xNźXN,where @math Nź2, @math fi are convex functions, @math Ai are matrices, and @math Xi are feasible sets for variable @math xi. Our algorithm extends the alternating direction method of multipliers (ADMM) and decomposes the original problem into N smaller subproblems and solves them in parallel at each iteration. This paper shows that the classic ADMM can be extended to the N-block Jacobi fashion and preserve convergence in the following two cases: (i) matrices @math Ai are mutually near-orthogonal and have full column-rank, or (ii) proximal terms are added to the N subproblems (but without any assumption on matrices @math Ai). In the latter case, certain proximal terms can let the subproblem be solved in more flexible and efficient ways. We show that @math źxk+1-xkźM2 converges at a rate of o(1 k) where M is a symmetric positive semi-definte matrix. Since the parameters used in the convergence analysis are conservative, we introduce a strategy for automatically tuning the parameters to substantially accelerate our algorithm in practice. We implemented our algorithm (for the case ii above) on Amazon EC2 and tested it on basis pursuit problems with >300 GB of distributed data. This is the first time that successfully solving a compressive sensing problem of such a large scale is reported. We critically evaluate the current state of research in multiple query opGrnization, synthesize the requirements for a modular opCrnizer, and propose an architecture. Our objective is to facilitate future research by providing modular subproblems and a good general-purpose data structure. In rhe context of this archiuzcture. we provide an improved subsumption algorithm. and discuss migration paths from single-query to multiple-query oplimizers. The architecture has three key ingredients. First. each type of work is performed at an appropriate level of abstraction. Segond, a uniform and very compact representation stores all candidate strategies. Finally, search is handled as a discrete optimization problem separable horn the query processing tasks. 1. Problem Definition and Objectives A multiple query optimizer (h4QO) takes several queries as input and seeks to generate a good multi-strategy, an executable operator gaph that simultaneously computes answers to all the queries. The idea is to save by evaluating common subexpressions only once. The commonalities to be exploited include identical selections and joins, predicates that subsume other predicates, and also costly physical operators such as relation scans and SOULS. The multiple query optimization problem is to find a multi-strategy that minimizes the total cost (with overlap exploited). Figure 1 .l shows a multi-strategy generated exploiting commonalities among queries Ql-Q3 at both the logical and physical level. To be really satisfactory, a multi-query optimization algorithm must offer solution quality, ejjiciency, and ease of Permission to copy without fee all a part of this mataial is granted provided that the copies are nut made a diitributed for direct commercial advantage, the VIDB copyright notice and the title of the publication and its date appear, and notice is given that copying is by permission of the Very Large Da Blse Endowment. To copy otherwise. urturepublim identify many kinds of commonalities (e.g., by predicate splitting, sharing relation scans); and search effectively to choose a good combination of l-strategies. Efficiency requires that the optimization avoid a combinatorial explosion of possibilities, and that within those it considers, redundant work on common subexpressions be minimized. ‘Finally, ease of implementation is crucial an algorithm will be practically useful only if it is conceptually simple, easy to attach to an optimizer, and requires relatively little additional soft- One central issue in practically deploying network coding is the adaptive and economic allocation of network resource. We cast this as an optimization, where the net-utility-the difference between a utility derived from the attainable multicast throughput and the total cost of resource provisioning-is maximized. By employing the MAX of flows characterization of the admissible rate region for multicasting, this paper gives a novel reformulation of the optimization problem, which has a separable structure. The Lagrangian relaxation method is applied to decompose the problem into subproblems involving one destination each. Our specific formulation of the primal problem results in two key properties. First, the resulting subproblem after decomposition amounts to the problem of finding a shortest path from the source to each destination. Second, assuming the net-utility function is strictly concave, our proposed method enables a near-optimal primal variable to be uniquely recovered from a near-optimal dual variable. A numerical robustness analysis of the primal recovery method is also conducted. For ill-conditioned problems that arise, for instance, when the cost functions are linear, we propose to use the proximal method, which solves a sequence of well-conditioned problems obtained from the original problem by adding quadratic regularization terms. Furthermore, the simulation results confirm the numerical robustness of the proposed algorithms. Finally, the proximal method and the dual subgradient method can be naturally extended to provide an effective solution for applications with multiple multicast sessions