Optimization-inspired Deep Learning
This research uses a process called deep unfolding to show that associated with any
mechanistic/generative/statistical model from a large class is a neural network architecture that,
when trained, infers the quantities of interest in the model. Stated otherwise, starting from a
mechanistic model, deep unfolding lets one design a neural network architecture specifically
tailored to the model. On the one hand, the connection to mechanistic models lets us interpret
neural networks and enables a theoretical study of their properties, via a study of the properties
of the mechanistic model associated with a given architecture. On the other hand, the connection to
neural networks lets us leverage GPUs, and the computational infrastructure that has been developed
to train neural networks, to solve inference and estimation problems that rely on mechanistic models
of data.