Thomas Moreau – Learning step sizes for unfolded sparse coding
Abstract: Sparse coding is typically solved by iterative optimization techniques, such as the Iterative Shrinkage-Thresholding Algorithm (ISTA). Unfolding and learning weights of ISTA using neural networks is a practical way to accelerate estimation. However, the reason why learning the weights of such a network would accelerate sparse coding are not clear. In this talk, we look at this problem from the point of view of selecting adapted step sizes for ISTA. We show that a simple step size strategy can improve the convergence rate of ISTA by leveraging the sparsity of the iterates. However, it is impractical in most large-scale applications. Therefore, we propose a network architecture where only the step sizes of ISTA are learned. We demonstrate if the learned algorithm converges to the solution of the Lasso, its last layers correspond to ISTA with learned step sizes. Experiments show that learning step sizes can effectively accelerate the convergence when the solutions are sparse enough.
Bio: Thomas Moreau received the graduate degree from the Ecole Polytechnique, Palaiseau, France, in 2014, and the PhD degree from the Ecole Normale Supérieure, Cachan, France, in 2017 under the supervision of Nicolas Vayatis and Laurent Oudre in the CMLA laboratory. He recently joined the Inria Parietal project team in Saclay, first as a post-doctoral researcher and then as a researcher. His research interests include unsupervised learning, image/signal processing and distributed computing.