Geophysical inversion frequently makes use of regularization, such as the “Tikhonov regularization” used by Kenneth Bube and Bob Langan [1] for their “continuation approach.” I'd like to suggest an adjustment of the objective function to allow faster convergence of regularization and the continuation approach. A damping term that discourages complexity can be replaced equivalently by a change of variables to model simplicity directly.
For an optimized inversion, an objective function typically includes a norm of the difference between a data vector and a non-linear transform of a model vector . The global minimum of this norm is often flat, with little sensitivity to large variations in the model.
For regularization (more than simple damping), a
linear operator is chosen
to remove simplicity and preserve complexity when applied
to the model vector as
.
Most examples use a roughening operator, such as a derivative, to suppress
long wavelengths and amplify short wavelengths.
A regularized objective function adds a norm of
this roughened model to the norm fitting the data:
Bube and Langan's continuation approach begins with a large constant , minimizes the objective function (1) for a first model, then reduces repeatedly for a tradeoff between simplicity and accuracy in fitting the recorded data. They find the simplest model possible to explain the data adequately, without preventing the model from using complexity to fit genuinely significant features of the data. Informative details are added to the model when justified by the data, without unnecessary distracting details that are poorly determined from the data.
Each minimization of the objective function (1)
for a fixed constant typically uses a descent method such
as Gauss-Newton with conjugate gradients. The properties of the gradient
are important to the rate of convergence:
Assume a new operator as a partial right inverse of , so that the two operators approximate an identity: . This operator should be designed to preserve simplicity and suppress complexity, although without destroying complexity entirely. If is a roughening operator like differentiation, then should be a smoothing operator like leaky integration.
More directly, define the simplification operator
as a factored form of the assumed covariance.
(Indeed, such a factorization always exists because
the covariance is positive semidefinite.)
Minimization of the original objective function
(1) is entirely equivalent to minimizing
the objective function with a new variable ,
where
:
The revised gradient contains the desired correlation:
The two objective functions produce different results when optimization is incomplete. A descent optimization of the original objective function (1) will begin with complex perturbations of the model and slowly converge toward an increasingly simple model at the global minimum. A descent optimization of the revised objective function (6) will begin with simple perturbations of the model and slowly converge toward an increasingly complex model at the global minimum. The latter strategy is more consistent with the overall goal of the continuation approach. A more economic implementation can use fewer iterations. Insufficient iterations result in an insufficiently complex model, not in an insufficiently simplified model.
I also prefer to adjust more than a single scale factor . Instead, assume a suite of simplification operators which allow increasing complexity as the index increases. (Furthermore and .) We then can optimize a suite of possible models, of increasing complexity as increases. Use each optimized model to initialize the next . As multigrid methods have shown, we can thus improve our overall convergence by optimizing the most reliable (smoothest) global features in the model before attempting finer detail.
Finally, I think it easier to choose a simplification operator which describes the desirable features of the model, rather than an operator which keeps only features thought to be undesirable. I see some value in constructing both, however, to check the consistency of assumptions.