Bilevel approaches for learning of variational imaging models

Bilevel approaches for learning of variational imaging models
XXXX, 1–40
© De Gruyter YYYY
Bilevel approaches for learning of variational
imaging models
Luca Calatroni, Chung Cao, Juan Carlos De los Reyes,
Carola-Bibiane Schönlieb and Tuomo Valkonen
Abstract. We review some recent learning approaches in variational imaging based on bilevel
optimisation and emphasise the importance of their treatment in function space. The paper
covers both analytical and numerical techniques. Analytically, we include results on the existence and structure of minimisers, as well as optimality conditions for their characterisation.
Based on this information, Newton type methods are studied for the solution of the problems
at hand, combining them with sampling techniques in case of large databases. The computational verification of the developed techniques is extensively documented, covering instances
with different type of regularisers, several noise models, spatially dependent weights and large
image databases.
Keywords. Image denoising, variational methods, bilevel optimisation, supervised learning.
AMS classification. 49J40, 49J21, 49K20, 68U10, 68T05, 90C53, 65K10.
1 Overview of learning in variational imaging
A myriad of different imaging models and reconstruction methods exist in the literature and their analysis and application is mostly being developed in parallel in different
disciplines. The task of image reconstruction from noisy and under-sampled measurements, for instance, has been attempted in engineering and statistics (in particular
signal processing) using filters [72, 91, 33] and multi scale analysis [97, 59, 98], in
statistical inverse problems using Bayesian inversion and machine learning [43] and
in mathematical analysis using variational calculus, PDEs and numerical optimisation
[89]. Each one of these methodologies has its advantages and disadvantages, as well
as multiple different levels of interpretation and formalism. In this paper we focus on
the formalism of variational reconstruction approaches.
A variational image reconstruction model can be formalised as follows. Given data
f which is related to an image (or to certain image information, e.g. a segmented or
The original research behind this review has been supported by the King Abdullah University of Science
and Technology (KAUST) Award No. KUK-I1-007-43, the EPSRC grants Nr. EP/J009539/1 “Sparse
& Higher-order Image Restoration”, and Nr. EP/M00483X/1 “Efficient computational tools for inverse
imaging problems”, the Escuela Politécnica Nacional de Quito under award PIS 12-14 and the MATHAmSud project SOCDE “Sparse Optimal Control of Differential Equations”. C. Cao and T. Valkonen
have also been supported by Prometeo scholarships of SENESCYT (Ecuadorian Ministry of Higher Education, Science, Technology and Innovation).
Calatroni, Cao, De los Reyes, Schönlieb and Valkonen
edge detected image) u through a generic forward operator (or function) K, the task
is to retrieve u from f . In most realistic situations this retrieval is complicated by
the ill-posedness of K as well as random noise in f . A widely accepted method that
approximates this ill-posed problem by a well-posed one and counteracts the noise is
the method of Tikhonov regularisation. That is, an approximation to the true image is
computed as a minimiser of
α R(u) + d(K(u), f ),
where R is a regularising energy that models a-priori knowledge about the image u,
d(·, ·) is a suitable distance function that models the relation of the data f to the unknown u, and α > 0 is a parameter that balances our trust in the forward model against
the need of regularisation. The parameter α in particular, depends on the amount of
ill-posedness in the operator K and the amount (amplitude) of the noise present in
f . A key issue in imaging inverse problems is the correct choice of α, image priors
(regularisation functionals) R, fidelity terms d and (if applicable) the choice of what
to measure (the linear or nonlinear operator K). Depending on this choice, different
reconstruction results are obtained.
Several strategies for conceiving optimization problems have been considered. One
approach is the a-priori modelling of image priors, forward operator K and distance
function d. Total variation regularisation, for instance, has been introduced as an image prior in [89] due to its edge-preserving properties. Its reconstruction qualities have
subsequently been thoroughly analysed in works of the variational calculus and partial differential equations community, e.g. [2, 24, 1, 6, 11, 5, 79, 99] only to name a
few. The forward operator in magnetic resonance imaging (MRI), for instance, can be
derived by formalising the physics behind MRI which roughly results in K = SF a
sampling operator applied to the Fourier transform. Appropriate data fidelity distances
d are mostly driven by statistical considerations that model our knowledge of the data
distribution [56, 58]. Poisson distributed data, as it appears in photography [34] and
emission tomography applications [100], is modelled by the Kullback-Leibler divergence [90], while a normal data distribution, as for Gaussian noise, results in a least
squares fit model. In the context of data driven learning approaches we mention statistically grounded methods for optimal model design [50] and marginalization [14, 62],
adaptive and multiscale regularization [94, 41, 45] – also for non-local regularisation
[13, 47, 80, 81] – learning in the context of sparse coding and dictionary learning
[77, 68, 67, 104, 82], learning image priors using Markov Random fields [88, 95, 40],
deriving optimal priors and regularised inversion matrices by analysing their spectrum
[31, 46], and many recent approaches that – based on a more or less generic model
setup such as (1.1) – aim to optimise operators (i.e., matrices and expansion) and functions (i.e. distance functions d) in a functional variational regularisation approach by
bilevel learning from ‘examples’ [55, 37, 63, 4, 92, 29, 39, 38], among others.
Here, we focus on a bilevel optimisation strategy for finding an optimal setup of
variational regularisation models (1.1). That is, given a set of training images we find a
Bilevel learning in imaging
setup of (1.1) which minimises an a-priori determined cost functional F measuring the
performance of (1.1) with respect to the training set, compare Section 2 for details. The
setup of (1.1) can be optimised for the choice of regularisation R as will be discussed
in Section 4, for the data fitting distance d as in Section 5, or for an appropriate forward
operator K as in blind image deconvolution [54] for example.
In the present article, rather than working on the discrete problem, as is done in
standard parameter learning and model optimisation methods, we discuss the optimisation of variational regularisation models in infinite dimensional function space. The
resulting problems present several difficulties due to the nonsmoothness of the lower
level problem, which, in general, makes it impossible to verify Karush-Kuhn-Tucker
(KKT) constraint qualification conditions. This issue has lead to the development of
alternative analytical approaches in order to obtain characterizing first-order necessary
optimality conditions [8, 35, 52]. The bilevel problems under consideration are related to generalized mathematical programs with equilibrium constraints (MPEC) in
function space [65, 78].
In the context of computer vision and image processing bilevel optimisation is considered as a supervised learning method that optimally adapts itself to a given dataset
of measurements and desirable solutions. In [88, 95, 40, 28], for instance the authors consider bilevel optimization for finite dimensional Markov random field models. In inverse problems the optimal inversion and experimental acquisition setup is
discussed in the context of optimal model design in works by Haber, Horesh and
Tenorio [50, 49], as well as Ghattas et al. [14, 7]. Recently parameter learning in
the context of functional variational regularisation models (1.1) also entered the image
processing community with works by the authors [37, 23, 39, 38, 22, 30], Kunisch,
Pock and co-workers [63, 27, 29], Chung et al. [32], Hintermüller et al. [54] and others [4, 92]. Interesting recent works also include bilevel learning approaches for image
segmentation [84] and learning and optimal setup of support vector machines [60].
Apart from the work of the authors [37, 23, 39, 38, 30, 22], all approaches so far
are formulated and optimised in the discrete setting. In what follows, we review modelling, analysis and optimisation of bilevel learning approaches in function space rather
than on a discretisation of (1.1). While digitally acquired image data is of course discrete, the aim of high resolution image reconstruction and processing is always to
compute an image that is close to the real (analogue, infinite dimensional) world. HD
photography produces larger and larger images with a frequently increasing number
of megapixels, compare Figure 1. Hence, it makes sense to seek images which have
certain properties in an infinite dimensional function space. That is, we aim for a
processing method that accentuates and preserves qualitative properties in images independent of the resolution of the image itself [101]. Moreover, optimisation methods
conceived in function space potentially result in numerical iterative schemes which are
resolution and mesh-independent upon discretisation [53].
Learning pipeline Schematically, we proceed in the following way:
Calatroni, Cao, De los Reyes, Schönlieb and Valkonen
Figure 1: Camera technology tending towards continuum images? Most image processing and analysis algorithms are designed for a finite number of pixels. But camera
technology allows to capture images of higher and higher resolution and therefore the
number of pixels in images changes constantly. Functional analysis, partial differential
equations and continuous optimisation allow us to design image processing models in
the continuum.
(i) We consider a training set of pairs (fk , uk ), k = 1, 2, . . . , N . Here, fk denotes
the imperfect image data, which we assume to have been measured with a fixed
device with fixed settings, and the images uk represent the ground truth or images
that approximate the ground truth within a desirable tolerance.
