Learning regularization parameters for general-form Tikhonov

Julianne Chung, Malena I. Español

Research output: Contribution to journalArticlepeer-review

8 Scopus citations

Abstract

Computing regularization parameters for general-form Tikhonov regularization can be an expensive and difficult task, especially if multiple parameters or many solutions need to be computed in real time. In this work, we assume training data is available and describe an efficient learning approach for computing regularization parameters that can be used for a large set of problems. We consider an empirical Bayes risk minimization framework for finding regularization parameters that minimize average errors for the training data. We first extend methods from Chung et al (2011 SIAM J. Sci. Comput. 33 3132-52) to the general-form Tikhonov problem. Then we develop a learning approach for multi-parameter Tikhonov problems, for the case where all involved matrices are simultaneously diagonalizable. For problems where this is not the case, we describe an approach to compute near-optimal regularization parameters by using operator approximations for the original problem. Finally, we propose a new class of regularizing filters, where solutions correspond to multi-parameter Tikhonov solutions, that requires less data than previously proposed optimal error filters, avoids the generalized SVD, and allows flexibility and novelty in the choice of regularization matrices. Numerical results for 1D and 2D examples using different norms on the errors show the effectiveness of our methods.

Original languageEnglish (US)
Article number074004
JournalInverse Problems
Volume33
Issue number7
DOIs
StatePublished - Jun 21 2017
Externally publishedYes

Keywords

  • Tikhonov
  • learning
  • optimal filters
  • regularization
  • spectral filtering

ASJC Scopus subject areas

  • Theoretical Computer Science
  • Signal Processing
  • Mathematical Physics
  • Computer Science Applications
  • Applied Mathematics

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