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Learning Sparsifying Transforms for Signal, Image, and Video Processing Yoram Bresler Coordinated Science Laboratory and the Department of ECE University of Illinois at Urbana-Champaign Acknowledgements: NSF Grants CCF-1018660 & CCF-1320953 Andrew T. Yang Fellowship Work with Sairprasad Ravishankar Bihan Wen Luke Pfister Santa Clara IEEE Chapter 2016

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Page 1: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

LearningSparsifyingTransformsforSignal,Image,andVideoProcessing

YoramBreslerCoordinatedScienceLaboratoryandtheDepartmentofECE

UniversityofIllinoisatUrbana-Champaign

Acknowledgements: NSF Grants CCF-1018660&CCF-1320953AndrewT.YangFellowship

Workwith•  SairprasadRavishankar•  BihanWen•  LukePfister

Santa Clara IEEE Chapter 2016

Page 2: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

OverviewTodaywewillseethat

×  LearnedSparsityModelsarevaluableandwell-foundedtoolsformodelingdata

×  TheTransformLearningformulaRonhascomputaRonalandperformanceadvantages

×  Whenusedinimagingandimageandvideoprocessing,TransformLearningleadstostate-of-the-artresults

Page 3: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

• Sparsesignalmodels–WhyandHow?

Ø  SynthesisDicRonariesØ  SparsifyingTransforms

• BasicTransformLearning

• VariaRonsonTransformLearning

Ø  UnionofTransformsforinverseproblemsØ  OnlineTransformLearningforbigdataandvideo

denoising

Ø  AfilterbankformulaRonofTransformLearning

•  Conclusions

Page 4: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

WhySparseModeling?

Page 5: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

WhySparseModeling?

Page 6: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

WhySparseModeling?

ü  Imagedatausuallylivesinlowdimensionalsubspaces

Page 7: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

WhySparseModeling?

Imagedatausuallylivesinlowdimensionalspaces

ApplicaRons:§  CompactrepresentaRons(compression)

§  RegularizaRonininverseproblemsØ  DenoisingØ  recoveryfromdegradeddataØ  CompressedSensing

§  ClassificaRon

Page 8: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

IntroducOontoSparseSignalModels

×  TheSynthesisDicOonaryModel

×  LearningSynthesisDicOonaries

×  TheTransformModel

Page 9: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

Sparse Representations: ModelWe model y ∈ RN as

y = Da, ‖a‖0 ≤ s

y

=

D a

a is a sparse coefficient vectorD ∈ Rn×K is a dictionary. Can be square (n = K) or rectangular(n < K)Columns of D are called atomsy belongs to a union of subspaces spanned by s atoms of D

7

Page 10: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

Sparse Representations: ModelWe model y ∈ RN as

y = Da, ‖a‖0 ≤ s

y

=

D a

a is a sparse coefficient vectorD ∈ Rn×K is a dictionary. Can be square (n = K) or rectangular(n < K)Columns of D are called atomsy belongs to a union of subspaces spanned by s atoms of D

7

Page 11: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

Sparse Representations: ModelWe model y ∈ RN as

y = Da, ‖a‖0 ≤ s

y

=

D a

a is a sparse coefficient vectorD ∈ Rn×K is a dictionary. Can be square (n = K) or rectangular(n < K)Columns of D are called atomsy belongs to a union of subspaces spanned by s atoms of D

7

Page 12: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

Sparse Representations: ModelWe model y ∈ RN as

y = Da, ‖a‖0 ≤ s

y

=

D a

a is a sparse coefficient vectorD ∈ Rn×K is a dictionary. Can be square (n = K) or rectangular(n < K)Columns of D are called atomsy belongs to a union of subspaces spanned by s atoms of D

7

Page 13: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

Sparse Representations: the Synthesis Model

Model y ∈ RN as

y = Da, ‖a‖0 ≤ s

y

=

D a

a is a sparse coefficient vectorD ∈ Rn×K is a dictionary. Can be square (n = K) orrectangular (n < K)Columns of D are called atomsy belongs to a union of subspaces spanned by s atoms ofD

Page 14: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

Sparse Representations: Sparse Coding

Given an overcomplete D and vector y, how can we find thesparsest a such that y = Da?Solve

mina

‖a‖0

subject to y = Da

NP-Hard!1 Look for approximate solutionsI Convex Relaxation

F Basis pursuitI Greedy Algorithms

F Orthogonal Matching Pursuit (OMP)