(ii) We determine a setup of (1.1) which gives solutions that are in average ‘optimal’
with respect to the training set in (i). Generically, this can be formalised as
F (u∗k (R, d, K, α))
subject to
u∗k (R, d, K, α) = argminu {R(u) + d(K(u), fk )} ,
k = 1, . . . , N.
Here F (u∗k (R, d, K, α)) is a given cost function, that evaluates the optimality of
the reconstructed image u∗k (R, d, K, α) by comparing it to its counterpart in the
training set. A standard choice for F is the least-squares distance
F (u∗k (R, d, K, α)) = ku∗k (R, d, K, α) − uk k22 , which can be interpreted as seeking a reconstruction with maximal signal to noise ratio (SNR). The bilevel problem (1.2) accommodates optimisation of (1.1) with respect to the regularisation
R, the fidelity distance d, the forward operator K (corresponding to optimising
for the acquisition strategy) and the regularisation strength α. In this paper, we
Bilevel learning in imaging
focus on optimising R within the group of total variation (TV) - type regularisers,
an optimal selection of α and an optimal choice for the distance d within the class
of L2 and L1 norms, and the Kullback-Leibler divergence.
(iii) Having determined an optimal setup (R∗ , d∗ , K ∗ , α∗) as a solution of (1.2), its
generalisation qualities are analysed by testing the resulting variational model on
a validation set of imperfect image data and ground truth images, with similar
properties to the training set in (i).
Remark 1.1. A question that arises when considering the learning pipeline above is
wether the assumption of having a training set for an application at hand is indeed
feasible. In what follows, we only focus on simulated examples for which we know the
ground truth uk by construction. This is an academic exercise to study the qualitative
properties of the learning strategy on the one hand – in particular its robustness and
generalizability (from training set to validation set) – as well as qualitative properties
of different regularisers and data fidelity terms on the other hand. One can imagine,
however, extending this to more general situations, i.e. training sets in which the
uk s are not exactly the ground truth but correspond to, e.g. high-resolution medical
(MR) imaging scans of phantoms or to photographs acquired in specific settings (with
high and low ISO, in good and bad lighting conditions, etc.). Moreover, for other
applications such as image segmentation, one could think of the uk s as a set of given
labels or manual segmentations of images fk in the training set.
Outline of the paper In what follows we focus on bilevel learning of an optimal
variational regularisation model in function space. We give an account on the analysis for a generic learning approach in infinite dimensional function space presented in
[39] in Section 2. In particular, we will discuss under which conditions on the learning
approach, in particular the regularity of the variational model and the cost functional,
we can indeed prove existence of optimal parameters in the interior of the domain
(guaranteeing compactness), and derive an optimal system exemplarily for parameter
learning for total variation denoising. Section 3 discusses the numerical solution of
bilevel learning approaches. Here, we focus on the second-order iterative optimisation
methods such as quasi and semismooth Newton approaches [36], which are combined
with stochastic (dynamic) sampling strategies for efficiently solving the learning problem even in presence of a large training set [23]. In Sections 4 and 5 we discuss the
application of the generic learning model from Section 2 to conceiving optimal regularisation functionals (in the simplest setting this means computing optimal regularisation
parameters; in the most complex setting this means computing spatially dependent and
vector valued regularisation parameters) [38, 30], and optimal data fidelity functions
in presence of different noise distributions [37, 22].
Calatroni, Cao, De los Reyes, Schönlieb and Valkonen
2 The learning model and its analysis in function space
2.1 The abstract model
Our image domain will be an open bounded set Ω ⊂ Rn with Lipschitz boundary. Our
data f lies in Y = L2 (Ω; Rm ). We look for positive parameters λ = (λ1 , . . . , λM ) and
α = (α1 , . . . , αN ) in abstract parameters sets Pλ+ and Pα+ . They are intended to solve
for some convex, proper, weak* lower semicontinuous cost functional F : X → R the
F (uα,λ ) s.t. uα,λ ∈ arg min J(u; λ, α),
α∈Pα , λ∈Pλ
J(u; λ, α) :=
λi (x)φi (x, [Ku](x)) dx +
αj (x) d|Aj u|(x).
Our solution u lies in an abstract space X, mapped by the linear operator K to Y .
Several further technical assumptions discussed in detail in [39] cover A, K, and the
φi . In Section 2.2 of this review we concentrate on specific examples of the framework.
Remark 2.1. In this paper we focus on the particular learning setup as in (P), where
the variational model is parametrised in terms of sums of different fidelity terms φi
and total variation type regularisers d|Aj u|, weighted against each other with scalar
or function valued parameters λi and αj (respectively). This framework is the basis for
the analysis of the learning model, in which convexity of J(·; λ, α) and compactness
properties in the space of functions of bounded variation will be crucial for proving
existence of an optimal solution. Please note, however, that bilevel learning has been
considered in more general scenarios in the literature, beyond what is covered by our
model. Let us mention work by Hintermüller [54] et al. on blind-deblurring and Pock
et al. on learning of nonlinear filter functions and convolution kernels [27, 29]. These
works, however, treat the learning model in finite dimensions, i.e. the discretisation of
a learning model such as ours (P), only. An investigation of these more general bilevel
learning models in a function space setting is a matter of future research.
It is also worth mentioning that the model discussed in this paper and in [63] are
connected to sparse optimisation model using wavelets, in particular wavelet frames
For the approximation of problem (P) we consider various smoothing steps. For one,
we require Huber regularisation of the Radon norms. This is required for the singlevalued differentiability of the solution map (λ, α) 7→ uα,λ , required by current numerical methods, irrespective of whether we are in a function space setting or not; for an
idea of this differential in the finite-dimensional case, see [87, Theorem 9.56]. Secondly, we take a convex, proper, and weak* lower-semicontinous smoothing functional
H : X → [0, ∞]. The typical choice that we concentrate on is H(u) = 21 k∇uk2 .
Bilevel learning in imaging
For parameters µ ≥ 0 and γ ∈ (0, ∞], we then consider the problem
, λ∈Pλ+
F (uα,λ,γ,µ ) s.t. uα,λ,γ,µ ∈
J γ,µ (u; λ, α)
arg min
(Pγ,µ )
u∈X∩dom µH
(u; λ, α) := µH(u)+
λi (x)φi (x, [Ku](x)) dx+
αj (x) d|Aj u|γ (x).
Here we denote by |Aj u|γ the Huberised total variation measure which is defined as
Definition 2.2. Given γ ∈ (0, ∞], we define for the norm k · k2 on Rn , the Huber
kgk2 − 2γ
, kgk2 ≥ 1/γ,
|g|γ = γ
kgk2 < 1/γ.
2 kgk2 ,
Then if ν = f Ln + ν s is the Lebesgue decomposition of ν ∈ M(Ω; Rn ) into the
absolutely continuous part f Ln and the singular part ν s , we set
|ν|γ (V ) :=
|f (x)|γ dx + |ν s |(V ), (V ∈ B(Ω)).
The measure |ν|γ is the Huber-regularisation of the total variation measure |ν|.
In all of these, we interpret the choice γ = ∞ to give back the standard unregularised total variation measure or norm.
2.2 Existence and structure: L2 -squared cost and fidelity
We now choose
F (u) = kKu − f0 k2Y ,
φ1 (x, v) = |f (x) − v|2 ,
with M = 1. We also take Pλ+ = {1}, i.e., we do not look for the fidelity weights. Our
next results state for specific regularisers with discrete parameters α = (α1 , . . . , αN ) ∈
Pα+ = [0, ∞]N , conditions for the optimal parameters to satisfy α > 0. Observe how
we allow infinite parameters, which can in some cases distinguish between different
We note that these results are not a mere existence results; they are structural results
as well. If we had an additional lower bound 0 < c ≤ α in (P), we could without
the conditions (2.2) for TV and (2.3) for TGV2 [10] denoising, show the existence
of an optimal parameter α. Also with fixed numerical regularisation (γ < ∞ and
µ > 0), it is not difficult to show the existence of an optimal parameter without the
Calatroni, Cao, De los Reyes, Schönlieb and Valkonen
lower bound. What our very natural conditions provide is existence of optimal interior solution α > 0 to (P) without any additional box constraints or the numerical
regularisation. Moreover, the conditions (2.2) and (2.3) guarantee convergence of optimal parameters of the numerically regularised H 1 problems (Pγ,µ ) to a solution of
the original BV(Ω) problem (P).
