Local Kernels that Approximate Bayesian Regularization and Proximal Operators

03/09/2018
by   Frank Ong, et al.
0

In this work, we broadly connect kernel-based filtering (e.g. approaches such as the bilateral filters and nonlocal means, but also many more) with general variational formulations of Bayesian regularized least squares, and the related concept of proximal operators. The latter set of variational/Bayesian/proximal formulations often result in optimization problems that do not have closed-form solutions, and therefore typically require global iterative solutions. Our main contribution here is to establish how one can approximate the solution of the resulting global optimization problems with use of locally adaptive filters with specific kernels. Our results are valid for small regularization strength but the approach is powerful enough to be useful for a wide range of applications because we expose how to derive a "kernelized" solution to these problems that approximates the global solution in one-shot, using only local operations. As another side benefit in the reverse direction, given a local data-adaptive filter constructed with a particular choice of kernel, we enable the interpretation of such filters in the variational/Bayesian/proximal framework.

READ FULL TEXT

page 18

page 19

page 20

research
12/04/2018

A probabilistic incremental proximal gradient method

In this paper, we propose a probabilistic optimization method, named pro...
research
01/25/2022

A semismooth Newton-proximal method of multipliers for ℓ_1-regularized convex quadratic programming

In this paper we present a method for the solution of ℓ_1-regularized co...
research
07/12/2018

The Incremental Proximal Method: A Probabilistic Perspective

In this work, we highlight a connection between the incremental proximal...
research
02/12/2021

From perspective maps to epigraphical projections

The projection onto the epigraph or a level set of a closed proper conve...
research
01/28/2022

Learning Proximal Operators to Discover Multiple Optima

Finding multiple solutions of non-convex optimization problems is a ubiq...
research
10/09/2019

The fastest ℓ_1,∞ prox in the west

Proximal operators are of particular interest in optimization problems d...
research
07/10/2017

Scale-Regularized Filter Learning

We start out by demonstrating that an elementary learning task, correspo...

Please sign up or login with your details

Forgot password? Click here to reset