1Natarajan, 19959

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Page 15: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

Sparse Representations: Sparse Coding

Given an overcomplete D and vector y, how can we find thesparsest a such that y = Da?Solve

mina

‖a‖0

subject to y = Da

NP-Hard!1 Look for approximate solutionsI Convex Relaxation

F Basis pursuitI Greedy Algorithms

F Orthogonal Matching Pursuit (OMP)

1Natarajan, 19959

Page 16: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

Sparse Representations: Sparse Coding

Given an overcomplete D and vector y, how can we find thesparsest a such that y = Da?Solve

mina

‖a‖0

subject to y = Da

NP-Hard!1 Look for approximate solutionsI Convex Relaxation

F Basis pursuitI Greedy Algorithms

F Orthogonal Matching Pursuit (OMP)

1Natarajan, 19959

Page 17: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

Sparse Representations: Sparse Coding

Given an overcomplete D and vector y, how can we find thesparsest a such that y = Da?Solve

mina

‖a‖0

subject to y = Da

NP-Hard!1 Look for approximate solutionsI Convex Relaxation

F Basis pursuitI Greedy Algorithms

F Orthogonal Matching Pursuit (OMP)

1Natarajan, 19959

Page 18: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

Sparse Representations: Denoising

D =[1 0 1√

20 1 − 1√

2

]s = 1

−1 −0.5 0 0.5 1−1

−0.8

−0.6

−0.4

−0.2

0

0.2

0.4

0.6

0.8

1

Span of Individual Dictionary AtomsNoisy Data

Page 19: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

Sparse Representations: Denoising

D =[1 0 1√

20 1 − 1√

2

]s = 1

−1 −0.5 0 0.5 1−1

−0.8

−0.6

−0.4

−0.2

0

0.2

0.4

0.6

0.8

1

Span of Individual Dictionary AtomsSparse Coded Data

Page 20: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

What are good dictionaries for sparse representation of signals and im-ages?

The more sparse the representation, the better!

2

Page 21: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

What are good dictionaries for sparse representation of signals and im-ages?

The more sparse the representation, the better!

2

Page 22: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

Analytic Dictionaries

Design dictionary around a predefined set of functionsFourierWaveletCurveletContourlet

...

Fast implementations

But, hard to design effective dictionaries in highdimensions

Page 23: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

Adaptive Dictionaries

Adaptively learn dictionary from data itselfKarhunen-Loève/PCA: fit low-dim subspace to minimize `2error

Page 24: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

Adaptive Dictionaries

Adaptively learn dictionary from data itselfKarhunen-Loève/PCA: fit low-dim subspace to minimize `2error

−1 −0.5 0 0.5 1−1

−0.8

−0.6

−0.4

−0.2

0

0.2

0.4

0.6

0.8

1

PCA SubspacesNoisy Data

Page 25: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

Dictionary Learning

Training data: yjMj=1 ∈ RN

Want:

y1 = Da1, ‖a1‖0 ≤ s

y2 = Da2, ‖a2‖0 ≤ s

...yM = DaM , ‖aM‖0 ≤ s

Dictionary Learning: Given a set of training signalsyjMj=1 formed into a matrix Y ∈ RN×M , we seek to findD ∈ RN×K , A ∈ RK×M such that Y ≈ DA with ‖aj‖0 ≤ s

Page 26: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

Summary: Learning Synthesis Dictionary Models

The Good

Sparsity in an appropriate dictionary is a powerful model; learnedsparsity models even better!

Many successful applications: denoising, in-painting, image superresolution, compressed sensing(MRI, CT), classification, etc.

The Bad

Synthesis sparse coding solved repeatedly for learning is NP-hard

Approximate synthesis sparse coding algorithms can becomputationally expensive

The synthsis dictionary learning problem is highly non-convex,and algorithms can get stuck in bad local minima

3

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Page 27: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