Theorem 2.3 (Total variation Gaussian denoising [39]). Suppose f, f0 ∈ BV(Ω) ∩
L2 (Ω), and
TV(f ) > TV(f0 ).
Then there exist µ̄, γ̄ > 0 such that any optimal solution αγ,µ ∈ [0, ∞] to the problem
kf0 − uα k2L2 (Ω)
α∈[0,∞] 2
uα ∈ arg min
kf − uk2L2 (Ω) + α|Du|γ (Ω) +
k∇uk2L2 (Ω;Rn )
satisfies αγ,µ > 0 whenever µ ∈ [0, µ̄], γ ∈ [γ̄, ∞].
This says that if the noisy image oscillate more than the noise-free image f0 , then
the optimal parameter is strictly positive – exactly what we would naturally expect!
First steps of proof: modelling in the abstract framework. The modelling of total variation is is based on the choice of K as the embedding of X = BV(Ω) ∩ L2 (Ω) into
Y = L2 (Ω), and A1 = D. For the smoothing term we take H(u) = 21 k∇uk2L2 (Ω;Rn ) .
For the rest of the proof we refer to [39].
Theorem 2.4 (Second-order total generalised variation Gaussian denoising [39]). Suppose that the data f, f0 ∈ L2 (Ω) ∩ BV(Ω) satisfies for some α2 > 0 the condition
TGV2(α2 ,1) (f ) > TGV2(α2 ,1) (f0 ).
Then there exists µ̄, γ̄ > 0 such any optimal solution αγ,µ = ((αγ,µ )1 , (αγ,µ )2 ) to the
kf0 − vα k2L2 (Ω)
(vα , wα ) ∈ arg min
kf − vk2L2 (Ω) + α1 |Dv − w|γ (Ω) + α2 |Ew|γ (Ω)
k(∇v, ∇w)k2L2 (Ω;Rn ×Rn×n )
satisfies (αγ,µ )1 , (αγ,µ )2 > 0 whenever µ ∈ [0, µ̄], γ ∈ [γ̄, ∞].
Bilevel learning in imaging
Here we recall that BD(Ω) is the space of vector fields of bounded deformation
[96]. Again, the noisy data has to oscillate more in terms of TGV2 than the groundtruth does, for the existence of an interior optimal solution to (P). This of course allows
us to avoid constraints on α.
Observe that we allow for infinite parameters α. We do not seek to restrict them to
be finite, as this will allow us to decide between TGV2 , TV, and TV2 regularisation.
First steps of proof: modelling in the abstract framework. To present TGV2 in the abstract framework, we take take X = (BV(Ω) ∩ L2 (Ω)) × BD(Ω), and Y = L2 (Ω).
We denote u = (v, w), and set
K(v, w) = v,
A1 u = Dv − w,
A2 u = Ew
for E the symmetrised differential. For the smoothing term we take
H(u) = k(∇v, ∇w)k2L2 (Ω;Rn ×Rn×n ) .
For more details we again point the reader to [39].
We also have a result on the approximation properties of the numerical models as
γ % ∞ and µ & 0. Roughly, the the outer semicontinuity [87] of the solution map S
in the next theorem means that as the numerical regularisation vanishes, any optimal
parameters for the regularised models (Pγ,µ ) tend to some optimal parameters of the
original model (P).
Theorem 2.5 ([39]). In the setting of Theorem 2.3 and Theorem 2.4, there exist γ̄ ∈
(0, ∞) and µ̄ ∈ (0, ∞) such that the solution map
(γ, µ) 7→ αγ,µ
is outer semicontinuous within [γ̄, ∞] × [0, µ̄].
We refer to [39] for further, more general results of the type in this section. These
include analogous of the above ones for a novel Huberised total variation cost functional.
2.3 Optimality conditions
In order to compute optimal solutions to the learning problems, a proper characterization of them is required. Since (Pγ,µ ) constitute PDE-constrained optimisation
problems, suitable techniques from this field may be utilized. For the limit cases,
an additional asymptotic analysis needs to be performed in order to get a sharp characterization of the solutions as γ → ∞ or µ → 0, or both.
Several instances of the abstract problem (Pγ,µ ) have been considered in previous
contributions. The case with Total Variation regularization was considered in [37] in
Calatroni, Cao, De los Reyes, Schönlieb and Valkonen
presence of several noise models. There the Gâteaux differentiability of the solution
operator was proved, which lead to the derivation of an optimality system. Thereafter
an asymptotic analysis with respect to γ → ∞ was carried out (with µ > 0), obtaining an optimality system for the corresponding problem. In that case the optimisation
problem corresponds to one with variational inequality constraints and the characterization concerns C-stationary points.
Differentiability properties of higher order regularisation solution operators were
also investigated in [38]. A stronger Fréchet differentiability result was proved for the
TGV2 case, which also holds for TV. These stronger results open the door, in particular,
to further necessary and sufficient optimality conditions.
For the general problem (Pγ,µ ), using the Lagrangian formalism the following optimality system is obtained:
h∇u, ∇vi dx +
λi φ0i (Ku)Kv dx
h∇p, ∇vi dx +
αj hhγ (Aj u), Aj vi dx = 0,
∀v ∈ V, (2.4)
hλi φ00i (Ku)Kp, Kvi dx
αj hh0∗
γ (Aj u)Aj p, Aj vi dx = −F (u)v,
∀v ∈ V, (2.5)
φi (Ku)Kp(ζ − λi ) dx ≥ 0,
∀ζ ≥ 0, i = 1, . . . , M,
hγ (Aj u)Aj p(η − αj ) dx ≥ 0,
∀η ≥ 0, j = 1, . . . , N,
where V stands for the Sobolev space where the regularised image lives (typically
a subspace of H 1 (Ω; Rm ) with suitable homogeneous boundary conditions), p ∈ V
stands for the adjoint state and hγ is a regularized version of the TV subdifferential,
for instance,
if γ|z| − 1 ≥ 2γ
 |z|
hγ (z) :=
(1 − γ2 (1 − γ|z| +
1 2
2γ ) )
if γ|z| − 1 ∈ (− 2γ
, 2γ
if γ|z| − 1 ≤
− 2γ
This optimality system is stated here formally. Its rigorous derivation has to be justified
for each specific combination of spaces, regularisers, noise models and cost functionals.
Bilevel learning in imaging
With help of the adjoint equation (2.5) also gradient formulas for the reduced cost
functional F(λ, α) := F (uα,λ , λ, α) are derived:
hγ (Aj u)Aj p dx,
φi (Ku)Kp dx,
(∇α F)j =
(∇λ F)i =
for i = 1, . . . , M and j = 1, . . . , N , respectively. The gradient information is of
numerical importance in the design of solution algorithms. In the case of finite dimensional parameters, thanks to the structure of the minimisers reviewed in Section 2, the
corresponding variational inequalities (2.6)-(2.7) turn into equalities. This has important numerical consequences, since in such cases the gradient formulas (2.9) may be
used without additional projection steps. This will be commented in detail in the next
3 Numerical optimisation of the learning problem
3.1 Adjoint based methods
The derivative information provided through the adjoint equation (2.5) may be used in
the design of efficient second-order algorithms for solving the bilevel problems under
consideration. Two main directions may be considered in this context: Solving the
original problem via optimisation methods [23, 38, 76], and solving the full optimality system of equations [63, 30]. The main advantage of the first one consists in the
reduction of the computational cost when a large image database is considered (this issue will be treated in detail below). When that occurs, the optimality system becomes
extremely large, making it difficult to solve it in a manageable amount of time. For
small image database, when the optimality system is of moderate size, the advantage
of the second approach consists in the possibility of using efficient (possibly generalized) Newton solvers for nonlinear systems of equations, which have been intensively
developed in the last years.
Let us first describe the quasi-Newton methodology considered in [23, 38] and further developed in [38]. For the design of a quasi-Newton algorithm for the bilevel
problem with, e.g., one noise model (λ1 = 1), the cost functional has to be considered
in reduced form as F(α) := F (uα , α), where uα is implicitly determined by solving
the denoising problem
uα = arg min
k∇uk2 dx +
αj d|Aj u|γ +
Using the gradient formula for F,
(∇F(α ))j =
hγ (Aj u)Aj p dx,
φ(u) dx,
µ > 0. (3.1)
j = 1, . . . , N,
Calatroni, Cao, De los Reyes, Schönlieb and Valkonen
the BFGS matrix may be updated with the classical scheme
Bk+1 = Bk −
Bk sk ⊗ Bk sk
z k ⊗ zk
(Bk sk , sk )
(zk , sk )
where sk = α(k+1) − α(k) , zk = ∇F(α(k+1) ) − ∇F(α(k) ) and (w ⊗ v)ϕ := (v, ϕ)w.
