Distributed Algorithms for Scalable Proximity Operator Computation and Application to Video Denoising
Résumé
Optimization problems arising in signal and image processing involve an increasingly large number of variables. In
addition to the curse of dimensionality, another difficulty to overcome is that the cost function usually reads as the
sum of several loss/regularization terms, which are non-necessarily smooth and possibly composed with large-size
linear operators. Proximal splitting approaches are fundamental tools to address such problems, with demonstrated
efficiency in many applicative fields. In this paper, we present a new distributed algorithm for computing the
proximity operator of a sum of non-necessarily smooth convex functions composed with arbitrary linear operators. Our
algorithm relies on a primal-dual splitting strategy, and benefits from established convergence guaranties. Each
involved function is associated with a node of a hypergraph, with the ability to communicate with neighboring nodes
sharing the same hyperedge. Thanks to this structure, our method can be efficiently implemented on modern parallel
computing architectures, distributing the computations on multiple nodes or machines, with controlled requirements
for synchronization steps. Good numerical performance and scalability properties are demonstrated on a problem of
video sequence denoising. Our code implemented in Julia is made available at \url{https://github.com/MarinENSTA/distributed_julia_denoising}.
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