A Classical Alternative: Transform Sparsity

W x

=

z

+

η

W : Sparsifying transform

z: Sparse Code

Wx ≈ sparse

Approximation error in the transform domain: ‖η‖2 ‖z‖2

4

Page 28: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

A Classical Alternative: Transform Sparsity

W x

=

z

+

η

W : Sparsifying transform

z: Sparse Code

Wx ≈ sparse

Approximation error in the transform domain: ‖η‖2 ‖z‖2

4

Page 29: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

Transform Sparse Coding

z∗ = arg minz

12‖Wx− z‖22

subject to ‖z‖0 ≤ s sparsity constraint

Easy Exact Solution:

z∗ , Hs(Wx) Thresholding to s largest elements

5

Page 30: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

Transform Sparse Coding

z∗ = arg minz

12‖Wx− z‖22

subject to ‖z‖0 ≤ s sparsity constraint

Easy Exact Solution:

z∗ , Hs(Wx) Thresholding to s largest elements

5

Page 31: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

Transform Sparse Coding

Penalized Form

z∗ = minz

12‖Wx− z‖22 + ν‖z‖0

Easy Exact Solution:

z∗i =

[Wx]i |[Wx]i| ≥√ν

0 else

, Tν (Wx) Hard Thresholding

6

Page 32: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

Transform Sparse Coding

Penalized Form

z∗ = minz

12‖Wx− z‖22 + ν‖z‖0

Easy Exact Solution:

z∗i =

[Wx]i |[Wx]i| ≥√ν

0 else

, Tν (Wx) Hard Thresholding

6

Page 33: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

Summary of the Models

SM : finding x with given D is NP-hard.

y = Dx + e , ‖x‖0 ≤ s (1)

NSAM : finding q with given Ω is NP-hard.

y = q + e , ‖Ωq‖0 ≤ m − t (2)

TM : finding x with given W is easy ⇒ efficiency in applications.

Wy = x + η , ‖x‖0 ≤ s (3)

Page 34: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

4

Learning on Image Patches

Patches of image

Yj = Rjy , j = 1,..N : jth image patch, vectorized.

Y = [Y1 |Y2 | ..... |YN ] ∈ Rn×N : matrix of vectorized patches - training

signals

Page 35: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

5

Basic Transform Learning Formulation6

(P0) minW ,X

Sparsification Error︷ ︸︸ ︷

‖WY − X‖2F

s.t. ‖Xi‖0 ≤ s ∀ i

Y = [Y1 |Y2 | ..... |YN ] ∈ Rn×N : matrix of training signals

X = [X1 |X2 | ..... |XN ] ∈ Rn×N : matrix of sparse codes of Yi

W ∈ Rn×n : square transform

Sparsification error - measures deviation of data in transform domainfrom perfect sparsity

6 [Ravishankar & Bresler ICIP 2012, TSP 2013, TSP 2015]

Page 36: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

6

Basic Transform Learning Formulation6

(P0) minW ,X

Sparsification Error︷ ︸︸ ︷

‖WY − X‖2F +

Regularizer , λv(W )︷ ︸︸ ︷

λ(

‖W ‖2F − log |detW |

)

s.t. ‖Xi‖0 ≤ s ∀ i

Y = [Y1 |Y2 | ..... |YN ] ∈ Rn×N : matrix of training signals

X = [X1 |X2 | ..... |XN ] ∈ Rn×N : matrix of sparse codes of Yi

W ∈ Rn×n : square transform

Sparsification error - measures deviation of data in transform domainfrom perfect sparsity

λ > 0. Regularizer cost v(W ) prevents trivial solutions and fullycontrols condition number of W

6 [Ravishankar & Bresler ICIP 2012, TSP 2013, TSP 2015]

Page 37: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

7

Alternating Algorithm for Transform Learning

(P0) solved by alternating between updating X and W .

Sparse Coding Step solves for X with fixed W .

minX

‖WY − X‖2F s.t. ‖Xi‖0 ≤ s ∀ i (1)

Easy problem: Solution X computed exactly by zeroing out all butthe s largest magnitude coefficients in each column of WY .

Transform Update Step solves for W with fixed X .

minW

‖WY − X‖2F + λ(

‖W ‖2F − log |detW |)

(2)

Closed-form solution:

W = 0.5U

(

Σ +(

Σ2 + 2λI) 1

2

)

QTL−1 (3)

YY T + λI = LLT , and L−1YXT has a full SVD of QΣUT .

Page 38: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

8

Algorithm A1 for Square Transform Learning

Page 39: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

9

Convergence Guarantees7

Theorem 1

For each initialization of Algorithm A1, the objective converges to a localminimum, and the iterates converge to an equivalence class (samefunction values) of local minimizers.

Corollary 1

Algorithm A1 is globally convergent (i.e., from any Initialization) to theset of local minimizers in the problem.