For the line search strategy, a backtracking rule may be considered, with the classical
Armijo criteria
F(α(k) + tk d(k) ) − F(α(k) ) ≤ tk β∇F(α(k) )T d(k) ,
β ∈ (0, 1],
where d(k) stands for the quasi-Newton descent direction and tk the length of the quasiNewton step. We consider, in addition, a cyclic update based on curvature verification,
i.e., we update the quasi-Newton matrix only if the curvature condition (zk , sk ) > 0
is satisfied. The positivity of the parameter values is usually preserved along the iterations, making a projection step superfluous in practice. In more involved problems,
like the ones with TGV2 or ICTV denoising, an extra criteria may be added to the
Armijo rule, guaranteeing the positivity of the parameters in each iteration. Experiments with other line search rules (like Wolfe) have also been performed. Although
these line search strategies automatically guarantee the satisfaction of the curvature
condition (see, e.g., [75]), the interval where the parameter tk has to be chosen appears to be quite small and is typically missing.
The denoising problems (3.1) may be solved either by efficient first- or secondorder methods. In previous works we considered primal-dual Newton type algorithms
(either classical or semismooth) for this purpose. Specifically, by introducing the dual
variables qi , i = 1, . . . , N , a necessary and sufficient condition for the lower level is
given by
µ h∇u, ∇vi dx +
hqi , Ai vi dx + hφ0 (u), vi dx = 0, ∀v ∈ V, (3.5)
qi = αi hγ (Ai u) a.e. in Ω, i = 1, . . . , N,
where hγ (z) :=
is a regularized version of the TV subdifferential, and the
generalized Newton step has the following Jacobi matrix
L + φ00 (u)
A∗1 . . . A∗N
 −α1 N(A1 u) − χ1 A1|Au⊗A
0 
1 u|
−αN N(AN u) − χN AN|Au⊗A
AN 0
where L is an elliptic operator, χi (x) is the indicator function of the set {x : γ|Ai u| >
i u|)
1} and N(Ai u) := min(1,γ|A
, for i = 1, . . . , N . In practice, the convergence neigh|Ai u|
bourhood of the classical method is too small and some sort of globalization is required. Following [53] a modification of the matrix was systematically considered,
Bilevel learning in imaging
u⊗Ai u
is replaced by max(|qqii |,αi ) ⊗ |AAiu|
where the term Ai|A
2 . The resulting algorithm
i u|
exhibits both a global and a local superlinear convergent behaviour.
For the coupled BFGS algorithm a warm start of the denoising Newton methods
was considered, using the image computed in the previous quasi-Newton iteration as
initialization for the lower level problem algorithm. The adjoint equations, used for
the evaluation of the gradient of the reduced cost functional, are solved by means of
sparse linear solvers.
Alternatively, as mentioned previously, the optimality system may be solved at once
using nonlinear solvers. In this case the solution is only a stationary point, which has
to be verified a-posteriori to be a minimum of the cost functional. This approach
has been considered in [63] and [30] for the finite- and infinite-dimensional cases,
respectively. The solution of the optimality system also presents some challenges due
to the nonsmoothness of the regularisers and the positivity constraints.
For simplicity, consider the bilevel learning problem with the TV-seminorm, a single
Gaussian noise model and a scalar weight α. The optimality system for the problems
reads as follows
αhγ (∇u)∇v dx + (u − f )v dx = 0, ∀v ∈ V, (3.8a)
µ h∇u, ∇vi dx +
µ h∇p, ∇vi dx +
p v dx
= −F 0 (u)v, ∀v ∈ V,
σ = hhγ (∇u), ∇pi dx.
σ ≥ 0, α ≥ 0, σ · α = 0.
where hγ is given by, e.g., equation (2.8). The Newton iteration matrix for this coupled
system has the following form:
L + ∇∗ α(k) h0γ (∇uk )∇
∇∗ hγ (∇uk )
 ∗ (k) 00
∇ α hγ (∇uk ) ∇p ∇ + F 00 (uk ) L + ∇∗ α(k) h0γ (∇uk )∇ ∇∗ h0γ (∇uk )∇p .
h0γ (∇uk )∇p∇
hγ (∇uk )∇
The structure of this matrix leads to similar difficulties as for the denoising Newton
iterations described above. To fix this and get good convergence properties, Kunisch
and Pock [63] proposed an additional feasibility step, where the iterates are projected
on the nonlinear constraining manifold. In [30], similarly as for the lower level problem treatment, modified Jacobi matrices are built by replacing the terms h0γ (uk ) in
the diagonal, using projections of the dual multipliers. Both approaches lead to globally convergent algorithm with locally superlinear convergence rates. Also domain
decomposition techniques were tested in [30] for the efficient numerical solution of
the problem.
Calatroni, Cao, De los Reyes, Schönlieb and Valkonen
By using this optimize-then-discretise framework, resolution independent solution
algorithms may be obtained. Once the iteration steps are well specified, both strategies
outlined above use a suitable discretisation of the image. Typically a finite differences
scheme with mesh size step h > 0 is used for this purpose. The minimum possible
value of h is related to the resolution of the image. For the discretisation of the Laplace
operator the usual five point stencil is used, while forward and backward finite differences are considered for the discretisation of the divergence and gradient operators,
respectively. Alternative discretisation methods (finite elements, finite volumes, etc)
may be considered as well, with the corresponding operators.
3.2 Dynamic sampling
For a robust and realistic learning of the optimal parameters, ideally, a rich database
of K images, K 1 should be considered (like, for instance, MRI applications,
compare Section 5.2). Numerically, this consists in solving a large set of nonsmooth
PDE-constraints of the form (3.5)- (3.6) in each iteration of the BFGS optimisation
algorithm (3.3), which renders the computational solution expensive. In order to deal
with such large-scale problems various approaches have been presented in the literature. They are based on the common idea of solving not all the nonlinear PDE constraints, but just a sample of them, whose size varies according to the approach one
intends to use. Stochastic Approximation (SA) methods ([73, 86]) sample typically a
single data point per iteration, thus producing a generally inexpensive but noisy step.
In sample or batch average approximation methods (see e.g. [17]) larger samples are
used to compute an approximating (batch) gradient: the computation of such steps is
normally more reliable, but generally more expensive. The development of parallel
computing, however, has improved upon the computational costs of batch methods:
independent computation of functions and gradients can now be performed in parallel processors, so that the reliability of the approximation can be supported by more
efficient methods.
In [23] we extended to our imaging framework a dynamic sample size stochastic
approximation method proposed by Byrd et al. [18]. The algorithm starts by selecting
from the whole dataset a sample S whose size |S| is small compared to the original
size K. In the following iterations, if the approximation of the optimal parameters
computed produces an improvement in the cost functional, then the sample size is
kept unchanged and the optimisation process continues selecting in the next iteration
a new sample of the same size. Otherwise, if the approximation computed is not a
good one, a new, larger, sample size is selected and a new sample S of this new size is
used to compute the new step. The key point in this procedure is clearly the rule that
checks throughout the progression of the algorithm, whether the approximation we are
performing is good enough, i.e. the sample size is big enough, or has to be increased.
Because of this systematic check, such sampling strategy is called dynamic. In [18,
Theorem 4.2] convergence in expectation of the algorithm is shown. Denoting by ukα
Bilevel learning in imaging
the solution of (3.5)-(3.6) and by f0k the ground-truth images for every k = 1, . . . , K,
we consider now the reduced cost functional F(α) in correspondence of the whole
1 X k
kuα − f0k k2L2 ,
F(α) =
we consider, for every sample S ⊂ {1, . . . , K}, the batch objective function:
FS (α) :=
1 X k
kuα − f0k k2L2 .
As in [18], we formulate in [23] a condition on the batch gradient ∇FS which imposes in every stage of the optimisation that the direction −∇FS is a descent direction
for F at α if the following condition holds:
k∇FS (α) − ∇F(α)kL2 ≤ θk∇FS (α)kL2 ,
θ ∈ [0, 1).
The computation of ∇F may be very expensive for applications involving large
databases and nonlinear constraints, so we rewrite (3.9) as an estimate of the variance
of the batch gradient vector ∇FS (α) which reads:
kV arS (∇FS )kL1 ≤ θ2 k∇FS (α)k2L2 .
We do not report here the details of the derivation of such estimate, but we refer the
interested reader to [23, Section 2]. In [66] expectation-type descent conditions are
used to derive stochastic gradient-descent algorithms for which global convergence in
probability or expectation is in general hard to prove.
