Title
Choose Your Path Wisely: Gradient Descent In A Bregman Distance Framework
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.
Year
DOI
Venue
2021
10.1137/20M1357500
SIAM JOURNAL ON IMAGING SCIENCES
Keywords
DocType
Volume
nonconvex optimization, nonsmooth optimization, gradient descent, Bregman iteration, linearized Bregman iteration, parallel MRI, blind deconvolution, deep learning
Journal
14
Issue
ISSN
Citations 
2
1936-4954
0
PageRank 
References 
Authors
0.34
3
4
Name
Order
Citations
PageRank
Martin Benning1595.89
Marta M. Betcke2172.77
Matthias Joachim Ehrhardt3414.95
Carola-Bibiane Schönlieb433439.39