7 [Ravishankar & Bresler, TSP 2015]

Page 40: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

10

Convergence with Various Initializations

100

101

1022

4

6

8

10x 107

Iteration Number

Obj

ectiv

e F

unct

ion

DCT InitializationKLT InitializationIdentity InitializationRandom Initialization

100 200 300 400 500 6001

2

3

4

5

Iteration Number

Con

ditio

n N

umbe

r

DCT InitializationKLT InitializationIdentity InitializationRandom Initialization

Barbara - 8× 8 patches Objective Function κ(W )

100

101

1020

2

4

6

8x 107

Iteration Number

Spa

rsifi

catio

n E

rror

DCT InitializationKLT InitializationIdentity InitializationRandom Initialization

Sparsification Error Learned W - DCT Init 2D DCT(s = 11)

Page 41: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

Piecewise-Constant Images

Image Finite difference (FD) Sparse Resultκ(W ) = 113.5 s = 5

2D FD obtained as kronecker product of two square 1D-FD matrices- exact sparsifier for patches of image for s ≥ 5.

However, the 2D FD transform is poorly conditioned.

(P2) solved to learn transforms at various λ (µ = λ), with s = 5.

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Page 42: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

Well-Conditioned Adaptive Transforms Perform Well!

Learnt (FD Init) Learnt (FD Init)κ(W ) = 15.35 κ(W ) = 5.77

The learnt transforms provide almost zero NSE (∼ 10−4/10−5).

Such well-conditoned transforms perform better than poorlyconditioned ones in applications such as denoising.

For s < 5, the learnt well-conditioned transforms providesignificantly lower NSE at the same s, than FD.

Page 43: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

11

Computational Advantages

Patches of image

Synthesis/Analysis K-SVD8,9 for N training samples and D ∈ Rn×K : cost

per iteration (dominated by sparse coding):

O(Nn3) ∝ (Image Size)× (pixels in patch)3

Transform Learning Algorithm A1 for N training samples and W ∈ Rn×n:

O(Nn2) ∝ (Image Size)× (pixels in patch)2

In 2D with p × p patches ⇒reduction of computations in the order by p2

In 3D with p × p × p patches ⇒ reduction of computations in the orderby p3 (=1000X for p = 10)

8 [Aharon, Elad & Bruckstein ’06] 9 [Rubinstein, Peleg & Elad ’13]

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Page 44: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

12

Does Transform Learning work? : Denoising Example

Noisy Image 64× 256 Synthesis D 64× 64 W (κ = 1.3)PSNR = 24.60 dB PSNR = 31.50 dB PSNR = 31.66 dB

Transform learning-based denoising is better and highly efficient(17X faster) compared to overcomplete K-SVD denoising.

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Page 45: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

13

Compressed Sensing

with a Learned Transform

Page 46: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

14

Review: Compressed Sensing (CS)

CS enables accurate recovery of images from far fewermeasurements than the number of unknowns

Sparsity of image in transform domain or dictionary

Measurement procedure incoherent with transform

Reconstruction non-linear

Conventional CS Reconstruction problem -

minx

Data Fidelity︷ ︸︸ ︷

‖Ax − y‖22 +λ

Regularizer︷ ︸︸ ︷

‖Ψx‖0 (4)

x ∈ CP : vectorized image, y ∈ Cm : measurements (m < P).

A : fat sensing matrix, Ψ : transform. ℓ0 “norm”counts non-zeros.

CS with non-adaptive regularizer limited to low undersampling in imaging.

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Page 47: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

15

Compressed Sensing MRI

Data - samples in k-space of spatial Fouriertransform of object, acquired sequentially intime.

Acquisition rate limited by MR physics,physiological constraints on RF energydeposition.

CSMRI enables accurate recovery of imagesfrom far fewer measurements than #unknowns or Nyquist sampling.

Two directions to improve CSMRI -

better sparse modeling - TLMRI

better choice of sampling pattern (Fu)

Fig. from Lustig et al. ’07

Page 48: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

16

Transform Blind Compressed Sensing Idea

Could use an image database to train the sparsifying transform

Learn transform W to sparsify the unknown image x using only theundersampled data y ≈ Ax⇒ model adaptive to underlying image.

Use the learned transform W to perform compressed sensingreconstruction of the image x from undersampled data y

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Page 49: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

17

Transform Blind Compressed Sensing Idea

Could use a database to train the sparsifying transform

Learn transform W to sparsify the unknown image x using only theundersampled data y ≈ Ax⇒ model adaptive to underlying image.