In order to improve upon the traditional slow convergence drawback of such descent
methods, the dynamic sampling algorithm in [18] is extended in [23] by incorporating
also second order information in form of a BFGS approximation of the Hessian (3.3)
by evaluations of the sample gradient in the iterations of the optimisation algorithm.
There, condition (3.10) controls in each iteration of the BFGS optimisation whether
the sampling approximation is accurate enough and, if this is not the case, a new
larger sample size may be determined in order to reach the desired level of accuracy,
depending on the parameter θ.
Such strategy can be rephrased in more typical machine-learning terms as a procedure which determines the optimal parameters by validating the robustness of the
parameter selection only in correspondence of training set whose optimal size is computed as above in terms of the quality of batch problem checked by condition (3.10).
4 Learning the image model
One of the main aspects of discussion in the modelling of variational image reconstruction is the type and strength of regularisation that should be imposed on the image.
Calatroni, Cao, De los Reyes, Schönlieb and Valkonen
Algorithm 1 Dynamic Sampling BFGS
1: Initialize: α0 , sample S0 with |S0 | K and model parameter θ, k = 0.
2: while BFGS not converging, k ≥ 0
sample |Sk | PDE constraints to solve;
update the BFGS matrix;
compute direction dk by BFGS and steplength tk by Armijo cond. (3.4);
define new iterate: αk+1 = αk + tk dk ;
if variance condition is satisfied then
maintain the sample size: |Sk+1 | = |Sk |;
else augment Sk such that condition variance condition is verified.
10: end
(a) original
(b) noisy
(c) R(u) = k∇uk22
(d) R(u) = |Du|(Ω)
Figure 2: The effect of the choice of regularisation in (1.1): Choosing the L2 norm
squared of the gradient of u as a regulariser imposes isotropic smoothing on the image
and smoothes the noise equally as blurring the edges. Choosing the total variation
(TV) as a regulariser we are able to eliminate the noise while preserving the main
edges in the image.
That is, what is the correct choice of regularity that should be imposed on an image and
how much smoothing is needed in order to counteract imperfections in the data such
as noise, blur or undersampling. In our variational reconstruction approach (1.1) this
boils down to the question of choosing the regulariser R(u) for the image function u
and the regularisation parameter α. In this section we will demonstrate how functional
modelling and data learning can be combined to derive optimal regularisation models.
To do so, we focus on Total Variation (TV) type regularisation approaches and their
optimal setup. The following discussion constitutes the essence of our derivations in
[39, 38], including an extended numerical discussion with an interesting application of
our approach to cartoon-texture decomposition.
Bilevel learning in imaging
Figure 3: TV image denoising and the staircasing effect: (l.) noisy image, (m.) denoised image, (r.) detail of the bottom right hand corner of the denoised image to visualise the staircasing effect (the creation of blocky-like patterns due to the first-order
4.1 Total variation type regularisation
The TV is the total variation measure of the distributional derivative of u [3], that is
for u defined on Ω
T V (u) = |Du|(Ω) =
As the seminal work of Rudin, Osher and Fatemi [89] and many more contributions in
the image processing community have proven, a non-smooth first-order regularisation
procedure as TV results in a nonlinear smoothing of the image, smoothing more in
homogeneous areas of the image domain and preserving characteristic structures such
as edges, compare Figure 2. More precisely, when TV is chosen as a regulariser in
(1.1) the reconstructed image is a function in BV the space of functions of bounded
variation, allowing the image to be discontinuous as its derivative is defined in the
distributional sense only. Since edges are discontinuities in the image function they
can be represented by a BV regular image. In particular, the TV regulariser is tuned
towards the preservation of edges and performs very well if the reconstructed image is
piecewise constant.
Because one of the main characteristics of images are edges as they define divisions
between objects in a scene, the preservation of edges seems like a very good idea
and a favourable feature of TV regularisation. The drawback of such a regularisation
procedure becomes apparent as soon as images or signals (in 1D) are considered which
do not only consist of constant regions and jumps, but also possess more complicated,
higher-order structures, e.g. piecewise linear parts. The artefact introduced by TV
regularisation in this case is called staircasing [85], compare Figure 3.
One possibility to counteract such artefacts is the introduction of higher-order derivatives in the image regularisation. Here, we mainly concentrate on two second-order
total variation models: the recently proposed Total Generalized Variation (TGV) [10]
and the Infimal-Convolution Total Variation (ICTV) model of Chambolle and Lions
[25]. We focus on second-order TV regularisation only since this is the one which
seems to be most relevant in imaging applications [61, 9]. For Ω ⊂ R2 open and
Calatroni, Cao, De los Reyes, Schönlieb and Valkonen
(a) Too low β / High oscillation
(b) Optimal β
(c) Too high β / almost TV
Figure 4: Effect of β on TGV2 denoising with optimal α
bounded, the ICTV regulariser reads
ICTVα,β (u) :=
v∈W 1,1 (Ω), ∇v∈BV (Ω)
αkDu − ∇vkM(Ω;R2 ) + βkD∇vkM(Ω;R2×2 ) .
On the other hand, second-order TGV [12, 11] reads
TGV2α,β (u) :=
αkDu − wkM(Ω;R2 ) + βkEwkM(Ω;Sym2 (R2 )) .
Here BD(Ω) := {w ∈ L1 (Ω; Rn ) | kEwkM(Ω;Rn×n ) < ∞} is the space of vector fields of bounded deformation on Ω, E denotes the symmetrised gradient and
Sym2 (R2 ) the space of symmetric tensors of order 2 with arguments in R2 . The parameters α, β are fixed positive parameters. The main difference between (4.2) and
(4.3) is that we do not generally have that w = ∇v for any function v. That results
in some qualitative differences of ICTV and TGV regularisation, compare for instance
[5]. Substituting αR(u) in (1.1) by αT V (u), TGV2α,β (u) or ICTVα,β (u) gives the TV
image reconstruction model, TGV image reconstruction model and the ICTV image
reconstruction model, respectively. We observe that in (P) a linear combination of regularisers is allowed and, similarly, a linear combination of data fitting terms is admitted
(see Section 5.3 for more details). As mentioned already in Remark 2.1, more general
bilevel optimisation models encoding nonlinear modelling in a finite dimensional setting have been considered, for instance, in [54] for blind deconvolution and recently in
[28, 29] for learning the optimal nonlinear filters in several imaging applications.
4.2 Optimal parameter choice for TV type regularisation
The regularisation effect of TV and second-order TV approaches as discussed above
heavily depends on the choice of the regularisation parameters α (i.e. (α, β) for
second-order TV approaches). In Figures 4 and 5 we show the effect of different
Bilevel learning in imaging
(a) Too low α, low β.
Good match to noisy data
(b) Too low α, optimal β. (c) Too high α, high β.
optimal T V 2 -like behaviour Bad TV2 -like behaviour
Figure 5: Effect of choosing α too large in TGV2 denoising
choices of α and β in TGV2 denoising. In what follows we show some results from
[38] applying the learning approach (Pγ,µ ) to find optimal parameters in TV type
reconstruction models, as well as a new application of bilevel learning to optimal
cartoon-texture decomposition.
Optimal TV, TGV2 and ICTV denoising We focus on the special case of K = Id
and L2 -squared cost F and fidelity term Φ as introduced in Section 2.2. In [39, 38] we
also discuss the analysis and the effect of Huber regularised L1 costs, but this is beyond
the scope of this paper and we refer the reader to the respective papers. We consider
the problem for finding optimal parameters (α, β) for the variational regularisation
u(α,β) ∈ arg min R(α,β) (u) + ku − f k2L2 (Ω) ,
where f is the noisy image, R(α,β) is either TV in (4.1) multiplied by α (then β is obsolete), TGV2(α,β) in (4.3) or ICT V(α,β) in (4.2). We employ the framework of (Pγ,µ )
with a training pair (f0 , f ) of original image f0 and noisy image f , using L2 -squared
cost FL2 (v) := 12 kf0 − vk2L2 (Ω;Rd ) . As a first example we consider a photograph of a
parrot to which we add Gaussian noise such that the PSNR of the parrot image is 24.72.
In Figure 6, we plot by the red star the discovered regularisation parameter (α∗ , β ∗ )
reported in Figure 7. Studying the location of the red star, we may conclude that the
algorithm managed to find a nearly optimal parameter in very few BFGS iterations,
compare Table 1.
The figure also indicates a nearly quasi-convex structure of the mapping (α, β) 7→
0 − uα,β kL2 (Ω;Rd ) . Although no real quasiconvexity can be proven, this is still
suggestive that numerical methods can have good performance. Indeed, in all of our
experiments, more of which can be found in the original article [38], we have observed
commendable convergence behaviour of the BFGS-based algorithm.
