Alternating Direction Method for image restoration: application to 3D biological imaging

Mikael Carlavan ,
Institut

Pierre Weiss ,

Laure Blanc-Fraud

Projet

ARIANA, CNRS/I3S/INRIA

de Mathmatiques de Toulouse, Universit Paul Sabatier

August 9, 2010

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Variational methods

Variational methods in image processing often result in solving:

arg min f (Au ) + f (Bu ) suject to u Rn

1 2

(1)

where:

f and f are two closed convex functions. A and B are two linear transforms.
1 2

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Variational methods
For example, considering a blurred and noisy acquisition z of an image u :

z = u + b
where:
is a blur function.

(2)

Then, a restored image can be obtained by solving:

b is an additive white gaussian noise.

arg min suject to
u z u Rn

2 2

(3)

with being a regularizing parameter.

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Motivations

Problem (1) is dicult to solve: It is not dierentiable or its gradient is not Lipschitz. It deals with a signicant amount of data. A and B are sources of diculties. We can split algorithms solving these problems in two categories: Ones which solve the problem in the space it has been set. Ones which add constraints or increase the dimensionality of the problem.

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Minimization algorithms without transformation

(Projected) sub-gradient descent [Polyak1987]. Forward-backward splitting techniques [Combettes2005]. Convergence acceleration techniques [Nesterov2009]. Smoothing techniques [Weiss2009]. Douglas-Rachford techniques [Combettes2007].

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Minimization algorithms with transformation

Douglas-Rachford splitting techniques. Dual formulation (for strongly convex problems) [Chambolle2004]. Alternating direction techniques [Gabay1983].

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Alternating direction technique

Framework:

Find (x , y ) arg min f (x ) + f (y ) suject to Ax + By = a x Rn , y Rm

1 2

(4)

where:

convex functions. A Rl n and B Rl m are the two linear transforms. a Rl is a given vector.

: Rn R {+} and

: Rm R {+} are the two closed

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Alternating direction technique

Augmented Lagrangian (with Lagrange multiplier Rl ) of this problem writes:

L(x , y , ) := f1 (x ) + f2 (y ) + , Ax + By a +

Ax + By a

2 2

(5)

where > 0 is a parameter which favours the constraint. Finding a saddle point of L(x , y , ) gives one solution of the problem. Alternating minimization of (5) following x , y and converges to (x , y ).

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Alternating direction algorithm

Algorithm consists in three steps:
1

x k+

y k+

k +1

arg min L(x , y k , k ) suject to x Rn = arg min L(x k + , y , k ) suject to y Rm = k + (Ax k + + By k + a)

1 1 1

is a relaxation parameter which has to be in ]0, (x k , y k ) to converge to (x , y ) [Glowinski1984].

+1

[ in order for

Under some conditions it converges even if one of the steps is solved approximately [He2002].

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Application to biological imaging

In biological imaging, image formation can be modeled by:

z = P(Hu )
where:

(6)

H is the PSF of the optical system.

P is a Poisson random process.
1

Maximizing the posteriori probability with prior p (u ) = exp{ Wu } is equivalent to solving:

Find u = arg min 1T (Hu ) z T log(Hu ) + Wu suject to u Rn u0 where W is a linear transform.

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(7)

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Transformation of the problem

First, we can see that:

Find u = arg min 1T (Hu ) z T log(Hu ) + Wu suject to u Rn u0

is equivalent to:

(8)

Find u = arg min 1T v z T log(v ) + w suject to u Rn , u 0 v Rn , v = Hu w Rm , w = Wu

(9)

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Transformation of the problem

We set:

u x = v Rn Rn Rm , y = u Rn , w I A = I , B = H , a = 0 W

(10) (11)

such that: gives:

Ax + By = a v = Hu w = Wu

(12) (13)
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Transformation of the problem

Problem (7) becomes:

Find x = arg min 1T v z T log(v ) + w suject to Ax + By = a x Rn Rn Rm , y Rn

0 if u Rn , u 0

+ (u )

(14)

with being the indicator function on the convex set Rn : +

(u ) =

otherwise

(15)

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Transformation of the problem

We see that we actually t into the framework of the ADM method:

Find x = arg min f (x ) + f (y ) suject to Ax + By = a, x Rn Rn Rm , y Rn

1 2

(16)

with:

f (x ) := 1T v z T log(v ) + w
1

+ (u ),

f (y ) := 0
2

(17)

In this case, the augmented Lagrangian writes:

L(x , y , ) := f1 (x ) + , By x +

By x

2 2

(18)

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The algorithm in detail

First step of the algorithm is:

x k+

arg min L(x , y k , k ) suject to x Rn = arg min f (x ) + k , By k x + By k x suject to x Rn k = arg min f (x ) + By k x + suject to x Rn = prox f By k + k
=
1 2 1 1 1 2 2 2

2 2

(19)

where prox designates the proximal operator [Combettes2005]. It generalizes the notion of projection, so that x Rn :
0

prox x
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arg min suject to

(x ) + x Rn

1 2

2 2

(20)
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The algorithm in detail

Some examples of closed-form proximal operation: (x ) = x then prox x is the soft-thresholding operator of threshold given by:
1 0

prox x

= sign(x0 ) max(|x0 | , 0)

(21)

(x ) = 1T x z T log(x ) then:

prox x

1 x + 2
0

(x0 )2 + 4 z

(22)

(x ) = C (x ) is the indicator function on a convex set

C , then:
(23)

prox x

= C (x0 )

is the orthogonal projection on this set.

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The algorithm in detail

Referring back to (19), let By k +

= v Rn Rn Rm , then:

max(u , 0)

1 2

x k+

= 1 2

v+
1

+ 4z sign(w ) max(|w | , 0)

(24)

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The algorithm in detail

Second step of the algorithm is:

y k+

= = =

arg min L(x k + , y , k ) suject to y Rm arg min f (x k + ) + k , By x k + suject to x Rn k arg min By x k + + suject to y Rn
1 1 1 1 2 2

By x k +

2 2

= (H H + W W + I )1 B

x k+

(25)

which can be solved exactly in the Fourier domain (depending on W ) or approximately with a Conjugate Gradient method.
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Results

Figure 1: Restoration of a sample of mouse intestines. From left to right: original image, result obtained with a Total Variation prior, result obtained with a wavelet prior.

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Conlusion

Algorithm adapted to many problems including constrained problems. Fast convergence even if each step is solved approximately. Computing time of 25 minutes on a 256*256*64 voxels image. However, the algorithm involves signicant memory ressources.

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