empirical phase transitions in sparsity regularized
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Empirical Phase Transitions in Sparsity-Regularized Computed Tomography Jakob Sauer Jrgensen Postdoc, DTU Sparse Tomo Days, DTU, March 28, 2014 Joint work with Per Christian Hansen , DTU Emil Sidky and Xiaochuan Pan , U. Chicago Christian


  1. Empirical Phase Transitions in Sparsity-Regularized Computed Tomography Jakob Sauer Jørgensen Postdoc, DTU Sparse Tomo Days, DTU, March 28, 2014 Joint work with Per Christian Hansen , DTU Emil Sidky and Xiaochuan Pan , U. Chicago Christian Kruschel and Dirk Lorenz , TU Braunschweig

  2. Exploiting prior knowledge in CT Discrete imaging model: Ax = b Typical CT images: ◮ Regions of homogeneous tissue. ◮ Separated by sharp boundaries. Reconstruction by regularization: x ⋆ = argmin D ( Ax, b ) + λ · R ( x ) x Sparsity-promoting choices: ◮ R ( x ) = � x � 1 ( ℓ 1 /basis pursuit) ◮ R ( x ) = � x � TV (total variation) ◮ R ( x ) = � D T x � 1 (analysis- ℓ 1 ) 2 / 24

  3. TV example: Physical head phantom, CB-CT (Bian 2010). Courtesy of X. Pan, U. Chicago. 3 / 24

  4. TV example: Human coronary artery, CB-CT Courtesy of X. Pan, U. Chicago. Data collected with a bench-top CB-CT of Dr. E. Ritman at Mayo 4 / 24

  5. Less successful CT cases for TV: (Herman & Davidi, 2008) (J. et al, 2011) (Courtesy of S. Soltani, DTU) Original TV 5 / 24

  6. Lack of quantitative understanding Some fundamental questions remain unanswered: ◮ Under what conditions will reconstruction work? ◮ Robustness to noise? ◮ Which types of images? ◮ What is sufficient sampling? Application-specific vs. general ◮ Focus on the imaging model. 6 / 24

  7. Classical CT sampling results Continuous image and data: ◮ Based on invertibility and stability of Radon transform etc. ◮ Fan-beam: 180 ◦ plus fan-angle ◮ Cone-beam: Tuy’s condition Discrete data: ◮ Nyquist sampling ◮ Assumption of bandlimited signal ◮ (Huesmann 1977, Natterer) Reconstruction with sparse/compressible signal assumption? 7 / 24

  8. Compressed Sensing Guarantees of accurate reconstruction ◮ Under suitable assumptions, a sufficiently sparse signal can be recovered from few measurements by ℓ 1 -minimization. ◮ RIP, incoherence, spark, ... For tomography? ◮ So far no practically useful guarantees. ◮ Results for certain discrete tomography cases (Petra et al.) This study: ◮ Empirical study of sampling conditions for tomographic reconstruction of sparse signals ◮ Recoverability of single images ◮ Worst-case vs. average case 8 / 24

  9. Reconstruction problems Inequality-constrained regularization: x ⋆ = argmin R ( x ) s.t. � Ax − b � 2 ≤ ǫ x Simplified reconstruction problems: BP x BP = argmin � x � 1 s.t. Ax = b x � D T x � 1 ATV x ATV = argmin s.t. Ax = b x ❯ ❆ finite-difference approximation of gradient Algorithms: ◮ Our interest: Reliably obtaining accurate solution, not speed. ◮ Recast as linear programs (LPs) and solve by MOSEK. 9 / 24

  10. Non-uniqueness of solutions Both BP and ATV can have multiple solutions for same data: ◮ 1 -norm convex, but not strictly convex. ◮ Even if x orig is a minimizer, others may exist. Consequences: ◮ Different algorithms may produce different solutions. ◮ Decision of recoverability of x orig is algorithm-dependent. Alternative idea: ◮ Can we test for uniqueness of solution? 10 / 24

  11. Uniqueness test for BP Given: ◮ b = Ax orig ◮ I = support( x orig ) ◮ A I is A with columns I Characterization of solution uniqueness: ◮ x orig uniquely minimizes min x � x � 1 s.t. Ax = b if and only if ◮ A I is injective, and ◮ ∃ w : A T � A T I w = sign( x orig ) I and I c w � ∞ < 1 (Plumbley 2007, Fuchs 2004, Grasmair et al. 2011) 11 / 24

  12. Uniqueness test for ATV Given: ◮ b = Ax orig ◮ I = support( D T x orig ) ◮ D I is D with columns I Characterization of solution uniqueness: min x � D T x � 1 ◮ x orig uniquely minimizes s.t. Ax = b if and only if ◮ � A � is injective, and D T Ic Dv = A T w, ◮ ∃ w, v : v I = sign( D T I x orig ) , � v I c � ∞ < 1 Application of (Haltmeier 2013) 12 / 24

  13. Uniqueness testing procedure using LP BP ATV 1. Check � A injectivity: � A I D T I c 2. Solve LP: t ⋆ = argmin t t ⋆ = argmin t − te ≤ A T − te ≤ v I c ≤ te I c w ≤ te Dv = A T w A T I w = sign( x orig ) I v I = sign( D T I x orig ) 3. Unique iff: t ⋆ < 1 t ⋆ < 1 13 / 24