Use the learned transform W to perform compressed sensingreconstruction of the image x from undersampled data y

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Page 50: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

18

Transform-based Blind Compressed Sensing (BCS)

(P1) minx,W ,B

Sparsification Error︷ ︸︸ ︷

N∑

j=1

‖WRjx − bj‖22+ν

Data Fidelity︷ ︸︸ ︷

‖Ax − y‖22 +λ

Regularizer︷ ︸︸ ︷

v(W )

s.t.N∑

j=1

‖bj‖0 ≤ s, ‖x‖2 ≤ C .

(P1) learns W ∈ Cn×n, and reconstructs x , from only undersampledy ⇒ transform adaptive to underlying image.

v(W ) , − log |detW | + 0.5 ‖W ‖2F controls scaling and κ of W .

‖x‖2 ≤ C is an energy/range constraint. C > 0.

Page 51: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

19

Block Coordinate Descent (BCD) Algorithm for (P1)

Alternate the updating of W , B, and x .

Sparse Coding Step: solve (P1) for B with fixed x , W .

minB

N∑

j=1

‖WRjx − bj‖22 s.t.

N∑

j=1

‖bj‖0 ≤ s. (5)

Cheap Solution: Let Z ∈ Cn×N be the matrix with WRjx as its

columns. Solution B = Hs(Z ) computed exactly by zeroing out allbut the s largest magnitude coefficients in Z .

Page 52: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

20

Block Coordinate Descent Algorithm for (P1)

Transform Update Step: solve (P1) for W with fixed x , B.

minW

N∑

j=1

‖WRjx − bj‖22 + 0.5λ ‖W ‖

2F − λ log |detW | (6)

Exact Closed-form solution involving SVD of a small matrix

Page 53: Learning Sparsifying Transforms for Signal, Image, and ...Overview Today we will see that × Learned Sparsity Models are valuable and well-founded tools for modeling data × The Transform

21

Block Coordinate Descent Algorithm for (P1)

Image Update Step: solve (P1) for x with fixed W , B.

minx

N∑

j=1

‖WRjx − bj‖22 + ν ‖Ax − y‖22 s.t. ‖x‖2 ≤ C . (7)

Standard least squares problem with ℓ2 norm constraint. For MRIcan be solved iteratively efficiently using CG+ FFT.

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22

Example - 2D Cartesian 7x Undersampling

0

0.05

0.1

0.15

0.2

0.25

Reference TLMRI (31 dB) TLMRI Error

0

0.05

0.1

0.15

0.2

0.25

0

0.05

0.1

0.15

0.2

0.25

Sampling Mask Sparse MRI Error (25.5dB) DLMRI Error (30.7 db)

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Lustig et al, 2007
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Example - 2D random 5x Undersampling

Reference DLMRI (28.54 dB) TLMRI (30.47 dB)

0

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Sampling Mask DLMRI Error TLMRI Error

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The More the Merrier?

A single square transform is learned in the Basic TL Algorithm for allthe data.

But, natural images typically have diverse features or textures.

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OCTOBOS: Union of Transforms

Union of transforms: one for each class of textures or features.

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OCTOBOS Learning Idea

Group patches based on their match to a common transform.

Learn the transforms + cluster the data jointly

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OCTOBOS Learning Formulation

Goal: jointly learn a union-of-transforms Wk and cluster the data Y .

(P2) min

Wk ,Xi ,Ck

Sparsification Error︷ ︸︸ ︷

K∑

k=1

i∈Ck

‖WkYi − Xi‖22 +

Regularizer =∑K

k=1 λkv(Wk )︷ ︸︸ ︷

K∑

k=1

λk

(

‖Wk‖2F − log |detWk |)

s.t. ‖Xi‖0 ≤ s ∀ i , CkKk=1 ∈ G

Ck is the set of indices of signals in class k .

G is the set of all possible partitions of [1 : N] into K disjoint subsets.

The regularizer controls the scaling and conditioning of the transforms

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Alternating Minimization Algorithm for (P2)

(P2) min

Wk ,Xi ,Ck

Sparsification Error︷ ︸︸ ︷

K∑

k=1

i∈Ck

‖WkYi − Xi‖22 +

Regularizer︷ ︸︸ ︷

K∑

k=1

λ0‖YCk‖2F v(Wk)

s.t. ‖Xi‖0 ≤ s ∀ i , CkKk=1 ∈ G

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Visualization of Learned OCTOBOS

The square blocks of a learnt OCTOBOS are NOT similar ⇒ cluster-specific Wk .

