Uncertainty Quantification For Learned ISTA

Frederik Hoppe, Claudio Mayrink Verdun, Hannah Laus, Felix Krahmer, Holger Rauhut

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

2 Scopus citations

Abstract

Model-based deep learning solutions to inverse problems have attracted increasing attention in recent years as they bridge state-of-the-art numerical performance with interpretability. In addition, the incorporated prior domain knowledge can make the training more efficient as the smaller number of parameters allows the training step to be executed with smaller datasets. Algorithm unrolling schemes stand out among these model-based learning techniques. Despite their rapid advancement and their close connection to traditional high-dimensional statistical methods, they lack certainty estimates and a theory for uncertainty quantification is still elusive. This work provides a step towards closing this gap proposing a rigorous way to obtain confidence intervals for the LISTA estimator.

Original languageEnglish
Title of host publicationProceedings of the 2023 IEEE 33rd International Workshop on Machine Learning for Signal Processing, MLSP 2023
EditorsDanilo Comminiello, Michele Scarpiniti
PublisherIEEE Computer Society
ISBN (Electronic)9798350324112
DOIs
StatePublished - 2023
Event33rd IEEE International Workshop on Machine Learning for Signal Processing, MLSP 2023 - Rome, Italy
Duration: 17 Sep 202320 Sep 2023

Publication series

NameIEEE International Workshop on Machine Learning for Signal Processing, MLSP
Volume2023-September
ISSN (Print)2161-0363
ISSN (Electronic)2161-0371

Conference

Conference33rd IEEE International Workshop on Machine Learning for Signal Processing, MLSP 2023
Country/TerritoryItaly
CityRome
Period17/09/2320/09/23

Keywords

  • Compressive Sensing
  • Interpretability
  • Neural Networks
  • Uncertainty Quantification
  • Unrolling

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