  14. The geometry and system matrix ◮ Disk-shaped image inscribed in N side × N side square. ◮ Number of pixels: N ≈ π 4 N 2 side ◮ Fan-beam, equi-angular views ( N views = 3 shown) ◮ Number of rays per view: 2 N side ◮ System matrix A size: N A M = N views · 2 N side Elements A ij computed by the line intersection method (implementation: www.imm.dtu.dk/~pch/AIRtools/ ) 14 / 24

  15. BP image class examples images spikes 1-power 2-power Relative 0.1 0.3 0.5 0.7 0.9 sparsity 15 / 24

  16. Reconstruction error vs. sampling and sparsity 20% nonzeros 40% nonzeros 0 10 60% nonzeros 80% nonzeros Reconstruction error ε = 10 −4 −5 10 −10 10 Full rank 0 10 20 30 40 Number of views N v 16 / 24

  17. Phase diagrams: spikes with BP Reconstruction Uniqueness test 1 1 1 1 suf suf Relative sampling: µ = N v / N v Relative sampling: µ = N v / N v 0.8 0.8 0.8 0.8 0.6 0.6 0.6 0.6 0.4 0.4 0.4 0.4 0.2 0.2 0.2 0.2 0 0 0 0 0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1 Relative sparsity: κ = k / N Relative sparsity: κ = k / N ◮ Fraction recovered/unique of 100 instances at each point ( κ, µ ) of relative sparsity and sampling. ◮ Excellent agreement of reconstruction and uniqueness test. ◮ Well-separated “no-recovery” and “full-recovery” regions. ◮ Phase transition as in compressed sensing (Donoho-Tanner). 17 / 24

  18. Comparing image classes, BP spikes 1 1 suf Relative sampling: µ = N v / N v 0.8 Average sufficient sampling 0.8 0.6 0.6 0.4 0.4 1 0.2 0.2 suf 0 0 0 0.2 0.4 0.6 0.8 1 Relative sampling: µ = N v / N v Relative sparsity: κ = k / N 0.8 1-power 1 1 suf Relative sampling: µ = N v / N v 0.8 0.8 0.6 0.6 0.6 0.4 0.4 0.4 0.2 0.2 0 0 0 0.2 0.4 0.6 0.8 1 Relative sparsity: κ = k / N 1 0.2 spikes 2-power 1 suf Relative sampling: µ = N v / N v 1−power 0.8 0.8 2−power 0.6 0 0.6 0 0.2 0.4 0.6 0.8 1 0.4 0.4 Relative sparsity: κ = k / N 0.2 0.2 0 0 0 0.2 0.4 0.6 0.8 1 Relative sparsity: κ = k / N 18 / 24

  19. Example images: altproj, trununif altproj trununif Relative 0.1 0.3 0.5 0.7 0.9 sparsity 19 / 24

  20. Phase diagrams: altproj with ATV Reconstruction Uniqueness test 1 1 1 1 v v 0.5 0.5 0.5 0.5 0 0 0 0 0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2 0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2 Relative sparsity: κ = k / N Relative sparsity: κ = k / N ◮ Fraction recovered/unique of 100 instances at each point ( κ, µ ) of relative sparsity and sampling. ◮ Excellent agreement of reconstruction and uniqueness test. ◮ Well-separated “no-recovery” and “full-recovery” regions. ◮ Phase transition as in compressed sensing (Donoho-Tanner). 20 / 24

  21. Comparing image classes, ATV altproj Average sufficient sampling Relative sampling: µ = N v / N 1 1 suf Relative sampling: µ = N v / N v 1 0.5 0.5 0.8 0 0 0.6 0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2 Relative sparsity: κ = k / N 0.4 0.2 altproj trununif trununif40 0 0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2 Relative sparsity: κ = k / N Relative sampling: µ = N v / N 1 1 0.5 0.5 0 0 0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2 Relative sparsity: κ = k / N 21 / 24

  22. Time: Reconstruction vs. uniqueness test BP ATV 2 2 10 10 1 1 10 R 5 10 R 5 time in secs time in secs R 13 R 13 R 21 R 21 UT 5 UT 5 UT 13 UT 13 0 0 10 UT 21 10 UT 21 −1 −1 10 10 0 0.2 0.4 0.6 0.8 1 0 0.5 1 1.5 2 spfrac spfrac ◮ 10 repetitions at each relative sparsity and 5, 13, 21 views. ◮ Comparable time of reconstruction (R) and uniqueness test (UT). 22 / 24

  23. A more well-known image: Shepp-Logan on disk BP ATV � x orig � 0 = 1988 � Dx orig � 0 = 610 N BP N ATV = 17 = 8 v v 1 v 1 suf Relative sampling: µ = N v / N v v 0.8 0.8 0.6 0.6 0.4 0.4 0.2 altproj 0.2 spikes trununif40 1−power 0 2−power 0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2 0 0 0.2 0.4 0.6 0.8 1 Relative sparsity: κ = k / N Relative sparsity: κ = k / N 23 / 24

  24. Conclusions and future work Conclusions ◮ Empirical evidence of relation between sparsity and sampling ◮ Reconstruction and uniqueness test ◮ Phase transition from no to full recovery ◮ Small dependence on image class, mostly sparsity ◮ Additional results (not shown): limited angle, robustness to noise, scaling with image size. Future work and open questions ◮ Extensions: Isotropic TV, more realistic image classes, ... ◮ Theoretical/compressed sensing explanation? ◮ Connection to classical CT sampling results? 24 / 24

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