OCTOBOS W learned with different initializations appear different.

The W learned with different initializations sparsify equally well.

0.2

0.4

0.6

0.8

1

Cross-gram matrix

between W1 and W2

for KLT Init.Random matrix Init. KLT Init.

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32

Example: Unsupervised Classification

The overlapping image patches are first clustered by OCTOBOS learning

Each image pixel is then classified by a majority vote among the patches thatcover that pixel

Image k-Means OCTOBOS

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Imaging:

Transform Blind Compressed Sensingwith a Union of Transforms

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34

UNITE-BCS: Union of Transforms Blind CS

Goal: learn union of transforms, reconstruct x , and cluster the patches ofx , using only the undersampled y .

⇒ model adaptive to underlying image.

(P2) minx,B,Wk ,Ck

ν

Data Fidelity︷ ︸︸ ︷

‖Ax − y‖22 +

Sparsification Error︷ ︸︸ ︷

K∑

k=1

j∈Ck

‖WkRjx − bj‖22 + η2

Sparsity Penalty︷ ︸︸ ︷

N∑

j=1

‖bj‖0

s.t. WHk Wk = I ∀ k , ‖x‖2 ≤ C .

Rj ∈ Rn×P extracts patches. Wk ∈ C

n×n is a unitary cluster transform.

‖x‖2 ≤ C is an energy or range constraint. B , [b1 | b2 | ... | bN ].

Efficient alternating algorithm for (P2) with convergence guarantee

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35

CS MRI Example - 2.5x Undersampling (K = 3)

Sampling mask Initial recon (24.9 dB)

UNITE-MRI recon (37.3 dB) Reference

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UNITE-MRI Clustering with K = 3 (η = 0.07, ν = 15.3)

UNITE-MRI recon Cluster 1 Cluster 2

Cluster 3 Real part of Imaginary part oflearned W for cluster 2 learned W for cluster 2

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Reconstructions - Cartesian 2.5x Undersampling (K = 16)

0.05

0.1

0.15

UNITE-MRI recon (37.4 dB) PANO11 error (34.8 dB)

0.05

0.1

0.15

0.05

0.1

0.15

UNITE-MRI error UTMRI (K = 1) error (37.2 dB)

11 [Qu et al. ’14]

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38

Example - Cartesian 2.5x Undersampling (K = 16)

Reference UTMRI (42.5 dB) UNITE-MRI (44.3 dB)

1 4 8 12 16 20 28 3642.5

43

43.5

44

44.5

Number of Clusters

PS

NR

(dB

)

0

0.01

0.02

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0.04

0.05

0.06

0

0.01

0.02

0.03

0.04

0.05

0.06

PSNR vs. K UTMRI Error UNITE-MRI Error

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39

Online Transform Learning

for Dynamic Imaging and Big Data

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Online Transform Learning

Big data ⇒ large training sets ⇒ batch learning (using all data) iscomputationally expensive in time and memory.

Streaming data ⇒ must be processed sequentially to limit latency.

Online learning involves cheap computations and memory usage.

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41

Online Transform Learning Formulation

For t = 1, 2, 3, ..., solve

(P3)

Wt , xt

= argminW , xt

1

t

t∑

j=1

‖Wyj − xj‖22 + λjv(W )

s.t. ‖xt‖0 ≤ s, xj = xj , 1 ≤ j ≤ t − 1.

λj = λ0 ‖yj‖22. λ0 controls condition number and scaling of Wt ∈ Rn×n.

Denoised image estimate yt = W−1t xt is computed efficiently.

For non-stationary data, use forgetting factor ρ ∈ [0, 1], to diminish the

influence of old data.

1

t

t∑

j=1

ρt−j

‖Wyj − xj‖22 + λjv(W )

(12)

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42

Online Transform Learning Algorithm

Sparse Coding - solve for xt in (P3) with fixed W = Wt−1: CheapSolution: xt = Hs(Wyt).

Transform Update: solve for W in (P3) with xt = xt . Cheap, closed-formupdate using SVD rank-1 update.

No matrix-matrix products. Approx. error bounded, and cheaply monitored.