Calatroni, Cao, De los Reyes, Schönlieb and Valkonen
Figure 6: Cost functional value
for the L22 cost functional plotted versus (α, β) for TGV2 denoising. The illustration is a
contour plot of function value
versus (α, β).
Table 1:
Quantified results for the parrot image (`
image width/height in pixels)
Initial (α, β)
/`, αTV
(αTV /`, αTV
Result (α∗ , β ∗ )
(0.058/` , 0.041/`)
(0.051/`2 , 0.041/`)
Generalising power of the model To test the generalising power of the learning
model, we took the Berkeley segmentation data set (BSDS300, [69]), resizing each
image to a computationally manageable 128 pixels on its shortest edge, and took the
128 × 128 top-left square of the image. To the images, we applied pixelwise Gaussian
noise of variance σ = 10. We then split the data set into two halves, each of 100
images. We learned a parameter for each half individually, and then denoised the
images of the other half with that parameter. The results for TV regularisation with
L2 cost and fidelity are in Table 2, an for TGV2 regularisation in Table 3. As can be
seen, the parameters learned using each half, hardly differ. The average PSNR and
SSIM, when denoising using the optimal parameter, learned using the same half, and
the parameter learned from the other half, also differ insignificantly. We can therefore
conclude that the bilevel learning model has good generalising power.
Optimizing cartoon-texture decomposition using a sketch It is not possible to
distinguish noise from texture by the G-norm and related approaches [70]. Therefore, learning an optimal cartoon-texture decomposition based on a noise image and
a ground-truth image is not feasible. What we did instead, is to make a hand-drawn
sketch as our expected “cartoon” f0 , and then use the bi-level framework to find the
Bilevel learning in imaging
(a) Noisy image
(b) TGV2 denoising, L22 cost
(c) ICTV denoising, L22 cost
Figure 7: Optimal denoising results for ini∗ /`, α∗ ) for TGV2 and
tial guess α
~ = (αTV
ICT V , and α
~ = 0.1/` for TV
(d) TV denoising, L22 cost
true “cartoon” and “texture” as split by the model
J(u, v; α) = kf − u − vk2 + α1 kvkKR + α2 TV(u)
for the Kantorovich-Rubinstein norm of [64]. For comparison we also include basic
TV regularisation results, where we define v = f − u. The results for two different
images are in Figure 8 and Table 4, and Figure 9 and Table 5, respectively.
5 Learning the data model
The correct mathematical modelling of the data term d in (1.1) is crucial for the design
of a realistic image reconstruction model fitting appropriately the given data. Its choice
is often driven by physical and statistical considerations on the noise and a Maximum
A Posteriori (MAP) approach is frequently used to derive the underlying model. Typically the noise is assumed to be additive, Gaussian-distributed with zero mean and
variance σ 2 determining the noise intensity. This assumption is reasonable in most of
the applications because of the Central Limit Theorem. One alternative often used to
model transmission errors affecting only a percentage of the pixels in the image consists in considering a different additive noise model where the intensity values of only
Calatroni, Cao, De los Reyes, Schönlieb and Valkonen
Table 2: Cross-validated computations on the BSDS300 data set [69] split into two
halves, both of 100 images. Total variation regularisation with L2 cost and fidelity.
‘Learning’ and ‘Validation’ indicate the halves used for learning α, and for computing
the average PSNR and SSIM, respectively. Noise variance σ = 10.
Average PSNR
Average SSIM
Table 3: Cross-validated computations on the BSDS300 data set [69] split into two
halves, both of 100 images. TGV2 regularisation with L2 cost and fidelity. ‘Learning’
and ‘Validation’ indicate the halves used for learning α, and for computing the average
PSNR and SSIM, respectively. Noise variance σ = 10.
Average PSNR
Average SSIM
(0.0187, 0.0198)
(0.0186, 0.0191)
(0.0186, 0.0191)
(0.0187, 0.0198)
Table 4: Quantified results for cartoon-texture decomposition of the parrot image (` =
256 = image width/height in pixels)
Initial α
(αTV /`1.5 , αTV
Result α
Table 5: Quantified results for cartoon-texture decomposition of the Barbara image
(` = 256 = image width/height in pixels)
Initial α
(αTV /`, αTV
Result α
Bilevel learning in imaging
(a) Original image
(d) TV denoising, L22 cost
(b) Cartoon sketch
(c) KRTV denoising, L22
(e) Texture component for (f) Texture component for
∗ /`1.5 , α∗ )
Figure 8: Optimal sketch-based cartoonification for initial guess α
~ = (αTV
for KRTV and α
~ = 0.1/` for TV
a fraction of pixels in the image are switched to either the maximum/minimum value
of the image dynamic range or to a random value within it, with positive probability.
This type of noise is called impulse or “salt & pepper” noise. Further, in astronomical
imaging applications a Poisson distribution of the noise appears more reasonable, since
the physical properties of the quantised (discrete) nature of light and the independence
property in the detection of photons show dependence on the signal itself, thus making
the use of an additive Gaussian modelling not appropriate.
5.1 Variational noise models
From a mathematical point of view, starting from the pioneering work of Rudin, Osher
and Fatemi [89], in the case of Gaussian noise a L2 -type data fidelity φ(u) = (f − u)2
is typically considered. In the case of impulse noise, variational models enforcing the
sparse structure of the noise distribution make use of the L1 norm and have been considered, for instance, in [74]. For those models then φ(u) = |f − u|. Poisson noisebased models have been considered in several papers by approximating such distribution with a weighted-Gaussian distribution through variance-stabilising techniques
[93, 15]. In [90] a statistically-consistent analytical modelling for Poisson noise distri-
Calatroni, Cao, De los Reyes, Schönlieb and Valkonen
(a) Original image
(d) TV denoising, L22 cost
(b) Cartoon sketch
(c) KRTV denoising, L22
(e) Texture component for (f) Texture component for
∗ /`, α∗ )
Figure 9: Optimal sketch-based cartoonification for initial guess α
~ = (αTV
for KRTV and α
~ = 0.1/` for TV
butions has been derived: the resulting data fidelity term is the Kullback-Leibler-type
functional φ(u) = f − u log u.
As a result of different image acquisition and transmission factors, very often in
applications the presence of multiple noise distributions has to be considered. Mixed
noise distributions can be observed, for instance, when faults in the acquisition of the
image are combined with transmission errors to the receiving sensor. In this case a
combination of Gaussian an impulse noise is observed. In other applications, specific
tools (such as illumination and/or high-energy beams) are used before the signal is
actually acquired. This process is typical, for instance, in microscope and Positron
Emission Tomography (PET) imaging applications and may result in a combination
of a Poisson-type noise combined to an additive Gaussian noise. In the imaging community, several combinations of the data fidelities above have been considered for this
type of problems. In [51], for instance, a combined L1 -L2 TV-based model is considered for joint impulse and Gaussian noise removal. A two-phase approach is considered in [19] where two sequential steps with L1 and L2 data fidelity are performed
to remove the impulse and the Gaussian component in the noise, respectively. Mixtures of Gaussian and Poisson noise have also been considered. In [57], for instance,
Bilevel learning in imaging
the exact log-likelihood estimator of the mixed model is derived and its numerical solution is computed via a primal-dual splitting, while in other works (see, e.g., [44])
the discrete-continuous nature of the model (due to the Poisson-Gaussian component,
respectively) is approximated to an additive model by using homomorphic variancestabilising transformations and weighted-L2 approximations.
We now complement the results presented in Section 2.2 and focus on the choice of
the optimal noise models φi best fitting the acquired data, providing some examples for
the single and multiple noise estimation case. In particular, we focus on the estimation
of the optimal fidelity weights λi , i = 1, . . . , M appearing in (P) and (Pγ,µ ), which
measure the strength of the data fitting and stick with the Total-Variation regularisation
(4.1) applied to denoising problems. Compared to Section 2.1, this corresponds to fix
Pα+ = {1} and K = Id. We base our presentation on [37, 23], where a careful analysis
in term of well-posedness of the problem and derivation of the optimality system in
this framework is carried out.
Shorthand notation In order not to make the notation too heavy, we warn the reader
that we will use a shorthand notation for the quantities appearing in the regularised
problem (Pγ,µ ), that is we will write φi (v) for the data fidelities φi (x, v), i = 1 . . . , M
and u for uλ,γ,µ , the minimiser of J γ,µ (·; λ).
