Revisiting Non Local Sparse Models for Image Restoration

We propose a differentiable algorithm for image restoration inspired by the success of sparse models and self-similarity priors for natural images. Our approach builds upon the concept of joint sparsity between groups of similar image patches, and we show how this simple idea can be implemented in a differentiable architecture, allowing end-to-end training. The algorithm has the advantage of being interpretable, performing sparse decompositions of image patches, while being more parameter efficient than recent deep learning methods. We evaluate our algorithm on grayscale and color denoising, where we achieve competitive results, and on demoisaicking, where we outperform the most recent state-of-the-art deep learning model with 47 times less parameters and a much shallower architecture.

Pruning Convolutional Neural Networks with Self-Supervision

Convolutional neural networks trained without supervision come close to matching performance with supervised pre-training, but sometimes at the cost of an even higher number of parameters. Extracting subnetworks from these large unsupervised convnets with preserved performance is of particular interest to make them less computationally intensive. Typical pruning methods operate during training on a task while trying to maintain the performance of the pruned network on the same task. However, in self-supervised feature learning, the training objective is agnostic on the representation transferability to downstream tasks. Thus, preserving performance for this objective does not ensure that the pruned subnetwork remains effective for solving downstream tasks. In this work, we investigate the use of standard pruning methods, developed primarily for supervised learning, for networks trained without labels (i.e. on self-supervised tasks). We show that pruned masks obtained with or without labels reach comparable performance when re-trained on labels, suggesting that pruning operates similarly for self-supervised and supervised learning. Interestingly, we also find that pruning preserves the transfer performance of self-supervised subnetwork representations.

Cyanure: An Open-Source Toolbox for Empirical Risk Minimization for Python, C++, and soon more

Cyanure is an open-source C++ software package with a Python interface. The goal of Cyanure is to provide state-of-the-art solvers for learning linear models, based on stochastic variance-reduced stochastic optimization with acceleration mechanisms. Cyanure can handle a large variety of loss functions (logistic, square, squared hinge, multinomial logistic) and regularization functions (l_2, l_1, elastic-net, fused Lasso, multi-task group Lasso). It provides a simple Python API, which is very close to that of scikit-learn, which should be extended to other languages such as R or Matlab in a near future.

Screening Data Points in Empirical Risk Minimization via Ellipsoidal Regions and Safe Loss Function

We design simple screening tests to automatically discard data samples in empirical risk minimization without losing optimization guarantees. We derive loss functions that produce dual objectives with a sparse solution. We also show how to regularize convex losses to ensure such a dual sparsity-inducing property, and propose a general method to design screening tests for classification or regression based on ellipsoidal approximations of the optimal set. In addition to producing computational gains, our approach also allows us to compress a dataset into a subset of representative points.

Recurrent Kernel Networks

Substring kernels are classical tools for representing biological sequences or text. However, when large amounts of annotated data is available, models that allow end-to-end training such as neural networks are often prefered. Links between recurrent neural networks (RNNs) and substring kernels have recently been drawn, by formally showing that RNNs with specific activation functions were points in a reproducing kernel Hilbert space (RKHS). In this paper, we revisit this link by generalizing convolutional kernel networks---originally related to a relaxation of the mismatch kernel---to model gaps in sequences. It results in a new type of recurrent neural network which can be trained end-to-end with backpropagation, or without supervision by using kernel approximation techniques. We experimentally show that our approach is well suited to biological sequences, where it outperforms existing methods for protein classification tasks.

A Generic Acceleration Framework for Stochastic Composite Optimization

In this paper, we introduce various mechanisms to obtain accelerated first-order stochastic optimization algorithms when the objective function is convex or strongly convex. Specifically, we extend the Catalyst approach originally designed for deterministic objectives to the stochastic setting. Given an optimization method with mild convergence guarantees for strongly convex problems, the challenge is to accelerate convergence to a noise-dominated region, and then achieve convergence with an optimal worst-case complexity depending on the noise variance of the gradients. A side contribution of our work is also a generic analysis that can handle inexact proximal operators, providing new insights about the robustness of stochastic algorithms when the proximal operator cannot be exactly computed.

On the Inductive Bias of Neural Tangent Kernels

State-of-the-art neural networks are heavily over-parameterized, making the optimization algorithm a crucial ingredient for learning predictive models with good generalization properties. A recent line of work has shown that in a certain over-parameterized regime, the learning dynamics of gradient descent are governed by a certain kernel obtained at initialization, called the neural tangent kernel. We study the inductive bias of learning in such a regime by analyzing this kernel and the corresponding function space (RKHS). In particular, we study smoothness, approximation, and stability properties of functions with finite norm, including stability to image deformations in the case of convolutional networks.

Estimate Sequences for Variance-Reduced Stochastic Composite Optimization

In this paper, we propose a unified view of gradient-based algorithms for stochastic convex composite optimization by extending the concept of estimate sequence introduced by Nesterov. This point of view covers the stochastic gradient descent method, variants of the approaches SAGA, SVRG, and has several advantages: (i) we provide a generic proof of convergence for the aforementioned methods; (ii) we show that this SVRG variant is adaptive to strong convexity; (iii) we naturally obtain new algorithms with the same guarantees; (iv) we derive generic strategies to make these algorithms robust to stochastic noise, which is useful when data is corrupted by small random perturbations. Finally, we show that this viewpoint is useful to obtain new accelerated algorithms in the sense of Nesterov.