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43

Online Transform Learning (OTL) Convergence Results

Assumption: yt are i.i.d. random samples from the sphereSn = y ∈ Rn : ‖y‖2 = 1.

Consider the minimization of the expected learning cost:

g(W ) = Ey

[

‖Wy − Hs(Wy)‖22 + λ0 ‖y‖22 v(W )

]

(13)

.Mild assumptions: Exact computations, Nondegenerate SVDs.

Main Result: Wt in OTL converges to the set of stationary

points of g(W ) almost surely. Wt+1 − Wt ∼ O(1/t).

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44

Online Video Denoising by 3D Transform Learning

zt is a noisy video frame. zt is its denoised version.

Gt is a tensor with m frames formed using a sliding window scheme.

Overlapping 3D patches in the Gt ’s are denoised sequentially.

Denoised patches averaged at 3D locations to yield frame estimates.

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45

Video Denoising Example: Salesman

Noisy frame VIDOLSAT (PSNR = 30.97 dB)

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VBM4D12 Error (PSNR = 27.20 dB) VIDOLSAT Error

12 [Maggioni et al. ’12]

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From Patches To Filter Banks

12

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4

Learning on Image Patches

Patches of image

Yj = Rjy , j = 1,..N : jth image patch, vectorized.

Y = [Y1 |Y2 | ..... |YN ] ∈ Rn×N : matrix of vectorized patches - training

signals

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SparsifyingTransformsasFilterBanksforMaximallyOverlappingPatches

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SparsifyingTransformsasFilterBanksforMaximallyOverlappingPatches

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SparsifyingTransformsasFilterBanksforMaximallyOverlappingPatches

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SparsifyingTransformsasFilterBanksforMaximallyOverlappingPatches

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SparsifyingTransformsasFilterBanksforMaximallyOverlappingPatches

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Sparsifying transforms as filter banks

Take away: Existing transform learning algorithms learn perfectreconstruction filter banks!

... But, requiring W to be LI is stronger than requiring HW to bePR!

Two questions:1 Do we benefit by requiring HW to be PR and relaxing the LI

condition on W?2 Can we find an efficient algorithm to learn such an HW ?

15

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Sparsifying transforms as filter banks

Take away: Existing transform learning algorithms learn perfectreconstruction filter banks!

... But, requiring W to be LI is stronger than requiring HW to bePR!

Two questions:1 Do we benefit by requiring HW to be PR and relaxing the LI

condition on W?2 Can we find an efficient algorithm to learn such an HW ?

15

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Sparsifying transforms as filter banks

Take away: Existing transform learning algorithms learn perfectreconstruction filter banks!

... But, requiring W to be LI is stronger than requiring HW to bePR!

Two questions:1 Do we benefit by requiring HW to be PR and relaxing the LI

condition on W?2 Can we find an efficient algorithm to learn such an HW ?

15

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Previous Work

Connection between patch-based analysis operators andconvolution previously known

Convolution often used as a computational tool

16

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The Key Property

Each frequency must pass through at least one channel!

Diagonalization

CHWCW = ΦH ddiag( ∣∣∣ΦW T

∣∣∣2 1Nc

Perfect Recovery Condition

HW is PR⇔ each entry of∣∣∣ΦW T

∣∣∣2 1Nc > 0

Decouples the choice of number of channels Nc and patch size(support of transform) K ×KEspecially attractive for high dimensional data

19

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Learning a sparsifying filter bank

20

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Learning Formulation

DesiderataI Parameterize with few degrees of freedom

I HWx should be (approximately) sparse

I HW should be PR and well conditioned

I No identically zero filters

I No duplicated filters

21

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Learning Formulation

HWx should be (approximately) sparse

=⇒WX should be (approximately) sparse

F (W,Z, x) , 12‖WX − Z‖2F + ν‖Z‖0

22

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Learning Formulation

HW should be PR and well conditioned

Let ζi be an eigenvalue of HHWHW

N2∑i=1

f(ζi) =N2∑i=1

ζ2i

2 − log ζi2

= 0.5N2∑i=1

Nc∑j=1

(∣∣∣ΦW T

∣∣∣2)i,j − log

Nc∑j=1

(∣∣∣ΦW T

∣∣∣2)i,j

24

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Learning Formulation

No identically zero filters

−βNc∑j=1

log(‖Wj,:‖22

)

