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Convex Accelerated Maximum Entropy Reconstruction It's really just MaxEnt, but faster

Introduction

Maximum Entropy, or MaxEnt, is a method commonly used to reconstruct nonuniformly sparsely sampled data in Nuclear Magnetic Resonance (NMR) spectroscopy. MaxEnt uses the principle of maximum entropy to guide reconstruction: it finds the least informative spectrum that agrees with the sparse measured data.

Prior to this work, MaxEnt reconstruction was performed using techniques originally introduced by Skilling and Bryan in 1984 and transferred into NMR by Hoch, Stern and colleagues over the years. However, these techniques did not fully exploit the convexity and smoothness of the entropy regularization functional, and converged to their solutions rather slowly, at least compared to the theoretically optimum convergence rates.

The Convex Accelerated Maximum Entropy Reconstruction Algorithm, or CAMERA, is a new MaxEnt reconstruction algorithm for NMR that fully exploits the curvature and convexity of the entropy functional to converge rapidly to MaxEnt solutions. CAMERA is faster than previous methods of MaxEnt reconstruction, and integrates easily into nmrPipe processing scripts. So if you’re reconstructing on-grid NUS NMR datasets, you should seriously be using CAMERA. ;)

The mathematics

CAMERA utilizes accelerated convex optimization techniques developed by Yurii Nesterov for minimizing smooth convex functions under convex constraints. Formally stated, CAMERA solves:

where $\mathcal{Q}$ represents the set of all feasible solutions:

The entropy functional $f$ is computed by summation of the entropies of all frequency-domain estimates,

where $S$ represents the Hoch-Hore entropy functional,

which is a smooth convex function over the hypercomplex vector space of frequency-domain estimates, and has a known Lipschitz constant. Part of the efficiency of CAMERA revolves around its use of the fast Fourier transform to compute the time-domain gradient of the entropy functional at iteration $t$:

In the above equation, $\mathbf{F}$ represents the inverse discrete Fourier transform and asterisks denote hypercomplex conjugate transposition. The local gradient information is then used in a projected gradient mapping step to compute a new $\mathbf{y}$ iterate,

where $L$ is an estimate of the local Lipschitz constant of $f$ at the iterate $\mathbf{x}$. The acceleration of CAMERA rests in the final equation for computing the next $\mathbf{x}$ iterate:

which is essentially a way of introducing momentum from previous iterates into the trajectory of $\mathbf{x}$ as it ascends to the global maximizer of $f$.

TL;DR: CAMERA is fast and lightweight. It averages two FFTs per iteration, converges in 100-500 iterations, and only requires six $N$-element arrays per reconstruction task.

Performance analyses

These images recap the fairly detailed performance demonstrations performed for the 2016 J. Magn. Reson. paper, and highlight reconstruction results on two example NUS datasets.

The code

The camera reconstruction utility is written in C and requires a modern C compiler that supports several vector processing extensions. The FFTW library is required to compile CAMERA. More information may be found within the CAMERA GitHub repository:

geekysuavo.github.io