5.2 Single noise estimation
We start considering the one-noise distribution case (M = 1) where we aim to determine the scalar optimal fidelity weight λ by solving the following optimisation problem:
min kf0 − uk2L2
λ≥0 2
subject to (compare (3.1))
µh∇u, ∇(v − u)iL2 + λ
φ0 (u)(v − u) dx
k∇vk dx −
k∇uk dx ≥ 0 for all v ∈ H01 (Ω), (5.1b)
where the fidelity term φ will change according to the noise assumed in the data and
the pair (f0 , f ) is the training pair composed by a noise-free and noisy version of the
same image, respectively.
Previous approaches for the estimation of the optimal parameter λ∗ in the context
of image denoising rely on the use of (generalised) cross-validation [103] or on the
combination of the SURE estimator with Monte-Carlo techniques [83]. In the case
when the noise level is known there are classical techniques in inverse problems for
choosing an optimal parameter λ∗ in a variational regularisation approach, e.g. the
Calatroni, Cao, De los Reyes, Schönlieb and Valkonen
discrepancy principle or the L-curve approach [42]. In our discussion we do not use
any knowledge of the noise level but rather extract this information indirectly from our
training set and translate it to the optimal choice of λ. As we will see later such an approach is also naturally extendible to multiple noise models as well as inhomogeneous
Gaussian noise We start considering (5.1) for determining the regularisation parameter λ in the standard TV denoising model assuming that the noise in the image is
normally distributed and φ(u) = (u − f )2 . The optimisation problem 5.1 takes the
following form:
min kf0 − uk2L2
λ≥0 2
subject to:
µh∇u, ∇(v − u)iL2 +
λ(u − f )(v − u) dx
k∇vk dx −
k∇uk dx ≥ 0, ∀v ∈ H01 (Ω). (5.2b)
For the numerical solution of the regularised variational inequality we use a primaldual algorithm presented in [53].
As an example, we compute the optimal parameter λ∗ in (5.2) for a noisy image
distorted by Gaussian noise with zero mean and variance 0.02 . Results are reported
in Figure 10. The optimisation result has been obtained for the parameter values µ =
1e − 12, γ = 100 and h = 1/177.
Figure 10: Noisy (left) and optimal denoised (right) image. Noise variance: 0.02.
Optimal parameter λ∗ = 1770.9.
In order to check the optimality of the computed regularisation parameter λ∗ , we
consider the 80×80 pixel bottom left corner of the noisy image in Figure 10. In Figure
11 the values of the cost functional and of the Signal to Noise Ratio SN R = 20 ×
Bilevel learning in imaging
kf0 kL2
ku−f0 kL2
, for parameter values between 150 and 1200, are plotted. Also the
cost functional value corresponding to the computed optimal parameter λ∗ = 885.5 is
shown with a cross. It can be observed that the computed weight actually corresponds
to an optimal solution of the bilevel problem. Here we have used h = 1/80 and the
other parameters as above.
Figure 11: Plot of the cost functional value (left) and the SNR (right) vs. the parameter
λ. Parameters: the input is the 80 × 80 pixel crop of the bottom left corner of the noisy
image in Figure 10, h = 1/80, γ = 100, µ = 1e − 12. The red cross in the plot
corresponds to the optimal λ∗ = 885.5.
The problem presented consists in the optimal choice of the TV regularisation parameter, if the original image is known in advance. This is a toy example for proof of
concept only. In applications, this image would be replaced by a training set of images.
Robust estimation with training sets Magnetic Resonance Imaging (MRI) images
seem to be a natural choice for our methodology, since a large training set of images
is often at hand and used to make the estimation of the optimal λ∗ more robust. Moreover, for this application the noise
is often
assumed to be Gaussian distributed. Let us
consider a training database (f0k , fk ) k=1,...,K , K 1 of clean and noisy images.
We modify (5.2) as:
1 X k
kf0 − uk k2L2
λ≥0 2K
subject to the set of regularised versions of (5.2b), for k = 1, . . . , K.
As explained in [23], dealing with large training sets of images and non-smooth
PDE constraints of the form (5.2b) may result is very high computational costs as, in
principle, each constraint needs to be solved in each iteration of the optimisation loop.
In order to overcome the computational efforts, we estimate λ∗ using the Dynamic
Sampling Algorithm 1.
For the following numerical tests, the parameters are chosen as follows: µ = 1e −
12, γ = 100 and h = 1/150. The noise in the images has distribution N (0, 0.005)
and the accuracy parameter θ of the Algorithm 1, is chosen to be θ = 0.5.
Calatroni, Cao, De los Reyes, Schönlieb and Valkonen
|S0 |
|Send |
eff. Dyn.S.
BFGS its.
BFGS its. Dyn.S.
< 1%
Table 6: Optimal λ∗ estimation for large training sets: computational costs are reduced
via Dynamic Sampling Algorithm 1.
Table 6 shows the numerical values of the optimal parameter λ∗ and λ∗S computed
varying N after solving all the PDE constraints and using Dynamic Sampling algorithm, respectively. We measure the efficiency of the algorithms in terms of the number
of the PDEs solved during the whole optimisation and we compare the efficiency of
solving (5.3) subject to the whole set of constraints (5.2b) with the one where solution
is computed by means of the Dynamic Sampling strategy, observing a clear improvement. Computing also the relative error kλ̂S − λ̂k1 /kλS |k1 we also observe a good
level of accuracy: the error remains always below 5%. This confirms what discussed
previously in Section 3.2, that is the robustness of the estimation of the optimal parameter λ∗ is assessed by selecting a suitable subset of training images whose optimal
size is validated throughout the algorithm by the check of condition of (3.10) which
guarantees an efficient and accurate estimation of the parameter.
Figure 12 shows an example of database of brain images1 together with the optimal
denoised version obtained by Algorithm 1 for Gaussian noise estimation.
Poisson noise As a second example, we consider the case of images corrupted by
Poisson noise. The corresponding data fidelity in this case is φ(u) = u − f log u
[90] and requires the additional condition for u to be strictly positive. We enforce this
constraint by using a standard penalty method and solve:
kf0 − uk2L2
where u is the solution of the minimisation problem:
k∇vk2L2 + |Dv|(Ω) + λ
(v − f log v) dx + k min(v, δ)k2L2
OASIS online database,
, (5.4)
Bilevel learning in imaging
Figure 12: Sample of 5 images of OASIS MRI brain database: original images (upper
row), noisy images (middle row) and optimal denoised images (bottom row), λˆS =
where η 1 is a penalty parameter enforcing the positivity constraint and δ 1
ensures strict positivity throughout the optimisation. After Huber-regularising the TV
term using (2.2), we write the primal-dual form of the corresponding optimality condition for the optimisation problem (5.4) similarly as in (3.5)-(3.6) :
− µ∆u − div q + λ (1 −
) + ηχTγ u = 0,
max(γ|∇u|, 1)
where Tδ is the active set Tδ := {x ∈ Ω : u(x) < δ}. We then design a modified
SSN iteration solving (5.5) similarly as described in Section 3.1, see [37, Section 4]
for more details. Figure 13 shows the optimal denoising result for the Poisson noise
case in correspondence of the value λ∗ = 1013.76.
Spatially dependent weight We continue with an example where λ is spatiallydependent. Specifically, we choose as parameter space V = {v ∈ H 1 (Ω) : ∂n u =
0 on Γ} in combination with a TV regulariser and a single Gaussian noise model. For
this example the noisy image is distorted non-uniformly: A Gaussian noise with zero
mean and variance 0.04 is present on the whole image and an additional noise with
variance 0.06 is added on the area marked by red line.
Since the spatially dependent parameter does not allow to get rid of the positivity
constraints in an automatic way, we solved the whole optimality system by means of
Calatroni, Cao, De los Reyes, Schönlieb and Valkonen
Figure 13: Poisson denoising: Original (left), noisy (center) and optimal denoised
(right) images. Parameters: γ = 1e3, µ = 1e − 10, h = 1/128, η = 1e4. Optimal
weight: λ∗ = 1013.76.
the semismooth Newton method described in Section 3, combined with a Schwarz
domain decomposition method. Specifically, we decomposed the domain first and
apply the globalised Newton algorithm in each subdomain afterwards. The detailed
numerical performance of this approach is reported in [30].
The results are shown in Figure 14 for the parameters µ = 1e − 16, γ = 25 and
h = 1/500. The values of λ on whole domain are between 100.0 to 400.0. From the
right image in Figure 14 we can see the dependence of the optimal parameter λ∗ on
the distribution of noise. As expected, at the high-level noise area in the input image,
values of λ∗ are lower (darker area) than in the rest of the image.