25

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Learning Formulation

HW should be PR and well conditioned

No identically zero filters

J1(W ) = 0.5N2∑i=1

Nc∑j=1

(∣∣∣ΦW T

∣∣∣2)i,j − log

Nc∑j=1

(∣∣∣ΦW T

∣∣∣2)i,j

− β

Nc∑j=1

log(‖Wj,:‖22

)

26

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Learning Formulation

No duplicated filters

J2(W ) =∑

1≤i<j≤Nc

− log

1−(〈Wi,:,Wj,:〉‖Wi,:‖2‖Wj,:‖2

)2

28

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Learning Formulation

minW,Z

12‖WX−Z‖2F +αJ1(W )+γJ2(W )+ν‖Z‖0

Alternating minimization:

Zk+1 = arg minZ 12‖W

kX − Z‖2F + ν‖Z‖0

W k+1 = arg minW 12‖WX − Zk+1‖2F + αJ1(W ) + γJ2(W )

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Application to MagneticResonance Imaging

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Imaging Model

Imaging Model: Undersampled Fourier measurements

y = ΓΦx+ e

x ∈ RN2: Input image

Φ ∈ CN2×N2: DFT matrix

Γ ∈ CM×N2: Row selection matrix

e ∈ CM : Zero mean Gaussian noise

33

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Image Reconstruction - Transform Blind CompressedSensing

minx,HW ,z

12‖y − ΓΦx‖22+λ

(12‖HWx− z‖

22 + ν‖z‖0 + αJ1(HW ) + γJ2(HW )

)

Data fidelity

Transform learning

Solve using alternating minimization

34

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Image Reconstruction - Transform Blind CompressedSensing

minx,HW ,z

12‖y − ΓΦx‖22+λ

(12‖HWx− z‖

22 + ν‖z‖0 + αJ1(HW ) + γJ2(HW )

)

Data fidelity

Transform learning

Solve using alternating minimization

34

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Image Reconstruction - Transform Blind CompressedSensing

minx,HW ,z

12‖y − ΓΦx‖22+λ

(12‖HWx− z‖

22 + ν‖z‖0 + αJ1(HW ) + γJ2(HW )

)

Data fidelity

Transform learning

Solve using alternating minimization

34

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Image Reconstruction - Transform Blind CompressedSensing

minx,HW ,z

12‖y − ΓΦx‖22+λ

(12‖HWx− z‖

22 + ν‖z‖0 + αJ1(HW ) + γJ2(HW )

)

Data fidelity

Transform learning

Solve using alternating minimization

34

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Image Reconstruction - Transform Blind CompressedSensing

Image Update

minx

12‖y−ΓΦx‖2+λ2‖HWx−z‖2

2

Transform Update

minW

12‖HWx−z‖2

F +αJ1(W )+γJ2(W )

Sparse Code Update

minz

12‖HWx− z‖2

2 + ν‖z‖0

35

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ExperimentsSynthetic MR data from magnitudeimage

≈ 5 fold undersampling

Vary filter size & number of channels

Compare against square patch-basedtransform learning:

minW,x,Z

12‖y − ΓΦx‖22 + λ

2 ‖WX − Z‖+ ν‖Z‖0

+ α‖W‖2F − β log detW

Solved using alternating minimization

Initialized with DCT matrix

36

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Reconstruction PSNR (dB)

σ / PSNR In

Filter Bank Patch Based

Nc = 64 Nc = 128 Nc = 6464× 64

K = 8 K = 8 K = 120 / 29.6 35.2 35.2 35.1 34.610255 / 28.8 32.6 32.7 32.6 32.520255 / 26.9 31.6 31.6 31.2 31.3

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Learned filters 8× 8

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Conclusion

New framework for learning filter bank sparsifying transforms

Replace patch recovery conditions with image recovery

Decouples number of channels from filter length

Can outperform patch-based transform for MR reconstruction

41

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42

Summary

We introduced several data-driven sparsifying transform adaptationtechniques.

Proposed learning methods

are highly efficient and scalable

enjoy good theoretical and empirical convergence behavior

are highly effective in many applications

Highly promising results obtained using transform learning indenoising and compressed sensing.

Papers and software available for download athttp://transformlearning.csl.illinois.edu

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Thank You!

GRC Imaging Science 2016

Workwith•  SairprasadRavishankar•  BihanWen•  LukePfister

Acknowledgements: NSF Grants CCF-1018660&CCF-1320953AndrewT.YangFellowship

Papersandsodware:h^p://transformlearning.csl.illinois.edu