Cut-Pursuit Algorithm for Regularizing Nonsmooth Functionals with Graph Total Variation

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Hugo Raguet, Loic Landrieu ;
Proceedings of the 35th International Conference on Machine Learning, PMLR 80:4247-4256, 2018.

Abstract

We present an extension of the cut-pursuit algorithm, introduced by Landrieu and Obozinski (2017), to the graph total-variation regularization of functions with a separable nondifferentiable part. We propose a modified algorithmic scheme as well as adapted proofs of convergence. We also present a heuristic approach for handling the cases in which the values associated to each vertex of the graph are multidimensional. The performance of our algorithm, which we demonstrate on difficult, ill-conditioned large-scale inverse and learning problems, is such that it may in practice extend the scope of application of the total-variation regularization.

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