On Learning the Optimal Regularization Parameter in Inverse Problems
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Abstract (arXiv)
Selecting the best regularization parameter in inverse problems is a classical and yet challenging problem. Recently, data-driven approaches have become popular to tackle this challenge. These approaches are appealing since they do require less a priori knowledge, but their theoretical analysis is limited. In this paper, we propose and study a statistical machine learning approach, based on empirical risk minimization. Our main contribution is a theoretical analysis, showing that, provided with enough data, this approach can reach sharp rates while being essentially adaptive to the noise and smoothness of the problem. Numerical simulations corroborate and illustrate the theoretical findings. Our results are a step towards grounding theoretically data-driven approaches to inverse problems.
Key facts. Cited by 5 papers in the map (data through 7 Oct 2026). First posted on arXiv 27 Nov 2023.
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Citing papers per year: 2023: 1; 2024: 1; 2025: 3.
5 papers.
- 2024Learning sparsity-promoting regularizers for linear inverse problemscited by 3
- 2023Statistical inverse learning problems with random observationscited by 1
- 2025Learning Multi-Index Models with Hyper-Kernel Ridge Regressioncited by 1
- 2025On the Sample Complexity of Learning for Blind Inverse Problemscited by 1
- 2025Optimal Regularization Under Uncertainty: Distributional Robustness and Convexity Constraintscited by 0
- 2025On the Sample Complexity of Learning for Blind Inverse Problems29 Dec 2025
- 2025Optimal Regularization Under Uncertainty: Distributional Robustness and Convexity Constraints3 Oct 2025
- 2025Learning Multi-Index Models with Hyper-Kernel Ridge Regression2 Oct 2025
- 2024Learning sparsity-promoting regularizers for linear inverse problems20 Dec 2024
- 2023Statistical inverse learning problems with random observations23 Dec 2023