Figure 14: Noisy image (left), denoised image (center) and intensity of λ∗ (right).
5.3 Multiple noise estimation
We now deal with the case of multiple noise models and consider the following optimisation lower level problem:
k∇uk2L2 + |Du|(Ω) +
Ψ(λ1 , . . . , λM , φ1 (u), . . . , φM (u)) dx ,
where the modelling function Ψ combines the different fidelity terms φi and weights λi
in order to deal with the multiple noise case. The case when Ψ is a linear combination
Bilevel learning in imaging
of fidelities φi with coefficients λi is the one presented in the general model (P) and
(Pγ,µ ) and has been considered in [37, 23]. In the following, we present also the case
considered in [22, 21] of Ψ being a nonlinear function modelling data fidelity terms in
an infimal convolution fashion.
Impulse and Gaussian noise Motivated by some previous work in literature on the
use of the infimal-convolution operation for image decomposition, cf. [25, 16], we
consider in [22, 21] a variational model for mixed noise removal combining classical
data fidelities in such fashion with the intent of obtaining an optimal denoised image
thanks to the decomposition of the noise into its different components. In the case of
combined impulse and Gaussian noise, the optimisation model reads:
λ1 ,λ2 ≥0
kf0 − uk2L2
where u is the solution of the optimisation problem:
k∇vk2L2 + |Dv|(Ω) + λ1 kwkL1 + λ2 kf − v − wk2L2 ,
v∈H01 (Ω) 2
w∈L2 (Ω)
where w represents the impulse noise component (and is treated using the L1 norm)
and the optimisation runs over v and w, see [22]. We use a single training pair (f0 , f )
and consider a Huber-regularisation depending on a parameter γ for both the TV term
and the L1 norm appearing in (5.6). The corresponding Euler-Lagrange equations are:
−µ∆u − div
− λ2 (f − u − w) = 0,
max(γ|∇u|, 1)
− λ2 (f − u − w) = 0.
max(γ|w|, 1)
Again, writing the equations above in a primal-dual form, we can write the modified
SSN iteration and solve the optimisation problem with BFGS as described in Section
In Figure 15 we present the results of the model considered. The original image f0
has been corrupted with Gaussian noise of zero mean and variance 0.005 and then a
percentage of 5% of pixels has been corrupted with impulse noise. The parameters
have been chosen to be γ = 1e4, µ = 1e − 15 and the mesh step size h = 1/312.
The computed optimal weights are λ∗1 = 734.25 and λ∗2 = 3401.2. Together with an
optimal denoised image, the results show the decomposition of the noise into its sparse
and Gaussian components, see [22] for more details.
Gaussian and Poisson noise We consider now the optimisation problem with φ1 (u) =
(u − f )2 for the Gaussian noise component and φ2 (u) = (u − f log u) for the Poisson
Calatroni, Cao, De los Reyes, Schönlieb and Valkonen
Figure 15: Optimal impulse-Gaussian denoising. From left to right: Original image,
noisy image corrupted by impulse noise and Gaussian noise with mean zero and variance 0.005, denoised image, impulse noise residuum and Gaussian noise residuum.
Optimal parameters: λ∗1 = 734.25 and λ∗2 = 3401.2.
one. We aim to determine the optimal weighting (λ1 , λ2 ) as follows:
λ1 ,λ2 ≥0
kf0 − uk2L2
subject to u be the solution of:
k∇vkL2 + |Dv|(Ω) + kv − f kL2 + λ2 (v − f log v) dx ,
for one training pair (f0 , f ), where f corrupted by Gaussian and Poisson noise. After
Huber-regularising the Total Variation term in (5.7), we derive (formally) the following
Euler-Lagrange equation
− µ∆u − div
+ λ1 (u − f ) + λ2 (1 − ) − α = 0
max(γ|∇u|, 1)
α · u = 0,
with non-negative Lagrange multiplier α ∈ L2 (Ω). As in [90] we multiply the first
equation by u and obtain
+ λ1 (u − f ) + λ2 (u − f ) = 0,
u · −µ∆u − div
max(γ|∇u|, 1)
where we have used the complementarity condition α · u = 0. Next, the solution u is
computed iteratively by using a semismooth Newton type method combined with the
outer BFGS iteration as above.
In Figure 16 we show the optimisation result. The original image f0 has been first
corrupted by Poisson noise and then Gaussian noise was added, with zero mean and
variance 0.001. Choosing the parameter values to be γ = 100 and µ = 1e − 15, the
optimal weights λ∗1 = 1847.75 and λ∗2 = 73.45 were computed on a grid with mesh
size step h = 1/200.
Bilevel learning in imaging
Figure 16: Poisson-Gaussian denoising: Original image (left), noisy image corrupted
by Poisson noise and Gaussian noise with mean zero and variance 0.001 (center) and
denoised image (right). Optimal parameters λ∗1 = 1847.75 and λ∗2 = 73.45.
6 Conclusion and outlook
Machine learning approaches in image processing and computer vision have mostly
been developed in parallel to their mathematical analysis counterparts, which have
variational regularisation models at their core. Variational regularisation techniques
offer rigorous and intelligible image analysis – which gives reliable and stable answers that provide us with insight in the constituents of the process and reconstruction
guarantees, such as stability and error bounds. This guarantee of giving a meaningful
and stable result is crucial in most image processing applications, in biomedical and
seismic imaging, in remote sensing and astronomy: provably giving an answer which
is correct up to some error bounds is important when diagnosing patients, deciding
upon a surgery or when predicting earthquakes. Machine learning methods, on the
other hand, are extremely powerful as they learn from examples and are hence able to
adapt to a specific task. The recent rise of deep learning gives us a glimpse on what is
possible when intelligently using data to learn from. Todays (29 April 2015) search on
Google on the keyword ‘deep learning image’ just gave 59,800,000 hits. Deep learning is employed for all kinds of image processing and computer vision tasks, with
impressive results! The weak point of machine learning approaches, however, is that
they generally cannot offer stability or error bounds, neither provide most of them understanding about the driving factors (e.g. the important features in images) that led to
their answer.
In this paper we wanted to give an account to a recently started discussion in mathematical image processing about a possible marriage between machine learning and
variational regularisation – an attempt to bring together the good from both worlds.
In particular, we have discussed bilevel optimisation approaches in which optimal image regularisers and data fidelity terms are learned making use of a training set. We
discussed the analysis of such a bilevel strategy in the continuum as well as their efficient numerical solution by quasi-Newton methods, and presented numerical examples
for computing optimal regularisation parameters for TV, TGV2 and ICT V denoising,
as well as for deriving optimal data fidelity terms for TV image denoising for data
Calatroni, Cao, De los Reyes, Schönlieb and Valkonen
corrupted with pure or mixed noise distributions.
Although the techniques presented in this article are mainly focused on denoising
problems, the perspectives of using similar approaches in other image reconstruction
problems (inpainting, segmentation, etc.) are promising [84, 54, 60] or for optimising
other elements in the setup of the variational model [48]. Also the extension of the
analysis to colour images deserves to be further studied.
Finally, there are still several open questions which deserve to be investigated in the
future. For instance, on the analysis side, is it possible to obtain an optimality system
for (P) by performing an asymptotic analysis when µ → 0? On the practical side,
how should optimality be measured? Are quality measures such as the signal-to-noise
ratio and generalisations thereof [102] enough? Should one try to match characteristic
expansions of the image such as Fourier or Wavelet expansions [71]? And do we
always need a training set or could we use non-reference quality measures [26]?
Acknowledgments. A data statement for the EPSRC The data leading to this review
publication will be made available, as appropriate, as part of the original publications
that this work summarises.
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Author information
Luca Calatroni, Cambridge Centre for Analysis, University of Cambridge, Cambridge, CB3
0WA, United Kingdom.
E-mail: [email protected]
Chung Cao, Research Center on Mathematical Modelling (MODEMAT), Escuela Politécnica
Nacional, Quito, Ecuador.
E-mail: [email protected]
Juan Carlos De los Reyes, Research Center on Mathematical Modelling (MODEMAT),
Escuela Politécnica Nacional, Quito, Ecuador.
E-mail: [email protected]
Carola-Bibiane Schönlieb, Department of Applied Mathematics and Theoretical Physics,
University of Cambrige, Cambridge, CB3 0WA, United Kingdom.
E-mail: [email protected]
Tuomo Valkonen, Department of Applied Mathematics and Theoretical Physics, University of
Cambrige, Cambridge, CB3 0WA, United Kingdom.
E-mail: [email protected]
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