Bayesian neural networks (BNNs) have received an increased interest in the last years. In BNNs, a complete posterior distribution of the unknown weight and bias parameters of the network is produced during the training stage. This probabilistic estimation offers several advantages with respect to point-wise estimates, in particular, the ability to provide uncertainty quantification when predicting new data. This feature inherent to the Bayesian paradigm, is useful in countless machine learning applications. It is particularly appealing in areas where decision-making has a crucial impact, such as medical healthcare or autonomous driving. The main challenge of BNNs is the computational cost of the training procedure since Bayesian techniques often face a severe curse of dimensionality. Adaptive importance sampling (AIS) is one of the most prominent Monte Carlo methodologies benefiting from sounded convergence guarantees and ease for adaptation. This work aims to show that AIS constitutes a successful approach for designing BNNs. More precisely, we propose a novel algorithm PMCnet that includes an efficient adaptation mechanism, exploiting geometric information on the complex (often multimodal) posterior distribution. Numerical results illustrate the excellent performance and the improved exploration capabilities of the proposed method for both shallow and deep neural networks.

Classification has been the focal point of research on adversarial attacks, but only a few works investigate methods suited to denser prediction tasks, such as semantic segmentation. The methods proposed in these works do not accurately solve the adversarial segmentation problem and, therefore, overestimate the size of the perturbations required to fool models. Here, we propose a white-box attack for these models based on a proximal splitting to produce adversarial perturbations with much smaller $\ell_\infty$ norms. Our attack can handle large numbers of constraints within a nonconvex minimization framework via an Augmented Lagrangian approach, coupled with adaptive constraint scaling and masking strategies. We demonstrate that our attack significantly outperforms previously proposed ones, as well as classification attacks that we adapted for segmentation, providing a first comprehensive benchmark for this dense task.

In this paper, we introduce a variational Bayesian algorithm (VBA) for image blind deconvolution. Our generic framework incorporates smoothness priors on the unknown blur/image and possible affine constraints (e.g., sum to one) on the blur kernel. One of our main contributions is the integration of VBA within a neural network paradigm, following an unrolling methodology. The proposed architecture is trained in a supervised fashion, which allows us to optimally set two key hyperparameters of the VBA model and lead to further improvements in terms of resulting visual quality. Various experiments involving grayscale/color images and diverse kernel shapes, are performed. The numerical examples illustrate the high performance of our approach when compared to state-of-the-art techniques based on optimization, Bayesian estimation, or deep learning.

We propose a method to reconstruct sparse signals degraded by a nonlinear distortion and acquired at a limited sampling rate. Our method formulates the reconstruction problem as a nonconvex minimization of the sum of a data fitting term and a penalization term. In contrast with most previous works which settle for approximated local solutions, we seek for a global solution to the obtained challenging nonconvex problem. Our global approach relies on the so-called Lasserre relaxation of polynomial optimization. We here specifically include in our approach the case of piecewise rational functions, which makes it possible to address a wide class of nonconvex exact and continuous relaxations of the $\ell_0$ penalization function. Additionally, we study the complexity of the optimization problem. It is shown how to use the structure of the problem to lighten the computational burden efficiently. Finally, numerical simulations illustrate the benefits of our method in terms of both global optimality and signal reconstruction.

A wide array of machine learning problems are formulated as the minimization of the expectation of a convex loss function on some parameter space. Since the probability distribution of the data of interest is usually unknown, it is is often estimated from training sets, which may lead to poor out-of-sample performance. In this work, we bring new insights in this problem by using the framework which has been developed in quantitative finance for risk measures. We show that the original min-max problem can be recast as a convex minimization problem under suitable assumptions. We discuss several important examples of robust formulations, in particular by defining ambiguity sets based on $\varphi$-divergences and the Wasserstein metric.We also propose an efficient algorithm for solving the corresponding convex optimization problems involving complex convex constraints. Through simulation examples, we demonstrate that this algorithm scales well on real data sets.

In this paper, we propose a new optimization algorithm for sparse logistic regression based on a stochastic version of the Douglas-Rachford splitting method. Our algorithm sweeps the training set by randomly selecting a mini-batch of data at each iteration, and it allows us to update the variables in a block coordinate manner. Our approach leverages the proximity operator of the logistic loss, which is expressed with the generalized Lambert W function. Experiments carried out on standard datasets demonstrate the efficiency of our approach w.r.t. stochastic gradient-like methods.

In this paper, a methodology is investigated for signal recovery in the presence of non-Gaussian noise. In contrast with regularized minimization approaches often adopted in the literature, in our algorithm the regularization parameter is reliably estimated from the observations. As the posterior density of the unknown parameters is analytically intractable, the estimation problem is derived in a variational Bayesian framework where the goal is to provide a good approximation to the posterior distribution in order to compute posterior mean estimates. Moreover, a majorization technique is employed to circumvent the difficulties raised by the intricate forms of the non-Gaussian likelihood and of the prior density. We demonstrate the potential of the proposed approach through comparisons with state-of-the-art techniques that are specifically tailored to signal recovery in the presence of mixed Poisson-Gaussian noise. Results show that the proposed approach is efficient and achieves performance comparable with other methods where the regularization parameter is manually tuned from the ground truth.