Learning truly monotone operators with applications to nonlinear inverse problems
This article introduces a novel approach to learning monotone neural networks through a newly defined penalization loss. The proposed method is particularly effective in solving classes of variational problems, specifically monotone inclusion problems, commonly encountered in image processing tasks. The Forward-Backward-Forward (FBF) algorithm is employed to address these problems, offering a solution even when the Lipschitz constant of the neural network is unknown. Notably, the FBF algorithm provides convergence guarantees under the condition that the learned operator is monotone. Building on plug-and-play methodologies, our objective is to apply these newly learned operators to solving non-linear inverse problems. To achieve this, we initially formulate the problem as a variational inclusion problem. Subsequently, we train a monotone neural network to approximate an operator that may not inherently be monotone. Leveraging the FBF algorithm, we then show simulation examples where the non-linear inverse problem is successfully solved.
Code (1)
Similar Papers 제목 키워드 기반
Non-Euclidean Enriched Contraction Theory for Monotone Operators and Monotone Dynamical Systems
We adopt an operator-theoretic perspective to analyze a class of nonlinear fixed-point iterations and discrete-time dynamical systems. Specifically, we study the Krasnoselskij iteration - at the heart of countless algori…
Generalized Inversion of Nonlinear Operators
Inversion of operators is a fundamental concept in data processing. Inversion of linear operators is well studied, supported by established theory. When an inverse either does not exist or is not unique, generalized inve…
Can neural operators always be continuously discretized?
We consider the problem of discretization of neural operators between Hilbert spaces in a general framework including skip connections. We focus on bijective neural operators through the lens of diffeomorphisms in infini…
Hamilton-Jacobi-Bellman Equation Arising from Optimal Portfolio Selection Problem
The Hamilton-Jacobi-Bellman equation arising from the optimal portfolio selection problem is studied by means of the maximal monotone operator method. The existence and uniqueness of a solution to the Cauchy problem for …
Fast Nonlinear Two-Time-Scale Stochastic Approximation: Achieving $O(1/k)$ Finite-Sample Complexity
This paper proposes to develop a new variant of the two-time-scale stochastic approximation to find the roots of two coupled nonlinear operators, assuming only noisy samples of these operators can be observed. Our key id…