How to use regularization with lsqnonlin function
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Hi,
I would like to use lsqnonlin functinon with regularization (e.g. Tikhonov regularization). However, to my big surprise there is no such option it seems!
I like lsqnonlin because I can specify a cost function with an anonymous function in a convenient way.
Please, tell me there is a way to add regularization or another function that does the same thing with regularization?
Also please note that my fonction takes as input a matrix and convolves with a small kernel k:
fun = @(x)conv2(x,k,'same')-y;
lsqnonlinoptions=optimset('Algorithm','Levenberg-Marquardt','MaxIter',maxIterArg);
x_lsq =lsqnonlin(fun,x0,[],[],lsqnonlinoptions);
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Accepted Answer
Bruno Luong
on 14 Nov 2020
Edited: Bruno Luong
on 14 Nov 2020
You are free to incorporation anything in the objective function, e.g., l^2 regularization
regcoef = some_small_coef;
fun = @(x) [reshape(conv2(x,k,'same')-y,[],1); regcoef*x(:)];
12 Comments
Bruno Luong
on 15 Nov 2020
I have no image-processing tbox so I can't try, and I guess I know the reason. But I stop to answer your many questions that drift from the original question.
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